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Sampling from high-dimensional and structured probability distributions is a fundamental challenge in computational physics, particularly in the context of lattice field theory (LFT), where generating field configurations efficiently is…

Quantum Physics · Physics 2026-02-10 Jehu Martinez , Andrea Delgado

A stochastic approach to the quantum dynamics randomly modulated in time by a discrete state non-Markovian noise, which possesses an arbitrary non-exponential distribution of the residence times, is developed. The formally exact expression…

Statistical Mechanics · Physics 2007-05-23 Igor Goychuk

Support vector machine (SVM) is a particularly powerful and flexible supervised learning model that analyzes data for both classification and regression, whose usual algorithm complexity scales polynomially with the dimension of data space…

Machine Learning · Computer Science 2023-03-08 Chen Ding , Tian-Yi Bao , He-Liang Huang

The Fokker-Planck equation models rare events across sciences, but its high-dimensional nature challenges classical computers. Quantum algorithms for such non-unitary dynamics often suffer from exponential {decay in} success probability. We…

Quantum Physics · Physics 2026-01-23 Tyler Kharazi , Ahmad M. Alkadri , Kranthi K. Mandadapu , K. Birgitta Whaley

We study Langevin dynamics with a kinetic energy different from the standard, quadratic one in order to accelerate the sampling of Boltzmann-Gibbs distributions. In particular, this kinetic energy can be non-globally Lipschitz, which raises…

Statistical Mechanics · Physics 2018-05-15 Gabriel Stoltz , Zofia Trstanova

The present paper focuses on the problem of sampling from a given target distribution $\pi$ defined on some general state space. To this end, we introduce a novel class of non-reversible Markov chains, each chain being defined on an…

Computation · Statistics 2023-05-16 Randal Douc , Alain Durmus , Aurélien Enfroy , Jimmy Olsson

We propose an adaptive biasing algorithm aimed at enhancing the sampling of multimodal measures by Langevin dynamics. The underlying idea consists in generalizing the standard adaptive biasing force method commonly used in conjunction with…

Analysis of PDEs · Mathematics 2010-08-23 Chris Chipot , Tony Lelièvre

We study the problem of sampling from a probability distribution $\pi$ on $\rset^d$ which has a density \wrt\ the Lebesgue measure known up to a normalization factor $x \mapsto \rme^{-U(x)} / \int_{\rset^d} \rme^{-U(y)} \rmd y$. We analyze…

Statistics Theory · Mathematics 2019-09-17 M. Barkhagen , N. H. Chau , É. Moulines , M. Rásonyi , S. Sabanis , Y. Zhang

We present results on the ballistic and diffusive behavior of the Langevin dynamics in a periodic potential that is driven away from equilibrium by a space-time periodic driving force, extending some of the results obtained by Collet and…

Mathematical Physics · Physics 2015-06-19 R. Joubaud , G. Pavliotis , G. Stoltz

We revisit the problem of sampling from a target distribution that has a smooth strongly log-concave density everywhere in $\mathbb R^p$. In this context, if no additional density information is available, the randomized midpoint…

Statistics Theory · Mathematics 2023-06-19 Lu Yu , Avetik Karagulyan , Arnak Dalalyan

We introduce a theoretical framework for sampling from unnormalized densities based on a smoothing scheme that uses an isotropic Gaussian kernel with a single fixed noise scale. We prove one can decompose sampling from a density (minimal…

Machine Learning · Statistics 2023-10-02 Saeed Saremi , Ji Won Park , Francis Bach

Quantum dynamics for arbitrary system are traditionally realized by time evolutions of wave functions in Hilbert space and/or density operators in Liouville space. However, the traditional simulations may occasionally turn out to be…

Quantum Physics · Physics 2023-04-20 Gombojav O. Ariunbold

We consider the problem of sampling from constrained distributions, which has posed significant challenges to both non-asymptotic analysis and algorithmic design. We propose a unified framework, which is inspired by the classical mirror…

Machine Learning · Computer Science 2021-01-01 Ya-Ping Hsieh , Ali Kavis , Paul Rolland , Volkan Cevher

We present a simulation strategy for the real-time dynamics of quantum fields, inspired by reinforcement learning. It builds on the complex Langevin approach, which it amends with system specific prior information, a necessary prerequisite…

High Energy Physics - Lattice · Physics 2023-10-13 Daniel Alvestad , Alexander Rothkopf , Dénes Sexty

Langevin Dynamics is a Stochastic Differential Equation (SDE) central to sampling and generative modeling and is implemented via time discretization. Langevin Monte Carlo (LMC), based on the Euler-Maruyama discretization, is the simplest…

Machine Learning · Computer Science 2025-10-10 Saravanan Kandasamy , Dheeraj Nagaraj

Neural populations exhibit latent dynamical structures that drive time-evolving spiking activities, motivating the search for models that capture both intrinsic network dynamics and external unobserved influences. In this work, we introduce…

Machine Learning · Computer Science 2026-03-11 Yue Song , T. Anderson Keller , Yisong Yue , Pietro Perona , Max Welling

A fully Bayesian treatment of complicated predictive models (such as deep neural networks) would enable rigorous uncertainty quantification and the automation of higher-level tasks including model selection. However, the intractability of…

Approximate Bayesian inference estimates descriptors of an intractable target distribution - in essence, an optimization problem within a family of distributions. For example, Langevin dynamics (LD) extracts asymptotically exact samples…

Machine Learning · Statistics 2021-10-11 Zheyang Shen , Markus Heinonen , Samuel Kaski

We propose an explicit algorithm based on the Linear Combination of Hamiltonian Simulations technique to simulate both the advection-diffusion equation and a nonunitary discretized version of the Koopman-von Neumann formulation of nonlinear…

Computational Physics · Physics 2025-01-22 Ivan Novikau , Ilon Joseph

Variational quantum algorithms offer a promising new paradigm for solving partial differential equations on near-term quantum computers. Here, we propose a variational quantum algorithm for solving a general evolution equation through…

Quantum Physics · Physics 2022-06-28 Fong Yew Leong , Wei-Bin Ewe , Dax Enshan Koh
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