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In deep latent Gaussian models, the latent variable is generated by a time-inhomogeneous Markov chain, where at each time step we pass the current state through a parametric nonlinear map, such as a feedforward neural net, and add a small…
The diffusive transport distance, a novel pseudo-metric between probability measures on the real line, is introduced. It generalizes Martingale optimal transport, and forms a hierarchy with the Hellinger and the Wasserstein metrics. We…
We develop a unified PDE-probabilistic framework for pointwise gradient and Hessian estimates of Markov semigroups associated with stochastic differential equations with singular and unbounded coefficients. Under mild local structural…
In a parallel discrete-event simulation (PDES) scheme, tasks are distributed among processing elements (PEs), whose progress is controlled by a synchronization scheme. For lattice systems with short-range interactions, the progress of the…
The diffusive transport of particles in anisotropic media is a fundamental phenomenon in computational, medical and biological disciplines. While deterministic models (partial differential equations) of such processes are well established,…
Neural field equations are used to describe the spatiotemporal evolution of the activity in a network of synaptically coupled populations of neurons in the continuum limit. Their heuristic derivation involves two approximation steps. Under…
The propagation of signalling molecules within cellular networks is affected by network topology, but also by the spatial arrangement of cells in the networks. Understanding the collective reaction--diffusion behaviour in space of signals…
We propose new limiting dynamics for stochastic gradient descent in the small learning rate regime called stochastic modified flows. These SDEs are driven by a cylindrical Brownian motion and improve the so-called stochastic modified…
In a series of two papers, we investigate the large deviations and asymptotic behavior of stochastic models of brain neural networks with random interaction coefficients. In this first paper, we take into account the spatial structure of…
The distribution-dependent stochastic differential equations (DDSDEs) describe stochastic systems whose evolution is determined by both the microcosmic site and the macrocosmic distribution of the particle. The density function associated…
Focusing on stochastic systems arising in mean-field models, the systems under consideration belong to the class of switching diffusions, in which continuous dynamics and discrete events coexist and interact. The discrete events are modeled…
Stochastic partial differential equations (SPDEs) are the mathematical tool of choice for modelling spatiotemporal PDE-dynamics under the influence of randomness. Based on the notion of mild solution of an SPDE, we introduce a novel neural…
Starting from a microscopic model for a system of neurons evolving in time which individually follow a stochastic integrate-and-fire type model, we study a mean-field limit of the system. Our model is described by a system of SDEs with…
We introduce a novel grid-independent model for learning partial differential equations (PDEs) from noisy and partial observations on irregular spatiotemporal grids. We propose a space-time continuous latent neural PDE model with an…
The task of sampling from a probability density can be approached as transporting a tractable density function to the target, known as dynamical measure transport. In this work, we tackle it through a principled unified framework using…
We present a computational technique for modeling the evolution of dynamical systems in a reduced basis, with a focus on the challenging problem of modeling partially-observed partial differential equations (PDEs) on high-dimensional…
We develop quantitative error estimates connecting microscopic fluctuation of interacting particle systems with the mobilities of their hydrodynamic limits. Focusing on the Symmetric Simple Exclusion Process and systems of independent…
For a sensor network, a tractable spatially-dependent node deployment model is presented with the property that the density is inversely proportional to the sink distance. A stochastic model is formulated to examine message advancements…
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…
A framework to establish response theory for a class of nonlinear stochastic partial differential equations (SPDEs) is provided. More specifically, it is shown that for a certain class of observables, the averages of those observables…