Related papers: Score-Based Modeling of Effective Langevin Dynamic…
This work presents a systematic methodology for describing the transient dynamics of coarse-grained molecular systems inferred from all-atom simulated data. We suggest Langevin-type dynamics where the coarse-grained interaction potential…
We study Slowly Annealed Langevin Dynamics (SALD), a sampler for tracking a path of moving target distributions and approximating the terminal target through time slowdown. We establish non-asymptotic convergence guarantees via a KL…
We consider a classical model of non-equilibrium statistical mechanics accounting for non-Markovian effects, which is referred to as the Generalized Langevin Equation in the literature. We derive reduced Markovian descriptions obtained…
Langevin MCMC gradient optimization is a class of increasingly popular methods for estimating a posterior distribution. This paper addresses the algorithm as applied in a decentralized setting, wherein data is distributed across a network…
We consider numerical methods for thermodynamic sampling, i.e. computing sequences of points distributed according to the Gibbs-Boltzmann distribution, using Langevin dynamics and overdamped Langevin dynamics (Brownian dynamics). A wide…
A key task in Bayesian machine learning is sampling from distributions that are only specified up to a partition function (i.e., constant of proportionality). One prevalent example of this is sampling posteriors in parametric distributions,…
The dynamics of Lagrangian particles in turbulence play a crucial role in mixing, transport, and dispersion in complex flows. Their trajectories exhibit highly non-trivial statistical behavior, motivating the development of surrogate models…
The generalized Langevin equation is a model for the motion of coarse-grained particles where dissipative forces are represented by a memory term. The numerical realization of such a model requires the implementation of a stochastic…
We propose a sparse regression method capable of discovering the governing partial differential equation(s) of a given system by time series measurements in the spatial domain. The regression framework relies on sparsity promoting…
This work proposes a general framework for capturing noise-driven transitions in spatially extended non-equilibrium systems and explains the emergence of coherent patterns beyond the instability onset. The framework relies on stochastic…
Simulation-based inference (SBI) enables Bayesian analysis when the likelihood is intractable but model simulations are available. Recent advances in statistics and machine learning, including Approximate Bayesian Computation and deep…
Automatic machine learning of empirical models from experimental data has recently become possible as a result of increased availability of computational power and dedicated algorithms. Despite the successes of non-parametric inference and…
Continuous time random walks and Langevin equations are two classes of stochastic models for describing the dynamics of particles in the natural world. While some of the processes can be conveniently characterized by both of them, more…
The analysis of space-time data from complex, real-life phenomena requires the use of flexible and physically motivated covariance functions. In most cases, it is not possible to explicitly solve the equations of motion for the fields or…
This article is concerned with sampling from Gibbs distributions $\pi(x)\propto e^{-U(x)}$ using Markov chain Monte Carlo methods. In particular, we investigate Langevin dynamics in the continuous- and the discrete-time setting for such…
The problem of structure estimation in graphical models with latent variables is considered. We characterize conditions for tractable graph estimation and develop efficient methods with provable guarantees. We consider models where the…
We present a data-driven method to learn stochastic reduced models of complex systems that retain a state-dependent memory beyond the standard generalized Langevin equation (GLE) with a homogeneous kernel. The constructed model naturally…
There is a long history, as well as a recent explosion of interest, in statistical and generative modeling approaches based on score functions -- derivatives of the log-likelihood of a distribution. In seminal works, Hyv\"arinen proposed…
Recent advances in generative models have made exploring design spaces easier for de novo molecule generation. However, popular generative models like GANs and normalizing flows face challenges such as training instabilities due to…
We propose an adaptively weighted stochastic gradient Langevin dynamics algorithm (SGLD), so-called contour stochastic gradient Langevin dynamics (CSGLD), for Bayesian learning in big data statistics. The proposed algorithm is essentially a…