Related papers: On A Class Of Rank-Based Continuous Semimartingale…

Motivated by the modeling of three-dimensional fluid turbulence, we define and study a class of stochastic partial differential equations (SPDEs) that are randomly stirred by a spatially smooth and uncorrelated in time forcing term. To…

Diffusion (score-based) generative models have been widely used for modeling various types of complex data, including images, audios, and point clouds. Recently, the deep connection between forward-backward stochastic differential equations…

Motivated by networked systems in random environment and controlled hybrid stochastic dynamic systems, this work focuses on modeling and analysis of a class of switching diffusions consisting of continuous and discrete components. Novel…

We consider the problem of distributed attitude estimation of multi-agent systems, evolving on $SO(3)$, relying on individual angular velocity and relative attitude measurements. The interaction graph topology is assumed to be an undirected…

We show that a one-dimensional regular continuous Markov process \(\X\) with scale function \(s\) is a Feller--Dynkin process precisely if the space transformed process \(s (X)\) is a martingale when stopped at the boundaries of its state…

We study the large-time behavior of an ensemble of entities obeying replicator-like stochastic dynamics with mean-field interactions as a model for a primordial ecology. We prove the propagation-of-chaos property and establish conditions…

We study Dirichlet forms and Laplacians on self-similar sets with overlaps. A notion of "finitely ramified of finite type($f.r.f.t.$) nested structure" for self-similar sets is introduced. It allows us to reconstruct a class of self-similar…

Item response theory (IRT) models typically rely on a normality assumption for subject-specific latent traits, which is often unrealistic in practice. Semiparametric extensions based on Dirichlet process mixtures offer a more flexible…

We study optimal stopping for diffusion processes with unknown model primitives within the continuous-time reinforcement learning (RL) framework developed by Wang et al. (2020), and present applications to option pricing and portfolio…

Simplex-valued data appear throughout statistics and machine learning, for example in the context of transfer learning and compression of deep networks. Existing models for this class of data rely on the Dirichlet distribution or other…

This paper provides a new version of the condition of Di Nunno et al. (2003), Ankirchner and Imkeller (2005) and Biagini and \{O}ksendal (2005) ensuring the semimartingale property for a large class of continuous stochastic processes.…

This is an expository article on the score-based diffusion models, with a particular focus on the formulation via stochastic differential equations (SDE). After a gentle introduction, we discuss the two pillars in the diffusion modeling --…

The Triple Deck model is a classical high order boundary layer model that has been proposed to describe flow regimes where the Prandtl theory is expected to fail. At first sight the model appears to lose two derivatives through the…

Pseudospectral analysis serves as a powerful tool in matrix computation and the study of both linear and nonlinear dynamical systems. Among various numerical strategies, random sampling, especially in the form of rank-$1$ perturbations,…

In recent years, saliency ranking has emerged as a challenging task focusing on assessing the degree of saliency at instance-level. Being subjective, even humans struggle to identify the precise order of all salient instances. Previous…

Simulating stochastic differential equations (SDEs) in bounded domains, presents significant computational challenges due to particle exit phenomena, which requires accurate modeling of interior stochastic dynamics and boundary…

In this paper, we propose a general framework for distribution-free nonparametric testing in multi-dimensions, based on a notion of multivariate ranks defined using the theory of measure transportation. Unlike other existing proposals in…

We quantify the asymptotic behaviour of multidimensional drifltess diffusions in domains unbounded in a single direction, with asymptotically normal reflections from the boundary. We identify the critical growth/contraction rates of the…

The method of potential solutions of Fokker-Planck equations is used to develop a transport equation for the joint probability of N coupled stochastic variables with the Dirichlet distribution as its asymptotic solution. To ensure a bounded…

In this paper, a turbulence model based on deep neural network is developed for turbulent flow around airfoil at high Reynolds numbers. According to the data got from the Spalart-Allmaras (SA) turbulence model, we build a neural network…