Related papers: Parameter-free quantification of stochastic and ch…
We present the numerical estimation of noise parameter induced in the dynamics of the variables by random particle interactions involved in the stochastic chemical oscillator and use it as order parameter to detect the transition from…
This paper deals with the modeling of non-stationary signals, from the point of view of signal synthesis. A class of random, non-stationary signals, generated by synthesis from a random timescale representation, is introduced and studied.…
The use of factor stochastic volatility models requires choosing the number of latent factors used to describe the dynamics of the financial returns process; however, empirical evidence suggests that the number and makeup of pertinent…
Existing training criteria in automatic speech recognition(ASR) permit the model to freely explore more than one time alignments between the feature and label sequences. In this paper, we use entropy to measure a model's uncertainty, i.e.…
Reconstructing the equation of motion and thus the network topology of a system from time series is a very important problem. Although many powerful methods have been developed, it remains a great challenge to deal with systems in high…
We derive an efficient stochastic algorithm for inverse problems that present an unknown linear forcing term and a set of nonlinear parameters to be recovered. It is assumed that the data is noisy and that the linear part of the problem is…
This work investigates a three-dimensional slow-fast stochastic system with quadratic nonlinearity and additive noise, inspired by fluid dynamics. The deterministic counterpart exhibits a periodic orbit and a slow manifold. We demonstrate…
Parameter estimation for a parabolic linear stochastic partial differential equation in one space dimension is studied observing the solution field on a discrete grid in a fixed bounded domain. Considering an infill asymptotic regime in…
We consider the problem of tracking an unknown time varying parameter that characterizes the probabilistic evolution of a sequence of independent observations. To this aim, we propose a stochastic gradient descent-based recursive scheme in…
Estimating the entropy based on data is one of the prototypical problems in distribution property testing and estimation. For estimating the Shannon entropy of a distribution on $S$ elements with independent samples, [Paninski2004] showed…
Parametric fluctuations or stochastic signals are introduced into the control pulse sequence to investigate the feasibility of random control over quantum open systems. In a large parameter error region, the out-of-order control pulses work…
This thesis develops exact analytical tools to study strongly correlated stochastic systems, with a focus on extreme value statistics, gap statistics, and full counting statistics in multi-particle processes. A central contribution is the…
We present a stochastic constrained output-feedback data-driven predictive control scheme for linear time-invariant systems subject to bounded additive disturbances. The approach uses data-driven predictors based on an extension of Willems'…
The estimation of signal parameters using quantized data is a recurrent problem in electrical engineering. As an example, this includes the estimation of a noisy constant value and of the parameters of a sinewave, that is, its amplitude,…
We discuss how to characterize the behavior of a chaotic dynamical system depending on a parameter that varies periodically in time. In particular, we study the predictability time, the correlations and the mean responses, by defining a…
One characterization of a chaotic system is the quick delocalization of quantum information (fast scrambling). One therefore expects that in such a system a state quickly becomes locally indistinguishable from its perturbations. In this…
The phenomenon of frequency and phase synchronization in stochastic systems requires a revision of concepts originally phrased in the context of purely deterministic systems. Various definitions of an instantaneous phase are presented and…
The state of many physical, biological and socio-technical systems evolves by combining smooth local transitions and abrupt resetting events to a set of reference values. The inclusion of the resetting mechanism not only provides the…
Suppose we are given a time series or a signal $x(t)$ for $0\leq t\leq T$. We consider the problem of predicting the signal in the interval $T<t\leq T+t_{f}$ from a knowledge of its history and nothing more. We ask the following question:…
The character of the time-asymptotic evolution of physical systems can have complex, singular behavior with variation of a system parameter, particularly when chaos is involved. A perturbation of the parameter by a small amount $\epsilon$…