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For predictive modeling relying on Bayesian inversion, fully independent, or ``mean-field'', Gaussian distributions are often used as approximate probability density functions in variational inference since the number of variational…

统计方法学 · 统计学 2023-07-14 Wyatt Bridgman , Reese Jones , Mohammad Khalil

Nonlocal interactions are ubiquitous in nature and play a central role in many biological systems. In this paper, we perform a bifurcation analysis of a widely-applicable advection-diffusion model with nonlocal advection terms describing…

偏微分方程分析 · 数学 2023-05-25 Valeria Giunta , Thomas Hillen , Mark A. Lewis , Jonathan R. Potts

This paper proposes DiffPF, a differentiable particle filter that leverages diffusion models for state estimation in dynamic systems. Unlike conventional differentiable particle filters, which require importance weighting and typically rely…

机器人学 · 计算机科学 2026-01-13 Ziyu Wan , Lin Zhao

In climate science and meteorology, high-resolution local precipitation (rain and snowfall) predictions are limited by the computational costs of simulation-based methods. Statistical downscaling, or super-resolution, is a common workaround…

计算机视觉与模式识别 · 计算机科学 2024-06-21 Prakhar Srivastava , Ruihan Yang , Gavin Kerrigan , Gideon Dresdner , Jeremy McGibbon , Christopher Bretherton , Stephan Mandt

Diffusion models have shown remarkable empirical success in sampling from rich multi-modal distributions. Their inference relies on numerically solving a certain differential equation. This differential equation cannot be solved in closed…

机器学习 · 计算机科学 2026-01-16 Khashayar Gatmiry , Sitan Chen , Adil Salim

We propose a unifying theoretical framework for the analysis of first-passage time distributions in two important classes of stochastic processes in which the diffusivity of a particle evolves randomly in time. In the first class of…

统计力学 · 物理学 2019-11-05 D. S. Grebenkov

In this paper we study the fluctuations from the limiting behavior of small noise random perturbations of diffusions with multiple scales. The result is then applied to the exit problem for multiscale diffusions, deriving the limiting law…

概率论 · 数学 2015-02-20 Sergio A. Almada Monter , Konatantinos Spiliopoulos

Equations governing the diffusion mediated by the mobile pairs have been derived. In addition to known non-Fickian (n-F) behavior observable at small spatiotemporal scale under homogeneous defect distribution the equations predict another…

材料科学 · 物理学 2018-09-14 V. I Tokar

We investigate Fickian diffusion in two-dimensional (2D) Yukawa liquids using molecular dynamics simulations. We compute the self-van Hove correlation function $G_s(r,t)$, and the self-intermediate scattering function $F_s(k,t)$ and compare…

软凝聚态物质 · 物理学 2021-04-13 Zahra Ghannad

Diffusion with stochastic resetting has recently emerged as a powerful modeling tool with a myriad of potential applications. Here, we study local time in this model, covering situations of free and biased diffusion with, and without, the…

统计力学 · 物理学 2019-06-06 Arnab Pal , Rakesh Chatterjee , Shlomi Reuveni , Anupam Kundu

Recent advances in diffusion models have spurred research into their application for Reconstruction-based unsupervised anomaly detection. However, these methods may struggle with maintaining structural integrity and recovering the…

计算机视觉与模式识别 · 计算机科学 2025-03-27 Farzad Beizaee , Gregory A. Lodygensky , Christian Desrosiers , Jose Dolz

In Clearing Up Mysteries -- The Original Goal (Maximum Entropy and Bayesian Methods: Cambridge, England, 1988 Springer, pp. 1-27) Jaynes derived Fick's Law for a dilute binary solution from Bayes' Theorem by considering, probabilistically,…

统计力学 · 物理学 2024-07-02 Peter E. Price

We perform an asymptotic analysis of models of population dynamics with a fractional Laplacian and local or nonlocal reaction terms. The first part of the paper is devoted to the long time/long range rescaling of the fractional Fisher-KPP…

偏微分方程分析 · 数学 2014-05-20 Sylvie Méléard , Sepideh Mirrahimi

A fractional diffusion equation with advection term is rigorously derived from a kinetic transport model with a linear turning operator, featuring a fat-tailed equilibrium distribution and a small directional bias due to a given vector…

偏微分方程分析 · 数学 2015-10-19 Pedro Aceves-Sanchez , Christian Schmeiser

Fractional equations have become the model of choice in several applications where heterogeneities at the microstructure result in anomalous diffusive behavior at the macroscale. In this work we introduce a new fractional operator…

数值分析 · 数学 2021-01-29 Marta D'Elia , Christian Glusa

This work is aimed at the derivation of reliable and efficient a posteriori error estimates for convection-dominated diffusion problems motivated by a linear Fokker-Planck problem appearing in computational neuroscience. We obtain…

数值分析 · 计算机科学 2018-05-16 Svetlana Matculevich , Monika Wolfmayr

Diffusion models, a powerful and universal generative AI technology, have achieved tremendous success in computer vision, audio, reinforcement learning, and computational biology. In these applications, diffusion models provide flexible…

机器学习 · 计算机科学 2024-04-12 Minshuo Chen , Song Mei , Jianqing Fan , Mengdi Wang

Pore-scale simulations accurately describe transport properties of fluids in the subsurface. These simulations enhance our understanding of applications such as assessing hydrogen storage efficiency and forecasting CO$_2$ sequestration…

We analyse the long-lasting effects of initial conditions on fluctuations in one-dimensional diffusive systems. We consider both the fluctuations of current for non-interacting diffusive particles starting from a step-like initial density…

统计力学 · 物理学 2022-12-09 Tirthankar Banerjee , Robert L. Jack , Michael E. Cates

Diffusion models have become the go-to method for many generative tasks, particularly for image-to-image generation tasks such as super-resolution and inpainting. Current diffusion-based methods do not provide statistical guarantees…

计算机视觉与模式识别 · 计算机科学 2022-11-18 Eliahu Horwitz , Yedid Hoshen