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Variational characterization of free energy: Theory and algorithms

by Carsten Hartmann, Lorenz Richter, Christof Schütte, Wei Zhang

Year:

2017

Publication:

Entropy, Volume 19, Issue 11

Abstract:

The article surveys and extends variational formulations of the thermodynamic free energy and discusses their information-theoretic content from the perspective of mathematical statistics. We revisit the well-known Jarzynski equality for nonequilibrium free energy sampling within the framework of importance sampling and Girsanov change-of-measure transformations.

Link:

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Additional Information


Brief introduction of the dida co-author(s) and relevance for dida's ML developments.

About the Co-Author

With an original focus on stochastics and numerics (FU Berlin), the mathematician has been dealing with deep learning algorithms for some time now. Besides his interest in the theory, he has practically solved multiple data science problems in the last 10 years. Lorenz leads the machine learning team.