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We consider a hidden Markov model, where the signal process, given by a diffusion, is only indirectly observed through some noisy measurements. The article develops a variational method for approximating the hidden states of the signal…

Optimization and Control · Mathematics 2016-10-26 Tobias Sutter , Arnab Ganguly , Heinz Koeppl

We propose a computational method to obtain series expansions in powers of time for general dynamical systems described by a set of hierarchical rate equations. The method is generally applicable to problems in both equilibrium and…

Condensed Matter · Physics 2009-10-28 Chee Kwan Gan , Jian-Sheng Wang

Chaotic dynamical systems such as turbulent flows are characterized by an exponential divergence of infinitesimal perturbations to initial conditions. Therefore, conventional adjoint/tangent sensitivity analysis methods that are successful…

Computational Engineering, Finance, and Science · Computer Science 2019-03-01 Nisha Chandramoorthy , Zhong-Nan Wang , Qiqi Wang , Paul Tucker

The movement of intracellular cargo transported by molecular motors is commonly marked by switches between directed motion and stationary pauses. The predominant measure for assessing movement is effective diffusivity, which predicts the…

Quantitative Methods · Quantitative Biology 2024-12-31 Keisha J. Cook , Nathan Rayens , Linh Do , Christine K. Payne , Scott A. McKinley

We consider the exact path sampling of the squared Bessel process and some other continuous-time Markov processes, such as the CIR model, constant elasticity of variance diffusion model, and hypergeometric diffusions, which can all be…

Computational Finance · Quantitative Finance 2009-10-28 Roman N. Makarov , Devin Glew

A straightforward analytical scheme is proposed for computing the long-time, asymptotic mean velocity and dispersivity (effective diffusivity) of a particle undergoing a discrete biased random walk on a periodic lattice amongst an array of…

Soft Condensed Matter · Physics 2009-11-10 Kevin D. Dorfman

We introduce a Monte Carlo algorithm to efficiently compute transport properties of chaotic dynamical systems. Our method exploits the importance sampling technique that favors trajectories in the tail of the distribution of displacements,…

Statistical Mechanics · Physics 2018-05-25 Diego Tapias , David P. Sanders , Eduardo G. Altmann

We define the complexity of a continuous-time linear system to be the minimum number of bits required to describe its forward increments to a desired level of fidelity, and compute this quantity using the rate distortion function of a…

Systems and Control · Electrical Eng. & Systems 2023-06-06 Eric Wendel , John Baillieul , Joseph Hollmann

Transition path sampling (TPS) is a powerful technique for investigating rare transitions, especially when the mechanism is unknown and one does not have access to the reaction coordinate. Straightforward application of TPS does not…

Chemical Physics · Physics 2019-07-11 Z. Faidon Brotzakis , Peter G. Bolhuis

Assessing the risk of low-probability high-impact transient instability (TI) events is crucial for ensuring robust and stable power system operation under high uncertainty. However, direct Monte Carlo (DMC) simulation for rare TI event…

Systems and Control · Electrical Eng. & Systems 2025-03-05 Jingyu Liu , Xiaoting Wang , Xiaozhe Wang

Diffusion model deployment has been suffering from high energy consumption and inference latency despite its superior performance in visual generation tasks. Dynamic voltage and frequency scaling (DVFS) offers a promising solution to…

Hardware Architecture · Computer Science 2026-04-13 Jinqi Wen , Tong Xie , Runsheng Wang , Meng Li

In molecular dynamics (MD) simulations, accessing transition probabilities between states is crucial for understanding kinetic information, such as reaction paths and rates. However, standard MD simulations are hindered by the capacity to…

Chemical Physics · Physics 2025-08-07 Yanbin Wang , Jakub Rydzewski , Ming Chen

Sampling is often a necessary evil to reduce the processing and storage costs of distributed tracing. In this work, we describe a scalable and adaptive sampling approach that can preserve events of interest better than the widely used…

Data Structures and Algorithms · Computer Science 2021-07-19 Otmar Ertl

Transformer-based diffusion models offer superior scalability and performance but suffer from high computational overhead due to the iterative nature and quadratic complexity of self-attention at high resolutions. In this paper, we propose…

Hardware Architecture · Computer Science 2026-05-26 Jieon Yoon , Hangyeol Lee , Jaehoon Heo , Joo-Young Kim

The increased model capacity of Diffusion Transformers (DiTs) and the demand for generating higher resolutions of images and videos have led to a significant rise in inference latency, impacting real-time performance adversely. While prior…

Computer Vision and Pattern Recognition · Computer Science 2024-11-22 Xibo Sun , Jiarui Fang , Aoyu Li , Jinzhe Pan

While neural lossy compression techniques have markedly advanced the efficiency of Channel State Information (CSI) compression and reconstruction for feedback in MIMO communications, efficient algorithms for more challenging and practical…

We discuss the response of a quantum system to a time-dependent perturbation with spectrum \Phi(\omega). This is characterised by a rate constant D describing the diffusion of occupation probability between levels. We calculate the…

Disordered Systems and Neural Networks · Physics 2007-05-23 Michael Wilkinson , Bernhard Mehlig , Doron Cohen

Diffusion-based image super-resolution (SR) methods are mainly limited by the low inference speed due to the requirements of hundreds or even thousands of sampling steps. Existing acceleration sampling techniques inevitably sacrifice…

Computer Vision and Pattern Recognition · Computer Science 2023-10-19 Zongsheng Yue , Jianyi Wang , Chen Change Loy

The aim of this paper is to present a first evaluation of a dynamic partition strategy associated to the recently proposed asynchronous distributed computation scheme based on the D-iteration approach. The D-iteration is a fluid diffusion…

Distributed, Parallel, and Cluster Computing · Computer Science 2012-03-13 Dohy Hong

Many information systems employ lossy compression as a crucial intermediate stage among other processing components. While the important distortion is defined by the system's input and output signals, the compression usually ignores the…

Information Theory · Computer Science 2018-05-14 Yehuda Dar , Michael Elad , Alfred M. Bruckstein
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