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We study stochastic team problems with static information structure where we assume controllers have linear information and quadratic cost but allow the noise to be from a non-Gaussian class. When the noise is Gaussian, it is well known…

Optimization and Control · Mathematics 2019-01-01 Ankur A. Kulkarni

Stochastic dynamics on sparse graphs and disordered systems often lead to complex behaviors characterized by heterogeneity in time and spatial scales, slow relaxation, localization, and aging phenomena. The mathematical tools and…

Disordered Systems and Neural Networks · Physics 2025-06-05 Mattia Tarabolo , Luca Dall'Asta

We generalize Huberman-Rudnick universal scaling law for all periodic windows of the logistic map and show the robustness of $q$-Gaussian probability distributions in the vicinity of chaos threshold. Our scaling relation is universal for…

Chaotic Dynamics · Physics 2015-06-12 Ozgur Afsar , Ugur Tirnakli

We consider spatially extended conductance based neuronal models with noise described by a stochastic reaction diffusion equation with additive noise coupled to a control variable with multiplicative noise but no diffusion. We only assume a…

Probability · Mathematics 2020-01-16 Martin Sauer , Wilhelm Stannat

In this paper we study systems of $N$ uniformly expanding coupled maps when $N$ is finite but large. We introduce self-consistent transfer operators that approximate the evolution of measures under the dynamics, and quantify this…

Dynamical Systems · Mathematics 2022-09-28 Matteo Tanzi

A new approach for the analysis of Langevin-type stochastic processes in the presence of strong measurement noise is presented. For the case of Gaussian distributed, exponentially correlated, measurement noise it is possible to extract the…

Data Analysis, Statistics and Probability · Physics 2013-05-29 Bernd Lehle

Linear structural equation models postulate noisy linear relationships between variables of interest. Each model corresponds to a path diagram, which is a mixed graph with directed edges that encode the domains of the linear functions and…

Statistics Theory · Mathematics 2018-05-16 Mathias Drton , Christopher Fox , Andreas Käufl , Guillaume Pouliot

Gaussian mixtures are a powerful and widely used tool to model non-Gaussian estimation problems. They are able to describe measurement errors that follow arbitrary distributions and can represent ambiguity in assignment tasks like point set…

Robotics · Computer Science 2021-04-02 Tim Pfeifer , Sven Lange , Peter Protzel

We focus on the frontier between the chaotic and regular regions for the classical version of the quantum kicked top. We show that the sensitivity to the initial conditions is numerically well characterised by $\xi=e_q^{\lambda_q t}$, where…

Statistical Mechanics · Physics 2017-08-23 Silvio M. Duarte Queiros , Constantino Tsallis

We study the problem of learning general (i.e., not necessarily homogeneous) halfspaces with Random Classification Noise under the Gaussian distribution. We establish nearly-matching algorithmic and Statistical Query (SQ) lower bound…

Machine Learning · Computer Science 2023-07-18 Ilias Diakonikolas , Jelena Diakonikolas , Daniel M. Kane , Puqian Wang , Nikos Zarifis

We prove the optimal rate of quantitative propagation of chaos, uniformly in time, for interacting diffusions. Our main examples are interactions governed by convex potentials and models on the torus with small interactions. We show that…

Probability · Mathematics 2023-01-23 Daniel Lacker , Luc Le Flem

Linear Least Squares is a very well known technique for parameter estimation, which is used even when sub-optimal, because of its very low computational requirements and the fact that exact knowledge of the noise statistics is not required.…

Signal Processing · Electrical Eng. & Systems 2017-11-01 Michael Krikheli , Amir Leshem

Filyokov and Karpov [Inzhenerno-Fizicheskii Zhurnal 13, 624 (1967)] have proposed a theory of non-equilibrium steady states in direct analogy with the theory of equilibrium states : the principle is to maximize the Shannon entropy…

Statistical Mechanics · Physics 2011-03-07 Cecile Monthus

In this work an approximated path integral model describing the dynamics of a inextensible chain is presented. To this purpose, the nonlinear constraints which enforce the property of inextensibility of the chain are relaxed and are just…

Statistical Mechanics · Physics 2010-09-20 Franco Ferrari , Maciej Pyrka

In condensed-matter, level statistics has long been used to characterize the phases of a disordered system. We provide evidence within the context of a simple model that in a disordered large-N gauge theory with a gravity dual, there exist…

High Energy Physics - Theory · Physics 2012-06-12 Omid Saremi

Chaos arises in many complex dynamical systems, from weather to power grids, but is difficult to accurately model using data-driven emulators, including neural operator architectures. For chaotic systems, the inherent sensitivity to initial…

Machine Learning · Statistics 2026-04-24 Gabriel Melo , Leonardo Santiago , Peter Y. Lu

Introducing inequality constraints in Gaussian process (GP) models can lead to more realistic uncertainties in learning a great variety of real-world problems. We consider the finite-dimensional Gaussian approach from Maatouk and Bay (2017)…

Machine Learning · Statistics 2021-11-04 Andrés F. López-Lopera , François Bachoc , Nicolas Durrande , Olivier Roustant

We demonstrate the presence of chaos in stochastic simulations that are widely used to study biodiversity in nature. The investigation deals with a set of three distinct species that evolve according to the standard rules of mobility,…

Biological Physics · Physics 2017-03-28 D. Bazeia , M. B. P. N. Pereira , A. V. Brito , B. F. de Oliveira , J. G. G. S. Ramos

Model predictive control is an advanced control approach for multivariable systems with constraints, which is reliant on an accurate dynamic model. Most real dynamic models are however affected by uncertainties, which can lead to…

Optimization and Control · Mathematics 2021-03-10 E. Bradford , L. Imsland

The sensitivity to initial conditions and relaxation dynamics of two-dimensional maps are analyzed at the edge of chaos, along the lines of nonextensive statistical mechanics. We verify the dual nature of the entropic index for the Henon…

Statistical Mechanics · Physics 2007-05-23 Ernesto P. Borges , Ugur Tirnakli