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Stochastic differential equations (SDEs) are established tools to model physical phenomena whose dynamics are affected by random noise. By estimating parameters of an SDE intrinsic randomness of a system around its drift can be identified…
Recent advances in sleep neurobiology have allowed development of physiologically based mathematical models of sleep regulation that account for the neuronal dynamics responsible for the regulation of sleep-wake cycles and allow detailed…
Noise caused by fluctuations at the molecular level is a fundamental part of intracellular processes. While the response of biological systems to noise has been studied extensively, there has been limited understanding of how to exploit it…
We devise an explicit method to integrate $\alpha$-stable stochastic differential equations (SDEs) with non-Lipschitz coefficients. To mitigate against numerical instabilities caused by unbounded increments of the L\'evy noise, we use a…
Stochasticity is both exploited and controlled by cells. Although the intrinsic stochasticity inherent in biochemistry is relatively well understood, cellular variation, or 'noise', is predominantly generated by interactions of the system…
The reconstruction and inference of stochastic dynamical systems from data is a fundamental task in inverse problems and statistical learning. While surrogate modeling advances computational methods to approximate these dynamics, standard…
Modeling time series with long- or short-memory characteristics is a fundamental challenge in many scientific and engineering domains. While fractional Brownian motion has been widely used as a noise source to capture such memory effects,…
Digital Elevation Models (DEMs) are indispensable in the fields of remote sensing and photogrammetry, with their refinement and enhancement being critical for a diverse array of applications. Numerous methods have been developed for…
We present a deep recurrent neural network architecture to solve a class of stochastic optimal control problems described by fully nonlinear Hamilton Jacobi Bellmanpartial differential equations. Such PDEs arise when one considers…
Inspired by the ubiquitous use of differential equations to model continuous dynamics across diverse scientific and engineering domains, we propose a novel and intuitive approach to continuous sequence modeling. Our method interprets…
We present a statistical learning framework for robust identification of partial differential equations from noisy spatiotemporal data. Extending previous sparse regression approaches for inferring PDE models from simulated data, we address…
We propose a sparse grid stochastic collocation method for long-time simulations of stochastic differential equations (SDEs) driven by white noise. The method uses pre-determined sparse quadrature rules for the forcing term and constructs…
Neural Stochastic Differential Equations (NSDEs) model the drift and diffusion functions of a stochastic process as neural networks. While NSDEs are known to make accurate predictions, their uncertainty quantification properties have been…
Learning unnormalized statistical models (e.g., energy-based models) is computationally challenging due to the complexity of handling the partition function. To eschew this complexity, noise-contrastive estimation~(NCE) has been proposed by…
The dynamics of cellular chemical reactions are variable due to stochastic noise from intrinsic and extrinsic sources. The intrinsic noise is the intracellular fluctuations of molecular copy numbers caused by the probabilistic encounter of…
Discovering the underlying relationships among variables from temporal observations has been a longstanding challenge in numerous scientific disciplines, including biology, finance, and climate science. The dynamics of such systems are…
Neural Ordinary Differential Equations (NODEs), a framework of continuous-depth neural networks, have been widely applied, showing exceptional efficacy in coping with representative datasets. Recently, an augmented framework has been…
In this work, we propose a novel generalized Wasserstein-2 distance approach for efficiently training stochastic neural networks to reconstruct random field models, where the target random variable comprises both continuous and categorical…
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,…
Reconstructing noise-driven nonlinear networks from time series of output variables is a challenging problem, which turns to be very difficult when nonlinearity of dynamics, strong noise impacts and low measurement frequencies jointly…