Related papers: An explicit transition density expansion for a mul…
We study a family of n-dimensional diffusions, taking values in the unit simplex of vectors with nonnegative coordinates that add up to one. These processes satisfy stochastic differential equations which are similar to the ones for the…
The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…
This paper proposes a widely applicable method of approximate maximum-likelihood estimation for multivariate diffusion process from discretely sampled data. A closed-form asymptotic expansion for transition density is proposed and…
Diffusion models have shown their effectiveness in generation tasks by well-approximating the underlying probability distribution. However, diffusion models are known to suffer from an amplified inherent bias from the training data in terms…
In this work we adopt a combination of probabilistic approach and analytic methods to study the fundamental solutions to variations of the Wright-Fisher equation in one dimension. To be specific, we consider a diffusion equation on…
Multispecies reaction-diffusion systems, for which the time evolution equation of correlation functions become a closed set, are considered. A formal solution for the average densities is found. Some special interactions and the exact time…
The eigenfunction expansion by Gegenbauer polynomials for the diffusion on a hypersphere is transformed into the diffusion for the Wright-Fisher model with a particular mutation rate. We use the Ito calculus considering stochastic…
Extending a previous study of the velocity autocorrelation function (VAF) in a simulated Lennard-Jones fluid to cover higher-density and lower-temperature states, we show that the recently demonstrated multiexponential expansion allows for…
A proper understanding of the links between varying gene expression levels and complex trait adaptation is still lacking, despite recent advances in sequencing techniques leading to new insights on their importance in some evolutionary…
We consider a population with two types of individuals, distinguished by the resources required for reproduction: type-$0$ (small) individuals need a fractional resource unit of size $\vartheta \in (0,1)$, while type-$1$ (large) individuals…
In this paper we discuss a closed-form approximation of the likelihood functions of an arbitrary diffusion process. The approximation is based on an exponential ansatz of the transition probability for a finite time step $\Delta t$, and a…
Diffusion is a key element of a large set of phenomena occurring on natural and social systems modeled in terms of complex weighted networks. Here, we introduce a general formalism that allows to easily write down mean-field equations for…
A Bayesian data assimilation scheme is formulated for advection-dominated advective and diffusive evolutionary problems, based upon the Dynamic Likelihood (DLF) approach to filtering. The DLF was developed specifically for hyperbolic…
Diffusion models have significantly reshaped the field of generative artificial intelligence and are now increasingly explored for their capacity in discriminative representation learning. Diffusion Transformer (DiT) has recently gained…
To understand the effect of assortative mating on the genetic evolution of a population, we consider a finite population in which each individual has a type, determined by a sequence of n diallelic loci. We assume that the population…
We deal with some extensions of the space-fractional diffusion equation, which is satisfied by the density of a stable process (see Mainardi, Luchko, Pagnini (2001)): the first equation considered here is obtained by adding an exponential…
We first revisit the multi-allelic mutation-fitness balance problem, especially when mutations obey a house of cards condition, where the discrete-time deterministic evolutionary dynamics of the allelic frequencies derives from a…
We study voter models defined on large sets. Through a perspective emphasizing the martingale property of voter density processes, we prove that in general, their convergence to the Wright-Fisher diffusion only involves certain averages of…
In this paper we introduce a novel particle filter scheme for a class of partially-observed multivariate diffusions. %continuous-time dynamic models where the %signal is given by a multivariate diffusion process. We consider a variety of…
Diffusion models excel at generative modeling (e.g., text-to-image) but sampling requires multiple denoising network passes, limiting practicality. Efforts such as progressive distillation or consistency distillation have shown promise by…