arXiv Machine Learning
Jul 15
LatentFlow: A General Framework for Conditioning Stochastic Processes
arXiv:2607. 12922v1 Announce Type: cross Abstract: Stochastic-process models are, as a rule, far easier to simulate than to condition.
LatentFlow: A General Framework for Conditioning Stochastic Processes
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.
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arXiv Machine Learning
Jun 16
Closing the Approximation Gap in Simulation-free Latent SDEs
arXiv:2606. 16138v1 Announce Type: cross Abstract: Recovering dynamical systems from noisy observations is a recurring challenge across scientific domains, including neuroscience and physics.
arXiv Machine Learning
Jun 9
In-Context Learning of Stochastic Differential Equations with Foundation Inference Models
arXiv:2502. 19049v3 Announce Type: replace Abstract: Stochastic differential equations (SDEs) describe dynamical systems where deterministic flows, governed by a drift function, are superimposed with random fluctuations, dictated by a diffusion function.
arXiv Machine Learning
Jun 3
Martingale Neural Operators: Learning Stochastic Marginals via Doob-Meyer Factorization
arXiv:2605. 15806v2 Announce Type: replace Abstract: Neural operators excel as deterministic surrogates, but inevitably collapse to the conditional mean when applied to stochastic PDEs, discarding the variance and tail structure upon which uncertainty quantification depends.
arXiv Machine Learning
Jul 2
TRIE: An Evaluation Framework for Stochastic PDE Surrogates
arXiv:2607. 00196v1 Announce Type: new Abstract: Many scientific systems exhibit uncertainty from stochastic forcing, unresolved degrees of freedom, or imperfect observations, making reliable surrogate forecasting fundamentally distributional rather than pointwise.
arXiv Machine Learning
Jun 16
Graphical conditional generative modeling for digital twin modeling
arXiv:2606. 16219v1 Announce Type: cross Abstract: Digital twin modeling, including control and data assimilation under model uncertainty, often faces an open-ended fidelity problem: adding variables, data streams, and time scales can indefinitely increase model complexity, ultimately producing systems that are difficult to maintain, validate, interpret, and use for stress or safety testing.
arXiv Machine Learning
Sep 1
Data-to-Energy Stochastic Dynamics
arXiv:2509.26364v3 Announce Type: replace Abstract: The Schr\"odinger bridge problem is concerned with finding a stochastic dynamical system bridging two marginal distributions that minimises a certa...
arXiv Machine Learning
3d ago
High-Dimensional Simulation-Based Inference in Latent Spaces
arXiv:2609.37381v1 Announce Type: new Abstract: Neural simulation-based inference (SBI) has been widely successful in inferring a relatively small number of interpretable parameters from potentially...
arXiv Machine Learning
Sep 1
Propensity Straight-Through Gradients for Discrete Stochastic Systems
arXiv:2608.25631v1 Announce Type: cross Abstract: Continuous-time Markov chains (CTMCs) provide the backbone for modeling discrete stochastic dynamics across applied, physical, and biological science...
arXiv Machine Learning
Jun 16
Amortized mean-shift interacting particles
arXiv:2606. 15871v1 Announce Type: cross Abstract: Bayesian inference for inverse problems is run to evaluate integrals -- posterior expectations, tail probabilities, and risks -- across a stream of observations.
arXiv Machine Learning
Aug 4
Thermalizing Stochastic Programs
arXiv:2608. 01615v1 Announce Type: cross Abstract: We present a set of tools for mapping general stochastic programs to thermodynamic hardware designed for energy-efficient stochastic sampling.
arXiv Machine Learning
Aug 28
SimCast-S2S: An Efficient Generative Model for Subseasonal Precipitation Forecasting via Transfer Learning from Climate Simulations
SimCast‑S2S is a generative latent‑diffusion model designed for probabilistic subseasonal‑to‑seasonal precipitation forecasting. It tackles three key challenges: it uses a diffusion pipeline to capture uncertainty, operates in a compact latent space to enable efficient large‑ensemble generation, and leverages transfer learning with low‑rank adaptation to train on limited reanalysis data after pretraining on climate simulations. The model outperforms deep‑learning baselines and competes with, or surpasses, operational systems such as the ECMWF‑S2S baseline without requiring extensive post‑processing.