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In this paper, a physics-oriented stochastic kinetic scheme will be developed that includes random inputs from both flow and electromagnetic fields via a hybridization of stochastic Galerkin and collocation methods. Based on the BGK-type…
Many living and complex systems exhibit second order emergent dynamics. Limited experimental access to the configurational degrees of freedom results in data that appears to be generated by a non-Markovian process. This poses a challenge in…
Capturing multimodal natures is essential for stochastic pedestrian trajectory prediction, to infer a finite set of future trajectories. The inferred trajectories are based on observation paths and the latent vectors of potential decisions…
We construct a continuous-time non-commutative random walk on $U(\mathfrak{gl}_N)$ with dilation maps $U(\mathfrak{gl}_N)\rightarrow L^2(U(N))^{\otimes\infty}$. This is an analog of a continuous-time non-commutative random walk on the group…
This paper is the second in a series devoted to the study of Langevin systems subjected to a continuous time-delayed feedback control. The goal of our previous paper [Phys. Rev. E 91, 042114 (2015)] was to derive second-law-like…
In this paper, we propose a nonlinear probabilistic generative model of Koopman mode decomposition based on an unsupervised Gaussian process. Existing data-driven methods for Koopman mode decomposition have focused on estimating the…
Stochastic quantization in physics has been considered to provide a path integral representation of a probability distribution for Ito processes. It has been indicated that the stochastic quantization can involve a potential term, if the…
Efficient signal representation is essential for the functioning of living and artificial systems operating under resource constraints. A widely recognized framework for deriving such representations is the information bottleneck method,…
Genetic switch systems with mutual repression of two transcription factors are studied using deterministic methods (rate equations) and stochastic methods (the master equation and Monte Carlo simulations). These systems exhibit bistability,…
Modern generative models can be understood as probability transport from a simple base distribution to a target data distribution. Deterministic transport models offer tractable velocity-field parameterizations, whereas stochastic…
The decay of unstable states when several metastable states are available for occupation is investigated using path-integral techniques. Specifically, a method is described which allows the probabilities with which the metastable states are…
With the development of graph applications, generative models for graphs have been more crucial. Classically, stochastic models that generate graphs with a pre-defined probability of edges and nodes have been studied. Recently, some models…
Dynamical systems driven by nonlinear delay SDEs with small noise can exhibit important rare events on long timescales. When there is no delay, classical large deviations theory quantifies rare events such as escapes from metastable fixed…
In many applications it is important to be able to sample paths of SDEs conditional on observations of various kinds. This paper studies SPDEs which solve such sampling problems. The SPDE may be viewed as an infinite dimensional analogue of…
Generative models inspired by dynamical transport of measure -- such as flows and diffusions -- construct a continuous-time map between two probability densities. Conventionally, one of these is the target density, only accessible through…
For a Markovian dynamics on discrete states, the logarithmic ratio of waiting-time distributions between two successive, instantaneous transitions in forward and backward direction is a measure of time-irreversibility. It thus serves as an…
Random walks are the simplest way to explore or search a graph, and have revealed a very useful tool to investigate and characterize the structural properties of complex networks from the real world, e.g. they have been used to identify the…
Transitive consistency is an intrinsic property for collections of linear invertible transformations between Euclidean coordinate frames. In practice, when the transformations are estimated from data, this property is lacking. This work…
In the paper, we present an incremental approach in the construction of scale free networks with hidden variables. The work arises from the necessity to generate that type of networks with a given number of links instead of obtaining a…
We present a numerical method to learn an accurate predictive model for an unknown stochastic dynamical system from its trajectory data. The method seeks to approximate the unknown flow map of the underlying system. It employs the idea of…