Related papers: Efficient Inference in First Passage Time Models
Denoising diffusion probabilistic models (DDPMs) have recently achieved leading performances in many generative tasks. However, the inherited iterative sampling process costs hinder their applications to text-to-speech deployment. Through…
Animals can quickly learn the timing of events with fixed intervals and their rate of acquisition does not depend on the length of the interval. In contrast, recurrent neural networks that use gradient based learning have difficulty…
We consider the quickest change-point detection problem where the aim is to detect the onset of a pre-specified drift in "live"-monitored standard Brownian motion; the change-point is assumed unknown (nonrandom). The topic of interest is…
Quantifying how spatial disorder affects the movement of a diffusing particle or agent is fundamental to target search studies. When diffusion occurs on a network, that is on a highly disordered environment, we lack the mathematical tools…
Spiking neural networks (SNNs) have garnered considerable attention owing to their ability to run on neuromorphic devices with super-high speeds and remarkable energy efficiencies. SNNs can be used in conventional neural network-based time-…
Beyond estimating parameters of interest from data, one of the key goals of statistical inference is to properly quantify uncertainty in these estimates. In Bayesian inference, this uncertainty is provided by the posterior distribution, the…
Diffusion models achieve great success in generating diverse and high-fidelity images, yet their widespread application, especially in real-time scenarios, is hampered by their inherently slow generation speed. The slow generation stems…
We determine the full distribution and moments of the first passage time for a wide class of stochastic search processes in the limit of frequent stochastic resetting. Our results apply to any system whose short-time behavior of the search…
We derive expressions for the first three moments of the decision time (DT) distribution produced via first threshold crossings by sample paths of a drift-diffusion equation. The "pure" and "extended" diffusion processes are widely used to…
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…
Accurate prediction of physical fields is critical in various engineering applications, including thermal management in electronic systems, airfoil shape optimization in aerospace, and flow field control in hypersonic vehicles. This study…
Denoising diffusion probabilistic models (DDPMs) have achieved high quality image generation without adversarial training, yet they require simulating a Markov chain for many steps to produce a sample. To accelerate sampling, we present…
The Diffusion Probabilistic Model (DPM) has demonstrated remarkable performance across a variety of generative tasks. The inherent randomness in diffusion models helps address issues such as blurring at the edges of medical images and…
A rapidly increasing number of systems is identified in which the stochastic motion of tracer particles follows the Brownian law $\langle\mathbf{r}^2(t) \rangle\simeq Dt$ yet the distribution of particle displacements is strongly…
Switching dynamical systems provide a powerful, interpretable modeling framework for inference in time-series data in, e.g., the natural sciences or engineering applications. Since many areas, such as biology or discrete-event systems, are…
While most ML models expect independent and identically distributed data, this assumption is often violated in real-world scenarios due to distribution shifts, resulting in the degradation of machine learning model performance. Until now,…
Iterative generative models such as Flow Matching and Diffusion models have demonstrated strong test-time scaling behavior, where additional inference computation can improve generation quality. In contrast, Drift Models offer efficient…
First passage distributions of semi-Markov processes are of interest in fields such as reliability, survival analysis, and many others. The problem of finding or computing first passage distributions is, in general, quite challenging. We…
We present a class of diffusion-based algorithms to draw samples from high-dimensional probability distributions given their unnormalized densities. Ideally, our methods can transport samples from a Gaussian distribution to a specified…
We study collective decision-making in a model of human groups, with network interactions, performing two alternative choice tasks. We focus on the speed-accuracy tradeoff, i.e., the tradeoff between a quick decision and a reliable…