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We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain…

Statistical Finance · Quantitative Finance 2010-03-25 Jaume Masoliver , Josep Perello

Continuous-time long-term event prediction plays an important role in many application scenarios. Most existing works rely on autoregressive frameworks to predict event sequences, which suffer from error accumulation, thus compromising…

Machine Learning · Computer Science 2023-11-03 Wang-Tao Zhou , Zhao Kang , Ling Tian

Brain-inspired computing - leveraging neuroscientific principles underpinning the unparalleled efficiency of the brain in solving cognitive tasks - is emerging to be a promising pathway to solve several algorithmic and computational…

Emerging Technologies · Computer Science 2023-01-13 Kezhou Yang , Dhuruva Priyan G M , Abhronil Sengupta

We explore the potential of the deep Ritz method to learn complex fracture processes such as quasistatic crack nucleation, propagation, kinking, branching, and coalescence within the unified variational framework of phase-field modeling of…

Applied Physics · Physics 2024-04-23 M. Manav , R. Molinaro , S. Mishra , L. De Lorenzis

Diffusion models (DMs) have been adopted across diverse fields with its remarkable abilities in capturing intricate data distributions. In this paper, we propose a Fast Diffusion Model (FDM) to significantly speed up DMs from a stochastic…

Computer Vision and Pattern Recognition · Computer Science 2023-10-05 Zike Wu , Pan Zhou , Kenji Kawaguchi , Hanwang Zhang

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,…

Machine Learning · Computer Science 2024-11-19 Kai Helli , David Schnurr , Noah Hollmann , Samuel Müller , Frank Hutter

Is a deep learning model capable of understanding systems governed by certain first principle laws by only observing the system's output? Can deep learning learn the underlying physics and honor the physics when making predictions? The…

Computational Physics · Physics 2020-06-11 Rohan Thavarajah , Xiang Zhai , Zheren Ma , David Castineira

Semi-parametric survival analysis methods like the Cox Proportional Hazards (CPH) regression (Cox, 1972) are a popular approach for survival analysis. These methods involve fitting of the log-proportional hazard as a function of the…

Machine Learning · Computer Science 2019-05-16 Chirag Nagpal , Rohan Sangave , Amit Chahar , Parth Shah , Artur Dubrawski , Bhiksha Raj

Multivariate time series forecasting is a pivotal task in several domains, including financial planning, medical diagnostics, and climate science. This paper presents the Neural Fourier Transform (NFT) algorithm, which combines…

Machine Learning · Computer Science 2024-05-24 Noam Koren , Kira Radinsky

We propose an adaptive diffusion mechanism to optimize a global cost function in a distributed manner over a network of nodes. The cost function is assumed to consist of a collection of individual components. Diffusion adaptation allows the…

Optimization and Control · Mathematics 2015-06-03 Jianshu Chen , Ali H. Sayed

Survival analysis is a statistical framework for modeling time-to-event data, particularly valuable in healthcare for predicting outcomes like patient discharge or recurrence. This study implements and compares several survival models -…

We introduce the Functional Competing Risk Net (FCRN), a unified deep-learning framework for discrete-time survival analysis under competing risks, which seamlessly integrates functional covariates and handles missing data within an…

Machine Learning · Computer Science 2025-10-01 Penglei Gao , Yan Zou , Abhijit Duggal , Shuaiqi Huang , Faming Liang , Xiaofeng Wang

Diffusion models offer stable training and state-of-the-art performance for deep generative modeling tasks. Here, we consider their use in the context of multivariate subsurface modeling and probabilistic inversion. We first demonstrate…

Computer Vision and Pattern Recognition · Computer Science 2026-01-28 Roberto Miele , Niklas Linde

We propose a novel learning framework based on neural mean-field dynamics for inference and estimation problems of diffusion on networks. Our new framework is derived from the Mori-Zwanzig formalism to obtain an exact evolution of the node…

Machine Learning · Computer Science 2021-01-20 Shushan He , Hongyuan Zha , Xiaojing Ye

We develop numerical methods for reaction-diffusion systems based on the equations of fluctuating hydrodynamics (FHD). While the FHD formulation is formally described by stochastic partial differential equations (SPDEs), it becomes similar…

Fluid Dynamics · Physics 2018-01-17 Changho Kim , Andy Nonaka , John B. Bell , Alejandro L. Garcia , Aleksandar Donev

Underwater explosions produce complex fluid phenomena relevant to diverse applications including maritime engineering, medical therapeutics, and inertial confinement fusion. These systems exhibit multiphase flows, chemical kinetics, and…

Fluid Dynamics · Physics 2025-07-02 Francis G. VanGessel , Mitul Pandya

Survival analysis studies time-modeling techniques for an event of interest occurring for a population. Survival analysis found widespread applications in healthcare, engineering, and social sciences. However, the data needed to train…

Machine Learning · Computer Science 2023-02-22 Alberto Archetti , Eugenio Lomurno , Francesco Lattari , André Martin , Matteo Matteucci

Multi-exit network is a promising architecture for efficient model inference by sharing backbone networks and weights among multiple exits. However, the gradient conflict of the shared weights results in sub-optimal accuracy. This paper…

Computer Vision and Pattern Recognition · Computer Science 2024-08-13 Cheng Gong , Yao Chen , Qiuyang Luo , Ye Lu , Tao Li , Yuzhi Zhang , Yufei Sun , Le Zhang

Decision-focused learning (DFL) integrates predictive modeling and optimization by training predictors to optimize the downstream decision target rather than merely minimizing prediction error. To date, existing DFL methods typically rely…

Machine Learning · Computer Science 2025-10-14 Zihao Zhao , Christopher Yeh , Lingkai Kong , Kai Wang

Survival prediction is crucial for cancer patients as it provides early prognostic information for treatment planning. Recently, deep survival models based on deep learning and medical images have shown promising performance for survival…

Image and Video Processing · Electrical Eng. & Systems 2023-10-03 Mingyuan Meng , Lei Bi , Michael Fulham , Dagan Feng , Jinman Kim
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