相关论文: Gibbs Phenomenon Suppression in PDE-Based Statisti…

Multivariate time series imputation is fundamental in applications such as healthcare, traffic forecasting, and biological modeling, where sensor failures and irregular sampling lead to pervasive missing values. However, existing…

Progressively applying Gaussian noise transforms complex data distributions to approximately Gaussian. Reversing this dynamic defines a generative model. When the forward noising process is given by a Stochastic Differential Equation (SDE),…

A Gibbs-like approach for simultaneous multi-scale correlation functions in random, time-dependent, multiplicative processes for the turbulent energy cascade is investigated. We study the optimal log-normal Gibbs-like distribution able to…

This work introduces a new approach to reduce the computational cost of solving partial differential equations (PDEs) with convection-dominated solutions: model reduction with implicit feature tracking. Traditional model reduction…

This article introduces the Generalized Fourier Series (GFS), a novel spectral method that extends the clas- sical Fourier series to non-periodic functions. GFS addresses key challenges such as the Gibbs phenomenon and poor convergence in…

While current generative models have achieved promising performances in time-series synthesis, they either make strong assumptions on the data format (e.g., regularities) or rely on pre-processing approaches (e.g., interpolations) to…

Solving partial differential equations (PDEs) on fine spatio-temporal scales for high-fidelity solutions is critical for numerous scientific breakthroughs. Yet, this process can be prohibitively expensive, owing to the inherent complexities…

In this article we consider the numerical approximation of the convection-diffusion-reaction equation. One of the main challenges of designing a numerical method for this problem is that boundary layers occurring in the convection-dominated…

Inverse problems describe the process of estimating the causal factors from a set of measurements or data. Mapping of often incomplete or degraded data to parameters is ill-posed, thus data-driven iterative solutions are required, for…

Many problems of interest in computer science and information theory can be phrased in terms of a probability distribution over discrete variables associated to the vertices of a large (but finite) sparse graph. In recent years,…

Diffusion models are powerful tools for sampling from high-dimensional distributions by progressively transforming pure noise into structured data through a denoising process. When equipped with a guidance mechanism, these models can also…

Subsurface flows are commonly modeled by advection-diffusion equations. Insufficient measurements or uncertain material procurement may be accounted for by random coefficients. To represent, for example, transitions in heterogeneous media,…

Mixture models are commonly used in applications with heterogeneity and overdispersion in the population, as they allow the identification of subpopulations. In the Bayesian framework, this entails the specification of suitable prior…

We propose in this work a fractional stochastic differential equation (FSDE) model consistent with the over-damped limit of the generalized Langevin equation model. As a result of the `fluctuation-dissipation theorem', the differential…

Time delays, modelling the process of intracellular gene expression, have been shown to have important impacts on the dynamics of pattern formation in reaction-diffusion systems. In particular, past work has shown that such time delays can…

This article concerns the predictive modeling for spatio-temporal data as well as model interpretation using data information in space and time. We develop a novel approach based on supervised dimension reduction for such data in order to…

Data assimilation (DA) for systems governed by partial differential equations (PDE) aims to reconstruct full spatiotemporal fields from sparse high-fidelity (HF) observations while respecting physical constraints. While full-grid…

We study the problem of posterior sampling in discrete-state spaces using discrete diffusion models. While posterior sampling methods for continuous diffusion models have achieved remarkable progress, analogous methods for discrete…

This paper investigates the modeling of an important class of degradation data, which are collected from a spatial domain over time; for example, the surface quality degradation. Like many existing time-dependent stochastic degradation…

In this paper, an online multiscale model reduction method is presented for stochastic partial differential equations (SPDEs) with multiplicative noise, where the diffusion coefficient is spatially multiscale and the noise perturbation…