Langevin dynamcs MCMC

August 17, 2020 — September 5, 2024

Bayes
estimator distribution
functional analysis
Markov processes
Monte Carlo
optimization
probabilistic algorithms
probability
quantum
SDEs
stochastic processes
Figure 1

TIL from Aydın Cem Keser about Stochastic quantization in the context of physical field theories.

From a brief glance, it looks a lot like the denoising diffusion trick, but with an analytic target density rather than a data-dependent one.

1 References

Damgaard, and Hüffel. 1987. “Stochastic Quantization.” Physics Reports.
De La Peña-Auerbach. 1967. “A Simple Derivation of the Schroedinger Equation from the Theory of Markoff Processes.” Physics Letters A.
Nelson. 1966. “Derivation of the Schrödinger Equation from Newtonian Mechanics.” Physical Review.