The paper investigates how to recover the parameters of a multivariate Ornstein-Uhlenbeck process using only steady-state observational and interventional data. It proves that a single intervention per strongly connected component of the drift graph is sufficient to identify all parameters generically, up to a global scaling factor, provided the SCC condensation graph is connected with a single root and certain spectral conditions hold. A recursive learning algorithm and a regularized least-squares estimator are proposed, and experiments confirm the theoretical results.
By Saber Salehkaleybar
arXiv:2606. 28228v1 Announce Type: new Abstract: Causal representation learning for time series has developed strong identifiability results in discrete-time latent causal models, but identifiability in continuous-time latent stochastic differential equation (SDE) models remains largely open.
By Yuanyuan Wang, Wenjie Wang, Haoxuan Li, Mingming Gong, Kun Zhang
The paper develops a nonasymptotic theoretical framework for estimating hyperparameters in hierarchical Bayesian models applied to large, inhomogeneous complex network dynamical systems. It provides bounds on the deviation of hyperparameter estimates as network size grows, first for independent nodes and then extending to weakly‑dependent nodes, and validates these results with numerical experiments on SIS and spiking neuronal network models.
By Yi Yu, Yubo Hou, Yinchong Wang, Nan Zhang, Jianfeng Feng, Wenlian Lu
arXiv:2608. 02799v1 Announce Type: cross Abstract: Score-based diffusion models are typically formulated using continuous-time stochastic differential equations and measure-theoretic stochastic calculus.
By Sunder Ram Krishnan
arXiv:2505. 07068v2 Announce Type: replace-cross Abstract: In this paper, we investigate the data-driven identification of asymmetric interaction kernels in the Motsch-Tadmor model based on observed trajectory data.
By Jinchao Feng, Sui Tang
CRNDiff is a new count‑native diffusion framework that uses stochastic chemical reaction networks to model nonnegative integer data such as single‑cell RNA sequencing. It provides a closed‑form forward‑noising kernel, enabling efficient reverse sampling via forward‑filtering backward‑sampling and data‑driven selection of the terminal noising time. The method also introduces tilted Feynman–Kac steering to sample rare subpopulations without retraining, and demonstrates superior conditional fidelity and marker‑level preservation on human heart scRNA‑seq data.
By Yuxuan Qiu, Praful Gagrani, Tetsuya J Kobayashi
arXiv:2607. 06583v1 Announce Type: cross Abstract: DNA methylation (DNAm) serves as one of the most robust molecular biomarkers of biological aging.
By Chandan Gupta, Syed Haider, Pietro Li\`o
arXiv:2602. 24201v2 Announce Type: replace Abstract: Estimating density ratios between pairs of intractable data distributions is a core problem in probabilistic modeling, enabling principled comparisons of sample likelihoods under different data-generating processes across conditions.
By Egor Antipov, Alessandro Palma, Lorenzo Consoli, Stephan G\"unnemann, Andrea Dittadi, Fabian J. Theis
arXiv:2609.38524v1 Announce Type: new
Abstract: We consider estimating the one-step-ahead conditional distribution of a multivariate stochastic process. Many existing approaches rely on assumptions s...
By Michael Wieck-Sosa, Cosma Rohilla Shalizi
arXiv:2609. 01166v1 Announce Type: cross Abstract: The present research is devoted to the nonparametric estimation of a density-dependent drift coefficient in a multivariate McKean--Vlasov diffusion from independent observations at a common time, as well as the stationary density.
By Denis Belomestny, Ekaterina Morozova
The paper introduces SUDO, a simulation‑free framework for unbalanced dynamic optimal transport (UDOT) that supports general convex growth penalties beyond the quadratic Wasserstein‑Fisher‑Rao case. By showing that concave penalties lead to degenerate solutions, the authors focus on convex penalties, learning conditional paths and transport costs to solve a semi‑coupling problem and then applying unbalanced flow matching. On benchmark datasets, SUDO matches the accuracy of analytical WFR solvers while being faster than simulation‑based methods, and it also handles asymmetric penalties that better reflect proliferation‑dominant biological priors.
By Junda Ying, Yuxuan Wang, Bowen Yang, Peijie Zhou, Lei Zhang
arXiv:2411. 08314v5 Announce Type: replace Abstract: Learning to transform conditional probability densities over time is a fundamental challenge spanning probabilistic modeling and the natural sciences.
By Adam P. Generale, Andreas E. Robertson, Surya R. Kalidindi