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Detection of a signal under noise is a classical signal processing problem. When monitoring spatial phenomena under a fixed budget, i.e., either physical, economical or computational constraints, the selection of a subset of available…
The Large Eddy Simulation (LES) approach - solving numerically the large scales of a turbulent system and accounting for the small-scale influence through a model - is applied to nonlinear gyrokinetic systems that are driven by a number of…
Various microphysical models attempt to explain the occurrence of broad droplet size distributions (DSD) in clouds through approximate representations of the stochastic droplet growth by condensation in a turbulent environment. This work…
Diffusion models generate samples by iteratively querying learned score estimates. A rapidly growing literature focuses on accelerating sampling by minimizing the number of score evaluations, yet the information-theoretic limits of such…
Discretizations of Langevin diffusions provide a powerful method for sampling and Bayesian inference. However, such discretizations require evaluation of the gradient of the potential function. In several real-world scenarios, obtaining…
We employ a recently developed single-trajectory Lagrangian diagnostic tool, the trajectory rotation average $ (\mathrm{\overline{TRA}}) $, to visualize oceanic vortices (or eddies) from sparse drifter data. We apply the $…
We consider the problem of estimating how well a model class is capable of fitting a distribution of labeled data. We show that it is often possible to accurately estimate this "learnability" even when given an amount of data that is too…
In this paper, we study the problem of computing the effective diffusivity for particles moving in chaotic flows. Instead of solving a convection-diffusion type cell problem in the Eulerian formulation (arising from homogenization theory…
We investigate the relationship between the effective diffusivity and effective drift of a particle moving in a random medium. The velocity of the particle combines a white noise diffusion process with a local drift term that depends…
In this work we present a reduced basis Smagorinsky turbulence model for steady flows. We approximate the non-linear eddy diffusion term using the Empirical Interpolation Method, and the velocity-pressure unknowns by an independent…
The statistics of lagrangian velocity divergence are studied for an assembly of particles in compressible turbulence on a free surface. Under an appropriate definition of entropy, the two-dimensional lagrangian velocity divergence of a…
This paper addresses the nonparametric estimation of the drift function over a compact domain for a time-homogeneous diffusion process, based on high-frequency discrete observations from $N$ independent trajectories. We propose a neural…
We investigate the large-scale transport properties of quasi-neutrally-buoyant inertial particles carried by incompressible zero-mean periodic or steady ergodic flows. We show how to compute large-scale indicators such as the…
Diffusion models have been firmly established as principled zero-shot solvers for linear and nonlinear inverse problems, owing to their powerful image prior and iterative sampling algorithm. These approaches often rely on Tweedie's formula,…
This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…
We consider a process given as the solution of a stochastic differential equation with irregular, path dependent and time-inhomogeneous drift coefficient and additive noise. Explicit and optimal bounds for the Lebesgue density of that…
In this paper, we study problem of estimating a sparse regression vector with correct support in the presence of outlier samples. The inconsistency of lasso-type methods is well known in this scenario. We propose a combinatorial version of…
This article investigates the least squares estimators (LSE) for the unknown parameters in stochastic differential equations (SDEs) that are affected by L\'evy noise, particularly when the sample paths are sparse. Specifically, given $n$…
Diffusion models learn to denoise data and the trained denoiser is then used to generate new samples from the data distribution. In this paper, we revisit the diffusion sampling process and identify a fundamental cause of sample quality…
The estimation of a sparse vector in the linear model is a fundamental problem in signal processing, statistics, and compressive sensing. This paper establishes a lower bound on the mean-squared error, which holds regardless of the…