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Related papers: From flows of Lambda Fleming-Viot processes to loo…

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We propose a novel stochastic method to generate paths conditioned to start in an initial state and end in a given final state during a certain time $t_{f}$. These paths are weighted with a probability given by the overdamped Langevin…

Statistical Mechanics · Physics 2015-05-27 Henri Orland

This article presents a variant of Fleming-Viot particle systems, which are a standard way to approximate the law of a Markov process with killing as well as related quantities. Classical Fleming-Viot particle systems proceed by simulating…

Probability · Mathematics 2019-11-14 Frédéric Cérou , Arnaud Guyader , Mathias Rousset

We consider particles that are conditioned to initial and final states. The trajectory of these particles is uniquely shaped by the intricate interplay of internal and external sources of randomness. The internal randomness is aptly…

Optimization and Control · Mathematics 2023-09-13 Daniel Owusu Adu , Yongxin Chen

Disentangling irreversible and reversible forces from random fluctuations is a challenging problem in the analysis of stochastic trajectories measured from real-world dynamical systems. We present an approach to approximate the dynamics of…

We approximate stochastic processes in finite dimension by dynamical systems. We provide trajectorial estimates which are uniform with respect to the initial condition for a well chosen distance. This relies on some non-expansivity property…

Probability · Mathematics 2017-01-11 Vincent Bansaye

We propose an extension of the classical $\Lambda$-Fleming-Viot model to intrinsically varying population sizes. During events, instead of replacing a proportion of the population, a random mass dies and a, possibly different, random mass…

Probability · Mathematics 2023-11-13 Julian Kern , Bastian Wiederhold

Auto encoding models have been extensively studied in recent years. They provide an efficient framework for sample generation, as well as for analysing feature learning. Furthermore, they are efficient in performing interpolations between…

Machine Learning · Statistics 2021-03-30 Adam Lindhe , Carl Ringqvist , Henrik Hult

Our first result concerns a characterisation by means of a functional equation of Poisson point processes conditioned by the value of their first moment. It leads to a generalised version of Mecke's formula. En passant, it also allows to…

Probability · Mathematics 2018-09-25 Giovanni Conforti , Tetiana Kosenkova , Sylvie Roelly

Stochastic processes of evolving shapes are used in applications including evolutionary biology, where morphology changes stochastically as a function of evolutionary processes. Due to the non-linear and often infinite-dimensional nature of…

Probability · Mathematics 2026-04-07 Stefan Sommer , Gefan Yang , Elizabeth Louise Baker

The Fleming-Viot process describes a system of $N$ particles diffusing on a graph with an absorbing site. Whenever one of the particles is absorbed, it is replaced by a new particle at the position of one of the $N-1$ remaining particles.…

Statistical Mechanics · Physics 2026-01-23 Éric Brunet , Bernard Derrida

We survey results on the description of stochastically evolving genealogies of populations and marked genealogies of multitype populations or spatial populations via tree-valued Markov processes on (marked) ultrametric measure spaces. In…

Probability · Mathematics 2018-09-21 Andrej Depperschmidt , Andreas Greven

This paper introduces a method to approximate Gaussian process regression by representing the problem as a stochastic differential equation and using variational inference to approximate solutions. The approximations are compared with full…

Machine Learning · Computer Science 2019-01-08 Wil O C Ward , Mauricio A Álvarez

We study the vortex dynamics in an evolutive flow. We carry out the statistical analysis of the resulting time series by means of the joint use of a compression and an entropy diffusion method. This approach to complexity makes it possible…

Statistical Mechanics · Physics 2009-11-10 Jacopo Bellazzini , Giulia Menconi , Guido Buresti , Paolo Grigolini , Massimiliano Ignaccolo

The performance of flow matching and diffusion models can be greatly improved at inference time using reward alignment algorithms, yet efficiency remains a major limitation. While several algorithms were proposed, we demonstrate that a…

Machine Learning · Computer Science 2026-02-12 Peter Holderrieth , Uriel Singer , Tommi Jaakkola , Ricky T. Q. Chen , Yaron Lipman , Brian Karrer

Some topological properties of stochastic flow $\varphi_t(x)$ generated by stochastic differential equation in a ${\mathbb R}^d_+$ with normal reflection at the boundary are investigated. Sobolev differentiability in initial condition is…

Probability · Mathematics 2008-10-28 Andrey Pilipenko

This paper shows that the topological structures of particle orbits generated by a generic class of vector fields on spherical surfaces, called {\it the flow of finite type}, are in one-to-one correspondence with discrete structures such as…

Dynamical Systems · Mathematics 2022-08-18 Takashi Sakajo , Tomoo Yokoyama

We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…

Soft Condensed Matter · Physics 2017-08-18 Cristian Micheletti , Henri Orland

We consider a stochastic flow in which individual particles follow skew Brownian motions, with each one of these processes driven by the same Brownian motion. One does not have uniqueness for the solutions of the corresponding stochastic…

Probability · Mathematics 2007-05-23 Krzysztof Burdzy , Haya Kaspi

We study the masses of blocks of the $\Lambda$-coalescent with dust and some aspects of their large and small time behaviors. To do so, we start by associating the $\Lambda$-coalescent to a nested interval-partition constructed from the…

Probability · Mathematics 2025-03-04 Grégoire Véchambre

We consider the spatial Lambda-Fleming-Viot process model for frequencies of genetic types in a population living in R^d, with two types of individuals (0 and 1) and natural selection favouring individuals of type 1. We first prove that the…

Probability · Mathematics 2020-10-01 Alison Etheridge , Amandine Veber , Feng Yu