相关论文: On large time behavior and selection principle for…
We consider a Bayesian approach to variable selection in the presence of high dimensional covariates based on a hierarchical model that places prior distributions on the regression coefficients as well as on the model space. We adopt the…
The aim of this paper is to study a PDE model for two diffusing species interacting by local size exclusion and global attraction. This leads to a nonlinear degenerate cross-diffusion system, for which we provide a global existence result.…
We present large deviations estimates in the supremum norm for a system of independent random walks superposed with a birth-and-death dynamics evolving on the discrete torus with $N$ sites. The scaling limit considered is the so-called…
A general approach to a broad class of asymptotic problems related to long-time influence of small perturbations, of both deterministic and stochastic type, is presented in the paper. The main characteristic of this influence is a limiting…
The exact estimation of latent variable models with big data is known to be challenging. The latents have to be integrated out numerically, and the dimension of the latent variables increases with the sample size. This paper develops a…
This article proposes diffusion LMS strategies for distributed estimation over adaptive networks that are able to exploit sparsity in the underlying system model. The approach relies on convex regularization, common in compressive sensing,…
We investigate the stationary states of one-dimensional driven diffusive systems, coupled to boundary reservoirs with fixed particle densities. We argue that the generic phase diagram is governed by an extremal principle for the macroscopic…
Turing's theory of pattern formation has been used to describe the formation of self-organised periodic patterns in many biological, chemical and physical systems. However, the use of such models is hindered by our inability to predict, in…
Active particles self-propel themselves with a stochastically evolving velocity, generating a persistent motion leading to a non-diffusive behavior of the position distribution. Nevertheless, an effective diffusive behavior emerges at times…
Discrete diffusion models have gained increasing attention for their ability to model complex distributions with tractable sampling and inference. However, the error analysis for discrete diffusion models remains less well-understood. In…
When polydisperse granular systems are sheared, the transverse dynamics is characterized by the interplay of size segregation and diffusion. Segregation in nonuniform and confined shearing flows is studied using annular shear cell…
Generative diffusion models synthesize new samples by reversing a diffusive process that converts a given data set to generic noise. This is accomplished by training a neural network to match the gradient of the log of the probability…
We combine hydrodynamic and modulated energy techniques to study the large deviations of systems of particles with pairwise singular repulsive interactions and additive noise. Specifically, we examine periodic Riesz interactions indexed by…
This paper is devoted to a nonlocal dispersal logistic model with seasonal succession in one-dimensional bounded habitat, where the seasonal succession accounts for the effect of two different seasons. Firstly, we provide the…
We study here the random diffusion model. This is a continuum model for a conserved scalar density field $\phi$ driven by diffusive dynamics. The interesting feature of the dynamics is that the {\it bare} diffusion coefficient $D$ is…
We establish the large deviation principle for solutions of one-dimensional SDEs with discontinuous coefficients. The main statement is formulated in a form similar to the classical Wentzel--Freidlin theorem, but under the considerably…
Discrete-time diffusion-based generative models and score matching methods have shown promising results in modeling high-dimensional image data. Recently, Song et al. (2021) show that diffusion processes that transform data into noise can…
Single-particle traces of the diffusive motion of molecules, cells, or animals are by-now routinely measured, similar to stochastic records of stock prices or weather data. Deciphering the stochastic mechanism behind the recorded dynamics…
This paper studies the original discrete-time denoising diffusion probabilistic model (DDPM) from a probabilistic point of view. We present three main theoretical results. First, we show that the time-dependent score function associated…
The Wright-Fisher diffusion is a fundamentally important model of evolution encompassing genetic drift, mutation, and natural selection. Suppose you want to infer the parameters associated with these processes from an observed sample path.…