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Generative models such as denoising diffusion models are quickly advancing their ability to approximate highly complex data distributions. They are also increasingly leveraged in scientific machine learning, where samples from the implied…

Machine Learning · Computer Science 2025-03-14 Jan-Hendrik Bastek , WaiChing Sun , Dennis M. Kochmann

Extracting governing stochastic differential equation models from elusive data is crucial to understand and forecast dynamics for complex systems. We devise a method to extract the drift term and estimate the diffusion coefficient of a…

Numerical Analysis · Mathematics 2020-08-21 Jian Ren , Jinqiao Duan

We introduce a general formulation of the fluctuation-dissipation relations (FDR) holding also in far-from-equilibrium stochastic dynamics. A great advantage of this version of the FDR is that it does not require the explicit knowledge of…

Statistical Mechanics · Physics 2021-09-15 Marco Baldovin , Lorenzo Caprini , Angelo Vulpiani

We propose an approach for learning the causal structure in stochastic dynamical systems with a $1$-step functional dependency in the presence of latent variables. We propose an information-theoretic approach that allows us to recover the…

Information Theory · Computer Science 2017-01-25 Saber Salehkaleybar , Jalal Etesami , Negar Kiyavash

We present a method for the nonparametric estimation of the drift function of certain types of stochastic differential equations from the empirical density. It is based on a variational formulation of the Fokker-Planck equation. The…

Data Analysis, Statistics and Probability · Physics 2016-12-16 Philipp Batz , Andreas Ruttor , Manfred Opper

A machine learning technique is proposed for quantifying uncertainty in power system dynamics with spatiotemporally correlated stochastic forcing. We learn one-dimensional linear partial differential equations for the probability density…

Machine Learning · Computer Science 2023-12-19 Tyler E. Maltba , Vishwas Rao , Daniel Adrian Maldonado

With the rapid increase of valuable observational, experimental and simulating data for complex systems, great efforts are being devoted to discovering governing laws underlying the evolution of these systems. However, the existing…

Machine Learning · Statistics 2021-02-03 Yang Li , Jinqiao Duan

Data assimilation algorithms estimate the state of a dynamical system from partial observations, where the successful performance of these algorithms hinges on costly parameter tuning and on employing an accurate model for the dynamics.…

Machine Learning · Statistics 2026-03-24 Melissa Adrian , Daniel Sanz-Alonso , Rebecca Willett

The difficulty of obtaining paired data remains a major bottleneck for learning image restoration and enhancement models for real-world applications. Current strategies aim to synthesize realistic training data by modeling noise and…

Computer Vision and Pattern Recognition · Computer Science 2021-09-17 Valentin Wolf , Andreas Lugmayr , Martin Danelljan , Luc Van Gool , Radu Timofte

We present a data-driven method to learn stochastic reduced models of complex systems that retain a state-dependent memory beyond the standard generalized Langevin equation (GLE) with a homogeneous kernel. The constructed model naturally…

Computational Physics · Physics 2023-10-31 Pei Ge , Zhongqiang Zhang , Huan Lei

Scenario-based probabilistic forecasts have become vital for decision-makers in handling intermittent renewable energies. This paper presents a recent promising deep learning generative approach called denoising diffusion probabilistic…

Machine Learning · Computer Science 2023-08-22 Esteban Hernandez Capel , Jonathan Dumas

Time series generation focuses on modeling the underlying data distribution and resampling to produce authentic time series data. Key components, such as trend and seasonality, drive temporal fluctuations, yet many existing approaches fail…

Machine Learning · Computer Science 2025-11-04 Zixuan Ma , Chenfeng Huang

This paper studies a training method to jointly estimate an energy-based model and a flow-based model, in which the two models are iteratively updated based on a shared adversarial value function. This joint training method has the…

Machine Learning · Statistics 2020-04-02 Ruiqi Gao , Erik Nijkamp , Diederik P. Kingma , Zhen Xu , Andrew M. Dai , Ying Nian Wu

Increasingly larger data sets of processes in space and time ask for statistical models and methods that can cope with such data. We show that the solution of a stochastic advection-diffusion partial differential equation provides a…

Methodology · Statistics 2016-02-18 Fabio Sigrist , Hans R. Künsch , Werner A. Stahel

Existing methods for differentiable structure learning in discrete data typically assume that the data are generated from specific structural equation models. However, these assumptions may not align with the true data-generating process,…

Machine Learning · Computer Science 2025-10-28 Chang Deng , Bryon Aragam

Recent innovations in diffusion probabilistic models have paved the way for significant progress in image, text and audio generation, leading to their applications in generative time series forecasting. However, leveraging such abilities to…

Machine Learning · Computer Science 2025-11-07 Yuansan Liu , Sudanthi Wijewickrema , Dongting Hu , Christofer Bester , Stephen O'Leary , James Bailey

Learning dynamical systems from incomplete or noisy data is inherently ill-posed, as a single observation may correspond to multiple plausible futures. While physics-based ensemble forecasting relies on perturbing initial states to capture…

Machine Learning · Computer Science 2026-02-27 Siddharth Rout , Eldad Haber , Stephane Gaudreault

A central challenge in materials science is characterizing chemical processes that are elusive to direct measurement, particularly in functional materials operating under realistic conditions. Here, we demonstrate that mechanical strain…

Materials Science · Physics 2025-09-04 Royal C. Ihuaenyi , Hongbo Zhao , Ruqing Fang , Ruobing Bai , Martin Z. Bazant , Juner Zhu

In this paper, we propose a structured image inpainting method employing an energy based model. In order to learn structural relationship between patterns observed in images and missing regions of the images, we employ an energy-based…

Computer Vision and Pattern Recognition · Computer Science 2018-08-31 Fazil Altinel , Mete Ozay , Takayuki Okatani

The occurrence of stochastic resonance in bistable systems undergoing anomalous diffusions, which arise from density-dependent fluctuations, is investigated with emphasis on the analytical formulation of the problem as well as a possible…

Statistical Mechanics · Physics 2021-03-16 F. Naha Nzoupe , Alain M. Dikande
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