Related papers: Regeneration of Stochastic Processes: An Inverse M…
The oscillations of the human heart rate are inherently complex and non-linear -- they are best described by mathematical chaos, and they present a challenge when applied to the practical domain of cardiovascular health monitoring in…
Inverse problems in statistical physics are motivated by the challenges of `big data' in different fields, in particular high-throughput experiments in biology. In inverse problems, the usual procedure of statistical physics needs to be…
The effects of a stochastic reset, to its initial configuration, is studied in the exactly solvable one-dimensional coagulation-diffusion process. A finite resetting rate leads to a modified non-equilibrium stationary state. If in addition…
Disentangling irreversible and reversible forces from random fluctuations is a challenging problem in the analysis of stochastic trajectories measured from real-world dynamical systems. We present an approach to approximate the dynamics of…
We formulate, and present a numerical method for solving, an inverse problem for inferring parameters of a deterministic model from stochastic observational data (quantities of interest). The solution, given as a probability measure, is…
We discuss open problems related to the stochastic modeling of cardiac function. The work is based on an experimental investigation of the dynamics of heart rate variability (HRV) in the absence of respiratory perturbations. We consider…
In this paper we consider a stochastic heavy-ball method for solving linear ill-posed inverse problems. With suitable choices of the step-sizes and the momentum coefficients, we establish the regularization property of the method under {\it…
Stochastic processes often exhibit sudden systematic changes in pattern a short time before certain failure events. Examples include increase in medical costs before death and decrease in CD4 counts before AIDS diagnosis. To study such…
Inverse optimal control can be used to characterize behavior in sequential decision-making tasks. Most existing work, however, is limited to fully observable or linear systems, or requires the action signals to be known. Here, we introduce…
Living systems often function with regulatory interactions, but the question of how activity, stochasticity and regulations work together for achieving different goals still remains puzzling. We propose a stochastic model of an active…
This work addresses the inverse problem of electrocardiography from a new perspective, by combining electrical and mechanical measurements. Our strategy relies on the defini-tion of a model of the electromechanical contraction which is…
We introduce and analyze a novel class of inverse problems for stochastic dynamics: Given the ergodic invariant measure of a stochastic process governed by a nonlinear stochastic ordinary or partial differential equation (SODE or SPDE), we…
Stochastic processes that are randomly reset to an initial condition serve as a showcase to investigate non-equilibrium steady states. However, all existing results have been restricted to the special case of memoryless resetting protocols.…
Patients at high risk for sudden death often exhibit complex heart rhythms in which abnormal heartbeats are interspersed with normal heartbeats. We analyze such a complex rhythm in a single patient over a 12-hour period and show that the…
A simple model of an irreversible process is introduced. The equation of iterations in the model includes a noise generation term. We study the properties of the system when the noise generation term is a stochastic process (e.g. a random…
In the classical stochastic resetting problem, a particle, moving according to some stochastic dynamics, undergoes random interruptions that bring it to a selected domain, and then, the process recommences. Hitherto, the resetting mechanism…
The knowledge of transitions between regular, laminar or chaotic behavior is essential to understand the underlying mechanisms behind complex systems. While several linear approaches are often insufficient to describe such processes, there…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
Stochastic kinetic models are often used to describe complex biological processes. Typically these models are analytically intractable and have unknown parameters which need to be estimated from observed data. Ideally we would have…
The statistical properties of a stochastic process may be described (1)by the expectation values of the observables, (2)by the probability distribution functions or (3)by probability measures on path space. Here an analysis of level (3) is…