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Discrete diffusion models based on continuous-time Markov chains (CTMCs) have shown strong performance on language and discrete data generation, yet existing approaches typically parameterize the reverse rate matrix monolithically --…
Computational fluid dynamics (CFD) simulations are broadly applied in engineering and physics. A standard description of fluid dynamics requires solving the Navier-Stokes (N-S) equations in different flow regimes. However, applications of…
We propose a sampling algorithm relying on a collective variable (CV) of mid-size dimension modelled by a normalizing flow and using non-equilibrium dynamics to propose full configurational moves from the proposition of a refreshed value of…
Adaptive Markov Chain Monte Carlo (AMCMC) is a class of MCMC algorithms where the proposal distribution changes at every iteration of the chain. In this case it is important to verify that such a Markov Chain indeed has a stationary…
Graph dynamical systems (GDS) model dynamic processes on a (static) graph. Stochastic GDS has been used for network-based epidemics models such as the contact process and the reversible contact process. In this paper, we consider stochastic…
Generative models on discrete state-spaces have a wide range of potential applications, particularly in the domain of natural sciences. In continuous state-spaces, controllable and flexible generation of samples with desired properties has…
We consider the task of filtering a dynamic parameter evolving as a diffusion process, given data collected at discrete times from a likelihood which is conjugate to the marginal law of the diffusion, when a generic dual process on a…
We consider the convergence of a continuous-time Markov chain approximation X^h, h>0, to an R^d-valued Levy process X. The state space of X^h is an equidistant lattice and its Q-matrix is chosen to approximate the generator of X. In…
We present a novel machine learning approach for data assimilation applied in fluid mechanics, based on adjoint-optimization augmented by Graph Neural Networks (GNNs) models. We consider as baseline the Reynolds-Averaged Navier-Stokes…
Applications of stochastic models often involve the evaluation of steady-state performance, which requires solving a set of balance equations. In most cases of interest, the number of equations is infinite or even uncountable. As a result,…
We develop clustering procedures for longitudinal trajectories based on a continuous-time hidden Markov model (CTHMM) and a generalized linear observation model. Specifically in this paper, we carry out finite and infinite mixture…
The goal of this work is to formally abstract a Markov process evolving in discrete time over a general state space as a finite-state Markov chain, with the objective of precisely approximating its state probability distribution in time,…
Many problems in the physical sciences, machine learning, and statistical inference necessitate sampling from a high-dimensional, multi-modal probability distribution. Markov Chain Monte Carlo (MCMC) algorithms, the ubiquitous tool for this…
Imprecise continuous-time Markov chains are a robust type of continuous-time Markov chains that allow for partially specified time-dependent parameters. Computing inferences for them requires the solution of a non-linear differential…
Continuous-time state-space models (SSMs) are flexible tools for analysing irregularly sampled sequential observations that are driven by an underlying state process. Corresponding applications typically involve restrictive assumptions…
Recent advances in MCMC use normalizing flows to precondition target distributions and enable jumps to distant regions. However, there is currently no systematic comparison of different normalizing flow architectures for MCMC. As such, many…
Continuous time random walks (CTRWs) are versatile models for anomalous diffusion processes that have found widespread application in the quantitative sciences. Their scaling limits are typically non-Markovian, and the computation of their…
Diffusions are a fundamental class of models in many fields, including finance, engineering, and biology. Simulating diffusions is challenging as their sample paths are infinite-dimensional and their transition functions are typically…
This paper is concerned with the development of rigorous approximations to various expectations associated with Markov chains and processes having non-stationary transition probabilities. Such non-stationary models arise naturally in…
Generative artificial intelligence (AI) has made unprecedented advances in vision language models over the past two years. During the generative process, new samples (images) are generated from an unknown high-dimensional distribution.…