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Parameter identification problems are formulated in a probabilistic language, where the randomness reflects the uncertainty about the knowledge of the true values. This setting allows conceptually easily to incorporate new information, e.g.…

Numerical Analysis · Computer Science 2013-03-19 Bojana V. Rosić , Anna Kučerová , Jan Sýkora , Oliver Pajonk , Alexander Litvinenko , Hermann G. Matthies

Turbulent dynamical systems characterized by both a high-dimensional phase space and a large number of instabilities are ubiquitous among many complex systems in science and engineering. The existence of a strange attractor in the turbulent…

Fluid Dynamics · Physics 2018-02-23 Andrew J. Majda , Di Qi

Stochastic simulation is a widely used method for estimating quantities in models of chemical reaction networks where uncertainty plays a crucial role. However, reducing the statistical uncertainty of the corresponding estimators requires…

Quantitative Methods · Quantitative Biology 2019-06-13 Michael Backenköhler , Luca Bortolussi , Verena Wolf

Stochastic simulation is widely used to study complex systems composed of various interconnected subprocesses, such as input processes, routing and control logic, optimization routines, and data-driven decision modules. In practice, these…

Computation · Statistics 2026-02-19 Mohammadmahdi Ghasemloo , David J. Eckman , Yaxian Li

Discrete-state stochastic models are a popular approach to describe the inherent stochasticity of gene expression in single cells. The analysis of such models is hindered by the fact that the underlying discrete state space is extremely…

Analysis of PDEs · Mathematics 2021-01-28 Pavel Kurasov , Delio Mugnolo , Verena Wolf

A fully Bayesian approach is proposed for ultrahigh-dimensional nonparametric additive models in which the number of additive components may be larger than the sample size, though ideally the true model is believed to include only a small…

Methodology · Statistics 2013-09-24 Zuofeng Shang , Ping Li

Mechanical systems are often characterized only by their response to certain loads known from experiments or simulations. The obtained data can be used for various purposes: system analysis, design of mathematical models, or construction of…

Dynamical Systems · Mathematics 2026-01-05 Yevgeniya Filanova , Igor Pontes Duff , Pawan Goyal , Peter Benner

The use of high-dimensional regression techniques from machine learning has significantly improved the quantitative accuracy of interatomic potentials. Atomic simulations can now plausibly target quantitative predictions in a variety of…

Materials Science · Physics 2025-03-04 Danny Perez , Aparna P. A. Subramanyam , Ivan Maliyov , Thomas D. Swinburne

The last decade witnessed a rise in the importance of supervised learning applications involving {\em big data} and {\em big models}. Big data refers to situations where the amounts of training data available and needed causes difficulties…

Optimization and Control · Mathematics 2018-11-01 Konstantin Mishchenko , Peter Richtárik

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…

Probability · Mathematics 2020-09-15 German Enciso , Jinsu Kim

In the framework of solid mechanics, the task of deriving material parameters from experimental data has recently re-emerged with the progress in full-field measurement capabilities and the renewed advances of machine learning. In this…

Computational Engineering, Finance, and Science · Computer Science 2026-01-27 Ulrich Römer , Stefan Hartmann , Jendrik-Alexander Tröger , David Anton , Henning Wessels , Moritz Flaschel , Laura De Lorenzis

Stochastic differential equations (SDEs) offer powerful and accessible mathematical models for capturing both deterministic and probabilistic aspects of dynamic behavior across a wide range of physical, financial, and social systems.…

Statistics Theory · Mathematics 2026-02-17 Paromita Banerjee , Anirban Mondal

This report proposes a novel framework for a rigorous robustness analysis of stochastic biochemical systems. The technique is based on probabilistic model checking. We adapt the general definition of robustness introduced by Kitano to the…

Numerical Analysis · Computer Science 2013-10-18 Lubos Brim , Milan Ceska , Sven Drazan , David Safranek

Ordinary differential equation (ODE) models are widely used to describe systems in many areas of science. To ensure these models provide accurate and interpretable representations of real-world dynamics, it is often necessary to infer…

Methodology · Statistics 2026-03-24 Selva Salimi , David J. Warne , Christopher Drovandi

Model-based prediction of stochastic noise in biomolecular reactions often resorts to approximation with unknown precision. As a result, unexpected stochastic fluctuation causes a headache for the designers of biomolecular circuits. This…

Molecular Networks · Quantitative Biology 2018-08-07 Yuta Sakurai , Yutaka Hori

Class imbalance problems widely exist in the medical field and heavily deteriorates performance of clinical predictive models. Most techniques to alleviate the problem rebalance class proportions and they predominantly assume the rebalanced…

Machine Learning · Computer Science 2023-05-11 Yinan Liu , Xinyu Dong , Weimin Lyu , Richard N. Rosenthal , Rachel Wong , Tengfei Ma , Fusheng Wang

A practical introduction to stochastic modelling of reaction-diffusion processes is presented. No prior knowledge of stochastic simulations is assumed. The methods are explained using illustrative examples. The article starts with the…

Subcellular Processes · Quantitative Biology 2007-11-19 Radek Erban , Jonathan Chapman , Philip Maini

We calculate the parameters of the recently-derived many-channel Hubbard model that is predicted to describe ultracold nonreactive molecules in an optical lattice, going beyond the approximations used in Do\c{c}aj \textit{et al.}~[Phys.…

The exploration of complex physical or technological processes usually requires exploiting available information from different sources: (i) physical laws often represented as a family of parameter dependent partial differential equations…

Numerical Analysis · Mathematics 2020-02-04 Albert Cohen , Wolfgang Dahmen , Ron DeVore

To analyze high-dimensional systems, many fields in science and engineering rely on high-level descriptions, sometimes called "macrostates," "coarse-grainings," or "effective theories". Examples of such descriptions include the…

Information Theory · Computer Science 2015-06-19 David H. Wolpert , Joshua A. Grochow , Eric Libby , Simon DeDeo