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Understanding the stability and long-time behavior of generative models is a fundamental problem in modern machine learning. This paper provides quantitative bounds on the sampling error of score-based generative models by leveraging…

Machine Learning · Statistics 2026-01-30 Stanislas Strasman , Gabriel Cardoso , Sylvain Le Corff , Vincent Lemaire , Antonio Ocello

There are multiple ways in which a stochastic system can be out of statistical equilibrium. It might be subject to time-varying forcing; or be in a transient phase on its way towards equilibrium; it might even be in equilibrium without us…

Dynamical Systems · Mathematics 2019-07-08 Péter Koltai , Hao Wu , Frank Noé , Christof Schütte

We study an approximation method for partially observed Markov decision processes (POMDPs) with continuous spaces. Belief MDP reduction, which has been the standard approach to study POMDPs requires rigorous approximation methods for…

Optimization and Control · Mathematics 2025-01-20 Ali Devran Kara , Erhan Bayraktar , Serdar Yuksel

The formal verification and controller synthesis for Markov decision processes that evolve over uncountable state spaces are computationally hard and thus generally rely on the use of approximations. In this work, we consider the…

Systems and Control · Computer Science 2018-11-28 Sofie Haesaert , Sadegh Soudjani , Alessandro Abate

In this paper we propose two behavioral distances that support approximate reasoning on Stochastic Markov Models (SMMs), that are continuous-time stochastic transition systems where the residence time on each state is described by a generic…

Formal Languages and Automata Theory · Computer Science 2014-03-26 Giorgio Bacci , Giovanni Bacci , Kim G. Larsen , Radu Mardare

Markov processes with stochastic resetting towards the origin generically converge towards non-equilibrium steady-states. Long dynamical trajectories can be thus analyzed via the large deviations at Level 2.5 for the joint probability of…

Statistical Mechanics · Physics 2021-05-07 Cecile Monthus

When clustering molecular dynamics (MD) trajectories into a few metastable conformational states, the Markov state models (MSMs) assumption of timescale separation between fast intrastate fluctuations and rarely occurring interstate…

Soft Condensed Matter · Physics 2025-01-17 Sofia Sartore , Franziska Teichmann , Gerhard Stock

These lecture notes introduce the statistical analysis of continuous-time generative models built from Markov dynamics. We begin with the stochastic-calculus foundations of score-based diffusion models, including time reversal, score…

Statistics Theory · Mathematics 2026-04-27 Eddie Aamari , Arthur Stéphanovitch

Learning unknown stochastic differential equations (SDEs) from observed data is a significant and challenging task with applications in various fields. Current approaches often use neural networks to represent drift and diffusion functions,…

Machine Learning · Computer Science 2024-06-21 Aiqing Zhu , Qianxiao Li

After reviewing the behavioral studies of working memory and of the cellular substrate of the latter, we argue that metastable states constitute candidates for the type of transient information storage required by working memory. We then…

Neurons and Cognition · Quantitative Biology 2024-03-18 Christophe Pouzat , Morgan André

Multi-adaptive Galerkin methods are extensions of the standard continuous and discontinuous Galerkin methods for the numerical solution of initial value problems for ordinary or partial differential equations. In particular, the…

Numerical Analysis · Mathematics 2012-05-15 Johan Jansson , Anders Logg

Leveraging recent work on data-driven methods for constructing a finite state space Markov process from dynamical systems, we address two problems for obtaining further reduced statistical representations. The first problem is to extract…

Chaotic Dynamics · Physics 2024-05-14 Ludovico Theo Giorgini , Andre N. Souza , Peter J. Schmid

Advection-dominated dynamical systems, characterized by partial differential equations, are found in applications ranging from weather forecasting to engineering design where accuracy and robustness are crucial. There has been significant…

Computational Physics · Physics 2020-06-29 Romit Maulik , Bethany Lusch , Prasanna Balaprakash

Markov state models (MSMs) have been broadly adopted for analyzing molecular dynamics trajectories, but the approximate nature of the models that results from coarse-graining into discrete states is a long-known limitation. We show…

Computational Physics · Physics 2021-05-31 John D. Russo , Jeremy Copperman , David Aristoff , Gideon Simpson , Daniel M. Zuckerman

The Dynamical Graph Grammar (DGG) formalism can describe complex system dynamics with graphs that are mapped into a master equation. An exact stochastic simulation algorithm may be used, but it is slow for large systems. To overcome this…

Quantitative Methods · Quantitative Biology 2024-07-16 Eric Medwedeff , Eric Mjolsness

Stochasticity plays a fundamental role in various biochemical processes, such as cell regulatory networks and enzyme cascades. Isothermal, well-mixed systems can be modelled as Markov processes, typically simulated using the Gillespie…

Molecular Networks · Quantitative Biology 2016-10-12 Andrew Duncan , Radek Erban , Konstantinos Zygalakis

We introduce and analyze a discontinuous Galerkin method for the numerical modelling of the equations of Multiple-Network Poroelastic Theory (MPET) in the dynamic formulation. The MPET model can comprehensively describe functional changes…

Numerical Analysis · Mathematics 2023-05-30 Mattia Corti , Paola F. Antonietti , Luca Dede' , Alfio Maria Quarteroni

We propose a flexible Bayesian approach for sparse Gaussian graphical modeling of multivariate time series. We account for temporal correlation in the data by assuming that observations are characterized by an underlying and unobserved…

Methodology · Statistics 2025-08-21 Beniamino Hadj-Amar , Aaron M. Bornstein , Michele Guindani , Marina Vannucci

Molecular Dynamics (MD) is a powerful computational microscope for probing protein functions. However, the need for fine-grained integration and the long timescales of biomolecular events make MD computationally expensive. To address this,…

Machine Learning · Computer Science 2026-03-30 Kacper Kapuśniak , Cristian Gabellini , Michael Bronstein , Prudencio Tossou , Francesco Di Giovanni

Point and interval estimation of future disability inception and recovery rates are predominantly carried out by combining generalized linear models (GLM) with time series forecasting techniques into a two-step method involving parameter…

Applications · Statistics 2014-12-24 Boualem Djehiche , Björn Löfdahl
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