5 papers
Early Warning Signals Can Vanish or Amplify: Dimensionality in Complex Systems
Susanne Ditlevsen, Peter Ditlevsen
Early warning signals (EWS), such as increasing variance and autocorrelation, are widely used to anticipate critical transitions associated with saddle-node bifurcations. However,…
Choosing optimal Strang splitting estimators of nonlinear stochastic differential equation models
Magnus Frederik Jensen, Johan Ravn Cornelius, Susanne Ditlevsen
The Strang splitting estimator is a powerful estimator for parametric inference in multivariate stochastic differential equation models with nonlinear drift and additive noise. Whi…
Strang splitting estimator for nonlinear multivariate stochastic differential equations with Pearson-type multiplicative noise
Predrag Pilipović, Adeline Samson, Susanne Ditlevsen
Multivariate Pearson diffusions are characterized by a linear drift and a diffusion matrix that is quadratic in the state variables. We derive closed-form expressions for the mean…
Fast Sampling for Flows and Diffusions with Lazy and Point Mass Stochastic Interpolants
Gabriel Damsholt, Jes Frellsen, Susanne Ditlevsen
Stochastic interpolants unify flows and diffusions, popular generative modeling frameworks. A primary hyperparameter in these methods is the interpolation schedule that determines…
Robust Parameter Estimation in Dynamical Systems by Stochastic Differential Equations
Qingchuan Sun, Susanne Ditlevsen
Ordinary and stochastic differential equations (ODEs and SDEs) are widely used to model continuous-time processes across various scientific fields. While ODEs offer interpretabilit…