Related papers: Time-Inhomogeneous Preconditioned Langevin Dynamic…

Flexible Bayesian models are typically constructed using limits of large parametric models with a multitude of parameters that are often uninterpretable. In this article, we offer a novel alternative by constructing an exponentially tilted…

Of primary interest in this paper is the numerical approximation of a time dependent fractional, in space, diffusion equation where the domain is assumed to be nonhomogeneous, having different axial diffusion coefficients. This work is…

We describe a stochastic, dynamical system capable of inference and learning in a probabilistic latent variable model. The most challenging problem in such models - sampling the posterior distribution over latent variables - is proposed to…

We develop a Petrov-Galerkin stabilization method for multiscale convection-diffusion transport systems. Existing stabilization techniques add a limited number of degrees of freedom in the form of bubble functions or a modified diffusion,…

The functional distributions of particle trajectories have wide applications, including the occupation time in half-space, the first passage time, and the maximal displacement, etc. The models discussed in this paper are for characterizing…

This paper proposes an adaptive time-stepping mothods for stochastic diffusion systems whose drift and diffusion coefficients are locally Lipschitz continuous and may exhibit polynomial growth. By controlling the growth of both the drift…

The solution of the Langevin equation of an anisotropic fluid [Colmenares P. J; L\'opez F. and Olivares-Rivas W., Phys. Rev E. 2009, 80061123] allowed the evaluation of the position dependent perpendicular and parallel diffusion…

We discuss a relativistic diffusion in the proper time in an approach of Schay and Dudley. We derive (Langevin) stochastic differential equations in various coordinates.We show that in some coordinates the stochastic differential equations…

Imitation Learning (IL) enables agents to mimic expert behavior by learning from demonstrations. However, traditional IL methods require large amounts of medium-to-high-quality demonstrations as well as actions of expert demonstrations,…

We extend the Gibbs conditioning principle to an abstract setting combining infinitely many linear equality constraints and non-linear inequality constraints, which need not be convex. A conditional large large deviation principle (LDP) is…

We discuss a fluid model with inclusion of the complete pressure tensor dynamics for the description of Weibel type instabilities in a counterstreaming beams configuration. Differently from the case recently studied in Sarrat et al. 2016,…

In this paper, we propose a distributed first-order algorithm with backtracking linesearch for solving multi-agent minimisation problems, where each agent handles a local objective involving nonsmooth and smooth components. Unlike existing…

In this paper, fast numerical methods are established for solving a class of time distributed-order and Riesz space fractional diffusion-wave equations. We derive new difference schemes by the weighted and shifted Gr$\ddot{\rm{u}}$nwald…

Discretization of continuous-time diffusion processes is a widely recognized method for sampling. However, the canonical Euler Maruyama discretization of the Langevin diffusion process, referred as Unadjusted Langevin Algorithm (ULA),…

We develop a way of improving complex Langevin dynamics motivated by the Lefschetz-thimble decomposition of integrals. In our method, arbitrary observables of an original model with multiple Lefschetz thimbles are computed by a modified…

In Bayesian statistics, a continuity property of the posterior distribution with respect to the observable variable is crucial as it expresses well-posedness, i.e., stability with respect to errors in the measurement of data. Essentially,…

Motivated by recent work on approximation of diffusion equations by deterministic interacting particle systems, we develop a nonlocal approximation for a range of linear and nonlinear diffusion equations and prove convergence of the method…

The Turing-Hopf type spatiotemporal patterns in a diffusive Holling-Tanner model with discrete time delay is considered. A global Turing bifurcation theorem for $\tau=0$ and a local Turing bifurcation theorem for $\tau>0$ are given by the…

In this paper, a second order finite difference scheme is investigated for time-dependent one-side space fractional diffusion equations with variable coefficients. The existing schemes for the equation with variable coefficients have…

Much is known about when a locally optimal solution depends in a single-valued Lipschitz continuous way on the problem's parameters, including tilt perturbations. Much less is known, however, about when that solution and a uniquely…