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We develop a class of non-life reserving models using a stable-1/2 random bridge to simulate the accumulation of paid claims, allowing for an essentially arbitrary choice of a priori distribution for the ultimate loss. Taking an…

Discrete-state stochastic models have become a well-established approach to describe biochemical reaction networks that are influenced by the inherent randomness of cellular events. In the last years severalmethods for accurately…

We present two quantitative behavioral equivalences over species of a chemical reaction network (CRN) with semantics based on ordinary differential equations. Forward CRN bisimulation identifies a partition where each equivalence class…

Echo state networks (ESNs) are a powerful form of reservoir computing that only require training of linear output weights whilst the internal reservoir is formed of fixed randomly connected neurons. With a correctly scaled connectivity…

State-space models (SSMs) are powerful probabilistic tools for modeling time-varying systems with latent dynamics. Inference in SSMs involves the estimation of latent states and parameters. In this work, we focus on parameter inference,…

The Bayesian neural network (BNN) method is used to construct a predictive model for fragment prediction of proton induced spallation reactions with the guidance of a simplified EPAX formula. Compared to the experimental data, it is found…

Denoising diffusion models have recently emerged as a powerful class of generative models. They provide state-of-the-art results, not only for unconditional simulation, but also when used to solve conditional simulation problems arising in…

Sample-based Bayesian inference provides a route to uncertainty quantification in the geosciences, and inverse problems in general, though is very computationally demanding in the naive form that requires simulating an accurate computer…

This paper studies an approximation method for the log-likelihood function of a nonlinear diffusion process using the bridge of the diffusion. The main result (Theorem \refthm:approx) shows that this approximation converges uniformly to the…

Stochastic recurrent neural networks with latent random variables of complex dependency structures have shown to be more successful in modeling sequential data than deterministic deep models. However, the majority of existing methods have…

We study the convergence of the Expectation-Maximization (EM) algorithm for mixtures of linear regressions with an arbitrary number $k$ of components. We show that as long as signal-to-noise ratio (SNR) is $\tilde{\Omega}(k)$,…

We consider inference for the reaction rates in discretely observed networks such as those found in models for systems biology, population ecology and epidemics. Most such networks are neither slow enough nor small enough for inference via…

Continuous-time Markov chains are frequently used as stochastic models for chemical reaction networks, especially in the growing field of systems biology. A fundamental problem for these Stochastic Chemical Reaction Networks (SCRNs) is to…

We consider a reaction-diffusion equation on a network subjected to dynamic boundary conditions, with time delayed behaviour, also allowing for multiplicative Gaussian noise perturbations. Exploiting semigroup theory, we rewrite the…

We marry ideas from deep neural networks and approximate Bayesian inference to derive a generalised class of deep, directed generative models, endowed with a new algorithm for scalable inference and learning. Our algorithm introduces a…

The dynamic Schr\"odinger bridge problem seeks a stochastic process that defines a transport between two target probability measures, while optimally satisfying the criteria of being closest, in terms of Kullback-Leibler divergence, to a…

We develop a Bayesian inference method for discretely-observed stochastic differential equations (SDEs). Inference is challenging for most SDEs, due to the analytical intractability of the likelihood function. Nevertheless, forward…

Fast Incremental Expectation Maximization (FIEM) is a version of the EM framework for large datasets. In this paper, we first recast FIEM and other incremental EM type algorithms in the {\em Stochastic Approximation within EM} framework.…

This paper explores the potential of Physics-Informed Neural Networks (PINNs) to serve as Reduced Order Models (ROMs) for simulating the flow field within stirred tank reactors (STRs). We solve the two-dimensional stationary Navier-Stokes…

We first study the generalization error of models that use a fixed feature representation (frozen intermediate layers) followed by a trainable readout layer. This setting encompasses a range of architectures, from deep random-feature models…