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Filtering is concerned with the sequential estimation of the state, and uncertainties, of a Markovian system, given noisy observations. It is particularly difficult to achieve accurate filtering in complex dynamical systems, such as those…

Probability · Mathematics 2015-12-14 Wonjung Lee , Andrew Stuart

This paper explores the efficacy of diffusion-based generative models as neural operators for partial differential equations (PDEs). Neural operators are neural networks that learn a mapping from the parameter space to the solution space of…

Machine Learning · Computer Science 2024-12-17 Katsiaryna Haitsiukevich , Onur Poyraz , Pekka Marttinen , Alexander Ilin

We study the stationary states of variants of the noisy voter model, subject to fluctuating parameters or external environments. Specifically, we consider scenarios in which the herding-to-noise ratio switches randomly and on different time…

Physics and Society · Physics 2023-06-01 Annalisa Caligiuri , Tobias Galla

Differential equations (DEs) are commonly used to describe dynamic systems evolving in one (ordinary differential equations or ODEs) or in more than one dimensions (partial differential equations or PDEs). In real data applications the…

Methodology · Statistics 2013-11-25 Gianluca Frasso , Jonathan Jaeger , Philippe Lambert

Contact processes describe the transmission of distinct properties of nodes via the links of a network. They provide a simple framework for many phenomena, such as epidemic spreading and opinion formation. Combining contact processes with…

Physics and Society · Physics 2010-11-12 Anne-Ly Do , Thilo Gross

The stochastic dynamics of the multi-state voter model is investigated on a class of complex networks made of non-overlapping cliques, each hosting a political candidate and interacting with the others via Erd\H{o}s-R\'enyi links. Numerical…

Physics and Society · Physics 2014-06-10 Filippo Palombi , Simona Toti

Variational inference in probabilistic graphical models aims to approximate fundamental quantities such as marginal distributions and the partition function. Popular approaches are the Bethe approximation, tree-reweighted, and other types…

Machine Learning · Statistics 2025-02-06 Harald Leisenberger , Franz Pernkopf

Partial differential equations (PDEs) are commonly derived based on empirical observations. However, recent advances of technology enable us to collect and store massive amount of data, which offers new opportunities for data-driven…

Machine Learning · Computer Science 2019-10-23 Zichao Long , Yiping Lu , Bin Dong

The introduction of intermediate states in the dynamics of the voter model modifies the ordering process and restores an effective surface tension. The logarithmic coarsening of the conventional voter model in two dimensions is eliminated…

Statistical Mechanics · Physics 2009-11-13 Luca Dall'Asta , Tobias Galla

This paper is about models for a vector of probabilities whose elements must have a multiplicative structure and sum to 1 at the same time; in certain applications, as basket analysis, these models may be seen as a constrained version of…

Statistics Theory · Mathematics 2018-04-17 Antonio Forcina

Unveiling the underlying governing equations of nonlinear dynamic systems remains a significant challenge. Insufficient prior knowledge hinders the determination of an accurate candidate library, while noisy observations lead to imprecise…

Machine Learning · Computer Science 2024-04-30 Mengge Du , Yuntian Chen , Longfeng Nie , Siyu Lou , Dongxiao Zhang

Modeling the temporal behavior of data is of primordial importance in many scientific and engineering fields. Baseline methods assume that both the dynamic and observation equations follow linear-Gaussian models. However, there are many…

Machine Learning · Computer Science 2020-11-03 Xavier Alameda-Pineda , Vincent Drouard , Radu Horaud

Probabilistic modeling is iterative. A scientist posits a simple model, fits it to her data, refines it according to her analysis, and repeats. However, fitting complex models to large data is a bottleneck in this process. Deriving…

Machine Learning · Statistics 2016-03-03 Alp Kucukelbir , Dustin Tran , Rajesh Ranganath , Andrew Gelman , David M. Blei

Partially observable Markov decision processes (POMDPs) provide an elegant mathematical framework for modeling complex decision and planning problems in stochastic domains in which states of the system are observable only indirectly, via a…

Artificial Intelligence · Computer Science 2011-06-02 M. Hauskrecht

Using neural networks to solve partial differential equations (PDEs) is gaining popularity as an alternative approach in the scientific computing community. Neural networks can integrate different types of information into the loss…

Machine Learning · Computer Science 2024-05-07 Zhiwei Wang , Lulu Zhang , Zhongwang Zhang , Zhi-Qin John Xu

We present a mathematical description of the voter model dynamics on heterogeneous networks. When the average degree of the graph is $\mu \leq 2$ the system reaches complete order exponentially fast. For $\mu >2$, a finite system falls,…

Statistical Mechanics · Physics 2009-01-08 F. Vazquez , V. M. Eguiluz

We introduce a practical method to enforce partial differential equation (PDE) constraints for functions defined by neural networks (NNs), with a high degree of accuracy and up to a desired tolerance. We develop a differentiable…

Machine Learning · Computer Science 2023-04-19 Geoffrey Négiar , Michael W. Mahoney , Aditi S. Krishnapriyan

Estimation and counterfactual experiments in dynamic discrete choice models with large state spaces pose computational difficulties. This paper proposes a model-adaptive approach, based on the conjugate gradient (CG) method, to solve the…

Econometrics · Economics 2026-03-18 Ertian Chen

We introduce a coevolution voter model in a multilayer, by coupling a fraction of nodes across two network layers and allowing each layer to evolve according to its own topological temporal scale. When these time scales are the same the…

Physics and Society · Physics 2014-08-13 Marina Diakonova , Maxi San Miguel , Victor M. Eguiluz

This paper is about the state estimation of timed probabilistic discrete event systems. The main contribution is to propose general procedures for developing state estimation approaches based on artificial neural networks. It is assumed…

Systems and Control · Electrical Eng. & Systems 2025-05-22 Omar Amri , Carla Seatzu , Alessandro Giua , Dimitri Lefebvre