Related papers: Simulating cw-ESR Spectrum Using Discrete Markov M…
The wave propagation in random medium plays a critical role in optics and quantum physics. Multiple scattering of coherent wave in a random medium determines the transport procedure. Brownian motions of the scatterers perturb each…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
Experiments, in particular on biological systems, typically probe lower-dimensional observables which are projections of high-dimensional dynamics. In order to infer consistent models capturing the relevant dynamics of the system, it is…
Stochastic differential equations and stochastic dynamics are good models to describe stochastic phenomena in real world. In this paper, we study N independent stochastic processes Xi(t) with real entries and the processes are determined by…
The NGSIM trajectory data sets provide longitudinal and lateral positional information for all vehicles in certain spatiotemporal regions. Velocity and acceleration information cannot be extracted directly since the noise in the NGSIM…
The evolution of the scanning modules for scanning transmission electron microscopes (STEM) has realized the possibility to generate arbitrary scan pathways, an approach currently explored to improve acquisition speed and to reduce electron…
Diffusing wave spectroscopy (DWS) is a well-known set of methods to measure the temporal dynamics of dynamic samples. In DWS, dynamic samples scatter the incident coherent light, and the information of the temporal dynamics is encoded in…
A light-driven molecular motor system is investigated using a multi-state Brownian ratchet model described by a single effective coordinate with multiple electronic states in a dissipative environment. The rotational motion of the motor…
High dimensional random dynamical systems are ubiquitous, including -- but not limited to -- cyber-physical systems, daily return on different stocks of S&P 1500 and velocity profile of interacting particle systems around McKeanVlasov…
Marginal structural models (MSMs) are widely used in observational studies to estimate the causal effect of time-varying treatments. Despite its popularity, limited attention has been paid to summarizing the treatment history in the outcome…
Single molecule time trajectories of biomolecules provide glimpses into complex folding landscapes that are difficult to visualize using conventional ensemble measurements. Recent experiments and theoretical analyses have highlighted…
Many chemical reactions and molecular processes occur on timescales that are significantly longer than those accessible by direct simulation. One successful approach to estimating dynamical statistics for such processes is to use many short…
Continuous-time birth-death-shift (BDS) processes are frequently used in stochastic modeling, with many applications in ecology and epidemiology. In particular, such processes can model evolutionary dynamics of transposable elements -…
Novel Markov Chain Monte Carlo (MCMC) methods have enabled the generation of large ensembles of redistricting plans through graph partitioning. However, existing algorithms such as Reversible Recombination (RevReCom) and Metropolized Forest…
The paper is devoted to the study of nonlinear stochastic Schr\"{o}dinger equations driven by standard cylindrical Brownian motions (NSSEs) arising from the unraveling of quantum master equations. Under the Born--Markov approximations, this…
Neural ordinary differential equations offer an effective framework for modeling dynamical systems by learning a continuous-time vector field. However, they rely on the Markovian assumption - that future states depend only on the current…
We consider the problem of estimation in Hidden Markov models with finite state space and nonparametric emission distributions. Efficient estimators for the transition matrix are exhibited, and a semiparametric Bernstein-von Mises result is…
We perform detailed computational and experimental measurements of the driven dynamics of a dense, uniform suspension of sedimented microrollers driven by a magnetic field rotating around an axis parallel to the floor. We develop a…
We present a novel method that enables us to estimate the acceleration of individual millisecond pulsars (MSPs) using only their spin period and its time derivative. For our binary MSP sample, we show that one can obtain an empirical…
In molecular dynamics (MD) simulations, transitions between states are often rare events due to energy barriers that exceed the thermal temperature. Because of their infrequent occurrence and the huge number of degrees of freedom in…