English
Related papers

Related papers: Conditional Independence in Stationary Diffusions

200 papers

Concept drift, i.e., the change of the data generating distribution, can render machine learning models inaccurate. Several works address the phenomenon of concept drift in the streaming context usually assuming that consecutive data points…

Machine Learning · Computer Science 2023-12-19 Fabian Hinder , Valerie Vaquet , Barbara Hammer

Iterative imputation, in which variables are imputed one at a time each given a model predicting from all the others, is a popular technique that can be convenient and flexible, as it replaces a potentially difficult multivariate modeling…

Statistics Theory · Mathematics 2012-04-04 Jingchen Liu , Andrew Gelman , Jennifer Hill , Yu-Sung Su

Conditional diffusion models serve as the foundation of modern image synthesis and find extensive application in fields like computational biology and reinforcement learning. In these applications, conditional diffusion models incorporate…

Machine Learning · Computer Science 2024-03-19 Hengyu Fu , Zhuoran Yang , Mengdi Wang , Minshuo Chen

We investigate a zero-range process where the underlying one-particle stationary distribution has multifractality. The multiparticle stationary probability measure can be written in a factorized form. If the number of the particles is…

Statistical Mechanics · Physics 2016-09-13 Hiroshi Miki

The problem of eliminating fast-relaxing variables to obtain an effective drift-diffusion process in position is solved in a uniform and straightforward way for models with velocity a function jointly of position and fast variables. A more…

Statistical Mechanics · Physics 2019-11-13 Paul E. Lammert

Constraint-based causal discovery algorithms utilize many statistical tests for conditional independence to uncover networks of causal dependencies. These approaches to causal discovery rely on an assumed correspondence between the…

Machine Learning · Computer Science 2025-04-18 Bijan Mazaheri , Jiaqi Zhang , Caroline Uhler

We propose a new method to construct a stationary process and random field with a given decreasing covariance function and any one-dimensional marginal distribution. The result is a new class of stationary processes and random fields. The…

Methodology · Statistics 2024-07-24 Jeonghwa Lee

The existence and uniqueness of the stationary distribution of the numerical solution generated by the stochastic theta method is studied. When the parameter theta takes different values, the requirements on the drift and diffusion…

Numerical Analysis · Mathematics 2018-01-30 Yanan Jiang , Wei Liu , Lihui Weng

A class of discrete distributions can be derived from stationary renewal processes. They have the useful property that the mean is a simple function of the model parameters. Thus regressions of the distribution mean on covariates can be…

Methodology · Statistics 2018-03-01 Rose Baker

We discuss recent work on the static and dynamical properties of the asymmetric exclusion process, generalized to include the effect of disorder. We study in turn: random disorder in the properties of particles; disorder in the spatial…

Statistical Mechanics · Physics 2009-11-11 Mustansir Barma

Spreading processes play an increasingly important role in modeling for diffusion networks, information propagation, marketing and opinion setting. We address the problem of learning of a spreading model such that the predictions generated…

Social and Information Networks · Computer Science 2021-07-27 Mateusz Wilinski , Andrey Y. Lokhov

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

In the past the study of reaction-diffusion systems has greatly contributed to our understanding of the behavior of many-body systems far from equilibrium. In this paper we aim at characterizing the properties of diffusion limited reactions…

Statistical Mechanics · Physics 2015-05-14 Sven Dorosz , Michel Pleimling

Maximum entropy (maxEnt) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic dynamical systems, the effect of state space topology and path-dependent constraints on…

Statistical Mechanics · Physics 2015-10-28 Purushottam D. Dixit

Although social and biomedical scientists have long been interested in the process through which ideas and behaviors diffuse, the identification of causal diffusion effects, also known as peer and contagion effects, remains challenging.…

Methodology · Statistics 2020-01-28 Naoki Egami

A particle with internal unobserved states diffusing in a force field will generally display effective advection-diffusion. The drift velocity is proportional to the mobility averaged over the internal states, or effective mobility, while…

Statistical Mechanics · Physics 2017-10-13 Erik Aurell , Stefano Bo

We analyze ecological systems that are influenced by random environmental fluctuations. We first provide general conditions which ensure that the species coexist and the system converges to a unique invariant probability measure (stationary…

Populations and Evolution · Quantitative Biology 2021-05-19 Alexandru Hening , Yao Li

We study efficiency of non-parametric estimation of diffusions (stochastic differential equations driven by Brownian motion) from long stationary trajectories. First, we introduce estimators based on conditional expectation which is…

Probability · Mathematics 2021-05-26 Xi Chen , Ilya Timofeyev

We introduce a theory of sequential causal inference in which learners in a chain estimate a structural model from their upstream teacher and then pass samples from the model to their downstream student. It extends the population dynamics…

Populations and Evolution · Quantitative Biology 2012-02-28 James P. Crutchfield , Sean Whalen

The rules of d-separation provide a framework for deriving conditional independence facts from model structure. However, this theory only applies to simple directed graphical models. We introduce relational d-separation, a theory for…

Artificial Intelligence · Computer Science 2013-04-16 Marc Maier , David Jensen