Related papers: Testing the Drift-Diffusion Model
This article proposes a novel collective decision making scheme to solve the multi-agent drift-diffusion-model problem with the help of spiking neural networks. The exponential integrate-and-fire model is used here to capture the individual…
Decision-making stands as a pivotal component in the realm of autonomous vehicles (AVs), playing a crucial role in navigating the intricacies of autonomous driving. Amidst the evolving landscape of data-driven methodologies, enhancing…
Diffusion Models (DMs) iteratively denoise random samples to produce high-quality data. The iterative sampling process is derived from Stochastic Differential Equations (SDEs), allowing a speed-quality trade-off chosen at inference. Another…
We consider stochastic control with discretionary stopping for the drift of a diffusion process over an infinite time horizon. The objective is to choose a control process and a stopping time to minimize the expectation of a convex terminal…
We consider a decision maker who must choose an action in order to maximize a reward function that depends also on an unknown parameter {\Theta}. The decision maker can delay taking the action in order to experiment and gather additional…
We propose a novel approach based on Denoising Diffusion Probabilistic Models (DDPMs) to control nonlinear dynamical systems. DDPMs are the state-of-art of generative models that have achieved success in a wide variety of sampling tasks. In…
Drift in machine learning refers to the phenomenon where the statistical properties of data or context, in which the model operates, change over time leading to a decrease in its performance. Therefore, maintaining a constant monitoring…
Diffusion models have risen to prominence in time series forecasting, showcasing their robust capability to model complex data distributions. However, their effectiveness in deterministic predictions is often constrained by instability…
In simple perceptual decisions the brain has to identify a stimulus based on noisy sensory samples from the stimulus. Basic statistical considerations state that the reliability of the stimulus information, i.e., the amount of noise in the…
Diffusion models have shown incredible capabilities as generative models; indeed, they power the current state-of-the-art models on text-conditioned image generation such as Imagen and DALL-E 2. In this work we review, demystify, and unify…
Considering the example of interacting Brownian particles we present a linear response derivation of the boundary condition for the corresponding hydrodynamic description (the diffusion equation). This requires us to identify a non-analytic…
Decision Transformer (DT), a trajectory modelling method, has shown competitive performance compared to traditional offline reinforcement learning (RL) approaches on various classic control tasks. However, it struggles to learn optimal…
Diffusion models generate high-dimensional data such as images by learning a process that gradually removes noise from corrupted data. Recent studies have shown that the backward dynamics of diffusion models exhibit two characteristic…
By means of rather general arguments, based on an approach due to Derrida that makes use of samples of finite size, we analyse the effective diffusivity and drift tensors in certain types of random medium in which the motion of the…
Image generative models, particularly diffusion-based models, have surged in popularity due to their remarkable ability to synthesize highly realistic images. However, since these models are data-driven, they inherit biases from the…
This paper studies identification and estimation of a class of dynamic models in which the decision maker (DM) is uncertain about the data-generating process. The DM surrounds a benchmark model that he or she fears is misspecified by a set…
Applying pre-trained generative denoising diffusion models (DDMs) for downstream tasks such as image semantic editing usually requires either fine-tuning DDMs or learning auxiliary editing networks in the existing literature. In this work,…
Modeling Lagrangian turbulence remains a fundamental challenge due to its multiscale, intermittent, and non-Gaussian nature. Recent advances in data-driven diffusion models have enabled the generation of realistic Lagrangian velocity…
This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…
We develop an encounter-based approach for describing restricted diffusion with a gradient drift towards a partially reactive boundary. For this purpose, we introduce an extension of the Dirichlet-to-Neumann operator and use its eigenbasis…