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Bayesian Additive Regression Trees (BART) is a Bayesian approach to flexible non-linear regression which has been shown to be competitive with the best modern predictive methods such as those based on bagging and boosting. BART offers some…
The stochastic Schr\"odinger equation, of classical or quantum type, allows to describe open quantum systems under measurement in continuous time. In this paper we review the link between these two descriptions and we study the properties…
We introduce a stochastic algorithm that acts as a prime number generator. The dynamics of such algorithm gives rise to a continuous phase transition which separates a phase where the algorithm is able to reduce a whole set of integers into…
The rigorous linking of exact stochastic models to mean-field approximations is studied. Starting from the differential equation point of view the stochastic model is identified by its Kolmogorov equations, which is a system of linear ODEs…
In this paper, we study infinite dimensional stochastic systems having both unbounded control and observation operators. First of all, using a semigroup approach, we give another take of the well-posedness of such systems treated in [SIAM…
This paper continues the study of [11, 13] for stationary solutions of stochastic linear retarded functional differential equations with the emphasis on delays which appear in those terms including spatial partial derivatives. As a…
In this paper, we develop a new general approach to the existence and uniqueness theory of infinite dimensional stochastic equations of the form dX+A(t)Xdt = XdW in (0;T)xH, where A(t) is a nonlinear monotone and demicontinuous operator…
A finite-state Markov chain is introduced in the noise terms of the three-dimensional stochastic Navier-Stokes equations in order to allow for transitions between two types of multiplicative noises. We call such systems as stochastic…
Stochastic quantisation normally involves the introduction of a fictitious extra time parameter, which is taken to infinity so that the system evolves to an equilibrium state.In the case of a locally supersymmetric theory, an interesting…
Biological systems typically involve large numbers of components with complex, highly parallel interactions and intrinsic stochasticity. To model this complexity, numerous programming languages based on process calculi have been developed,…
A time-dependent finite-state Markov chain that uses doubly stochastic transition matrices, is considered. Entropic quantities that describe the randomness of the probability vectors, and also the randomness of the discrete paths, are…
Probabilistic and stochastic behavior are omnipresent in computer controlled systems, in particular, so-called safety-critical hybrid systems, because of fundamental properties of nature, uncertain environments, or simplifications to…
We consider the problem of correlation functions in the stationary states of one-dimensional stochastic models having conformal invariance. If one considers the space dependence of the correlators, the novel aspect is that although one…
This paper investigates the asymptotic behavior of stochastic recursive inclusions in the presence of non-zero, non-diminishing bias, a setting that frequently arises in zeroth-order optimization, stochastic approximation with…
Stochastic HYPE is a novel process algebra that models stochastic, instantaneous and continuous behaviour. It develops the flow-based approach of the hybrid process algebra HYPE by replacing non-urgent events with events with…
Adding the time as a component of a stochastic process before computing its signature terminal value ensures injectivity and supports universal approximation results, but it induces linear dependence among the components of the signature…
In this article, we primarily propose a novel Bayesian characterization of stationary and nonstationary stochastic processes. In practice, this theory aims to distinguish between global stationarity and nonstationarity for both parametric…
The present paper deals with complemented lattices where, however, a unary operation of complementation is not explicitly assumed. This means that an element can have several complements. The mapping $^+$ assigning to each element $a$ the…
Reaction diffusion systems describe the behaviour of dynamic, interacting, particulate systems. Quantum stochastic processes generalise Brownian motion and Poisson processes, having operator valued It\^{o} calculus machinery. Here it is…
We propose a novel method to directly learn a stochastic transition operator whose repeated application provides generated samples. Traditional undirected graphical models approach this problem indirectly by learning a Markov chain model…