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We illustrate the stochastic method for solving the Schwinger-Dyson equations in large-N quantum field theories described in ArXiv:1009.4033 on the example of the Gross-Witten unitary matrix model. In the strong-coupling limit, this method…
This paper is an attempt to extend the notion of viscosity solution to nonlinear stochastic partial differential integral equations with nonlinear Neumann boundary condition. Using the recently developed theory on generalized backward…
Regulation of intrinsic noise in gene expression is essential for many cellular functions. Correspondingly, there is considerable interest in understanding how different molecular mechanisms of gene expression impact variations in protein…
In this paper we provide explicit upper bounds on some distances between the (law of the) output of a random Gaussian NN and (the law of) a random Gaussian vector. Our results concern both shallow random Gaussian neural networks with…
We extend PAC-Bayesian theory to generative models and develop generalization bounds for models based on the Wasserstein distance and the total variation distance. Our first result on the Wasserstein distance assumes the instance space is…
This article deals with the numerical resolution of Markovian backward stochastic differential equations (BSDEs) with drivers of quadratic growth with respect to $z$ and bounded terminal conditions. We first show some bound estimates on the…
In this paper, we study the multi-dimensional reflected backward stochastic differential equation driven by $G$-Brownian motion ($G$-BSDE) with a multi-variate constraint on the $G$-expectation of its solution. The generators are diagonally…
We study the long-term behavior of two piecewise-deterministic Markov processes used to model stochastic gene regulatory networks with bursting dynamics. Under regularity assumptions on the jump rate, we prove the existence and uniqueness…
Bayesian variable selection has gained much empirical success recently in a variety of applications when the number $K$ of explanatory variables $(x_1,...,x_K)$ is possibly much larger than the sample size $n$. For generalized linear…
We consider a nonlinear stochastic heat equation in spatial dimension $d=2$, forced by a white-in-time multiplicative Gaussian noise with spatial correlation length $\varepsilon>0$ but divided by a factor of $\sqrt{\log\varepsilon^{-1}}$.…
A widely used approach to describe the dynamics of gene regulatory networks is based on the chemical master equation, which considers probability distributions over all possible combinations of molecular counts. The analysis of such models…
This paper presents an efficient Bayesian framework for solving nonlinear, high-dimensional model calibration problems. It is based on a Variational Bayesian formulation that aims at approximating the exact posterior by means of solving an…
The velocity distributions of stellar tracers in general exhibit weak non-Gaussianity encoding information on the orbital composition of a galaxy and the underlying potential. The standard solution for measuring non-Gaussianity involves…
We have previously reported a Bayesian algorithm for determining the coordinates of points in three-dimensional space from uncertain constraints. This method is useful in the determination of biological molecular structure. It is limited,…
We establish the existence and uniqueness of strong solutions, in both the PDE and probabilistic sense, for a broad class of nonlinear stochastic partial differential equations (SPDEs) on a bounded domain $\mathscr{O}\subset \mathbb{R}^d$…
This paper is devoted to the problem of sampling Gaussian fields in high dimension. Solutions exist for two specific structures of inverse covariance : sparse and circulant. The proposed approach is valid in a more general case and…
We consider linear and nonlinear hyperbolic SPDEs with mixed derivatives with additive space-time Gaussian white noise of the form $Y_{xt}=F(Y) + \sigma W_{xt}.$ Such equations, which transform to linear and nonlinear wave equations,…
We propose a probabilistic model for interpreting gene expression levels that are observed through single-cell RNA sequencing. In the model, each cell has a low-dimensional latent representation. Additional latent variables account for…
In noninteracting limit, the density of states of a many body system can be expressed as the convolution of single body density of states of its subunits. Here we use the formulation to derive the ensemble averaged many body density of…
A global analysis of the world data on differential cross sections and polarization asymmetries of backward pion-nucleon scattering for invariant collision energies above 3 GeV is performed in a Regge model. Including the $N_\alpha$,…