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We consider a mean-field system of path-dependent stochastic interacting diffusions in random media over a finite time window. The interaction term is given as a function of the empirical measure and is allowed to be non-linear and path…

Probability · Mathematics 2022-03-03 Rangel Baldasso , Alan Pereira , Guilherme Reis

We develop a weak-form sparse identification method for interacting particle systems (IPS) with the primary goals of reducing computational complexity for large particle number $N$ and offering robustness to either intrinsic or extrinsic…

Machine Learning · Statistics 2022-07-20 Daniel A. Messenger , David M. Bortz

Diffusion Probabilistic Models (DPMs) have emerged as the de facto approach for high-fidelity image synthesis, operating diffusion processes on continuous VAE latent, which significantly differ from the text generation methods employed by…

Computer Vision and Pattern Recognition · Computer Science 2024-12-30 Xiaoping Wu , Jie Hu , Xiaoming Wei

This paper is concerned about the implicit-explicit (IMEX) methods for a class of dissipative wave systems with time-varying velocity feedbacks and nonlinear potential energies, equipped with different boundary conditions. Firstly, we…

Numerical Analysis · Mathematics 2024-10-29 Zhe Jiao , Yaxu Li , Lijing Zhao

We investigate the non-equilibrium large deviations function of the particle densities in two steady-state driven systems exchanging particles at a vanishing rate. We first derive through a systematic multi-scale analysis the coarse-grained…

Statistical Mechanics · Physics 2020-08-26 Jules Guioth , Éric Bertin

We consider the problem of estimating a probability distribution that maximizes the entropy while satisfying a finite number of moment constraints, possibly corrupted by noise. Based on duality of convex programming, we present a novel…

Optimization and Control · Mathematics 2019-10-22 Tobias Sutter , David Sutter , Peyman Mohajerin Esfahani , John Lygeros

We present numerical upscaling techniques for a class of linear second-order self-adjoint elliptic partial differential operators (or their high-resolution finite element discretization). As prototypes for the application of our theory we…

Numerical Analysis · Mathematics 2014-09-11 Axel Malqvist , Daniel Peterseim

Super-resolution is a fundamental task in imaging, where the goal is to extract fine-grained structure from coarse-grained measurements. Here we are interested in a popular mathematical abstraction of this problem that has been widely…

Information Theory · Computer Science 2015-04-30 Ankur Moitra

We present a general framework for deriving entropy production rates (EPRs) in active matter systems driven by non-Gaussian active fluctuations. Employing the probability-flow equivalence technique, we rigorously obtain an entropy…

Statistical Mechanics · Physics 2025-12-12 Yuanfei Huang , Chengyu Liu , Bing Miao , Xiang Zhou

This paper deals with the asymptotic behavior and FEM error analysis of a class of strongly damped wave equations using a semidiscrete finite element method in spatial directions combined with a finite difference scheme in the time…

Numerical Analysis · Mathematics 2025-11-03 Krishan Kumar , P. Danumjaya , Anil Kumar , Amiya K. Pani

We develop and implement new probabilistic strategy for proving basic results about long time behaviour for interacting diffusion processes on unbounded lattice. The concept of the solution used is rather weak as we construct the process as…

Probability · Mathematics 2016-11-08 Frantisek Zak

Out-of-distribution detection is crucial to the safe deployment of machine learning systems. Currently, unsupervised out-of-distribution detection is dominated by generative-based approaches that make use of estimates of the likelihood or…

We study differentially private ordinary least squares (DP-OLS) with bounded data $(X,Y)$ via sketching-based mechanisms. While Gaussian sketching approaches have been explored for DP-OLS \citep{sheffet2017differentially}, they are…

Machine Learning · Computer Science 2026-05-25 Omri Lev , Moshe Shenfeld , Vishwak Srinivasan , Katrina Ligett , Ashia C. Wilson

We consider a class of slow-fast processes on a connected complete Riemannian manifold $M$.The limiting dynamics as the scale separation goes to $\infty$ is governed by the averaging principle. Around this limit, we prove large deviation…

Probability · Mathematics 2024-03-11 Yanyan Hu , Richard C. Kraaij , Fubao Xi

In this work, we propose a novel methodology for robustly estimating particle size distributions from optical scattering measurements using constrained Gaussian process regression. The estimation of particle size distributions is commonly…

Machine Learning · Statistics 2025-07-08 Fahime Seyedheydari , Mahdi Nasiri , Marcin Mińkowski , Simo Särkkä

Particle-wall interactions play a crucially important role in various applications such as microfluidic devices for cell sorting, particle separation, entire class of hydrodynamic filtration and its derivatives, etc. Yet, accurate…

Fluid Dynamics · Physics 2025-03-18 Aryan Mehboudi , Shrawan Singhal , S. V. Sreenivasan

The Asymptotic Iteration Method (AIM) is a technique for solving analytically and approximately the linear second-order differential equation, especially the eigenvalue problems that frequently appear in theoretical and mathematical…

Mathematical Physics · Physics 2020-03-17 Mourad E. H. Ismail , Nasser Saad

Unsupervised estimation of the dimensionality of hyperspectral microspectroscopy datasets containing pure and mixed spectral features, and extraction of their representative endmember spectra, remains a challenge in biochemical data mining.…

In this paper, we focus on two kinds of large deviations principles (LDPs) of the invariant measures of Langevin equations and their numerical methods, as the noise intensity $\epsilon\to 0$ and the dissipation intensity $\nu\to\infty$…

Numerical Analysis · Mathematics 2020-09-29 Jialin Hong , Diancong Jin , Derui Sheng , Liying Sun

This work is focussed on the inversion task of inferring the distribution over parameters of interest leading to multiple sets of observations. The potential to solve such distributional inversion problems is driven by increasing…

Machine Learning · Statistics 2026-05-06 Arnaud Vadeboncoeur , Mark Girolami , Andrew M. Stuart