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We derive generalized Langevin equations (GLEs) for single beads in linear elastic networks. In particular, the derivations of the GLEs are conducted without employing normal modes, resulting in two distinct representations in terms of…

Soft Condensed Matter · Physics 2024-10-23 Soya Shinkai , Shuichi Onami , Tomoshige Miyaguchi

Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…

Machine Learning · Statistics 2025-10-29 Adam Nordenhög , Akash Sharma

Nonstationary Gaussian processes (GPs) are essential for modeling complex, locally heterogeneous spatial data. A common modeling approach is the spatial deformation method that warps the domain to recover isotropy. However, this static…

Machine Learning · Computer Science 2026-05-01 Minghao Gu , Weizhi Lin , Qiang Huang

For reproducing the anomalous -- i.e., sub- or super-diffusive -- behavior in some stochastic dynamical systems, the Generalized Langevin Equation (GLE) has gained considerable popularity in recent years. Motivated by the question whether…

Soft Condensed Matter · Physics 2010-02-05 Debabrata Panja

Diffusion generative modelling (DGM) based on stochastic differential equations (SDEs) with score matching has achieved unprecedented results in data generation. In this paper, we propose a novel fast high-quality generative modelling…

Machine Learning · Computer Science 2025-01-03 Ziqiang Shi , Rujie Liu

Fundamental understanding of complex dynamics in many-particle systems on the atomistic level is of utmost importance. Often the systems of interest are of macroscopic size but can be partitioned into few important degrees of freedom which…

Chemical Physics · Physics 2015-07-09 Fabian Gottwald , Sven Karsten , Sergei D. Ivanov , Oliver Kühn

Linear systems with large differences between coefficients ("discontinuous coefficients") arise in many cases in which partial differential equations(PDEs) model physical phenomena involving heterogeneous media. The standard approach to…

Mathematical Software · Computer Science 2009-05-04 Dan Gordon , Rachel Gordon

Stochastic Gradient Descent Langevin Dynamics (SGLD) algorithms, which add noise to the classic gradient descent, are known to improve the training of neural networks in some cases where the neural network is very deep. In this paper we…

Computational Finance · Quantitative Finance 2023-01-16 Pierre Bras , Gilles Pagès

Stochastic Gradient Langevin Dynamics (SGLD) is a powerful algorithm for optimizing a non-convex objective, where a controlled and properly scaled Gaussian noise is added to the stochastic gradients to steer the iterates towards a global…

Optimization and Control · Mathematics 2020-06-04 Yuanhan Hu , Xiaoyu Wang , Xuefeng Gao , Mert Gurbuzbalaban , Lingjiong Zhu

Machine learning has made tremendous progress in recent years, with models matching or even surpassing humans on a series of specialized tasks. One key element behind the progress of machine learning in recent years has been the ability to…

Machine Learning · Computer Science 2020-06-30 Giorgi Nadiradze , Ilia Markov , Bapi Chatterjee , Vyacheslav Kungurtsev , Dan Alistarh

Deep generative models (DGMs) have the potential to revolutionize diagnostic imaging. Generative adversarial networks (GANs) are one kind of DGM which are widely employed. The overarching problem with deploying GANs, and other DGMs, in any…

Computer Vision and Pattern Recognition · Computer Science 2023-04-03 Rucha Deshpande , Mark A. Anastasio , Frank J. Brooks

The generalized Langevin equation (GLE) is a useful framework for analyzing and modeling the dynamics of many-body systems in terms of low-dimensional reaction coordinates, with its specific form determined by the choice of projection…

Computational Physics · Physics 2025-05-22 Henrik Kiefer , Benjamin J. A. Héry , Lucas Tepper , Benjamin A. Dalton , Cihan Ayaz , Roland R. Netz

Stochastic Gradient Langevin Dynamics (SGLD) ensures strong guarantees with regards to convergence in measure for sampling log-concave posterior distributions by adding noise to stochastic gradient iterates. Given the size of many practical…

Machine Learning · Computer Science 2020-06-15 Vyacheslav Kungurtsev , Bapi Chatterjee , Dan Alistarh

Inference for spatial generalized linear mixed models (SGLMMs) for high-dimensional non-Gaussian spatial data is computationally intensive. The computational challenge is due to the high-dimensional random effects and because Markov chain…

Computation · Statistics 2018-10-09 Yawen Guan , Murali Haran

The phenomenon of ergodicity breaking of stochastic dynamics governed by Generalized Langevin Equations (GLE) in the presence of well-behaved exponentially decaying dissipative memory kernels, recently investigated by many authors (Phys.…

Statistical Mechanics · Physics 2024-03-11 Giuseppe Procopio , Chiara Pezzotti , Massimiliano Giona

We consider a distributed learning problem in which the computation is carried out on a system consisting of a master node and multiple worker nodes. In such systems, the existence of slow-running machines called stragglers will cause a…

Information Theory · Computer Science 2019-01-16 Shunsuke Horii , Takahiro Yoshida , Manabu Kobayashi , Toshiyasu Matsushima

Adaptive or dynamic signal sampling in sensing systems can adapt subsequent sampling strategies based on acquired signals, thereby potentially improving image quality and speed. This paper proposes a Bayesian method for adaptive sampling…

Signal Processing · Electrical Eng. & Systems 2023-02-28 Guanhua Wang , Douglas C. Noll , Jeffrey A. Fessler

A family of collective variables is proposed to perform exact dynamical coarse-graining even in systems without time scale separation. More precisely, it is shown that these variables are not slow in general but they satisfy an overdamped…

Statistical Mechanics · Physics 2015-06-19 Jianfeng Lu , Eric Vanden-Eijnden

We present a derivation of a coarse-grained model from the Langevin dynamics. The focus is placed on the memory kernel function and the fluctuation-dissipation theorem. Also presented is an hierarchy of approximations for the memory and…

Numerical Analysis · Mathematics 2019-10-04 Lina Ma , Xiantao Li , Chun Liu

In this work we study linear vector stochastic differential equation (SDE) models driven by the generalised hyperbolic (GH) L\'evy process for inference in continuous-time non-Gaussian filtering problems. The GH family of stochastic…

Methodology · Statistics 2023-09-21 Yaman Kındap , Simon Godsill