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We establish a time-stepping learning algorithm and apply it to predict the solution of the partial differential equation of motion in micromagnetism as a dynamical system depending on the external field as parameter. The data-driven…

Computational Physics · Physics 2021-02-02 Lukas Exl , Norbert J. Mauser , Thomas Schrefl , Dieter Suess

We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Applications · Statistics 2017-06-20 Agnieszka Werpachowska , Roman Werpachowski

Markovian population models are suitable abstractions to describe well-mixed interacting particle systems in situation where stochastic fluctuations are significant due to the involvement of low copy particles. In molecular biology,…

Quantitative Methods · Quantitative Biology 2014-01-17 Christoph Zechner , Federico Wadehn , Heinz Koeppl

It is shown that due to memory effects the complex behaviour of components in a stochastic system can be transmitted to macroscopic evolution of the system as a whole. Within the Markov approximation widely using in ordinary statistical…

adap-org · Physics 2009-10-30 A. A. Stanislavsky

We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…

Machine Learning · Statistics 2017-11-08 Anirudh Goyal , Nan Rosemary Ke , Surya Ganguli , Yoshua Bengio

We study the performance of a stochastic algorithm based on the power method that adaptively learns the large deviation functions characterizing the fluctuations of additive functionals of Markov processes, used in physics to model…

Statistical Mechanics · Physics 2023-03-30 Francesco Coghi , Hugo Touchette

The Macroscopic Fundamental Diagram is a popular tool used to describe traffic dynamics in an aggregated way, with applications ranging from traffic control to incident analysis. However, estimating the MFD for a given network requires…

Machine Learning · Computer Science 2026-05-12 Amalie Roark , Serio Agriesti , Francisco Camara Pereira , Guido Cantelmo

Discovering the underlying dynamics of complex systems from data is an important practical topic. Constrained optimization algorithms are widely utilized and lead to many successes. Yet, such purely data-driven methods may bring about…

Dynamical Systems · Mathematics 2023-05-17 Nan Chen , Yinling Zhang

We develop an approach for Bayesian learning of spatiotemporal dynamical mechanistic models. Such learning consists of statistical emulation of the mechanistic system that can efficiently interpolate the output of the system from arbitrary…

Methodology · Statistics 2025-07-11 Sudipto Banerjee , Xiang Chen , Ian Frankenburg , Daniel Zhou

Simulations of condensed matter systems often focus on the dynamics of a few distinguished components but require integrating the dynamics of the full system. A prime example is a molecular dynamics simulation of a (macro)molecule in…

Computational Physics · Physics 2024-03-12 Mauricio J. del Razo , Daan Crommelin , Peter G. Bolhuis

Increasing effort is put into the development of methods for learning mechanistic models from data. This task entails not only the accurate estimation of parameters but also a suitable model structure. Recent work on the discovery of…

Machine Learning · Computer Science 2024-07-01 Justin N. Kreikemeyer , Philipp Andelfinger , Adelinde M. Uhrmacher

Area preserving maps provide the simplest and most accurate means to visualize and quantify the behavior of nonlinear systems. Convenience of the mapping equations of motion for investigation of transition to chaotic behavior in dynamics of…

chao-dyn · Physics 2007-05-23 B. Kaulakys

Scientists often use observational time series data to study complex natural processes, but regression analyses often assume simplistic dynamics. Recent advances in deep learning have yielded startling improvements to the performance of…

Machine Learning · Computer Science 2023-04-21 Cory Shain , William Schuler

We study the problem of synthesizing a number of likely future frames from a single input image. In contrast to traditional methods that have tackled this problem in a deterministic or non-parametric way, we propose to model future frames…

Computer Vision and Pattern Recognition · Computer Science 2019-08-13 Tianfan Xue , Jiajun Wu , Katherine L. Bouman , William T. Freeman

Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…

Statistical Mechanics · Physics 2023-09-14 Henrik Seckler , Janusz Szwabinski , Ralf Metzler

Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a…

Optimization and Control · Mathematics 2018-09-13 Tao Sun , Yuejiao Sun , Wotao Yin

Machine learning encompasses a set of tools and algorithms which are now becoming popular in almost all scientific and technological fields. This is true for molecular dynamics as well, where machine learning offers promises of extracting…

Due to the wide range of timescales that are present in macromolecular systems, hierarchical multiscale strategies are necessary for their computational study. Coarse-graining (CG) allows to establish a link between different system…

The present paper aims to demonstrate the usage of Convolutional Neural Networks as a generative model for stochastic processes, enabling researchers from a wide range of fields (such as quantitative finance and physics) to develop a…

Machine Learning · Statistics 2018-01-12 Fernando Fernandes Neto

In supervised learning, we fit a single statistical model to a given data set, assuming that the data is associated with a singular task, which yields well-tuned models for specific use, but does not adapt well to new contexts. By contrast,…

Machine Learning · Computer Science 2020-09-11 Bingjia Wang , Alec Koppel , Vikram Krishnamurthy