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Diffusion models have become the go-to method for many generative tasks, particularly for image-to-image generation tasks such as super-resolution and inpainting. Current diffusion-based methods do not provide statistical guarantees…

Computer Vision and Pattern Recognition · Computer Science 2022-11-18 Eliahu Horwitz , Yedid Hoshen

We consider the inference problem for parameters in stochastic differential equation models from discrete time observations (e.g. experimental or simulation data). Specifically, we study the case where one does not have access to…

Numerical Analysis · Mathematics 2018-04-10 Sebastian Krumscheid

Change point detection has become an important part of the analysis of the single-particle tracking data, as it allows one to identify moments, in which the motion patterns of observed particles undergo significant changes. The segmentation…

Quantitative Methods · Quantitative Biology 2025-06-23 Jakub Malinowski , Marcin Kostrzewa , Michał Balcerek , Weronika Tomczuk , Janusz Szwabiński

In order to characterize the mechanisms governing the diffusion of particles in biological scenarios, it is essential to accurately determine their diffusive properties. To do so, we propose a machine learning method to characterize…

Soft Condensed Matter · Physics 2023-11-29 Borja Requena , Sergi Masó , Joan Bertran , Maciej Lewenstein , Carlo Manzo , Gorka Muñoz-Gil

The behavior of a Lattice Monte Carlo algorithm (if it is designed correctly) must approach that of the continuum system that it is designed to simulate as the time step and the mesh step tend to zero. However, we show for an algorithm for…

Statistical Mechanics · Physics 2010-08-23 Mykyta V. Chubynsky , Gary W. Slater

We consider the problem of statistical inference for the effective dynamics of multiscale diffusion processes with (at least) two widely separated characteristic time scales. More precisely, we seek to determine parameters in the effective…

Statistics Theory · Mathematics 2013-05-30 Sebastian Krumscheid , Grigorios A. Pavliotis , Serafim Kalliadasis

Efficient and accurate particle tracking is crucial for measuring Standard Model parameters and searching for new physics. This task consists of two major computational steps: track finding, the identification of a subset of all hits that…

High Energy Physics - Experiment · Physics 2025-09-16 Ryan Miller , Alexander Shmakov , Kyuho Oh , Jiwon Lee , Pierre Baldi , Levi Condren , Makayla Vessella , Daniel Whiteson

The Mean Square Displacement is a central tool in the analysis of Single Particle Tracking experiments, shedding light on various biophysical phenomena. Frequently, parameters are extracted by performing time-averages on single particle…

Biological Physics · Physics 2013-05-24 Eldad Kepten Irena Bronshtein , Yuval Garini

In the uniformity testing task, an algorithm is provided with samples from an unknown probability distribution over a (known) finite domain, and must decide whether it is the uniform distribution, or, alternatively, if its total variation…

Data Structures and Algorithms · Computer Science 2025-08-05 Guy Blanc , Clément L. Canonne , Erik Waingarten

For biological experiments aiming at calibrating models with unknown parameters, a good experimental design is crucial, especially for those subject to various constraints, such as financial limitations, time consumption and physical…

Applications · Statistics 2014-07-22 Xiao Lin , Gabriel Terejanu

Single channel measurements play a minor role in today physics, but they are sometimes unavoidable. Comparing to multichannel measurements, there is distribution of measurement time to be chosen in an experiment design. A method to optimize…

Instrumentation and Detectors · Physics 2008-12-03 J. Kaspar , M. Rysavy

Ordinary differential equations (ODEs) are widely used to describe dynamical systems in science, but identifying parameters that explain experimental measurements is challenging. In particular, although ODEs are differentiable and would…

Machine Learning · Computer Science 2024-07-22 Jonas Beck , Nathanael Bosch , Michael Deistler , Kyra L. Kadhim , Jakob H. Macke , Philipp Hennig , Philipp Berens

In this article we consider the estimation of static parameters for partially observed diffusion process with discrete-time observations over a fixed time interval. In particular, we assume that one must time-discretize the partially…

Computation · Statistics 2023-09-20 Elsiddig Awadelkarim , Ajay Jasra , Hamza Ruzayqat

Consider a particle diffusing in a confined volume which is divided into two equal regions. In one region the diffusion coefficient is twice the value of the diffusion coefficient in the other region. Will the particle spend equal…

Dynamical Systems · Mathematics 2015-06-04 P. F. Tupper , Xin Yang

Detection of radiation signals is at the heart of precision metrology and sensing. In this article we show how the fluctuations in photon counting signals can be exploited to optimally extract information about the physical parameters that…

Quantum Physics · Physics 2014-05-13 Alexander Holm Kiilerich , Klaus Mølmer

This paper addresses a problem in experimental design: We consider It\^o diffusions specified by some $\theta \in \mathbb{R}$ and assume that we are allowed to observe their sample paths only $n$ times before a terminal time $\tau <…

Methodology · Statistics 2017-09-05 Aurya Javeed , Giles Hooker

The article considers parameter estimation constructing such as quasi-maximum likelyhood estimation and one step estimation in statistical models generated by solution of stochastic differential equation. It has been developed a software…

Statistics Theory · Mathematics 2021-03-12 Dmytro Ivanenko , Rostyslav Pogorielov

Despite having been studied for decades, first passage processes remain an active area of research. In this contribution we examine a particle diffusing in an annulus with an inner absorbing boundary and an outer reflective boundary. We…

Statistical Mechanics · Physics 2022-10-05 Charles Antoine , Julian Talbot

Particle diffusion in rotating drums is studied via computer simulations using a full 3-D model which does not involve any arbitrary input parameters. The diffusion coefficient for single-component systems agree qualitatively with previous…

Condensed Matter · Physics 2009-10-28 G. A. Kohring

Particle filtering is a powerful tool for target tracking. When the budget for observations is restricted, it is necessary to reduce the measurements to a limited amount of samples carefully selected. A discrete stochastic nonlinear…

Systems and Control · Electrical Eng. & Systems 2020-05-19 Antoine Aspeel , Amaury Gouverneur , Raphaël M. Jungers , Benoît Macq