The paper demonstrates that a stochastic hybrid system (SHS), which combines continuous dynamics governed by a stochastic differential equation (SDE) with discrete resets triggered by a Markov kernel, can be approximated by a single SDE in a higher‑dimensional latent space. By encoding the reset branches with auxiliary variables, the resets become deterministic, allowing the system’s manifold to be glued and embedded into Euclidean space. This embedding eliminates the need for explicit reset terms in the hybrid Fokker‑Planck equation, and the authors propose a loss function that matches evolving state distributions, enabling the latent SDE to recover the SHS’s probability evolution without mode labeling, trajectory segmentation, or event‑based simulations.
arXiv:2608. 06276v1 Announce Type: cross Abstract: Persistence diagrams (PDs) provide stable and interpretable summaries of multiscale topological structure.
arXiv:2604. 06001v2 Announce Type: replace-cross Abstract: Efficiently solving the Fokker-Planck equation (FPE) is central to analyzing complex parameterized stochastic systems.
arXiv:2603. 18907v2 Announce Type: replace Abstract: We propose a new Neural Galerkin Normalizing Flow framework to approximate the transition probability density function of a diffusion process by solving the corresponding Fokker-Planck equation with an atomic initial distribution, parametrically with respect to the location of the initial mass.
arXiv:2606. 09434v2 Announce Type: replace Abstract: Solving Fokker-Planck equations (FPEs) for multiple initial conditions typically requires repeated computations, leading to substantial computational costs.
arXiv:2607. 19173v1 Announce Type: new Abstract: Neural stochastic differential equations (SDEs) have emerged as powerful tools for learning noisy or stochastic dynamics directly from data; however, existing approaches largely assume uncoupled and continuous noise, limiting their applicability to realistic stochastic drivers, and often scale poorly in time, requiring expensive autoregressive training.
arXiv:2602. 14885v2 Announce Type: replace-cross Abstract: Recurrent neural networks (RNNs) provide a theoretical framework for understanding computation in biological neural circuits, yet classical results, such as Hopfield's model of associative memory, rely on symmetric connectivity that restricts network dynamics to gradient-like flows.
arXiv:2607. 12922v1 Announce Type: cross Abstract: Stochastic-process models are, as a rule, far easier to simulate than to condition.
The article "Foundations of Diffusion Models in General State Spaces: A Self-Contained Introduction" presents a unified primer on diffusion models that applies to both continuous Euclidean data and discrete categorical structures. It develops discrete-time forward noising via Markov kernels and learned reverse dynamics, and connects these to continuous-time limits such as stochastic differential equations in ρ^d and continuous-time Markov chains on finite alphabets, deriving the corresponding Fokker–Planck and master equations. The work also shows how different forward corruption choices—Gaussian processes for continuous spaces and structured categorical transition kernels for discrete spaces—affect reverse dynamics and the evidence lower bound used in training, offering a layered exposition for newcomers, practitioners, and experts alike.
Stochastic-process models are, as a rule, far easier to simulate than to condition. Non-linear observations, non-Gaussian likelihoods, black-box information, and global constraints all induce intractable conditional laws, requiring bespoke, model-specific constructions.
arXiv:2606. 01086v1 Announce Type: cross Abstract: Flow and diffusion models generate high-quality samples in many modalities; however, many network evaluations are required during inference due to numerical integration of an underlying differential equation.
arXiv:2606. 10596v1 Announce Type: cross Abstract: This work proves that an $n$-dimensional hybrid system can be embedded into an $m$-dimensional Euclidean space equipped with a continuous vector field on its embedded image whenever $m>2n$.
arXiv:2606. 09434v1 Announce Type: new Abstract: The Fokker-Planck equation (FPE) plays a pivotal role in describing the time evolution of probability density functions (PDFs) for systems governed by stochastic dynamics.