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Time-homogeneous Markov chains are often used as disease progression models in studies of cost-effectiveness and optimal decision-making. Maximum likelihood estimation of these models can be challenging when data are collected at a time…

Methodology · Statistics 2022-09-26 Duncan Ermini Leaf

We study the maximum mean discrepancy (MMD) in the context of critical transitions modelled by fast-slow stochastic dynamical systems. We establish a new link between the dynamical theory of critical transitions with the statistical aspects…

Pattern Formation and Solitons · Physics 2019-01-30 Boumediene Hamzi , Christian Kuehn , Sameh Mohamed

We propose a novel flexible-step model predictive control algorithm for unknown linear time-invariant discrete-time systems. The goal is to asymptotically stabilize the system without relying on a pre-collected dataset that describes its…

Optimization and Control · Mathematics 2025-10-02 Markus Pietschner , Christian Ebenbauer , Bahman Gharesifard , Raik Suttner

A robust adaptive model predictive control (MPC) algorithm is presented for linear, time invariant systems with unknown dynamics and subject to bounded measurement noise. The system is characterized by an impulse response model, which is…

Systems and Control · Electrical Eng. & Systems 2019-11-21 Anilkumar Parsi , Andrea Iannelli , Mingzhou Yin , Mohammad Khosravi , Roy S. Smith

1. Hidden Markov models (HMMs) are powerful tools for modelling time-series data with underlying state structure. However, selecting appropriate parametric forms for the state-dependent distributions is often challenging and can lead to…

In molecular dynamics (MD) simulations, accessing transition probabilities between states is crucial for understanding kinetic information, such as reaction paths and rates. However, standard MD simulations are hindered by the capacity to…

Chemical Physics · Physics 2025-08-07 Yanbin Wang , Jakub Rydzewski , Ming Chen

Lithium diffusion in solid-state battery anodes occurs through thermally activated hops between metastable sites often separated by large energy barriers, making such events rare on ab initio molecular dynamics (AIMD) timescales. Here, we…

The characterization of network and biophysical properties from neural spiking activity is an important goal in neuroscience. A framework that provides unbiased inference on causal synaptic interaction and single neural properties has been…

Neurons and Cognition · Quantitative Biology 2024-05-27 Kevin S. Chen , Ying-Jen Yang

Existing score-based methods for inverse problems often resort to approximate minimization of the KL divergence between the inversion distribution and the Bayesian posterior. Such an approximation leads to severe mode collapse and…

Computer Vision and Pattern Recognition · Computer Science 2026-05-26 Weimin Bai , Yuxuan Gu , Yifei Wang , Weijian Luo , He Sun

Lattice Boltzmann Methods (LBM) stand out for their simplicity and computational efficiency while offering the possibility of simulating complex phenomena. While they are optimal for Cartesian meshes, adapted meshes have traditionally been…

Numerical Analysis · Mathematics 2022-02-28 Loïc Gouarin , Benjamin Graille , Marc Massot , Thomas Bellotti

We test the robustness of a maximum-likelihood (ML) based classifier where sequential data as observation is corrupted by noise. The hypothesis is that a generative model, that combines the state transitions of a hidden Markov model (HMM)…

Machine Learning · Computer Science 2021-02-16 Anubhab Ghosh , Antoine Honoré , Dong Liu , Gustav Eje Henter , Saikat Chatterjee

Markov state models (MSMs)---or discrete-time master equation models---are a powerful way of modeling the structure and function of molecular systems like proteins. Unfortunately, MSMs with sufficiently many states to make a quantitative…

Biomolecules · Quantitative Biology 2015-06-03 Gregory R. Bowman

Community identification in a network is an important problem in fields such as social science, neuroscience, and genetics. Over the past decade, stochastic block models (SBMs) have emerged as a popular statistical framework for this…

Statistics Theory · Mathematics 2018-10-02 Min Xu , Varun Jog , Po-Ling Loh

When developing risk prediction models, shrinkage methods are recommended, especially when the sample size is limited. Several earlier studies have shown that the shrinkage of model coefficients can reduce overfitting of the prediction…

Methodology · Statistics 2019-07-29 Ben Van Calster , Maarten van Smeden , Ewout W. Steyerberg

Estimation in the deformable template model is a big challenge in image analysis. The issue is to estimate an atlas of a population. This atlas contains a template and the corresponding geometrical variability of the observed shapes. The…

Statistics Theory · Mathematics 2013-09-09 Stéphanie Allassonniere , Estelle Kuhn

Schr\"odinger bridges have emerged as an enabling framework for unveiling the stochastic dynamics of systems based on marginal observations at different points in time. The terminology "bridge'' refers to a probability law that suitably…

Statistical Mechanics · Physics 2024-03-05 Olga Movilla Miangolarra , Asmaa Eldesoukey , Tryphon T. Georgiou

Conformal inference is a statistical method used to construct prediction sets for point predictors, providing reliable uncertainty quantification with probability guarantees. This method utilizes historical labeled data to estimate the…

Machine Learning · Computer Science 2024-11-05 Xiaoyi Su , Zhixin Zhou , Rui Luo

Optimal designs minimize the number of experimental runs (samples) needed to accurately estimate model parameters, resulting in algorithms that, for instance, efficiently minimize parameter estimate variance. Governed by knowledge of past…

Methodology · Statistics 2023-02-03 Nicholas W. Barendregt , Emily G. Webb , Zachary P. Kilpatrick

We show how concepts from statistical physics, such as order parameter, thermodynamic limit, and quantum phase transition, translate into biological concepts in mutation-selection models for sequence evolution and can be used there. The…

Statistical Mechanics · Physics 2007-05-23 Joachim Hermisson , Oliver Redner , Holger Wagner , Ellen Baake

We develop a theoretical approach to the protein folding problem based on out-of-equilibrium stochastic dynamics. Within this framework, the computational difficulties related to the existence of large time scale gaps in the protein folding…

Quantitative Methods · Quantitative Biology 2009-11-13 M. Sega , P. Faccioli , F. Pederiva , G. Garberoglio , H. Orland