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We describe an adaptive importance sampling algorithm for rare events that is based on a dual stochastic control formulation of a path sampling problem. Specifically, we focus on path functionals that have the form of cumulate generating…

Dynamical Systems · Mathematics 2019-01-30 Omar Kebiri , Lara Neureither , Carsten Hartmann

We investigate a simple quantitative genetics model subjet to a gradual environmental change from the viewpoint of the phylogenies of the living individuals. We aim to understand better how the past traits of their ancestors are shaped by…

Probability · Mathematics 2021-04-22 Vincent Calvez , Benoît Henry , Sylvie Méléard , Viet Chi Tran

Although Bayesian density estimation using discrete mixtures has good performance in modest dimensions, there is a lack of statistical and computational scalability to high-dimensional multivariate cases. To combat the curse of…

Methodology · Statistics 2014-10-29 Ye Wang , Antonio Canale , David Dunson

In stochastic population dynamics, stochastic wandering can produce transition to an absorbing state. In particular, under Allee effects, low densities amplify the possibility of population collapse. We investigate this in an…

Populations and Evolution · Quantitative Biology 2026-01-13 Luis F. Gordillo , Priscilla E. Greenwood

We consider the problem of forecasting complex, nonlinear space-time processes when observations provide only partial information of on the system's state. We propose a natural data-driven framework, where the system's dynamics are modelled…

Systems and Control · Computer Science 2019-03-01 Ibrahim Ayed , Emmanuel de Bézenac , Arthur Pajot , Julien Brajard , Patrick Gallinari

A one dimensional stochastic exclusion process with two species of particles, $+$ and $-$, is studied where density of each species can fluctuate but the total particle density is conserved. From the exact stationary state weights we show…

Statistical Mechanics · Physics 2017-01-10 Urna Basu

While fields like Artificial Life have made huge strides in quantifying the mechanisms that distinguish living systems from non-living ones, particular mechanisms remain difficult to reproduce in silico. Known as open-endedness, we've been…

Biological Physics · Physics 2024-07-18 Alyssa M Adams , Eliott Jacopin , Praful Gagrani , Olaf Witkowski

Stochastic dynamical systems arise naturally across nearly all areas of science and engineering. Typically, a dynamical system model is based on some prior knowledge about the underlying dynamics of interest in which probabilistic features…

Computational Engineering, Finance, and Science · Computer Science 2021-09-03 Chao Yin , Xihaier Luo , Ahsan Kareem

Real-world optimisation problems are often dynamic. Previously good solutions must be updated or replaced due to changes in objectives and constraints. It is often claimed that evolutionary algorithms are particularly suitable for dynamic…

Neural and Evolutionary Computing · Computer Science 2016-07-13 Duc-Cuong Dang , Thomas Jansen , Per Kristian Lehre

Many socio-economic and biological processes can be modeled as systems of interacting individuals. The behaviour of such systems can be often described within game-theoretic models. In these lecture notes, we introduce fundamental concepts…

Populations and Evolution · Quantitative Biology 2013-05-30 Jacek Miekisz

Optimizing problems in a distributed manner is critical for systems involving multiple agents with private data. Despite substantial interest, a unified method for analyzing the convergence rates of distributed optimization algorithms is…

Optimization and Control · Mathematics 2024-10-01 Mayank Baranwal , Kushal Chakrabarti

ODE solvers with randomly sampled timestep sizes appear in the context of chaotic dynamical systems, differential equations with low regularity, and, implicitly, in stochastic optimisation. In this work, we propose and study the stochastic…

Numerical Analysis · Mathematics 2024-08-05 Jonas Latz

In complex systems, the interplay between nonlinear and stochastic dynamics, e.g., J. Monod's necessity and chance, gives rise to an evolutionary process in Darwinian sense, in terms of discrete jumps among attractors, with punctuated…

Adaptation and Self-Organizing Systems · Physics 2013-03-18 Hong Qian

We are interested in modeling Darwinian evolution resulting from the interplay of phenotypic variation and natural selection through ecological interactions. The population is modeled as a stochastic point process whose generator captures…

Probability · Mathematics 2011-02-01 Benjamin Jourdain , Sylvie Méléard , Wojbor Woyczynski

The number of resident space objects is rising at an alarming rate. Mega-constellations and breakup events are proliferating in most orbital regimes, and safe navigation is becoming increasingly problematic. It is important to be able to…

Instrumentation and Methods for Astrophysics · Physics 2025-04-11 Yannick Sztamfater Garcia , Joaquin Miguez , Manuel Sanjurjo-Rivo

We present a theory of modified reduced dynamics in the presence of counting fields. Reduced dynamics techniques are useful for describing open quantum systems at long emergent timescales when the memory timescales are short. However, they…

Quantum Physics · Physics 2022-08-24 Felix A. Pollock , Emanuel Gull , K. Modi , Guy Cohen

The model of population protocols refers to the growing in popularity theoretical framework suitable for studying pairwise interactions within a large collection of simple indistinguishable entities, frequently called agents. In this paper…

Distributed, Parallel, and Cluster Computing · Computer Science 2018-03-28 Leszek Gasieniec , Grzegorz Stachowiak

Much of our understanding of ecological and evolutionary mechanisms derives from analysis of low-dimensional models: with few interacting species, or few axes defining "fitness". It is not always clear to what extent the intuition derived…

Populations and Evolution · Quantitative Biology 2018-02-14 Mikhail Tikhonov , Remi Monasson

Population dynamics is constrained by the environment, which needs to obey certain conditions to support population growth. We consider a standard model for the evolution of a single species population density, that includes reproduction,…

Populations and Evolution · Quantitative Biology 2016-10-18 E. H. Colombo , C. Anteneodo

Deterministic dynamics is an essential part of many MCMC algorithms, e.g. Hybrid Monte Carlo or samplers utilizing normalizing flows. This paper presents a general construction of deterministic measure-preserving dynamics using autonomous…

Computation · Statistics 2021-06-21 Kirill Neklyudov , Roberto Bondesan , Max Welling
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