# 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

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*.