Related papers: Feynman-Kac Operator Expectation Estimator

Bayesian analysis is widely used in science and engineering for real-time forecasting, decision making, and to help unravel the processes that explain the observed data. These data are some deterministic and/or stochastic transformations of…

This paper concerns the use of the expectation-maximisation (EM) algorithm for inference in partially observed diffusion processes. In this context, a well known problem is that all except a few diffusion processes lack closed-form…

This work investigates in detail the performance and advantages of a new quantum Monte Carlo integrator, dubbed Quantum Fourier Iterative Amplitude Estimation (QFIAE), to numerically evaluate for the first time loop Feynman integrals in a…

Approximate Bayesian computation (ABC) is the most popular approach to inferring parameters in the case where the data model is specified in the form of a simulator. It is not possible to directly implement standard Monte Carlo methods for…

Exponential random graph models are extremely difficult models to handle from a statistical viewpoint, since their normalising constant, which depends on model parameters, is available only in very trivial cases. We show how inference can…

This paper focuses on inverse problems to identify parameters by incorporating information from measurements. These generally ill-posed problems are formulated here in a probabilistic setting based on Bayes's theorem because it leads to a…

Filter bank multi carrier (FBMC) is considered a competitive waveform candidate for 5G that can replace orthogonal frequency division multiplexing (OFDM). However, channel estimation (CE) is a big challenge in FBMC because it suffers from…

Cooperative inference in Mobile Edge Computing (MEC), achieved by deploying partitioned Deep Neural Network (DNN) models between resource-constrained user equipments (UEs) and edge servers (ESs), has emerged as a promising paradigm.…

The Variational Autoencoder (VAE) is a seminal approach in deep generative modeling with latent variables. Interpreting its reconstruction process as a nonlinear transformation of samples from the latent posterior distribution, we apply the…

Finite element (FE) modeling is essential for structural analysis but remains computationally intensive, especially under dynamic loading. While operator learning models have shown promise in replicating static structural responses at FEM…

Penalized likelihood and quasi-likelihood methods dominate inference in high-dimensional linear mixed-effects models. Sampling-based Bayesian inference is less explored due to the computational bottlenecks introduced by the random effects…

Solving partial differential equations (PDEs) is an important yet challenging task in fluid mechanics. In this study, we embed an improved Fourier series into neural networks and propose a physics-informed Fourier basis neural network…

Modern AI inference systems treat transformer execution as mandatory, conflating model capability with execution necessity. We reframe inference as a control-plane decision problem: determining when execution is necessary versus when…

Stochastic differential equations (SDEs) provide a natural framework for modelling intrinsic stochasticity inherent in many continuous-time physical processes. When such processes are observed in multiple individuals or experimental units,…

Continuum damage mechanics (CDM) is a popular framework for modelling crack propagation in solids. The CDM uses a damage parameter to quantitatively assess what one loosely calls `material degradation'. While this parameter is sometimes…

Fluid mechanics is a fundamental field in engineering and science. Solving the Navier-Stokes equation (NSE) is critical for understanding the behavior of fluids. However, the NSE is a complex partial differential equation that is difficult…

Solving the Fokker-Planck equation for high-dimensional complex dynamical systems remains a pivotal yet challenging task due to the intractability of analytical solutions and the limitations of traditional numerical methods. In this work,…

The diffusion bridge, which is a diffusion process conditioned on hitting a specific state within a finite period, has found broad applications in various scientific and engineering fields. However, simulating diffusion bridges for modeling…

We consider the problem of making nonparametric inference in a class of multi-dimensional diffusions in divergence form, from low-frequency data. Statistical analysis in this setting is notoriously challenging due to the intractability of…

In click-through rate prediction, click-through rate prediction is used to model users' interests. However, most of the existing CTR prediction methods are mainly based on the ID modality. As a result, they are unable to comprehensively…