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Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
We consider chemical reaction networks modeled by a discrete state and continuous in time Markov process for the vector copy number of the species and provide a novel particle filter method for state and parameter estimation based on exact…
We study the problem of approximately simulating a $t$-step random walk on a graph where the input edges come from a single-pass stream. The straightforward algorithm using reservoir sampling needs $O(nt)$ words of memory. We show that this…
Graph-based learning is a rapidly growing sub-field of machine learning with applications in social networks, citation networks, and bioinformatics. One of the most popular models is graph attention networks. They were introduced to allow a…
We consider stochastic approximations of sampling algorithms, such as Stochastic Gradient Langevin Dynamics (SGLD) and the Random Batch Method (RBM) for Interacting Particle Dynamcs (IPD). We observe that the noise introduced by the…
The past decade has seen a revived interest in the unavoidable or intrinsic noise in biochemical and genetic networks arising from the finite copy number of the participating species. That is, rather than modeling regulatory networks in…
Stochastic models of chemical reaction networks are an important tool to describe and analyze noise effects in cell biology. When chemical species and reaction rates in a reaction system have different orders of magnitude, the associated…
We study the computational complexity of approximately computing the partition function of a spin system. Techniques based on standard counting-to-sampling reductions yield $\tilde{O}(n^2)$-time algorithms, where $n$ is the size of the…
A semi-streaming algorithm in dynamic graph streams processes any $n$-vertex graph by making one or multiple passes over a stream of insertions and deletions to edges of the graph and using $O(n \cdot \mbox{polylog}(n))$ space.…
We provide a numerically robust and fast method capable of exploiting the local geometry when solving large-scale stochastic optimisation problems. Our key innovation is an auxiliary variable construction coupled with an inverse Hessian…
We consider the problem of high-dimensional heavy-tailed statistical estimation in the streaming setting, which is much harder than the traditional batch setting due to memory constraints. We cast this problem as stochastic convex…
A position-dependent stochastic diffusion model of gating in ion channels is developed by considering the spatial variation of the diffusion coefficient between the closed and open states. It is assumed that a sensor which regulates the…
Analysis of algorithms on time-varying networks (often called evolving graphs) is a modern challenge in theoretical computer science. The edge-Markovian is a relatively simple and comprehensive model of evolving graphs: every pair of…
We develop a new algorithmic technique that allows to transfer some constant time approximation algorithms for general graphs into random order streaming algorithms. We illustrate our technique by proving that in random order streams with…
Using random walk sampling methods for feature learning on networks, we develop a method for generating low-dimensional node embeddings for directed graphs and identifying transition states of stochastic chemical reacting systems. We…
Recently there has been increased interest in fitting generative graph models to real-world networks. In particular, Bl\"asius et al. have proposed a framework for systematic evaluation of the expressivity of random graph models. We extend…
Voltage-gated ion channels are key molecules for the generation and propagation of electrical signals in excitable cell membranes. The voltage-dependent switching of these channels between conducting and nonconducting states is a major…
Denoising diffusion probabilistic models and score-matching models have proven to be very powerful for generative tasks. While these approaches have also been applied to the generation of discrete graphs, they have, so far, relied on…
Eigenvalues of a graph are of high interest in graph analytics for Big Data due to their relevance to many important properties of the graph including network resilience, community detection and the speed of viral propagation. Accurate…
The approximate uniform sampling of graph realizations with a given degree sequence is an everyday task in several social science, computer science, engineering etc. projects. One approach is using Markov chains. The best available current…