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Homotopy approaches to Bayesian inference have found widespread use especially if the Kullback-Leibler divergence between the prior and the posterior distribution is large. Here we extend one of these homotopy approach to include an…

Numerical Analysis · Mathematics 2022-11-04 Sebastian Reich

Modelling is an essential procedure in analyzing and controlling a given logical dynamic system (LDS). It has been proved that deterministic LDS can be modeled as a linear-like system using algebraic state space representation. However, due…

Optimization and Control · Mathematics 2022-03-04 Changxi Li , Jun-e Feng , Daizhan Cheng , Xiao Zhang

Extended Lagrangian molecular dynamics (XLMD) is a general method for performing molecular dynamics simulations using quantum and classical many-body potentials. Recently several new XLMD schemes have been proposed and tested on several…

Numerical Analysis · Mathematics 2020-02-28 Dong An , Sara Y. Cheng , Teresa Head-Gordon , Lin Lin , Jianfeng Lu

We present the first method to directly use a learned continuous Lagrangian to forecast the dynamics of systems governed by partial differential equations, exploiting the inherent conservative structure to achieve stable long-range…

Machine Learning · Computer Science 2026-05-11 Lyra Zhornyak , Eric Forgoston , M. Ani Hsieh

We propose a novel generative model for time series based on Schr{\"o}dinger bridge (SB) approach. This consists in the entropic interpolation via optimal transport between a reference probability measure on path space and a target measure…

Optimization and Control · Mathematics 2023-04-12 Mohamed Hamdouche , Pierre Henry-Labordere , Huyên Pham

The solution of the path structured multimarginal Schr\"{o}dinger bridge problem (MSBP) is the most-likely measure-valued trajectory consistent with a sequence of observed probability measures or distributional snapshots. We leverage recent…

Systems and Control · Electrical Eng. & Systems 2023-10-05 Georgiy A. Bondar , Robert Gifford , Linh Thi Xuan Phan , Abhishek Halder

The subject of this work has its roots in the so called Schroedginer Bridge Problem (SBP) which asks for the most likely distribution of Brownian particles in their passage between observed empirical marginal distributions at two distinct…

Systems and Control · Computer Science 2016-08-15 Yongxin Chen , Tryphon T. Georgiou , Michele Pavon

The Entropic Optimal Transport (EOT) problem and its dynamic counterpart, the Schr\"odinger bridge (SB) problem, play an important role in modern machine learning, linking generative modeling with optimal transport theory. While recent…

We introduce a distribution-free lattice Boltzmann formulation for general compartmental reaction--diffusion systems arising in mathematical epidemiology. The proposed scheme, termed a single-step simplified lattice Boltzmann method…

Computational Physics · Physics 2026-03-23 Alessandro De Rosis

The Lagrangian formalism has attracted the attention of mathematicians and physicists for more than 250 years and has played significant roles in establishing modern theoretical physics. The history of the Lagrangian formalism in biology is…

Populations and Evolution · Quantitative Biology 2024-08-21 Diana T. Pham , Zdzislaw E. Musielak

The study of population dynamics originated with early sociological works but has since extended into many fields, including biology, epidemiology, evolutionary game theory, and economics. Most studies on population dynamics focus on the…

Machine Learning · Computer Science 2024-06-07 Noah Golowich , Elad Hazan , Zhou Lu , Dhruv Rohatgi , Y. Jennifer Sun

Modeling relations between individuals is a classical question in social sciences, ecology, etc. In order to uncover a latent structure in the data, a popular approach consists in clustering individuals according to the observed patterns of…

Methodology · Statistics 2020-02-28 Avner Bar-Hen , Pierre Barbillon , Sophie Donnet

Large-size populations consisting of a continuum of identical and non-cooperative agents with stochastic dynamics are useful in modeling various biological and engineered systems. This paper addresses the stochastic control problem of…

Optimization and Control · Mathematics 2020-10-02 Kaivalya Bakshi , David D. Fan , Evangelos A. Theodorou

We present a stochastic model of population dynamics exploiting cross-sectional data in trend analysis and forecasts for groups and cohorts of a population. While sharing the convenient features of classic Markov models, it alleviates the…

Applications · Statistics 2017-06-20 Agnieszka Werpachowska , Roman Werpachowski

We propose a modelling framework to analyse the stochastic behaviour of heterogeneous, multi-scale cellular populations. We illustrate our methodology with a particular example in which we study a population with an oxygen-regulated…

Biological Physics · Physics 2017-09-01 Roberto de la Cruz , Pilar Guerrero , Fabian Spill , Tomás Alarcón

Lagrangian particle methods based on detailed atomic and molecular models are powerful computational tools for studying the dynamics of microscale and nanoscale systems. However, the maximum time step is limited by the smallest oscillation…

Computational Physics · Physics 2019-06-26 Ansel L. Blumers , Zhen Li , George Em Karniadakis

Generalized Schr\"odinger Bridges (GSBs) are a fundamental mathematical framework used to analyze the most likely particle evolution based on the principle of least action including kinetic and potential energy. In parallel to their…

Machine Learning · Statistics 2024-12-31 Guan-Horng Liu , Tianrong Chen , Evangelos A. Theodorou

We propose a Bayesian neural network-based continual learning algorithm using Variational Inference, aiming to overcome several drawbacks of existing methods. Specifically, in continual learning scenarios, storing network parameters at each…

Machine Learning · Computer Science 2024-11-22 Sanchar Palit , Biplab Banerjee , Subhasis Chaudhuri

Large-scale online platforms and marketplace systems often evaluate new policies through experiments that randomize treatment across operational units (e.g., geographies, regions, or clusters) over many time periods. In these settings,…

Reasoning about the physical world requires models that are endowed with the right inductive biases to learn the underlying dynamics. Recent works improve generalization for predicting trajectories by learning the Hamiltonian or Lagrangian…

Machine Learning · Computer Science 2020-10-27 Marc Finzi , Ke Alexander Wang , Andrew Gordon Wilson
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