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Estimation and inference procedures for synthetic control methods often do not allow for the existence of spillover effects, which are plausible in many applications. In this paper, we consider estimation and inference for synthetic control…

Econometrics · Economics 2026-01-23 Jianfei Cao , Connor Dowd

Efficient analysis and simulation of multiscale stochastic systems of chemical kinetics is an ongoing area for research, and is the source of many theoretical and computational challenges. In this paper, we present a significant improvement…

Numerical Analysis · Mathematics 2016-09-21 Simon Cotter

The escape of the randomly accelerated undamped particle from the finite interval under action of stochastic resetting is studied. The motion of such a particle is described by the full Langevin equation and the particle is characterized by…

Statistical Mechanics · Physics 2021-08-31 Karol Capała , Bartłomiej Dybiec

Robust inference for stochastic dynamical systems is often hampered by sparse sampling and the absence of closed-form likelihoods. We introduce a Monte Carlo path-inference framework that leverages full-path statistics and bridge processes…

Statistical Mechanics · Physics 2025-10-07 Javier Aguilar , Miguel A. Muñoz , Sandro Azaele

The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…

Statistical Mechanics · Physics 2022-12-21 Oriol Artime

As a highly expressive generative model, diffusion models have demonstrated exceptional success across various domains, including image generation, natural language processing, and combinatorial optimization. However, as data distributions…

Machine Learning · Computer Science 2025-10-27 Myunsoo Kim , Donghyeon Ki , Seong-Woong Shim , Byung-Jun Lee

The need to recognise long-term dependencies in sequential data such as video streams has made Long Short-Term Memory (LSTM) networks a prominent Artificial Intelligence model for many emerging applications. However, the high computational…

Signal Processing · Electrical Eng. & Systems 2019-10-31 Alexandros Kouris , Stylianos I. Venieris , Michail Rizakis , Christos-Savvas Bouganis

Based on the particle-in-cell (PIC) plasma simulation method, the speed-limited PIC (SLPIC) method delivers faster kinetic plasma simulation in cases where the particle distributions evolve slowly compared with the maximum stable PIC…

Computational Physics · Physics 2019-01-09 Gregory R. Werner , Thomas G. Jenkins , Andrew M. Chap , John R. Cary

Exploiting the information provided by the molecular noise of a biological process has proven to be valuable in extracting knowledge about the underlying kinetic parameters and sources of variability from single cell measurements. However,…

Quantitative Methods · Quantitative Biology 2013-08-30 Jakob Ruess , Andreas Milias-Argeitis , John Lygeros

From the point of view of statistical mechanics, a full characterisation of a molecular system requires the experimental determination of its possible states, their populations and the respective interconversion rates. Well-established…

Computational Physics · Physics 2020-06-02 Z. Faidon Brotzakis , Michele Vendruscolo , Peter. G. Bolhuis

Moment approximation methods are gaining increasing attention for their use in the approximation of the stochastic kinetics of chemical reaction systems. In this paper we derive a general moment expansion method for any type of propensities…

Molecular Networks · Quantitative Biology 2015-06-15 Angelique Ale , Paul Kirk , Michael P. P. Stumpf

Stochastic differential equations provide a powerful tool for modelling dynamic phenomena affected by random noise. In case of repeated observations of time series for several experimental units, it is often the case that some of the…

Methodology · Statistics 2024-09-06 Fernando Baltazar-Larios , Mogens Bladt , Michael Sørensen

Nonparametric Bayesian models are used routinely as flexible and powerful models of complex data. Many times, a statistician may have additional informative beliefs about data distribution of interest, e.g., its mean or subset components,…

Methodology · Statistics 2022-11-08 Bingjing Tang , Vinayak Rao

We propose an inference-time scaling approach for pretrained flow models. Recently, inference-time scaling has gained significant attention in LLMs and diffusion models, improving sample quality or better aligning outputs with user…

Computer Vision and Pattern Recognition · Computer Science 2025-10-27 Jaihoon Kim , Taehoon Yoon , Jisung Hwang , Minhyuk Sung

Following our previous work (J. Phys. Chem. Lett., 2026, 17, 5, 1288-1295), we propose the DMTS-NC approach, a distilled multi-time-step (DMTS) strategy using non-conservative (NC) forces to further accelerate atomistic molecular dynamics…

Efficient simulation of SDEs is essential in many applications, particularly for ergodic systems that demand efficient simulation of both short-time dynamics and large-time statistics. However, locally Lipschitz SDEs often require special…

Numerical Analysis · Mathematics 2021-02-26 Xingjie Li , Fei Lu , Felix X. -F. Ye

Statistical Inference is the process of determining a probability distribution over the space of parameters of a model given a data set. As more data becomes available this probability distribution becomes updated via the application of…

Disordered Systems and Neural Networks · Physics 2022-04-28 David S. Berman , Jonathan J. Heckman , Marc Klinger

We study how stochastic resetting affects first-passage processes in systems of many interacting particles. While resetting is well understood for single-particle dynamics, its consequences for collective behavior remain less clear. We…

Statistical Mechanics · Physics 2026-04-28 Juhee Lee , Seong-Gyu Yang , Ludvig Lizana

We study the effects of stochastic resetting on geometric Brownian motion (GBM), a canonical stochastic multiplicative process for non-stationary and non-ergodic dynamics. Resetting is a sudden interruption of a process, which consecutively…

Risk Management · Quantitative Finance 2021-08-24 Viktor Stojkoski , Trifce Sandev , Ljupco Kocarev , Arnab Pal

The application of Stochastic Differential Equations (SDEs) to the analysis of temporal data has attracted increasing attention, due to their ability to describe complex dynamics with physically interpretable equations. In this paper, we…

Machine Learning · Statistics 2017-08-09 Constantino A. García , Abraham Otero , Paulo Félix , Jesús Presedo , David G. Márquez