相关论文: Projection-based filtering for stochastic reaction…

Analysis of large continuous-time stochastic systems is a computationally intensive task. In this work we focus on population models arising from chemical reaction networks (CRNs), which play a fundamental role in analysis and design of…

The transition density of a stochastic, logistic population growth model with multiplicative intrinsic noise is analytically intractable. Inferring model parameter values by fitting such stochastic differential equation (SDE) models to data…

A mainstream type of the state of the arts (SOTAs) based on convolutional neural network (CNN) for real image denoising contains two sub-problems, i.e., noise estimation and non-blind denoising. This paper considers real noise approximated…

Neural networks are popular state-of-the-art models for many different tasks.They are often trained via back-propagation to find a value of the weights that correctly predicts the observed data. Although back-propagation has shown good…

This paper addresses the problem of model reduction for dynamical system models that describe biochemical reaction networks. Inherent in such models are properties such as stability, positivity and network structure. Ideally these…

Particle filtering is a popular method for inferring latent states in stochastic dynamical systems, whose theoretical properties have been well studied in machine learning and statistics communities. In many control problems, e.g.,…

We investigate the concept of Best Approximation for Feedforward Neural Networks (FNN) and explore their convergence properties through the lens of Random Projection (RPNNs). RPNNs have predetermined and fixed, once and for all, internal…

Many approaches to modelling reaction-diffusion systems with anomalous transport rely on deterministic equations and ignore fluctuations arising due to finite particle numbers. Starting from an individual-based model we use a…

We develop a systematic approach to the linear-noise approximation for stochastic reaction systems with distributed delays. Unlike most existing work our formalism does not rely on a master equation, instead it is based upon a dynamical…

Fluorescent and luminescent gene reporters allow us to dynamically quantify changes in molecular species concentration over time on the single cell level. The mathematical modeling of their interaction through multivariate dynamical models…

Discrete-state stochastic models have become a well-established approach to describe biochemical reaction networks that are influenced by the inherent randomness of cellular events. In the last years severalmethods for accurately…

Diffusion models have recently shown promise in offline RL. However, these methods often suffer from high training costs and slow convergence, particularly when using transformer-based denoising backbones. While several optimization…

In this article, we consider diffusion approximations for a general class of stochastic recursions. Such recursions arise as models for population growth, genetics, financial securities, multiplicative time series, numerical schemes and…

The filtering equations govern the evolution of the conditional distribution of a signal process given partial, and possibly noisy, observations arriving sequentially in time. Their numerical approximation plays a central role in many…

In this work, we present an extension to the context of Stochastic Reaction Networks (SRNs) of the forward-reverse representation introduced in "Simulation of forward-reverse stochastic representations for conditional diffusions", a 2014…

In the presence of multiscale dynamics in a reaction network, direct simulation methods become inefficient as they can only advance the system on the smallest scale. This work presents stochastic averaging techniques to accelerate…

We consider stochastic systems of interacting particles or agents, with dynamics determined by an interaction kernel which only depends on pairwise distances. We study the problem of inferring this interaction kernel from observations of…

Machine learning is gaining growing momentum in various recent models for the dynamic analysis of information flows in data communications networks. These preliminary models often rely on off-the-shelf learning models to predict from…

Stochastic approximation is a framework unifying many random iterative algorithms occurring in a diverse range of applications. The stability of the process is often difficult to verify in practical applications and the process may even be…

Estimating parameters of a diffusion process given continuous-time observations of the process via maximum likelihood approaches or, online, via stochastic gradient descent or Kalman filter formulations constitutes a well-established…