Related papers: Rapid Generation of Stochastic Signals with Specif…
We present a first-order non-homogeneous Markov model for the interspike-interval density of a continuously stimulated spiking neuron. The model allows the conditional interspike-interval density and the stationary interspike-interval…
We deal with the problem of the mean square optimal estimation of linear transformations of the unobserved values of a continuous time stochastic process with periodically correlated increments. Estimates are based on observations of the…
We investigate different turnpike phenomena of generalized discrete-time stochastic linear-quadratic optimal control problems. Our analysis is based on a novel strict dissipativity notion for such problems, in which a stationary stochastic…
This paper has two main goals: (a) establish several statistical properties---consistency, asymptotic distributions, and convergence rates---of stationary solutions and values of a class of coupled nonconvex and nonsmoothempirical risk…
Statistical field theory methods have been very successful with a number of random graph and random matrix problems, but it is challenging to apply these methods to graphs with prescribed degree sequences due to the extensive number of…
Variational Autoencoders (VAEs) have been a pioneering force in the realm of deep generative models. Amongst its legions of progenies, Wasserstein Autoencoders (WAEs) stand out in particular due to the dual offering of heightened generative…
Suppose we observe a trajectory of length $n$ from an exponentially $\alpha$-mixing stochastic process over a finite but potentially large state space. We consider the problem of estimating the probability mass placed by the stationary…
Over the brief time intervals available for processing retinal output, roughly 50 to 300 msec, the number of extra spikes generated by individual ganglion cells can be quite variable. Here, computer-generated spike trains were used to…
Text generation from semantic graphs is traditionally performed with deterministic methods, which generate a unique description given an input graph. However, the generation problem admits a range of acceptable textual outputs, exhibiting…
We consider the problem of training a deep neural network with nonsmooth regularization to retrieve a sparse and efficient sub-structure. Our regularizer is only assumed to be lower semi-continuous and prox-bounded. We combine an adaptive…
We propose a new approach to solve optimal stopping problems via simulation. Working within the backward dynamic programming/Snell envelope framework, we augment the methodology of Longstaff-Schwartz that focuses on approximating the…
With latent variables, stochastic recurrent models have achieved state-of-the-art performance in modeling sound-wave sequence. However, opposite results are also observed in other domains, where standard recurrent networks often outperform…
In this paper, we propose a stochastic scheduling strategy for estimating the states of N discrete-time linear time invariant (DTLTI) dynamic systems, where only one system can be observed by the sensor at each time instant due to practical…
We study a class of stochastic semilinear damped wave equations driven by additive Wiener noise. Owing to the damping term, under appropriate conditions on the nonlinearity, the solution admits a unique invariant distribution. We apply…
Schr\"{o}dinger bridge is a stochastic optimal control problem to steer a given initial state density to another, subject to controlled diffusion and deadline constraints. A popular method to numerically solve the Schr\"{o}dinger bridge…
Despite the huge number of neurons composing a brain network, ongoing activity of local cell assemblies composing cortical columns is intrinsically stochastic. Fluctuations in their instantaneous rate of spike firing $\nu(t)$ scale with the…
This work develops a new method for estimating and optimizing the directed information rate between two jointly stationary and ergodic stochastic processes. Building upon recent advances in machine learning, we propose a recurrent neural…
The macroscopic fundamental diagram (MFD) is a powerful and popular tool that describes a network scale traffic operational state and serve as the plant model of perimeter control. As both the supply and the demand suffer from random…
We propose a novel stochastic distributed method for both monotone and strongly monotone variational inequalities with Lipschitz operator and proper convex regularizers arising in various applications from game theory to adversarial…
We present new algorithms and fast implementations to find efficient approximations for modelling stochastic processes. For many numerical computations it is essential to develop finite approximations for stochastic processes. While the…