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Starting from the developed generalized point process model of $1/f$ noise (B. Kaulakys et al, Phys. Rev. E 71 (2005) 051105; cond-mat/0504025) we derive the nonlinear stochastic differential equations for the signal exhibiting 1/f^{\beta}$…

Statistical Mechanics · Physics 2009-11-11 Bronislovas Kaulakys , Julius Ruseckas , Vygintas Gontis , Miglius Alaburda

Automated scientific discovery aims to improve scientific understanding through machine learning. A central approach in this field is symbolic regression, which uses genetic programming or sparse regression to learn interpretable…

Neural and Evolutionary Computing · Computer Science 2026-03-11 Sigur de Vries , Sander W. Keemink , Marcel A. J. van Gerven

Denoising diffusion models are a class of generative models which have recently achieved state-of-the-art results across many domains. Gradual noise is added to the data using a diffusion process, which transforms the data distribution into…

Machine Learning · Statistics 2024-06-28 Francisco Vargas , Teodora Reu , Anna Kerekes , Michael M Bronstein

Likelihood-based inference in stochastic non-linear dynamical systems, such as those found in chemical reaction networks and biological clock systems, is inherently complex and has largely been limited to small and unrealistically simple…

Computation · Statistics 2024-07-08 Ben Swallow , David A. Rand , Giorgos Minas

We consider stochastic model based on the linear stochastic differential equation with the linear relaxation and with the diffusion-like fluctuations of the relaxation rate. The model generates monofractal signals with the non-Gaussian…

Data Analysis, Statistics and Probability · Physics 2015-05-18 B. Kaulakys , M. Alaburda , J. Ruseckas

Diffusion models are loosely modelled based on non-equilibrium thermodynamics, where \textit{diffusion} refers to particles flowing from high-concentration regions towards low-concentration regions. In statistics, the meaning is quite…

Machine Learning · Computer Science 2023-12-19 Inga Strümke , Helge Langseth

Inferring a diffusion equation from discretely-observed measurements is a statistical challenge of significant importance in a variety of fields, from single-molecule tracking in biophysical systems to modeling financial instruments.…

Machine Learning · Statistics 2023-12-12 Yinuo Ren , Yiping Lu , Lexing Ying , Grant M. Rotskoff

High-dimensional data must be highly structured to be learnable. Although the compositional and hierarchical nature of data is often put forward to explain learnability, quantitative measurements establishing these properties are scarce.…

Machine Learning · Statistics 2025-03-04 Antonio Sclocchi , Alessandro Favero , Noam Itzhak Levi , Matthieu Wyart

Effectively modeling phenomena present in highly nonlinear dynamical systems whilst also accurately quantifying uncertainty is a challenging task, which often requires problem-specific techniques. We present a novel, domain-agnostic…

Machine Learning · Statistics 2021-10-26 Thomas M. McDonald , Mauricio A. Álvarez

We model and study the problem of localizing a set of sparse forcing inputs for linear dynamical systems from noisy measurements when the initial state is unknown. This problem is of particular relevance to detecting forced oscillations in…

Optimization and Control · Mathematics 2022-01-21 Rajasekhar Anguluri , Lalitha Sankar , Oliver Kosut

We review the mathematical formalism underlying the modelling of stochasticity in biological systems. Beginning with a description of the system in terms of its basic constituents, we derive the mesoscopic equations governing the dynamics…

Populations and Evolution · Quantitative Biology 2012-11-05 Alan J. McKane , Tommaso Biancalani , Tim Rogers

Entropy is a central concept in physics, but can be challenging to calculate even for systems that are easily simulated. This is exacerbated out of equilibrium, where generally little is known about the distribution characterizing simulated…

Statistical Mechanics · Physics 2024-05-09 Samuel D. Gelman , Guy Cohen

Dynamic factor models are often estimated by point-estimation methods, disregarding parameter uncertainty. We propose a method accounting for parameter uncertainty by means of posterior approximation, using variational inference. Our…

Methodology · Statistics 2022-10-14 Erik Spånberg

Diffusion models have demonstrated powerful performance in generating high-quality images. A typical example is text-to-image generator like Stable Diffusion. However, their widespread use also poses potential privacy risks. A key concern…

Computer Vision and Pattern Recognition · Computer Science 2026-04-20 Guo Li , Weihong Chen , Yongfu Fan

Diffusion of colloidal particles in a complex environment such as polymer networks or biological cells is a topic of high complexity with significant biological and medical relevance. In such situations, the interaction between the…

Statistical Mechanics · Physics 2015-11-10 Andreas M. Menzel

Health-policy planning requires evidence on the burden that epidemics place on healthcare systems. Multiple, often dependent, datasets provide a noisy and fragmented signal from the unobserved epidemic process including transmission and…

Applications · Statistics 2024-09-11 Alice Corbella , Anne M Presanis , Paul J Birrell , Daniela De Angelis

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

The question of deriving general force/flux relationships that apply out of the linear response regime is a central topic of theories for nonequilibrium statistical mechanics. This work applies an information theory perspective to compute…

Statistical Mechanics · Physics 2019-02-04 David M. Rogers

In recent years, diffusion models trained on equilibrium molecular distributions have proven effective for sampling biomolecules. Beyond direct sampling, the score of such a model can also be used to derive the forces that act on molecular…

Machine Learning · Computer Science 2026-01-15 Michael Plainer , Hao Wu , Leon Klein , Stephan Günnemann , Frank Noé

Experimental data is often affected by uncontrolled variables that make analysis and interpretation difficult. For spatiotemporal systems, this problem is further exacerbated by their intricate dynamics. Modern machine learning methods are…

Computational Physics · Physics 2020-09-16 Peter Y. Lu , Samuel Kim , Marin Soljačić
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