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We consider diffusion processes with a spatially varying diffusivity giving rise to anomalous diffusion. Such heterogeneous diffusion processes are analysed for the cases of exponential, power-law, and logarithmic dependencies of the…

Statistical Mechanics · Physics 2017-09-13 Andrey G. Cherstvy , Ralf Metzler

Diffusion Models represent a significant advancement in generative modeling, employing a dual-phase process that first degrades domain-specific information via Gaussian noise and restores it through a trainable model. This framework enables…

Neural and Evolutionary Computing · Computer Science 2024-11-21 Benedikt Hartl , Yanbo Zhang , Hananel Hazan , Michael Levin

We propose a class of evolutionary models that involves an arbitrary exchangeable process as the breeding process and different selection schemes. In those models, a new genome is born according to the breeding process, and then a genome is…

Neural and Evolutionary Computing · Computer Science 2020-08-25 Jüri Lember , Chris Watkins

The statistical properties of the $E \times B$ flux in different types of plasma turbulence simulations are investigated using probability density distribution functions (PDF). The physics included in the models ranges from two dimensional…

Plasma Physics · Physics 2009-11-10 Volker Naulin , Odd Erik Garcia , Anders Henry Nielsen , Jens Juul Rasmussen

Bayesian inference provides a principled way of estimating the parameters of a stochastic process that is observed discretely in time. The overdamped Brownian motion of a particle confined in an optical trap is generally modelled by the…

Data Analysis, Statistics and Probability · Physics 2017-02-01 Sudipta Bera , Shuvojit Paul , Rajesh Singh , Dipanjan Ghosh , Avijit Kundu , Ayan Banerjee , R. Adhikari

Let $Y$ be an Ornstein-Uhlenbeck diffusion governed by an ergodic finite state Markov process $X$: $dY_t=-\lambda(X_t)Y_tdt+\sigma(X_t)dB_t$, $Y_0$ given. Under ergodicity condition, we get quantitative estimates for the long time behavior…

Probability · Mathematics 2009-12-17 Jean-Baptiste Bardet , Hélène Guerin , Florent Malrieu

Diffusion processes are widely used for modelling real-world phenomena. Except for select cases however, analytical expressions do not exist for a diffusion process' transitional probabilities. It is proposed that the cumulant truncation…

Methodology · Statistics 2015-03-13 Melvin M. Varughese

The endoplasmic reticulum (ER) is a network of sheet-like and tubular structures that spans much of a cell and contains molecules undergoing diffusive searches for targets, such as unfolded proteins searching for chaperones and…

Biological Physics · Physics 2024-02-06 Junyeong L. Kim , Aidan I. Brown

Heterogeneous diffusion with spatially changing diffusion coefficient arises in many experimental systems like protein dynamics in the cell cytoplasm, mobility of cajal bodies and confined hard-sphere fluids. Here, we showcase a simple…

Statistical Mechanics · Physics 2022-02-14 Prashant Singh

Sampling from the posterior is a key technical problem in Bayesian statistics. Rigorous guarantees are difficult to obtain for Markov Chain Monte Carlo algorithms of common use. In this paper, we study an alternative class of algorithms…

Statistics Theory · Mathematics 2024-08-26 Andrea Montanari , Yuchen Wu

Embedding complex objects as vectors in low dimensional spaces is a longstanding problem in machine learning. We propose in this work an extension of that approach, which consists in embedding objects as elliptical probability…

Machine Learning · Statistics 2019-02-19 Boris Muzellec , Marco Cuturi

Predicting protein functional characteristics from structure remains a central problem in protein science, with broad implications from understanding the mechanisms of disease to designing novel therapeutics. Unfortunately, current machine…

Biological Physics · Physics 2024-09-30 Kevin Borisiak , Gian Marco Visani , Armita Nourmohammad

Streamlined qBOLD acquisitions enable experimentally straightforward observations of brain oxygen metabolism. $R_2^\prime$ maps are easily inferred; however, the Oxygen extraction fraction (OEF) and deoxygenated blood volume (DBV) are more…

Image and Video Processing · Electrical Eng. & Systems 2022-04-08 Ivor J. A. Simpson , Ashley McManamon , Balázs Örzsik , Alan J. Stone , Nicholas P. Blockley , Iris Asllani , Alessandro Colasanti , Mara Cercignani

In this note, we discuss the uniform ergodicity of a diffusion process given by an It\^o stochastic differential equation. We present an integral condition in terms of the drift and diffusion coefficients that ensures the uniform ergodicity…

Probability · Mathematics 2025-03-11 Nikola Sandrić

We propose a criterion for optimal parameter selection in coarse-grained models of proteins, and develop a refined elastic network model (ENM) of bovine trypsinogen. The unimodal density-of-states distribution of the trypsinogen ENM…

Biomolecules · Quantitative Biology 2009-09-29 Dengming Ming , Michael Wall

The smoothing distribution is the conditional distribution of the diffusion process in the space of trajectories given noisy observations made continuously in time. It is generally difficult to sample from this distribution. We use the…

Probability · Mathematics 2025-03-07 Oskar Eklund , Annika Lang , Moritz Schauer

Diffusion is a central phenomenon in almost all fields of natural science revealing microscopic processes from the observation of macroscopic dynamics. Here, we consider the paradigmatic system of a single atom diffusing in a periodic…

Estimation of parameters of a diffusion based on discrete time observations poses a difficult problem due to the lack of a closed form expression for the likelihood. From a Bayesian computational perspective it can be casted as a missing…

Computation · Statistics 2017-05-30 Frank van der Meulen , Moritz Schauer

We study ergodic properties of some Markov chains models in random environments when the random Markov kernels that define the dynamic satisfy some usual drift and small set conditions but with random coefficients. In particular, we adapt a…

Probability · Mathematics 2021-08-16 Lionel Truquet

The statistics of edge-localised plasma instabilities (ELMs) in toroidal magnetically confined fusion plasmas are considered. From first principles, standard experimentally motivated assumptions are shown to determine a specific probability…

Plasma Physics · Physics 2013-02-27 A. J. Webster , R. O. Dendy