Related papers: Neural Stochastic Differential Equations: Deep Lat…
This work aims to estimate the drift and diffusion functions in stochastic differential equations (SDEs) driven by a particular class of L\'evy processes with finite jump intensity, using neural networks. We propose a framework that…
We study how stochastic differential equation (SDE) based ideas can inspire new modifications to existing algorithms for a set of problems in computer vision. Loosely speaking, our formulation is related to both explicit and implicit…
The logit outputs of a feedforward neural network at initialization are conditionally Gaussian, given a random covariance matrix defined by the penultimate layer. In this work, we study the distribution of this random matrix. Recent work…
The distributions of $ N $-particle systems of Gaussian unitary ensembles converge to Sine$_2$ point processes under bulk-scaling limits. These scalings are parameterized by a macro-position $ \theta $ in the support of the semicircle…
Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…
We propose a latent score-based generative AI framework for learning stochastic, non-local closure models and constitutive laws in nonlinear dynamical systems of computational mechanics. This work addresses a key challenge of modeling…
Diffusion models have emerged as a dominant framework for generative modeling, but their mathematical foundations are often presented separately through diffusion probabilistic models, score-based modeling, stochastic differential…
In this work we study how diffusion-based generative models produce high-dimensional data, such as an image, by implicitly relying on a manifestation of a low-dimensional set of latent abstractions, that guide the generative process. We…
Strongly nonlinear flows, which commonly arise in geophysical and engineering turbulence, are characterized by persistent and intermittent energy transfer between various spatial and temporal scales. These systems are difficult to model and…
Diffusion models (DMs) are a class of generative machine learning methods that sample a target distribution by transforming samples of a trivial (often Gaussian) distribution using a learned stochastic differential equation. In standard…
Irregular sampling intervals and missing values in real-world time series data present challenges for conventional methods that assume consistent intervals and complete data. Neural Ordinary Differential Equations (Neural ODEs) offer an…
We provide an explicit rigorous derivation of a diffusion limit - a stochastic differential equation with additive noise - from a deterministic skew-product flow. This flow is assumed to exhibit time-scale separation and has the form of a…
Recent advances in the estimation of deep directed graphical models and recurrent networks let us contribute to the removal of a blind spot in the area of probabilistc modelling of time series. The proposed methods i) can infer distributed…
We consider Markov models of large-scale networks where nodes are characterized by their local behavior and by a mobility model over a two-dimensional lattice. By assuming random walk, we prove convergence to a system of partial…
Mathematically modelling diffusive and advective transport of particles in heterogeneous layered media is important to many applications in computational, biological and medical physics. While deterministic continuum models of such…
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…
The proposed BSDE-based diffusion model represents a novel approach to diffusion modeling, which extends the application of stochastic differential equations (SDEs) in machine learning. Unlike traditional SDE-based diffusion models, our…
In this article, we consider McKean stochastic differential equations, as well as their corresponding McKean-Vlasov partial differential equations, which admit a unique stationary state, and we study the linearized It\^o diffusion process…
The generation of discontinuous distributions is a difficult task for most known frameworks such as generative autoencoders and generative adversarial networks. Generative non-invertible models are unable to accurately generate such…
The Stochastic Burgers Equation (SBE) is a singular, non-linear Stochastic Partial Differential Equation (SPDE) that describes, on mesoscopic scales, the fluctuations of stochastic driven diffusive systems with a conserved scalar quantity.…