Related papers: Accurate Estimation of Diffusion Coefficients and …
Stochastic differential equations (SDEs) or diffusions are continuous-valued continuous-time stochastic processes widely used in the applied and mathematical sciences. Simulating paths from these processes is usually an intractable problem,…
We introduce the state-of-the-art deep learning Denoising Diffusion Probabilistic Model (DDPM) as a method to infer the volume or number density of giant molecular clouds (GMCs) from projected mass surface density maps. We adopt…
Molecular dynamics simulations are a powerful tool to study diffusion processes in battery electrolyte and electrode materials. From a single molecular dynamics simulation many properties relevant to diffusion can be obtained, including the…
Recently, there has been interest in determining the viscoelastic properties of polymeric liquids and other complex fluids by means of Diffusing Wave Spectroscopy (DWS). In this technique, light-scattering spectroscopy is applied to highly…
Recent years have witnessed significant progress in developing effective training and fast sampling techniques for diffusion models. A remarkable advancement is the use of stochastic differential equations (SDEs) and their…
We consider the development of unbiased estimators, to approximate the stationary distribution of Mckean-Vlasov stochastic differential equations (MVSDEs). These are an important class of processes, which frequently appear in applications…
Covariance matrix estimation is an important problem in multivariate data analysis, both from theoretical as well as applied points of view. Many simple and popular covariance matrix estimators are known to be severely affected by model…
We revisit the classical problem of estimating an unknown distribution from its samples by fitting a mixture model that minimizes cross-entropy loss. Framing the task as a stochastic convex optimization problem over the space of $ M…
This paper provides a semiparametric model of estimating states of the volatility defined as the squared diffusion coefficient of a stochastic differential equation. Without assuming any functional form of the volatility function, we…
We present predictions for the statistical error due to finite sampling in the presence of thermal fluctuations in molecular simulation algorithms. Specifically, we establish how these errors depend on Mach number, Knudsen number, number of…
Various bias-correction methods such as EXTRA, gradient tracking methods, and exact diffusion have been proposed recently to solve distributed {\em deterministic} optimization problems. These methods employ constant step-sizes and converge…
The discovery and study of new material systems rely on molecular simulations that often come with significant computational expense. We propose MDDM, a Molecular Dynamics Diffusion Model, which is capable of predicting a valid output…
We present a Bayesian non-parametric way of inferring stochastic differential equations for both regression tasks and continuous-time dynamical modelling. The work has high emphasis on the stochastic part of the differential equation, also…
We consider a one-dimensional diffusion process $(X_t)$ which is observed at $n+1$ discrete times with regular sampling interval $\Delta$. Assuming that $(X_t)$ is strictly stationary, we propose nonparametric estimators of the drift and…
In this paper, we consider the problem of distributed parameter estimation in sensor networks. Each sensor makes successive observations of an unknown $d$-dimensional parameter, which might be subject to Gaussian random noises. The sensors…
Computational fluid dynamics (CFD) is a powerful tool for modeling turbulent flow and is commonly used for urban microclimate simulations. However, traditional CFD methods are computationally intensive, requiring substantial hardware…
In this paper we study model reduction of linear and bilinear quadratic stochastic control problems with parameter uncertainties. Specifically, we consider slow-fast systems with unknown diffusion coefficient and study the convergence of…
Parametric estimation for diffusion processes is considered for high frequency observations over a fixed time interval. The processes solve stochastic differential equations with an unknown parameter in the diffusion coefficient. We find…
Progress on modern scientific questions regularly depends on using large-scale datasets to understand complex dynamical systems. An especially challenging case that has grown to prominence with advances in single-cell sequencing…
The trimming scheme with a prefixed cutoff portion is known as a method of improving the robustness of statistical models such as multivariate Gaussian mixture models (MG- MMs) in small scale tests by alleviating the impacts of outliers.…