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One-dimensional Fisher-Wright diffusion process on the interval $(0,1)$ with mutations is considered. This is a widely known model in population genetics. The goal of the paper is an exponential recurrence of the process, which also implies…

Probability · Mathematics 2021-11-02 Roman Sineokiy , Alexander Veretennikov

In this paper, we explore provable acceleration of diffusion models without any additional retraining. Focusing on the task of approximating a target data distribution in $\mathbb{R}^d$ to within $\varepsilon$ total-variation distance, we…

Machine Learning · Computer Science 2025-08-14 Gen Li , Yuchen Zhou , Yuting Wei , Yuxin Chen

For the case of approximation of convection--diffusion equations using piecewise affine continuous finite elements a new edge-based nonlinear diffusion operator is proposed that makes the scheme satisfy a discrete maximum principle. The…

Numerical Analysis · Mathematics 2015-09-30 Gabriel R. Barrenechea , Erik Burman , Fotini Karakatsani

Generative models that maximize model likelihood have gained traction in many practical settings. Among them, perturbation based approaches underpin many strong likelihood estimation models, yet they often face slow convergence and limited…

Information Theory · Computer Science 2025-10-27 Yirong Shen , Lu Gan , Cong Ling

We study a generalization of the Wright--Fisher model in which some individuals adopt a behavior that is harmful to others without any direct advantage for themselves. This model is motivated by studies of spiteful behavior in nature,…

Probability · Mathematics 2015-03-18 Ludovic Goudenège , Pierre-André Zitt

Let $X$ be a linear diffusion taking values in $(\ell,r)$ and consider the standard Euler scheme to compute an approximation to $\mathbb{E}[g(X_T)\mathbf{1}_{[T<\zeta]}]$ for a given function $g$ and a deterministic $T$, where…

Numerical Analysis · Mathematics 2021-10-01 Umut Çetin , Julien Hok

Score-based methods have recently seen increasing popularity in modeling and generation. Methods have been constructed to perform hypothesis testing and change-point detection with score functions, but these methods are in general not as…

Machine Learning · Statistics 2025-06-23 Sean Moushegian , Taposh Banerjee , Vahid Tarokh

Diffusion models, which convert noise into new data instances by learning to reverse a Markov diffusion process, have become a cornerstone in contemporary generative modeling. While their practical power has now been widely recognized, the…

Machine Learning · Statistics 2024-03-08 Gen Li , Yuting Wei , Yuxin Chen , Yuejie Chi

We study the evolution of a pathogen with two allelic types infecting a population of hosts, where within-host type frequencies evolve in discrete time. Our framework is built on a two-parameter family of transition kernels on [0,1], which…

Probability · Mathematics 2025-11-19 Fernando Cordero , Christian Jorquera , Héctor Olivero , Leonardo Videla

The convergence of a family of AMF-Runge-Kutta methods (in short AMF-RK) for the time integration of evolutionary Partial Differential Equations (PDEs) of Advection Diffusion Reaction type semi-discretized in space is considered. The…

Numerical Analysis · Mathematics 2015-01-13 Severiano Gonzalez Pinto , Domingo Hernandez Abreu , Soledad Perez Rodriguez

To ensure high quality outputs, it is important to quantify the epistemic uncertainty of diffusion models. Existing methods are often unreliable because they mix epistemic and aleatoric uncertainty. We introduce a method based on Fisher…

Machine Learning · Statistics 2026-02-18 Aditi Gupta , Raphael A. Meyer , Yotam Yaniv , Elynn Chen , N. Benjamin Erichson

We view the classical Lindeberg principle in a Markov process setting to establish a probability approximation framework by the associated It\^{o}'s formula and Markov operator. As applications, we study the error bounds of the following…

Probability · Mathematics 2022-06-15 Peng Chen , Qi-Man Shao , Lihu Xu

We are interested in the long-time behavior of a diploid population with sexual reproduction, characterized by its genotype composition at one bi-allelic locus. The population is modeled by a 3-dimensional birth-and-death process with…

Probability · Mathematics 2013-09-16 Camille Coron

Let $M$ be a $d$-dimensional connected compact Riemannian manifold with boundary $\partial M$, let $V\in C^2(M)$ such that $\mu({\rm d} x):={\rm e}^{V(x)}{\rm d} x$ is a probability measure, and let $X_t$ be the diffusion process generated…

Probability · Mathematics 2022-04-11 Feng-Yu Wang

The asymmetric exclusion process on a ring in one-dimension is considered with a single defect particle. The steady state has previously been solved by a matrix product method. Here we use the Bethe ansatz to solve exactly for the long time…

Statistical Mechanics · Physics 2009-10-31 B. Derrida , M. R. Evans

A population genetics model based on a multitype branching process, or equivalently a Galton-Watson branching process for multiple alleles, is pre- sented. The diffusion limit forward Kolmogorov equation is derived for the case of neutral…

Populations and Evolution · Quantitative Biology 2018-02-21 Conrad J. Burden , Yi Wei

Duality plays an important role in population genetics. It can relate results from forwards-in-time models of allele frequency evolution with those of backwards-in-time genealogical models; a well known example is the duality between the…

Populations and Evolution · Quantitative Biology 2019-08-09 Robert C. Griffiths , Paul A. Jenkins , Sabin Lessard

The maximum entropy principle is a powerful tool for solving underdetermined inverse problems. This paper considers the problem of discretizing a continuous distribution, which arises in various applied fields. We obtain the approximating…

Numerical Analysis · Mathematics 2020-08-05 Ken'ichiro Tanaka , Alexis Akira Toda

The recent, impressive advances in algorithmic generation of high-fidelity image, audio, and video are largely due to great successes in score-based diffusion models. A key implementing step is score matching, that is, the estimation of the…

Machine Learning · Statistics 2024-09-12 Zehao Dou , Subhodh Kotekal , Zhehao Xu , Harrison H. Zhou

Sampling from score-based diffusion models incurs bias due to both time discretisation and the approximation of the score function. A common strategy for reducing this bias is to apply corrector steps based on the unadjusted Langevin…

Machine Learning · Statistics 2026-05-12 Kevin H. Lam , Tyler Farghly , Christopher Williams , Jun Yang , Yee Whye Teh , Arnaud Doucet