Related papers: Exact simulation of coupled Wright-Fisher diffusio…
We investigate spatial evolutionary games with death-birth updating in large finite populations. Within growing spatial structures subject to appropriate conditions, the density processes of a fixed type are proven to converge to the…
We develop a robust physics-guided diffusion framework for full-waveform inversion that combines a score-based generative prior with likelihood guidance computed through wave-equation simulations. We adopt a transport-based data-consistency…
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…
The long time behavior of an absorbed Markov process is well described by the limiting distribution of the process conditioned to not be killed when it is observed. Our aim is to give an approximation's method of this limit, when the…
The Gaussian Mixture Probability Hypothesis Density (GM-PHD) filter is an almost exact closed-form approximation to the Bayes-optimal multi-target tracking algorithm. Due to its optimality guarantees and ease of implementation, it has been…
This paper deals with the design of discrete-time algorithms for the robust filtering differentiator. Two discrete-time realizations of the filtering differentiator are introduced. The first one, which is based on an exact discretization of…
Diffusion adaptation is a powerful strategy for distributed estimation and learning over networks. Motivated by the concept of combining adaptive filters, this work proposes a combination framework that aggregates the operation of multiple…
Diffusion models have been leveraged to perform adversarial purification and thus provide both empirical and certified robustness for a standard model. On the other hand, different robustly trained smoothed models have been studied to…
Diffusion-based robot navigation policies trained on large-scale imitation learning datasets, can generate multi-modal trajectories directly from the robot's visual observations, bypassing the traditional localization-mapping-planning…
The convergence properties of the Iterative water-filling (IWF) based algorithms have been derived in the ideal situation where the transmitters in the network are able to obtain the exact value of the interference plus noise (IPN)…
We introduce a new Wright-Fisher type model for seed banks incorporating "simultaneous switching", which is motivated by recent work on microbial dormancy. We show that the simultaneous switching mechanism leads to a new jump-diffusion…
We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…
Diffusion Bridge and Flow Matching have both demonstrated compelling empirical performance in transformation between arbitrary distributions. However, there remains confusion about which approach is generally preferable, and the substantial…
We develop exact Markov chain Monte Carlo methods for discretely-sampled, directly and indirectly observed diffusions. The qualification "exact" refers to the fact that the invariant and limiting distribution of the Markov chains is the…
Mathematical models and computer algorithms are developed to calculate dynamic stress concentration and fracture wave propagation in a reinforced composite sheet. The composite consists of a regular system alternating extensible fibers and…
Recently Whitaker et al. (2017) considered Bayesian estimation of diffusion driven mixed effects models using data-augmentation. The missing data, diffusion bridges connecting discrete time observations, are drawn using a "residual bridge…
In this paper, a diffusion-aggregation equation with delta potential is introduced. Based on the global existence and uniform estimates of solutions to the diffusion-aggregation equation, we also provide the rigorous derivation from a…
For the rendering of multiple scattering effects in participating media, methods based on the diffusion approximation are an extremely efficient alternative to Monte Carlo path tracing. However, in sufficiently transparent regions,…
The exact statistical-mechanical solution for the equilibrium properties, both thermodynamic and structural, of one-dimensional fluids of particles interacting via the triangle-well and the ramp potentials is worked out. In contrast to…
In this paper, we simulate diffusion bridges by using an approximation of the Wiener-chaos expansion (WCE), or a Fourier-Hermite expansion, for a related diffusion process. Indeed, we consider the solution of stochastic differential…