相关论文: An exact analytical solution for generalized growt…

Stochastic processes out-of-equilibrium often involve asymmetric contributions that break detailed balance and lead to non-monotonic entropy production, limiting thermodynamic interpretations and inference techniques. Here we use Dyson maps…

In this paper we develop a probabilistic micro-scale compartmental model and use it to study macro-scale properties of axonal transport, the process by which intracellular cargo is moved in the axons of neurons. By directly modeling the…

There has been a growing interest in studying online stochastic packing under more general correlation structures, motivated by the complex data sets and models driving modern applications. Several past works either assume correlations are…

In this paper we focus on spatial Markov population models, describing the stochastic evolution of populations of agents, explicitly modelling their spatial distribution, representing space as a discrete, finite graph. More specifically, we…

Given a discrete stochastic process, for example a chemical reaction system or a birth and death process, we often want to find a continuous stochastic approximation so that the techniques of stochastic differential equations may be brought…

We consider a lognormal diffusion process having a multisigmoidal logistic mean, useful to model the evolution of a population which reaches the maximum level of the growth after many stages. Referring to the problem of statistical…

The Bass diffusion equation is a well-known and established modeling approach for describing new product adoption in a competitive market. This model also describes diffusion phenomena in various contexts: infectious disease spread modeling…

Nonlinear dynamical stochastic models are ubiquitous in different areas. Excitable media models are typical examples with large state dimensions. Their statistical properties are often of great interest but are also very challenging to…

We study stochastic particle systems on a complete graph and derive effective mean-field rate equations in the limit of diverging system size, which are also known from cluster aggregation models. We establish the propagation of chaos under…

Generalized linear regressions, such as logistic regressions or Poisson regressions, are long-studied regression analysis approaches, and their applications are widely employed in various classification problems. Our study considers a…

The growth of a population divided among spatial sites, with migration between the sites, is sometimes modelled by a product of random matrices, with each diagonal elements representing the growth rate in a given time period, and…

The unique fluctuation-dissipation theorem for equilibrium stands in contrast with the wide variety of nonequilibrium linear response formulae. Their most traditional approach is "analytic", which, in the absence of detailed balance,…

Finite mixtures of matrix normal distributions are a powerful tool for classifying three-way data in unsupervised problems. The distribution of each component is assumed to be a matrix variate normal density. The mixture model can be…

A continuous approximation framework for non-linear stochastic as well as deterministic discrete maps is developed. For the stochastic map with uncorelated Gaussian noise, by successively applying the It\^o lemma, we obtain a Langevin type…

Under suitable assumptions of regularity and non-degeneracy on the covariance of the driving additive noise, any Markov solution to the stochastic Navier-Stokes equations has an associated generator of the diffusion and is the unique…

Biological neural networks are notoriously hard to model due to their stochastic behavior and high dimensionality. We tackle this problem by constructing a dynamical model of both the expectations and covariances of the fractions of active…

Stochastic optimization problems often involve data distributions that change in reaction to the decision variables. This is the case for example when members of the population respond to a deployed classifier by manipulating their features…

It is shown that, by imposing reparametrization invariance, one may derive a variety of stochastic equations describing the dynamics of surface growth and identify the physical processes responsible for the various terms. This approach…

We analyze a stochastic approximation algorithm for decision-dependent problems, wherein the data distribution used by the algorithm evolves along the iterate sequence. The primary examples of such problems appear in performative prediction…

This paper studies the exponential stability of random matrix products driven by a general (possibly unbounded) state space Markov chain. It is a cornerstone in the analysis of stochastic algorithms in machine learning (e.g. for parameter…