Related papers: A general class of invariant diffusion processes i…
The fast diffusion equation $u_t=(u^{-1}u_x)_x$ is investigated from the symmetry point of view in development of the paper by Gandarias [Phys. Lett. A 286 (2001) 153-160]. After studying equivalence of nonclassical symmetries with respect…
We provide the first generic exact simulation algorithm for multivariate diffusions. Current exact sampling algorithms for diffusions require the existence of a transformation which can be used to reduce the sampling problem to the case of…
Using a new method and additional (conditional and partial) equivalence transformations, we performed group classification in a class of variable coefficient $(1+1)$-dimensional nonlinear diffusion-convection equations of the general form…
We show that two-dimensional convection-diffusion problems with a radial sink or source at the origin may be recast as a pure diffusion problem in a fictitious space in which the spatial dimension is continuously-tunable with the Peclet…
Central limit theorems are established for the sum, over a spatial region, of observations from a linear process on a $d$-dimensional lattice. This region need not be rectangular, but can be irregularly-shaped. Separate results are…
We show that a unified and maximally generalized approach to spatial transformation design is possible, one that encompasses all second order waves, rays, and diffusion processes in anisotropic media. Until the final step, it is unnecessary…
Recently, equivariant neural networks for policy learning have shown promising improvements in sample efficiency and generalization, however, their wide adoption faces substantial barriers due to implementation complexity. Equivariant…
Despite the growing interest in diffusion models, gaining a deep understanding of the model class remains an elusive endeavour, particularly for the uninitiated in non-equilibrium statistical physics. Thanks to the rapid rate of progress in…
Consistency models, which were proposed to mitigate the high computational overhead during the sampling phase of diffusion models, facilitate single-step sampling while attaining state-of-the-art empirical performance. When integrated into…
Methods for the design of physical parameterization schemes that possess certain invariance properties are discussed. These methods are based on different techniques of group classification and provide means to determine expressions for…
We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced…
Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…
A novel principle is presented which allows for the proof of bounded weak solutions to a class of physically relevant, strongly coupled parabolic systems exhibiting a formal gradient-flow structure. The main feature of these systems is that…
Symmetries in discrete constraint satisfaction problems have been explored and exploited in the last years, but symmetries in continuous constraint problems have not received the same attention. Here we focus on permutations of the…
We apply symmetry and invariance methods to analyse systems of difference equations. Non trivial symmetries are derived and their exact solutions obtained.
We provide finite-sample distribution approximations, that are uniform in the parameter, for inference in linear mixed models. Focus is on variances and covariances of random effects in cases where existing theory fails because their…
Methods for the computation of invariants and symmetries of nonlinear evolution, wave, and lattice equations are presented. The algorithms are based on dimensional analysis, and can be implemented in any symbolic language, such as…
In this short article, we shall study one-dimensional local Dirichlet spaces. One result, which has its independent interest, is to prove that irreducibility implies the uniqueness of symmetrizing measure for right Markov processes. The…
We show that real model sets with real internal spaces are determined, up to translation and changes of density zero by their two- and three-point correlations. We also show that there exist pairs of real (even one dimensional) aperiodic…
Generative models realized with machine learning techniques are powerful tools to infer complex and unknown data distributions from a finite number of training samples in order to produce new synthetic data. Diffusion models are an emerging…