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The~numerical solutions to a non-linear Fractional Fokker--Planck (FFP) equation are studied estimating the generalized diffusion coefficients. The~aim is to model anomalous diffusion using an FFP description with fractional velocity…

Plasma Physics · Physics 2018-10-08 Johan Anderson , Sara Moradi , Tariq Rafiq

Advection of entities induced by gradients in attractant concentration fields is observed via diffusiophoresis in colloids and via chemotaxis in microorganisms. Mathematically, both diffusiophoresis and chemotaxis follow similar…

Populations and Evolution · Quantitative Biology 2024-10-07 Benjamin M. Alessio , Ankur Gupta

The Fisher-Snedecor $\mathcal{F}$ distribution has been recently proposed as a more accurate and mathematically tractable composite fading model than traditional established models in some practical cases. In this paper, we firstly derive…

Information Theory · Computer Science 2019-11-27 Hongyang Du , Jiayi Zhang , Kostas P. Peppas , Hui Zhao , Bo Ai , Xiaodan Zhang

Probabilistic forecasting provides a principled framework for uncertainty quantification in dynamical systems by representing predictions as probability distributions rather than deterministic trajectories. However, existing forecasting…

Machine Learning · Statistics 2026-03-27 Tianlin Yang , Hailiang Du , Louis Aslett

We provide a general theorem bounding the error in the approximation of a random measure of interest--for example, the empirical population measure of types in a Wright-Fisher model--and a Dirichlet process, which is a measure having…

Probability · Mathematics 2020-07-07 Han L. Gan , Nathan Ross

A system of two cubic reaction-diffusion equations for two independent gene frequencies arising in population dynamics is studied. Depending on values of coefficients, all possible Lie and $Q$-conditional (nonclassical) symmetries are…

Exactly Solvable and Integrable Systems · Physics 2026-03-27 Philip Broadbridge , Roman Cherniha , Vasyl' Davydovych , Ian Marquette

We construct a new class of infinite-dimensional diffusions taking values in a generalized Kingman simplex. Our model describes the temporal evolution of the relative frequencies of infinitely-many types which are "labeled" by an arbitrary…

Probability · Mathematics 2026-02-25 Cristina Costantini , Matteo Ruggiero

Building upon kinetic theory approaches for multi-agent systems and generalising them to scenarios where the total mass of the system is not conserved, we develop a modelling framework for phenotype-structured populations that makes it…

Analysis of PDEs · Mathematics 2025-10-20 Emanuele Bernardi , Tommaso Lorenzi , Andrea Tosin

A variety of researchers have successfully obtained the parameters of low dimensional diffusion models using the data that comes out of atomistic simulations. This naturally raises a variety of questions about efficient estimation,…

Statistical Mechanics · Physics 2015-11-06 Christopher P. Calderon

The diffusion forecasting is a nonparametric approach that provably solves the Fokker-Planck PDE corresponding to It\^o diffusion without knowing the underlying equation. The key idea of this method is to approximate the solution of the…

Numerical Analysis · Mathematics 2018-01-17 John Harlim , Haizhao Yang

Particle flow filters solve Bayesian inference problems by smoothly transforming a set of particles into samples from the posterior distribution. Particles move in state space under the flow of an McKean-Vlasov-Ito process. This work…

Optimization and Control · Mathematics 2025-05-02 Amit N Subrahmanya , Andrey A Popov , Adrian Sandu

We consider a population with two types of individuals, distinguished by the resources required for reproduction: type-$0$ (small) individuals need a fractional resource unit of size $\vartheta \in (0,1)$, while type-$1$ (large) individuals…

Probability · Mathematics 2025-10-29 Gerold Alsmeyer , Fernando Cordero , Hannah Dopmeyer

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 propose a new semiparametric approach for modelling nonlinear univariate diffusions, where the observed process is a nonparametric transformation of an underlying parametric diffusion (UPD). This modelling strategy yields a general class…

Econometrics · Economics 2020-05-08 Ruijun Bu , Kaddour Hadri , Dennis Kristensen

A central statistical problem in population genetics is to infer evolutionary and biological parameters such as the strength of natural selection and allele age from DNA samples extracted from a contemporary population. That all samples…

Populations and Evolution · Quantitative Biology 2025-02-19 Jaromir Sant , Paul A. Jenkins , Jere Koskela , Dario Spano

Coupled Wright-Fisher diffusions have been recently introduced to model the temporal evolution of finitely-many allele frequencies at several loci. These are vectors of multidimensional diffusions whose dynamics are weakly coupled among…

Probability · Mathematics 2026-01-07 Chiara Boetti , Matteo Ruggiero

The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a…

Econometrics · Economics 2023-06-27 Ruben Loaiza-Maya , Didier Nibbering , Dan Zhu

We introduce a stochastic individual model for the spatial behavior of an animal population of dispersive and competitive species, considering various kinds of biological effects, such as heterogeneity of environmental conditions, mutual…

Probability · Mathematics 2016-07-05 Joaquin Fontbona , Sylvie Méléard

Diffusion models are a class of probabilistic generative models that have been widely used as a prior for image processing tasks like text conditional generation and inpainting. We demonstrate that these models can be adapted to make…

Machine Learning · Computer Science 2023-06-14 Marc Finzi , Anudhyan Boral , Andrew Gordon Wilson , Fei Sha , Leonardo Zepeda-Núñez

The Moran discrete process and the Wright-Fisher modelare the most popular models in population genetics. It is common tounderstand the dynamics of these models to use an approximating diffusionprocess, called Wright-Fisher diffusion. Here,…

Probability · Mathematics 2019-05-13 Gorgui Gackou , A Guillin , Arnaud Personne
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