相关论文: A Stochastic Analysis Approach to Tensor Field The…

We propose a stochastic method to generate exactly the overdamped Langevin dynamics of semi-flexible Gaussian chains, conditioned to evolve between given initial and final conformations in a preassigned time. The initial and final…

In this paper we revisit a fundamental technical issue within the theory of stochastic approximation (SA) in a Markovian framework, first proposed in the book by Djereveckii and Fradkov (1981), and further developed in much detail in the…

We consider a nonlinear stochastic differential equation driven by an $\alpha$-stable L\'{e}vy process ($1<\alpha<2$). We first obtain some regularity results for the probability density of its invariant measure via establishing the a…

We provide guarantees for learning latent variable models emphasizing on the overcomplete regime, where the dimensionality of the latent space can exceed the observed dimensionality. In particular, we consider multiview mixtures, spherical…

This paper constructs a solvability theory for a system of stochastic partial differential equations. On account of the Kolmogorov continuity theorem, solutions are looked for in certain H\"older-type classes in which a random field is…

Tensor regression is an important tool for tensor data analysis, but existing works have not considered the impact of outliers, making them potentially sensitive to such data points. This paper proposes a low tubal rank robust regression…

Numerical simulations of fast remagnetization processes using the stochastic dynamics are widely used to study various magnetic systems. In this paper we first address several crucial methodological problems of such simulations: (i) the…

We study scaling properties of stochastic aggregation processes in one dimension. Numerical simulations for both diffusive and ballistic transport show that the mass distribution is characterized by two independent nontrivial exponents…

This paper generalizes the notion of stochastic order to a relation between probability measures over arbitrary measurable spaces. This generalization is motivated by the observation that for the stochastic ordering of two stationary Markov…

Studying sample path behaviour of stochastic fields/processes is a classical research topic in probability theory and related areas such as fractal geometry. To this end, many methods have been developed since a long time in Gaussian…

This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…

The spectrum of the evolution Operator associated with a nonlinear stochastic flow with additive noise is evaluated by diagonalization in a polynomial basis. The method works for arbitrary noise strength. In the weak noise limit we…

We show global well-posedness of the dynamic $\Phi^4$ model in the plane. The model is a non-linear stochastic PDE that can only be interpreted in a "renormalised" sense. Solutions take values in suitable weighted Besov spaces of negative…

Stochastic generators are essential to produce synthetic realizations that preserve target statistical properties. We propose GenFormer, a stochastic generator for spatio-temporal multivariate stochastic processes. It is constructed using a…

We propose a method to represent the path integral over gauge fields as a tensor network. We introduce a trial action with variational parameters and generate gauge field configurations with the weight defined by the trial action. We…

We consider simple stochastic climate models, described by slowly time-dependent Langevin equations. We show that when the noise intensity is not too large, these systems can spend substantial amounts of time in metastable equilibrium,…

For many applications with multivariate data, random field models capturing departures from Gaussianity within realisations are appropriate. For this reason, we formulate a new class of multivariate non-Gaussian models based on systems of…

We develop an approach to training generative models based on unrolling a variational auto-encoder into a Markov chain, and shaping the chain's trajectories using a technique inspired by recent work in Approximate Bayesian computation. We…

Stochastic processes have found numerous applications in science, as they are broadly used to model a variety of natural phenomena. Due to their intrinsic randomness and uncertainty, they are, however, difficult to characterize. Here, we…

Stochastic reaction networks are mathematical models with a wide range of applications in biochemistry, ecology, and epidemiology, and are often complex to analyze. Except for some special cases, it is generally difficult to predict how the…