English
Related papers

Related papers: Uniform-in-time propagation of chaos for Consensus…

200 papers

A stochastic approach to the (generic) mean-field limit in Bose-Einstein Condensation is described and the convergence of the ground state energy as well as of its components are established. For the one-particle process on the path space a…

Probability · Mathematics 2020-08-04 Sergio Albeverio , Francesco C. De Vecchi , Andrea Romano , Stefania Ugolini

We consider the problem of global optimization with noisy zeroth order oracles - a well-motivated problem useful for various applications ranging from hyper-parameter tuning for deep learning to new material design. Existing work relies on…

Machine Learning · Computer Science 2023-07-21 Chong Liu , Yu-Xiang Wang

This paper deals with the applications of stochastic spectral methods for structural topology optimization in the presence of uncertainties. A non-intrusive polynomial chaos expansion is integrated into a topology optimization algorithm to…

Computational Engineering, Finance, and Science · Computer Science 2021-08-04 Nilton Cuellar , Anderson Pereira , Ivan F. M. Menezes , Americo Cunha

In this work, we develop a quantum metrological framework for quantum chaos by showing that local subsystems of information scrambling systems naturally function as quantum stopwatches. The reduced quantum state of a subsystem encodes the…

Quantum Physics · Physics 2026-04-01 Devjyoti Tripathy , Federico Centrone , Sebastian Deffner

This paper is devoted to the study of propagation of chaos and mean-field limits for systems of indistinguable particles, undergoing collision processes. The prime examples we will consider are the many-particle jump processes of Kac and…

Analysis of PDEs · Mathematics 2012-07-24 Stéphane Mischler , Clément Mouhot

In this paper, we propose a novel solution for the distributed unconstrained optimization problem where the total cost is the summation of time-varying local cost functions of a group networked agents. The objective is to track the optimal…

Optimization and Control · Mathematics 2022-12-20 Amir-Salar Esteki , Solmaz S. Kia

The study of robustness has received much attention due to its inevitability in data-driven settings where many systems face uncertainty. One such example of concern is Bayesian Optimization (BO), where uncertainty is multi-faceted, yet…

Machine Learning · Computer Science 2023-10-31 Hisham Husain , Vu Nguyen , Anton van den Hengel

We analyze the stability of general nonlinear discrete-time stochastic systems controlled by optimal inputs that minimize an infinite-horizon discounted cost. Under a novel stochastic formulation of cost-controllability and detectability…

Optimization and Control · Mathematics 2025-04-30 Robert H. Moldenhauer , Dragan Nešić , Mathieu Granzotto , Romain Postoyan , Andrew R. Teel

Motivated by variational inference methods, we propose a zeroth-order algorithm for solving optimization problems in the space of Gaussian probability measures. The algorithm is based on an interacting system of Gaussian particles that…

Optimization and Control · Mathematics 2026-05-15 Giacomo Borghi , José A. Carrillo

Bayesian quadrature optimization (BQO) maximizes the expectation of an expensive black-box integrand taken over a known probability distribution. In this work, we study BQO under distributional uncertainty in which the underlying…

Machine Learning · Computer Science 2020-01-22 Thanh Tang Nguyen , Sunil Gupta , Huong Ha , Santu Rana , Svetha Venkatesh

We study the relationship between quantum chaos and pseudorandomness by developing probes of unitary design. A natural probe of randomness is the "frame potential," which is minimized by unitary $k$-designs and measures the $2$-norm…

Quantum Physics · Physics 2017-05-24 Daniel A. Roberts , Beni Yoshida

Bayesian Optimization (BO) is a well-established method for addressing black-box optimization problems. In many real-world scenarios, optimization often involves multiple functions, emphasizing the importance of leveraging data and learned…

Machine Learning · Computer Science 2025-03-11 Khoa Nguyen , Viet Huynh , Binh Tran , Tri Pham , Tin Huynh , Thin Nguyen

We explore quantum chaos diagnostics of variational circuit states at random parameters and study their correlation with the circuit expressibility and the optimization of control parameters. By measuring the operator spreading coefficient…

Quantum Physics · Physics 2023-03-01 Joonho Kim , Yaron Oz , Dario Rosa

We consider a particle system in 1D, interacting via repulsive or attractive Coulomb forces. We prove the trajectorial propagation of molecular chaos towards a nonlinear SDE associated to the Vlasov-Poisson-Fokker-Planck equation. We obtain…

Analysis of PDEs · Mathematics 2015-11-16 Maxime Hauray , Samir Salem

We present a distributed (non-Bayesian) learning algorithm for the problem of parameter estimation with Gaussian noise. The algorithm is expressed as explicit updates on the parameters of the Gaussian beliefs (i.e. means and precision). We…

Optimization and Control · Mathematics 2016-12-08 Angelia Nedić , Alex Olshevsky , César A. Uribe

The present study aimed to solve the cure optimization problem of laminated composites through a statistical approach. The approach consisted of using constrained Bayesian Optimization (cBO) along with a Gaussian process model as a…

Applications · Statistics 2025-06-02 Madhura Limaye , Yezhuo Li , Qiong Zhang , Gang Li

As an enhanced version of existing results on Kac's propagation of chaos, which describes the convergence of mean-field particle systems to a system of independent McKean-Vlasov particles as the number of particles tends to infinity, we…

Probability · Mathematics 2026-05-12 Xiao-Yu Zhao

Comparison-Based Optimization (CBO) is an optimization paradigm that assumes only very limited access to the objective function f(x). Despite the growing relevance of CBO to real-world applications, this field has received little attention…

Optimization and Control · Mathematics 2023-03-27 Isha Slavin , Daniel McKenzie

For any weakly interacting particle system with bounded kernel, we give uniform-in-time estimates of the $L^2$ norm of correlation functions, provided that the diffusion coefficient is large enough. When the condition on the kernels is more…

Analysis of PDEs · Mathematics 2024-11-26 Pengzhi Xie

Branch and bound algorithms have been developed for reliability analysis of coherent systems. They exhibit a set of advantages; in particular, they can find a computationally efficient representation of a system failure or survival event,…

Optimization and Control · Mathematics 2024-10-31 Ji-Eun Byun , Hyeuk Ryu , Daniel Straub