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In [10], a `Markovian stick-breaking' process which generalizes the Dirichlet process $(\mu, \theta)$ with respect to a discrete base space ${\mathfrak X}$ was introduced. In particular, a sample from from the `Markovian stick-breaking'…

Statistics Theory · Mathematics 2021-08-25 William Lippitt , Sunder Sethuraman

We study the motion of a Brownian particle subjected to Lorentz force due to an external magnetic field. Each spatial degree of freedom of the particle is coupled to a different thermostat. We show that the magnetic field results in…

Recent studies have suggested that the cognitive process of the human brain is realized as probabilistic inference and can be further modeled by probabilistic graphical models like Markov random fields. Nevertheless, it remains unclear how…

Neurons and Cognition · Quantitative Biology 2020-03-13 Yajing Zheng , Shanshan Jia , Zhaofei Yu , Tiejun Huang , Jian K. Liu , Yonghong Tian

The typicality approach and the Hilbert space averaging method as its technical manifestation are important concepts of quantum statistical mechanics. Extensively used for expectation values we extend them in this paper to transition…

Quantum Physics · Physics 2020-08-25 Nico Hahn , Thomas Guhr , Daniel Waltner

The new scheme of stochastic quantization is proposed. This quantization procedure is equivalent to the deformation of an algebra of observables in the manner of deformation quantization with an imaginary deformation parameter (the Planck…

High Energy Physics - Theory · Physics 2007-06-13 P. O. Kazinski

In this study, we introduce a novel method for generating new synthetic samples that are independent and identically distributed (i.i.d.) from high-dimensional real-valued probability distributions, as defined implicitly by a set of Ground…

Machine Learning · Statistics 2024-07-09 Hamidreza Behjoo , Michael Chertkov

Various biological cells secrete diffusing chemical compounds into their environment for communication purposes. Secretion usually takes place over the cell membrane in a spatially heterogeneous manner. Mathematical models of these…

Numerical Analysis · Mathematics 2025-11-20 Qiyao Peng , Sander C. Hille

Denoising diffusion probabilistic models have recently received much research attention since they outperform alternative approaches, such as GANs, and currently provide state-of-the-art generative performance. The superior performance of…

Computer Vision and Pattern Recognition · Computer Science 2022-03-17 Dmitry Baranchuk , Ivan Rubachev , Andrey Voynov , Valentin Khrulkov , Artem Babenko

We introduce the Space-Time Markov Chain Approximation (STMCA) for a general diffusion process on a finite metric graph $\Gamma$. The STMCA is a doubly asymmetric (in both time and space) random walk defined on a subdivisions of $\Gamma$,…

Probability · Mathematics 2025-08-01 Alexis Anagnostakis

Diffusion Maps framework is a kernel based method for manifold learning and data analysis that defines diffusion similarities by imposing a Markovian process on the given dataset. Analysis by this process uncovers the intrinsic geometric…

Machine Learning · Statistics 2015-11-20 Moshe Salhov , Amit Bermanis , Guy Wolf , Amir Averbuch

In this short paper, we consider discrete-time Markov chains on lattices as approximations to continuous-time diffusion processes. The approximations can be interpreted as finite difference schemes for the generator of the process. We…

Probability · Mathematics 2016-11-08 Christoph Reisinger

We introduce the diffusion and superposition distances as two metrics to compare signals supported in the nodes of a network. Both metrics consider the given vectors as initial temperature distributions and diffuse heat trough the edges of…

Social and Information Networks · Computer Science 2014-12-01 Santiago Segarra , Weiyu Huang , Alejandro Ribeiro

Background and Objective: This proof of concept study investigates mathematical modelling of blood flow and oxygen transport in cerebral microcirculation, focusing on understanding hemodynamic responses. By coupling oxygen transport models…

Numerical Analysis · Mathematics 2024-11-19 Maryam Samavaki , Santtu Söderholm , Arash Zarrin Nia , Sampsa Pursiainen

We develop a Hilbert space framework for a number of general multi-scale problems from dynamics. The aim is to identify a spectral theory for a class of systems based on iterations of a non-invertible endomorphism. We are motivated by the…

Dynamical Systems · Mathematics 2007-05-23 Dorin Ervin Dutkay , Palle E. T. Jorgensen

For a wide class of continuous-time Markov processes, including all irreducible hypoelliptic diffusions evolving on an open, connected subset of $\RL^d$, the following are shown to be equivalent: (i) The process satisfies (a slightly weaker…

Probability · Mathematics 2016-04-27 Ioannis Kontoyiannis , Sean P. Meyn

In this paper, we apply the ideas of the matrix column based diffusion approach to define a new eigenvector computation algorithm of a stationary probability of a Markov chain.

Numerical Analysis · Computer Science 2012-06-15 Dohy Hong , Philippe Jacquet

This paper proposes a Hilbert space embedding for Dirichlet Process mixture models via a stick-breaking construction of Sethuraman. Although Bayesian nonparametrics offers a powerful approach to construct a prior that avoids the need to…

Machine Learning · Statistics 2012-10-17 Krikamol Muandet

The dynamics of viscoelastic fluids are governed by a memory function, essential yet challenging to compute, especially when diffusion faces boundary restrictions. We propose a computational method that captures memory effects by analyzing…

Chemical Physics · Physics 2024-01-02 Moe Niknam , Louis-S. Bouchard

Although an intimate relation between entropy and diffusion has been advocated for many years and even seems to have been verified in theory and experiments, a quantitatively reliable study, and any derivation of an algebraic relation…

Statistical Mechanics · Physics 2020-07-22 Subhajit Acharya , Biman Bagchi

This paper explores the application diffusion maps as graph shift operators in understanding the underlying geometry of graph signals. The study evaluates the improvements in graph learning when using diffusion map generated filters to the…

Machine Learning · Computer Science 2023-12-25 Todd Hildebrant