Advanced Mean Field Methods PDF Download
Are you looking for read ebook online? Search for your book and save it on your Kindle device, PC, phones or tablets. Download Advanced Mean Field Methods PDF full book. Access full book title Advanced Mean Field Methods by Manfred Opper. Download full books in PDF and EPUB format.
Author: Manfred Opper
Publisher: MIT Press
ISBN: 9780262150545
Category : Computers
Languages : en
Pages : 300
Get Book
Book Description
This book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling. A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.
Author: Manfred Opper
Publisher: MIT Press
ISBN: 9780262150545
Category : Computers
Languages : en
Pages : 300
Get Book
Book Description
This book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling. A major problem in modern probabilistic modeling is the huge computational complexity involved in typical calculations with multivariate probability distributions when the number of random variables is large. Because exact computations are infeasible in such cases and Monte Carlo sampling techniques may reach their limits, there is a need for methods that allow for efficient approximate computations. One of the simplest approximations is based on the mean field method, which has a long history in statistical physics. The method is widely used, particularly in the growing field of graphical models. Researchers from disciplines such as statistical physics, computer science, and mathematical statistics are studying ways to improve this and related methods and are exploring novel application areas. Leading approaches include the variational approach, which goes beyond factorizable distributions to achieve systematic improvements; the TAP (Thouless-Anderson-Palmer) approach, which incorporates correlations by including effective reaction terms in the mean field theory; and the more general methods of graphical models. Bringing together ideas and techniques from these diverse disciplines, this book covers the theoretical foundations of advanced mean field methods, explores the relation between the different approaches, examines the quality of the approximation obtained, and demonstrates their application to various areas of probabilistic modeling.
Author: Vladimir M Kolomietz
Publisher: World Scientific
ISBN: 9811211795
Category : Science
Languages : en
Pages : 586
Get Book
Book Description
This book describes recent theoretical and experimental developments in the study of static and dynamic properties of atomic nuclei, many-body systems of strongly interacting neutrons and protons. The theoretical approach is based on the concept of the mean field, describing the motion of a nucleon in terms of a self-consistent single-particle potential well which approximates the interactions of a nucleon with all the other nucleons. The theoretical approaches also go beyond the mean-field approximation by including the effects of two-body collisions.The self-consistent mean-field approximation is derived using the effective nucleon-nucleon Skyrme-type interaction. The many-body problem is described next in terms of the Wigner phase space of the one-body density, which provides a basis for semi-classical approximations and leads to kinetic equations. Results of static properties of nuclei and properties associated with small amplitude dynamics are also presented. Relaxation processes, due to nucleon-nucleon collisions, are discussed next, followed by instability and large amplitude motion of excited nuclei. Lastly, the book ends with the dynamics of hot nuclei. The concepts and methods developed in this book can be used for describing properties of other many-body systems.
Author: Volodymyr Turkowski
Publisher: Springer Nature
ISBN: 3030649040
Category : Technology & Engineering
Languages : en
Pages : 393
Get Book
Book Description
This is the first book that provides a detailed summary of one of the most successful new condensed matter theories - dynamical mean-field theory (DMFT) - in both static and dynamical cases of systems of different sizes. DMFT is one of the most successful approaches to describe the physical properties of systems with strong electron-electron correlations such as bulk materials, multi-layers, surfaces, 2D materials and nanostructures in both metallic and insulating phases. Strongly correlated materials usually include partially-filled localized d- or f-orbitals, and DMFT takes into account crucial for these systems time-resolved interaction between electrons when they “meet” on one atom and occupy one of these orbitals. The First Part of the book covers the general formalism of DMFT as a many-body theory, followed by generalizations of the approach on the cases of finite systems and out-of-equilibrium regime. In the last Chapter of the First Part we discuss generalizations of the approach on the case when the non-local interactions are taken into account. The Second Part of the book covers methodologies of merging DMFT with ab initio static Density Functional Theory (DFT) and Time-Dependent DFT (TDDFT) approaches. Such combined DFT+DMFT and DMFT+TDDFT computational techniques allow one to include the effects of strong electron-electron correlations at the accurate ab initio level. These tools can be applied to complex multi-atom multi-orbital systems currently not accessible to DMFT. The book helps broad audiences of students and researchers from the theoretical and computational communities of condensed matter physics, material science, and chemistry to become familiar with this state-of-art approach and to use it for reaching a deeper understanding of the properties of strongly correlated systems and for synthesis of new technologically-important materials.
Author: René Carmona
Publisher: Springer
ISBN: 3319589202
Category : Mathematics
Languages : en
Pages : 714
Get Book
Book Description
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume I of the book is entirely devoted to the theory of mean field games without a common noise. The first half of the volume provides a self-contained introduction to mean field games, starting from concrete illustrations of games with a finite number of players, and ending with ready-for-use solvability results. Readers are provided with the tools necessary for the solution of forward-backward stochastic differential equations of the McKean-Vlasov type at the core of the probabilistic approach. The second half of this volume focuses on the main principles of analysis on the Wasserstein space. It includes Lions' approach to the Wasserstein differential calculus, and the applications of its results to the analysis of stochastic mean field control problems. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.
Author: Alain Bensoussan
Publisher: Springer Science & Business Media
ISBN: 1461485088
Category : Science
Languages : en
Pages : 132
Get Book
Book Description
Mean field games and Mean field type control introduce new problems in Control Theory. The terminology “games” may be confusing. In fact they are control problems, in the sense that one is interested in a single decision maker, whom we can call the representative agent. However, these problems are not standard, since both the evolution of the state and the objective functional is influenced but terms which are not directly related to the state or the control of the decision maker. They are however, indirectly related to him, in the sense that they model a very large community of agents similar to the representative agent. All the agents behave similarly and impact the representative agent. However, because of the large number an aggregation effect takes place. The interesting consequence is that the impact of the community can be modeled by a mean field term, but when this is done, the problem is reduced to a control problem.
Author: Diogo A. Gomes
Publisher: Springer
ISBN: 3319389343
Category : Mathematics
Languages : en
Pages : 156
Get Book
Book Description
Beginning with a concise introduction to the theory of mean-field games (MFGs), this book presents the key elements of the regularity theory for MFGs. It then introduces a series of techniques for well-posedness in the context of mean-field problems, including stationary and time-dependent MFGs, subquadratic and superquadratic MFG formulations, and distinct classes of mean-field couplings. It also explores stationary and time-dependent MFGs through a series of a-priori estimates for solutions of the Hamilton-Jacobi and Fokker-Planck equation. It shows sophisticated a-priori systems derived using a range of analytical techniques, and builds on previous results to explain classical solutions. The final chapter discusses the potential applications, models and natural extensions of MFGs. As MFGs connect common problems in pure mathematics, engineering, economics and data management, this book is a valuable resource for researchers and graduate students in these fields.
Author: Moritz Helias
Publisher: Springer Nature
ISBN: 303046444X
Category : Science
Languages : en
Pages : 203
Get Book
Book Description
This book presents a self-contained introduction to techniques from field theory applied to stochastic and collective dynamics in neuronal networks. These powerful analytical techniques, which are well established in other fields of physics, are the basis of current developments and offer solutions to pressing open problems in theoretical neuroscience and also machine learning. They enable a systematic and quantitative understanding of the dynamics in recurrent and stochastic neuronal networks. This book is intended for physicists, mathematicians, and computer scientists and it is designed for self-study by researchers who want to enter the field or as the main text for a one semester course at advanced undergraduate or graduate level. The theoretical concepts presented in this book are systematically developed from the very beginning, which only requires basic knowledge of analysis and linear algebra.
Author: Peter Kopietz
Publisher: Springer
ISBN: 3642050948
Category : Science
Languages : en
Pages : 380
Get Book
Book Description
The renormalization group (RG) has nowadays achieved the status of a meta-theory, which is a theory about theories. The theory of the RG consists of a set of concepts and methods which can be used to understand phenomena in many different ?elds of physics, ranging from quantum ?eld theory over classical statistical mechanics to nonequilibrium phenomena. RG methods are particularly useful to understand phenomena where ?uctuations involving many different length or time scales lead to the emergence of new collective behavior in complex many-body systems. In view of the diversity of ?elds where RG methods have been successfully applied, it is not surprising that a variety of apparently different implementations of the RG idea have been proposed. Unfortunately, this makes it somewhat dif?cult for beginners to learn this technique. For example, the ?eld-theoretical formulation of the RG idea looks at the ?rst sight rather different from the RG approach pioneered by Wilson, the latter being based on the concept of the effective action which is ite- tively calculated by successive elimination of the high-energy degrees of freedom. Moreover, the Wilsonian RG idea has been implemented in many different ways, depending on the particular problem at hand, and there seems to be no canonical way of setting up the RG procedure for a given problem.
Author: Pierre Del Moral
Publisher: CRC Press
ISBN: 1466504056
Category : Mathematics
Languages : en
Pages : 628
Get Book
Book Description
In the last three decades, there has been a dramatic increase in the use of interacting particle methods as a powerful tool in real-world applications of Monte Carlo simulation in computational physics, population biology, computer sciences, and statistical machine learning. Ideally suited to parallel and distributed computation, these advanced particle algorithms include nonlinear interacting jump diffusions; quantum, diffusion, and resampled Monte Carlo methods; Feynman-Kac particle models; genetic and evolutionary algorithms; sequential Monte Carlo methods; adaptive and interacting Markov chain Monte Carlo models; bootstrapping methods; ensemble Kalman filters; and interacting particle filters. Mean Field Simulation for Monte Carlo Integration presents the first comprehensive and modern mathematical treatment of mean field particle simulation models and interdisciplinary research topics, including interacting jumps and McKean-Vlasov processes, sequential Monte Carlo methodologies, genetic particle algorithms, genealogical tree-based algorithms, and quantum and diffusion Monte Carlo methods. Along with covering refined convergence analysis on nonlinear Markov chain models, the author discusses applications related to parameter estimation in hidden Markov chain models, stochastic optimization, nonlinear filtering and multiple target tracking, stochastic optimization, calibration and uncertainty propagations in numerical codes, rare event simulation, financial mathematics, and free energy and quasi-invariant measures arising in computational physics and population biology. This book shows how mean field particle simulation has revolutionized the field of Monte Carlo integration and stochastic algorithms. It will help theoretical probability researchers, applied statisticians, biologists, statistical physicists, and computer scientists work better across their own disciplinary boundaries.
Author: René Carmona
Publisher: Springer
ISBN: 3319564366
Category : Mathematics
Languages : en
Pages : 700
Get Book
Book Description
This two-volume book offers a comprehensive treatment of the probabilistic approach to mean field game models and their applications. The book is self-contained in nature and includes original material and applications with explicit examples throughout, including numerical solutions. Volume II tackles the analysis of mean field games in which the players are affected by a common source of noise. The first part of the volume introduces and studies the concepts of weak and strong equilibria, and establishes general solvability results. The second part is devoted to the study of the master equation, a partial differential equation satisfied by the value function of the game over the space of probability measures. Existence of viscosity and classical solutions are proven and used to study asymptotics of games with finitely many players. Together, both Volume I and Volume II will greatly benefit mathematical graduate students and researchers interested in mean field games. The authors provide a detailed road map through the book allowing different access points for different readers and building up the level of technical detail. The accessible approach and overview will allow interested researchers in the applied sciences to obtain a clear overview of the state of the art in mean field games.
