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Uncertainty quantification is a primary challenge for reliable modeling and simulation of complex stochastic dynamics. Such problems are typically plagued with incomplete information that may enter as uncertainty in the model parameters, or…

Probability · Mathematics 2015-07-15 Paul Dupuis , Markos A. Katsoulakis , Yannis Pantazis , Petr Plechac

Latent variable models are powerful tools for modeling complex phenomena involving in particular partially observed data, unobserved variables or underlying complex unknown structures. Inference is often difficult due to the latent…

Statistics Theory · Mathematics 2023-06-23 Charlotte Baey , Maud Delattre , Estelle Kuhn , Jean-Benoist Leger , Sarah Lemler

The forest matrix plays a crucial role in network science, opinion dynamics, and machine learning, offering deep insights into the structure of and dynamics on networks. In this paper, we study the problem of querying entries of the forest…

Social and Information Networks · Computer Science 2024-09-10 Haoxin Sun , Xiaotian Zhou , Zhongzhi Zhang

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

In order to understand the impact of random influences at physical boundary on the evolution of multiscale systems, a stochastic partial differential equation model under a fast random dynamical boundary condition is investigated. The…

Dynamical Systems · Mathematics 2008-08-07 Wei Wang , Jinqiao Duan

Mathematical models for complex systems are often accompanied with uncertainties. The goal of this paper is to extract a stochastic differential equation governing model with observation on stationary probability distributions. We develop a…

Dynamical Systems · Mathematics 2023-04-05 Xiaoli Chen , Hui Wang , Jinqiao Duan

Wildfire forecasting has been one of the most critical tasks that humanities want to thrive. It plays a vital role in protecting human life. Wildfire prediction, on the other hand, is difficult because of its stochastic and chaotic…

Computer Vision and Pattern Recognition · Computer Science 2022-12-01 Thai-Nam Hoang , Sang Truong , Chris Schmidt

Multiscale stochastic dynamical systems have been widely adopted to a variety of scientific and engineering problems due to their capability of depicting complex phenomena in many real world applications. This work is devoted to…

Machine Learning · Statistics 2024-01-02 Lingyu Feng , Ting Gao , Min Dai , Jinqiao Duan

We propose a model based on coupled multiplicative stochastic processes to understand the dynamics of competing species in an ecosystem. This process can be conveniently described by a Fokker-Planck equation. We provide an analytical…

Populations and Evolution · Quantitative Biology 2012-03-13 Simone Pigolotti , Alessandro Flammini , Amos Maritan

Stochastic Differential Equations (SDEs) serve as a powerful modeling tool in various scientific domains, including systems science, engineering, and ecological science. While the specific form of SDEs is typically known for a given…

Methodology · Statistics 2024-02-27 Xin Cai , Jingyu Yang , Zhibao Li , Hongqiao Wang , Miao Huang

We consider the problem of estimating parameters of stochastic differential equations (SDEs) with discrete-time observations that are either completely or partially observed. The transition density between two observations is generally…

Methodology · Statistics 2015-09-09 Libo Sun , Chihoon Lee , Jennifer A. Hoeting

Global climate models represent small-scale processes such as clouds and convection using quasi-empirical models known as parameterizations, and these parameterizations are a leading cause of uncertainty in climate projections. A promising…

Atmospheric and Oceanic Physics · Physics 2020-08-31 Janni Yuval , Paul A. O'Gorman

Multistage stochastic programming provides a modeling framework for sequential decision-making problems that involve uncertainty. One typically overlooked aspect of this methodology is how uncertainty is incorporated into modeling.…

Optimization and Control · Mathematics 2021-09-24 Juyoung Wang , Mucahit Cevik , Merve Bodur

We explore a stochastic model that enables capturing external influences in two specific ways. The model allows for the expression of uncertainty in the parametrisation of the stochastic dynamics and incorporates patterns to account for…

Pricing of Securities · Quantitative Finance 2024-04-11 Felix L. Wolf , Griselda Deelstra , Lech A. Grzelak

We propose to use a simulation driven inverse inference approach to model the dynamics of tree branches under manipulation. Learning branch dynamics and gaining the ability to manipulate deformable vegetation can help with occlusion-prone…

Robotics · Computer Science 2023-12-21 Jayadeep Jacob , Tirthankar Bandyopadhyay , Jason Williams , Paulo Borges , Fabio Ramos

Energy landscapes play a crucial role in shaping dynamics of many real-world complex systems. System evolution is often modeled as particles moving on a landscape under the combined effect of energy-driven drift and noise-induced diffusion,…

Computational Engineering, Finance, and Science · Computer Science 2025-03-04 Ruikun Li , Huandong Wang , Qingmin Liao , Yong Li

Neural Stochastic Differential Equations model a dynamical environment with neural nets assigned to their drift and diffusion terms. The high expressive power of their nonlinearity comes at the expense of instability in the identification…

Machine Learning · Computer Science 2021-03-01 Manuel Haussmann , Sebastian Gerwinn , Andreas Look , Barbara Rakitsch , Melih Kandemir

We introduce a novel generative formulation of deep probabilistic models implementing "soft" constraints on their function dynamics. In particular, we develop a flexible methodological framework where the modeled functions and derivatives…

Machine Learning · Statistics 2018-06-19 Marco Lorenzi , Maurizio Filippone

One of the impacts of climate change is the difficulty of tree regrowth after wildfires over areas that traditionally were covered by certain tree species. Here a deep learning model is customized to classify land covers from four-band…

Computer Vision and Pattern Recognition · Computer Science 2020-11-13 Wang Zhou , Levente Klein

Modeling stochastic dynamics from discrete observations is a key interdisciplinary challenge. Existing methods often fail to estimate the continuous evolution of probability densities from trajectories or face the curse of dimensionality.…

Computational Engineering, Finance, and Science · Computer Science 2025-12-02 Ruikun Li , Jiazhen Liu , Huandong Wang , Qingmin Liao , Yong Li