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We formulate probabilistic numerical approximations to solutions of ordinary differential equations (ODEs) as problems in Gaussian process (GP) regression with non-linear measurement functions. This is achieved by defining the measurement…

Methodology · Statistics 2019-04-25 Filip Tronarp , Hans Kersting , Simo Särkkä , Philipp Hennig

Parameter estimation for ordinary differential equations (ODEs) plays a fundamental role in the analysis of dynamical systems. Generally lacking closed-form solutions, ODEs are traditionally approximated using deterministic solvers.…

Computation · Statistics 2025-06-30 Mohan Wu , Martin Lysy

A symbolic-computational algorithm, fully implemented in Maple, is described, that computes explicit expressions for generating functions that enable the efficient computations of the expectation, variance, and higher moments, of the random…

Combinatorics · Mathematics 2017-03-22 Andrew Lohr , Doron Zeilberger

We study semi-linear elliptic PDEs with polynomial non-linearity and provide a probabilistic representation of their solution using branching diffusion processes. When the non-linearity involves the unknown function but not its derivatives,…

Probability · Mathematics 2018-02-15 Ankush Agarwal , Julien Claisse

The paper studies a PDE model for the growth of a tree stem or a vine, having the form of a differential inclusion with state constraints. The equations describe the elongation due to cell growth, and the response to gravity and to external…

Optimization and Control · Mathematics 2017-04-13 Bressan Alberto , Palladino Michele

Probabilistic circuits (PCs) have emerged as a powerful framework to compactly represent probability distributions for efficient and exact probabilistic inference. It has been shown that PCs with a general directed acyclic graph (DAG)…

Artificial Intelligence · Computer Science 2024-10-28 Lang Yin , Han Zhao

In this paper a class of optimization problems with uncertain linear constraints is discussed. It is assumed that the constraint coefficients are random vectors whose probability distributions are only partially known. Possibility theory is…

Optimization and Control · Mathematics 2021-11-30 Romain Guillaume , Adam Kasperski , Pawel Zielinski

This work proposes a sampling-based (non-intrusive) approach within the context of low-rank separated representations to tackle the issue of curse-of-dimensionality associated with the solution of models, e.g., PDEs/ODEs, with…

Mathematical Physics · Physics 2013-06-20 Alireza Doostan , AbdoulAhad Validi , Gianluca Iaccarino

In this paper we develop a model of stochastic gene expression, which is an extension of the model investigated in the paper [T. Lipniacki, P. Paszek, A. Marciniak-Czochra, A.R. Brasier, M. Kimmel, Transcriptional stochasticity in gene…

Probability · Mathematics 2015-10-20 Ryszard Rudnicki , Andrzej Tomski

Influence Diagrams (ID) are a flexible tool to represent discrete stochastic optimization problems, including Markov Decision Process (MDP) and Partially Observable MDP as standard examples. More precisely, given random variables considered…

Optimization and Control · Mathematics 2019-07-08 Axel Parmentier , Victor Cohen , Vincent Leclère , Guillaume Obozinski , Joseph Salmon

We consider the problem of the estimation of a high-dimensional probability distribution from i.i.d. samples of the distribution using model classes of functions in tree-based tensor formats, a particular case of tensor networks associated…

Machine Learning · Statistics 2021-05-21 Erwan Grelier , Anthony Nouy , Régis Lebrun

Tree-based methods are popular nonparametric tools in studying time-to-event outcomes. In this article, we introduce a novel framework for survival trees and ensembles, where the trees partition the dynamic survivor population and can…

Methodology · Statistics 2020-01-14 Yifei Sun , Sy Han Chiou , Mei-Cheng Wang

We introduce a population dynamics model, where individual genomes are represented by bit-strings. Selection is described by death probabilities which depend on these genomes, and new individuals continuously replace the ones that die,…

Statistical Mechanics · Physics 2009-11-10 P. M. C. de Oliveira , J. S. Sa' Martins , D. Stauffer , S. Moss de Oliveira

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule…

Populations and Evolution · Quantitative Biology 2014-08-18 Willem H. Mulder , Forrest W. Crawford

Tree-based ensemble methods such as random forests, gradient-boosted trees, and Bayesianadditive regression trees have been successfully used for regression problems in many applicationsand research studies. In this paper, we study ensemble…

Machine Learning · Statistics 2024-06-21 Alexandre Seiller , Éric Gaussier , Emilie Devijver , Marianne Clausel , Sami Alkhoury

Decision tree learning is increasingly being used for pointwise inference. Important applications include causal heterogenous treatment effects and dynamic policy decisions, as well as conditional quantile regression and design of…

Machine Learning · Statistics 2024-02-08 Matias D. Cattaneo , Jason M. Klusowski , Peter M. Tian

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic…

Machine Learning · Statistics 2014-10-27 Michael Schober , David Duvenaud , Philipp Hennig

We consider the mutation--selection differential equation with pairwise interaction (or, equivalently, the diploid mutation--selection equation) and establish the corresponding ancestral process, which is a random tree and a variant of the…

Probability · Mathematics 2023-04-26 Ellen Baake , Fernando Cordero , Sebastian Hummel

Tree ensembles (TEs) find a multitude of practical applications. They represent one of the most general and accurate classes of machine learning methods. While they are typically quite concise in representation, their operation remains…

Artificial Intelligence · Computer Science 2026-04-01 Yacine Izza , Alexey Ignatiev , Xuanxiang Huang , Peter J. Stuckey , Joao Marques-Silva

We investigate the statistics of trees grown from some initial tree by attaching links to preexisting vertices, with attachment probabilities depending only on the valence of these vertices. We consider the asymptotic mass distribution that…

Statistical Mechanics · Physics 2007-05-23 François David , Philippe Di Francesco , Emmanuel Guitter , Thordur Jonsson