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We model two time and space scales discrete observations by using a unique continuous diffusion process with time dependent coefficient. We define new parameters for the large scale model as functions of the small scale distribution…

Methodology · Statistics 2009-09-09 V. Calian , G. Stefansson , L. P. Folkow , A. S. Blix

In this paper we consider the filtering of partially observed multi-dimensional diffusion processes that are observed regularly at discrete times. We assume that, for numerical reasons, one has to time-discretize the diffusion process which…

Computation · Statistics 2023-02-21 Ajay Jasra , Mohamed Maama , Hernando Ombao

The effects of a "diffusing diffusivity" (DD), a stochastically time-varying diffusion coefficient, are explored within the frameworks of three different forms of fractional Brownian motion (FBM): (i) the Langevin equation driven by…

Statistical Mechanics · Physics 2025-04-29 Wei Wang , Aleksei V. Chechkin , Ralf Metzler

A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…

Statistical Mechanics · Physics 2019-01-30 V. Sposini , A. V. Chechkin , R. Metzler

In this paper, we provide a multiscale perspective on the problem of maximum marginal likelihood estimation. We consider and analyse a diffusion-based maximum marginal likelihood estimation scheme using ideas from multiscale dynamics. Our…

Computation · Statistics 2024-06-11 O. Deniz Akyildiz , Michela Ottobre , Iain Souttar

Diffusion models have impressive image generation capability, but low-quality generations still exist, and their identification remains challenging due to the lack of a proper sample-wise metric. To address this, we propose BayesDiff, a…

Computer Vision and Pattern Recognition · Computer Science 2024-03-05 Siqi Kou , Lei Gan , Dequan Wang , Chongxuan Li , Zhijie Deng

Diffusion MRI (dMRI) is the primary imaging modality used to study brain microstructure in vivo. Reliable and computationally efficient parameter inference for common dMRI biophysical models is a challenging inverse problem, due to factors…

Image and Video Processing · Electrical Eng. & Systems 2025-03-03 William Consagra , Lipeng Ning , Yogesh Rathi

The viscosity and self-diffusion constant of a mesoscale hydrodynamic method, dissipative particle dynamics (DPD), are investigated. The viscosity of DPD with finite time step, including the Lowe-Anderson thermostat, is derived analytically…

Soft Condensed Matter · Physics 2009-11-13 Hiroshi Noguchi , Gerhard Gompper

While efficient distribution learning is no doubt behind the groundbreaking success of diffusion modeling, its theoretical guarantees are quite limited. In this paper, we provide the first rigorous analysis on approximation and…

Machine Learning · Statistics 2023-03-06 Kazusato Oko , Shunta Akiyama , Taiji Suzuki

A microscopic model able to describe simultaneously the dynamic viscosity and the self-diffusion coefficient of fluids is presented. This model is shown to emerge from the introduction of fractional calculus in a usual model of condensed…

Statistical Mechanics · Physics 2021-11-24 F. Aitken , F. Volino

Volume limitations and low yield thresholds of biological fluids have led to widespread use of passive microparticle rheology. The mean-squared-displacement (MSD) statistics of bead position time series (bead paths) are either applied…

Based on the Denoising Diffusion Probabilistic Model (DDPM), medical image segmentation can be described as a conditional image generation task, which allows to compute pixel-wise uncertainty maps of the segmentation and allows an implicit…

Image and Video Processing · Electrical Eng. & Systems 2022-11-01 Xutao Guo , Yanwu Yang , Chenfei Ye , Shang Lu , Yang Xiang , Ting Ma

We present a systematic study of the self-diffusion coefficient for a fluid of particles interacting via the square-well pair potential by means of molecular dynamics simulations in the canonical (N,V,T) ensemble. The discrete nature of the…

Soft Condensed Matter · Physics 2018-11-14 Alexis Torres-Carbajal , Victor M. Trejos , Luz Adriana Nicasio-Collazo

Modern single-particle-tracking techniques produce extensive time-series of diffusive motion in a wide variety of systems, from single-molecule motion in living-cells to movement ecology. The quest is to decipher the physical mechanisms…

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

Knowledge of the noise distribution in magnitude diffusion MRI images is the centerpiece to quantify uncertainties arising from the acquisition process. The use of parallel imaging methods, the number of receiver coils and imaging filters…

Computer Vision and Pattern Recognition · Computer Science 2018-10-03 Samuel St-Jean , Alberto De Luca , Max A. Viergever , Alexander Leemans

In official statistics, dual system estimation (DSE) is a well-known tool to estimate the size of a population. Two sources are linked, and the number of units that are missed by both sources is estimated. Often dual system estimation is…

Methodology · Statistics 2025-05-05 Ceejay Hammond , Paul A. Smith , Peter G. M. van der Heijden

The diffusion model is used to calculate the time-averaged flow of particles in stochastic media and the propagation of waves averaged over ensembles of disordered static configurations. For classical waves exciting static disordered…

Disordered Systems and Neural Networks · Physics 2024-01-11 Azriel Z. Genack , Yiming Huang , Asher Maor , Zhou Shi

Recently proposed generative models for discrete data, such as Masked Diffusion Models (MDMs), exploit conditional independence approximations to reduce the computational cost of popular Auto-Regressive Models (ARMs), at the price of some…

Machine Learning · Statistics 2025-12-18 Hugo Lavenant , Giacomo Zanella

Probabilistic regression models the entire predictive distribution of a response variable, offering richer insights than classical point estimates and directly allowing for uncertainty quantification. While diffusion-based generative models…

Machine Learning · Computer Science 2025-10-07 Carlo Kneissl , Christopher Bülte , Philipp Scholl , Gitta Kutyniok

This paper considers the problem of distributed estimation in wireless sensor networks (WSN), which is anticipated to support a wide range of applications such as the environmental monitoring, weather forecasting, and location estimation.…

Signal Processing · Electrical Eng. & Systems 2023-10-26 Meng He , Ran Li , Chuan Huang , Shulong Zhang
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