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Reliable predictive uncertainty estimation plays an important role in enabling the deployment of neural networks to safety-critical settings. A popular approach for estimating the predictive uncertainty of neural networks is to define a…

Machine Learning · Statistics 2023-12-29 Tim G. J. Rudner , Zonghao Chen , Yee Whye Teh , Yarin Gal

This paper presents a novel approach to understanding the role of harmonic dynamics and gaining a deeper appreciation for its impact within and outside of quantum mechanics. This includes consequences of harmonic dynamics and the…

Quantum Physics · Physics 2021-11-22 Donald J. Kouri , Caleb Broodo , Bernhard G. Bodmann , Cameron L. Williams

We consider a stationary spatio-temporal random process and assume that we have a sample. By defining a sequence of discrete Fourier transforms at canonical frequencies at each location, and using these complex valued random varables as…

Statistics Theory · Mathematics 2015-12-31 T. Subba Rao , Gy. Terdik

Heisenberg's uncertainty principle states that the position and momentum of a particle cannot be sharply determined simultaneously. Standard-deviation and entropic formulations capture the spread of the probability distribution but say…

Quantum Physics · Physics 2026-05-07 Jia-Yi Lin , Xin-Yu Li , Wei Wang , Shengjun Wu

The aim of this paper is to establish a few uncertainty principles for the Fourier and the short-time Fourier transforms. Also, we discuss an analogue of Donoho--Stark uncertainty principle and provide some estimates for the size of the…

Functional Analysis · Mathematics 2021-11-30 Anirudha Poria

We present a new uncertainty principle for risk-aware statistical estimation, effectively quantifying the inherent trade-off between mean squared error ($\mse$) and risk, the latter measured by the associated average predictive squared…

Information Theory · Computer Science 2021-12-13 Nikolas P. Koumpis , Dionysios S. Kalogerias

Diffusion probability models have shown significant promise in offline reinforcement learning by directly modeling trajectory sequences. However, existing approaches primarily focus on time-domain features while overlooking frequency-domain…

Machine Learning · Computer Science 2025-09-25 Yifu Luo , Yongzhe Chang , Xueqian Wang

Diffusion probabilistic models have recently achieved remarkable success in generating high-quality images. However, balancing high perceptual quality and low distortion remains challenging in application of diffusion models in image…

Image and Video Processing · Electrical Eng. & Systems 2025-12-23 Juan Song , Jiaxiang He , Lijie Yang , Mingtao Feng , Keyan Wang

Direct numerical simulations (DNS) of turbulent channel flows up to $Re_{\tau} \approx 1000$ are conducted to investigate the three-dimensional (consisting of streamwise wavenumber, spanwise wavenumber and frequency) spectrum of wall…

Fluid Dynamics · Physics 2022-03-14 Bowen Yang , Zixuan Yang

The diffusion equation and its time-fractional counterpart can be obtained via the diffusion limit of continuous-time random walks with exponential and heavy-tailed waiting time distributions. The space dependent variable-order…

Statistical Mechanics · Physics 2025-10-24 Christopher N. Angstmann , Daniel S. Han , Bruce I. Henry , Boris Z. Huang , Zhuang Xu

The standard quantum formalism introduced at the undergraduate level treats measurement as an instantaneous collapse. In reality however, no physical process can occur over a truly infinitesimal time interval. A more subtle investigation of…

Quantum Physics · Physics 2020-04-22 Leigh S. Martin

Computing accurate estimates of the Fourier transform of analog signals from discrete data points is important in many fields of science and engineering. The conventional approach of performing the discrete Fourier transform of the data…

Machine Learning · Statistics 2017-12-08 Luca Ambrogioni , Eric Maris

Willems' fundamental lemma has recently received an impressive amount of attention in the (data-driven) control community. In this paper, we formulate a frequency-domain equivalent of this lemma. In doing so, we bridge the gap between…

Systems and Control · Electrical Eng. & Systems 2023-11-28 T. J. Meijer , S. A. N. Nouwens , V. S. Dolk , W. P. M. H. Heemels

Dispersion curves characterize the frequency dependence of the phase and the group velocities of propagating elastic waves. Many analytical and numerical techniques produce dispersion curves from physics-based models. However, it is often…

Data Analysis, Statistics and Probability · Physics 2021-10-26 V. V. N. Sriram Malladi , Mohammad I. Albakri , Manu Krishnan , Serkan Gugercin , Pablo A. Tarazaga

The outcomes of a series of measurements, made on a quantum system, form a sequence of random events which occur in a particular order. The system, together with a meter or meters, can be seen as following the paths of a stochastic network…

Quantum Physics · Physics 2016-08-01 D. Sokolovski

We consider one-hidden layer neural networks trained in the feature-learning regime using gradient descent, and relate the output of the finite-width network $f_{\hat{\rho}_t^m}$ to its infinite-width counterpart $f_{\rho_t^{MF}}$, which…

Machine Learning · Statistics 2026-05-22 Margalit Glasgow , Joan Bruna

Three aspects of time series are uncertainty (dispersion at a given time scale), scaling (time-scale dependence), and intermittency (inclination to change dynamics). Simple measures of dispersion are the mean absolute deviation and the…

Probability · Mathematics 2007-05-23 David R. Bickel

We present a formalism to discern the effects of fluctuations of the spacetime metric on electromagnetic radiation. The formalism works via the measurement of electromagnetic field correlations, while allowing a clear assessment of the…

General Relativity and Quantum Cosmology · Physics 2024-04-09 B. Sharmila , Sander M. Vermeulen , Animesh Datta

Distribution-free prediction sets play a pivotal role in uncertainty quantification for complex statistical models. Their validity hinges on reliable calibration data, which may not be readily available as real-world environments often…

Methodology · Statistics 2024-06-11 Elise Han , Chengpiao Huang , Kaizheng Wang

Classical results due to Ingham and Paley-Wiener characterize the existence of nonzero functions supported on certain subsets of the real line in terms of the pointwise decay of the Fourier transforms. Viewing these results as uncertainty…

Functional Analysis · Mathematics 2016-06-08 Mithun Bhowmik , Suparna Sen