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We study statistical inference for small-noise-perturbed multiscale dynamical systems under the assumption that we observe a single time series from the slow process only. We construct estimators for both averaging and homogenization…

Probability · Mathematics 2018-09-13 Siragan Gailus , Konstantinos Spiliopoulos

This paper examines a general class of noisy matrix completion tasks where the goal is to estimate a matrix from observations obtained at a subset of its entries, each of which is subject to random noise or corruption. Our specific focus is…

Machine Learning · Statistics 2016-11-18 Akshay Soni , Swayambhoo Jain , Jarvis Haupt , Stefano Gonella

We consider driven many-particle models which have a phase transition between an active and an absorbing phase. Like previously studied models, we have particle conservation, but here we introduce an additional symmetry - when two particles…

Statistical Mechanics · Physics 2017-01-18 Daniel Hexner , Dov Levine

The perturbation theory of operator semigroups is used to derive response formulas for a variety of combinations of acting forcings and reference background dynamics. In the case of background stochastic dynamics, we decompose the response…

Chaotic Dynamics · Physics 2022-11-23 Manuel Santos Gutiérrez , Valerio Lucarini

The problem of matrix sensing, or trace regression, is a problem wherein one wishes to estimate a low-rank matrix from linear measurements perturbed with noise. A number of existing works have studied both convex and nonconvex approaches to…

Statistics Theory · Mathematics 2025-06-26 Joshua Agterberg , René Vidal

The effect of stochasticity, in the form of Gaussian white noise, in a predator-prey model with two distinct time-scales is presented. A supercritical singular Hopf bifurcation yields a Type II excitability in the deterministic model. We…

Dynamical Systems · Mathematics 2017-07-20 Susmita Sadhu

In this paper, we study the asymptotic behavior of the extreme eigenvalues and eigenvectors of the high dimensional spiked sample covariance matrices, in the supercritical case when a reliable detection of spikes is possible. Especially, we…

Statistics Theory · Mathematics 2020-09-04 Zhigang Bao , Xiucai Ding , Jingming Wang , Ke Wang

We theoretically evaluate the impact of drift-free noise on the dynamics of $\mathcal{PT}$-symmetric non-Hermitian systems with an exceptional point, which have recently been proposed for sensors. Such systems are currently considered as…

Optics · Physics 2019-07-11 Christian Wolff , Christos Tserkezis , N. Asger Mortensen

Consistency training regularizes a model by enforcing predictions of original and perturbed inputs to be similar. Previous studies have proposed various augmentation methods for the perturbation but are limited in that they are agnostic to…

Computation and Language · Computer Science 2022-04-29 Jungsoo Park , Gyuwan Kim , Jaewoo Kang

We study distributions of eigenvalue curvatures for a block diagonal random matrix perturbed by a full random matrix. The most natural physical realization of this model is a quantum chaotic system with some inherent symmetry, such that its…

Statistical Mechanics · Physics 2009-11-10 Guler Ergun , Yan V. Fyodorov

In this article we study the fluctuation of linear statistics of eigenvalues of circulant, symmetric circulant, reverse circulant and Hankel matrices. We show that the linear spectral statistics of these matrices converges to the Gaussian…

Probability · Mathematics 2017-07-05 Kartick Adhikari , Koushik Saha

We theoretically describe how weak signals may be efficiently transmitted throughout more than one frequency range in noisy excitable media by kind of stochastic multiresonance. This serves us here to reinterpret recent experiments in…

Data Analysis, Statistics and Probability · Physics 2015-05-27 J. J. Torres , J. Marro , J. F. Mejias

The multivariate linear regression model with shuffled data and additive Gaussian noise arises in various correspondence estimation and matching problems. Focusing on the denoising aspect of this problem, we provide a characterization the…

Machine Learning · Statistics 2017-04-26 Ashwin Pananjady , Martin J. Wainwright , Thomas A. Courtade

We consider the hyperuniform model of d-dimensional integer lattice perturbed by independent random variables and we investigate the large scale asymptotic fluctuations of smoothed versions of the usual counting statistics, specifically of…

Probability · Mathematics 2025-03-05 Gabriel Mastrilli

This work concerns the minimization of the pseudospectral abscissa of a matrix-valued function dependent on parameters analytically. The problem is motivated by robust stability and transient behavior considerations for a linear control…

Numerical Analysis · Mathematics 2024-06-21 Nicat Aliyev , Emre Mengi

With the growing efforts in isolating solid-state qubits from external decoherence sources, the material-inherent sources of noise start to play crucial role. One representative example is electron traps in the device material or substrate.…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Y. M. Galperin , B. L. Altshuler , D. V. Shantsev

The largest eigenvalue of random tensors is an important feature of systems involving disorder, equivalent to the ground state energy of glassy systems or to the injective norm of quantum states. For symmetric Gaussian random tensors of…

High Energy Physics - Theory · Physics 2024-12-16 Nicolas Delporte , Naoki Sasakura

Studying the jamming transition of granular and colloidal systems, has lead to a proliferation of theoretical and numerical results formulated in the language of the eigenspectrum of the dynamical matrix for these disordered system. Only…

Soft Condensed Matter · Physics 2016-01-19 Silke Henkes , Carolina Brito , Olivier Dauchot

Free probability and random matrix theory has shown to be a fruitful combination in many fields of research, such as digital communications, nuclear physics and mathematical finance. The link between free probability and eigenvalue…

Probability · Mathematics 2007-05-23 Øyvind Ryan , Mérouane Debbah

The aim of this article is to present a brief overview of spectral perturbation theory for matrices, bounded linear operators and holomorphic operator-valued functions. We focus on bounds for perturbed eigenvalues, eigenvectors and…

Spectral Theory · Mathematics 2025-12-09 Rafikul Alam