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Related papers: Causal Modeling with Stationary Diffusions

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A series of recent articles introduced a method to construct stochastic partial differential equations (SPDEs) which are invariant with respect to the distribution of a given conditioned diffusion. These works are restricted to the case of…

Probability · Mathematics 2011-04-08 Martin Hairer , Andrew M. Stuart , Jochen Voss

This paper explores the efficacy of diffusion-based generative models as neural operators for partial differential equations (PDEs). Neural operators are neural networks that learn a mapping from the parameter space to the solution space of…

Machine Learning · Computer Science 2024-12-17 Katsiaryna Haitsiukevich , Onur Poyraz , Pekka Marttinen , Alexander Ilin

We construct a causal and covariantly stable kinetic model whose spectrum at real wavenumbers $k$ reproduces any rest-frame stable dissipative dispersion relation $\omega(k)$ via suitable initialization of the microscopic degrees of…

Nuclear Theory · Physics 2026-04-09 Lorenzo Gavassino

In this paper, we consider the density estimation problem associated with the stationary measure of ergodic It\^o diffusions from a discrete-time series that approximate the solutions of the stochastic differential equations. To take an…

Numerical Analysis · Mathematics 2021-09-10 Yiqi Gu , John Harlim , Senwei Liang , Haizhao Yang

Score-based generative models based on stochastic differential equations (SDEs) achieve impressive performance in sampling from unknown distributions, but often fail to satisfy underlying constraints. We propose a constrained generative…

Machine Learning · Statistics 2025-10-29 Adam Nordenhög , Akash Sharma

In this article, we construct a numerical method for a stochastic version of the Susceptible Infected Susceptible (SIS) epidemic model, expressed by a suitable stochastic differential equation (SDE), by using the semi-discrete method to a…

Numerical Analysis · Mathematics 2023-07-28 Yiannis Kiouvrekis , Ioannis S. Stamatiou

A systematic Bayesian framework is developed for physics constrained parameter inference ofstochastic differential equations (SDE) from partial observations. The physical constraints arederived for stochastic climate models but are…

Data Analysis, Statistics and Probability · Physics 2016-11-25 Daniel Peavoy , Christian L. E. Franzke , Gareth O. Roberts

Inferring the potential consequences of an unobserved event is a fundamental scientific question. To this end, Pearl's celebrated do-calculus provides a set of inference rules to derive an interventional probability from an observational…

Discrete Mathematics · Computer Science 2021-08-10 Benjamin Heymann , Michel de Lara , Jean-Philippe Chancelier

Accurate forecasting of spatiotemporal data remains challenging due to complex spatial dependencies and temporal dynamics. The inherent uncertainty and variability in such data often render deterministic models insufficient, prompting a…

Machine Learning · Computer Science 2024-11-05 Mingze Gong , Lei Chen , Jia Li

Stationarity is a key assumption in many statistical models for random processes. With recent developments in the field of graph signal processing, the conventional notion of wide-sense stationarity has been extended to random processes…

Signal Processing · Electrical Eng. & Systems 2019-09-10 Arman Hasanzadeh , Xi Liu , Nick Duffield , Krishna R. Narayanan

Inferring the causal structure underlying stochastic dynamical systems from observational data holds great promise in domains ranging from science and health to finance. Such processes can often be accurately modeled via stochastic…

Machine Learning · Computer Science 2025-03-04 Georg Manten , Cecilia Casolo , Emilio Ferrucci , Søren Wengel Mogensen , Cristopher Salvi , Niki Kilbertus

Stochastic differential equation mixed-effects models (SDEMEMs) are flexible hierarchical models that are able to account for random variability inherent in the underlying time-dynamics, as well as the variability between experimental units…

Computation · Statistics 2021-01-22 Samuel Wiqvist , Andrew Golightly , Ashleigh T. McLean , Umberto Picchini

In this paper we study pattern formation arising in a system of a single reaction-diffusion equation coupled with subsystem of ordinary differential equations, describing spatially-distributed growth of clonal populations of precancerous…

Tissues and Organs · Quantitative Biology 2019-05-14 Yuriy Golovaty , Anna Marciniak-Czochra , Mariya Ptashnyk

Statistical inference on the explained variation of an outcome by a set of covariates is of particular interest in practice. When the covariates are of moderate to high-dimension and the effects are not sparse, several approaches have been…

Methodology · Statistics 2022-01-24 Hua Yun Chen

This paper presents theoretical advances in the application of the Stochastic Partial Differential Equation (SPDE) approach in geostatistics. We show a general approach to construct stationary models related to a wide class of linear SPDEs,…

Statistics Theory · Mathematics 2018-07-30 Ricardo Carrizo Vergara , Denis Allard , Nicolas Desassis

Causal discovery aims to learn causal relationships between variables from targeted data, making it a fundamental task in machine learning. However, causal discovery algorithms often rely on unverifiable causal assumptions, which are…

Machine Learning · Computer Science 2025-10-15 Huiyang Yi , Yanyan He , Duxin Chen , Mingyu Kang , He Wang , Wenwu Yu

This paper presents a new causal network learning algorithm (FSNN, Feedback System Neural Network) based on the construction and analysis of a non-linear system of Ordinary Differential Equations (ODEs). The constructed system provides…

Machine Learning · Computer Science 2020-05-29 William Schoenberg

We investigate a class of stochastic partial differential equations of reaction-diffusion type defined on graphs, which can be derived as the limit of SPDEs on narrow planar channels. In the first part, we demonstrate that this limit can be…

Probability · Mathematics 2024-03-21 Sandra Cerrai , Wen-Tai Hsu

Causal analysis helps us understand variables that are responsible for system failures. This improves fault detection and makes system more reliable. In this work, we present a new method that combines causal inference with machine learning…

Systems and Control · Electrical Eng. & Systems 2025-08-05 Karthik Peddi , Sai Ram Aditya Parisineni , Hemanth Macharla , Mayukha Pal

We study the inductive biases of diffusion models with a conditioning-variable, which have seen widespread application as both text-conditioned generative image models and observation-conditioned continuous control policies. We observe that…

Machine Learning · Computer Science 2025-12-23 Daniel Pfrommer , Zehao Dou , Christopher Scarvelis , Max Simchowitz , Ali Jadbabaie