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We consider a class of models describing an ensemble of identical interacting agents subject to multiplicative noise. In the thermodynamic limit, these systems exhibit continuous and discontinuous phase transitions in a, generally,…

Statistical Mechanics · Physics 2023-10-27 Niccolò Zagli , Grigorios A. Pavliotis , Valerio Lucarini , Alexander Alecio

In experiments, the dynamical behavior of systems is reflected in time series. Due to the finiteness of the observational data set it is not possible to reconstruct the invariant measure up to arbitrary fine resolution and arbitrary high…

Chaotic Dynamics · Physics 2009-10-31 M. Cencini , M. Falcioni , H. Kantz , E. Olbrich , A. Vulpiani

We present a data-driven framework based on Lyapunov theory to provide stability guarantees for a family of hybrid systems. In particular, we are interested in the asymptotic stability of switching linear systems whose switching sequence is…

Systems and Control · Electrical Eng. & Systems 2023-02-13 Adrien Banse , Zheming Wang , Raphaël M. Jungers

The development of fault-tolerant quantum processors relies on the ability to control noise. A particularly insidious form of noise is temporally correlated or non-Markovian noise. By combining randomized benchmarking with supervised…

System identification is of special interest in science and engineering. This article is concerned with a system identification problem arising in stochastic dynamic systems, where the aim is to estimate the parameters of a system along…

Methodology · Statistics 2022-01-27 Christos Merkatas , Simo Särkkä

In this paper, a stochastic asymptotic stabilization method is proposed for deterministic input-affine control systems, which are randomized by including Gaussian white noises in control inputs. The sufficient condition is derived for the…

Optimization and Control · Mathematics 2016-04-07 Yuki Nishimura , Kanya Tanaka , Yuji Wakasa , Yuh Yamashita

Feature selection has remained a daunting challenge in machine learning and artificial intelligence, where increasingly complex, high-dimensional datasets demand principled strategies for isolating the most informative predictors. Despite…

Machine Learning · Statistics 2025-12-02 Mousam Sinha , Tirtha Sarathi Ghosh , Ridam Pal

Early warning indicators often suffer from the shortness and coarse-graining of real-world time series. Furthermore, the typically strong and correlated noise contributions in real applications are severe drawbacks for statistical measures.…

Data Analysis, Statistics and Probability · Physics 2026-03-03 Martin Heßler , Oliver Kamps

We investigate the behavior of dissipative particle dynamics (DPD) with time-correlated random noise. A new stochastic force for DPD is proposed which consists of a random force whose noise has an algebraic correlation proportional to 1/t…

Statistical Mechanics · Physics 2019-01-10 Morgane Borreguero , Marco Ellero , Nikolaus A. Adams

The influence of small random perturbations on a deterministic dynamical system with a locally stable equilibrium is considered. The perturbed system is described by the It\^{o} stochastic differential equation. It is assumed that the noise…

Mathematical Physics · Physics 2016-02-18 Oskar Sultanov

The growing complexity of Cyber-Physical Systems (CPS) and challenges in ensuring safety and security have led to the increasing use of deep learning methods for accurate and scalable anomaly detection. However, machine learning (ML) models…

Machine Learning · Computer Science 2022-05-04 Xugui Zhou , Maxfield Kouzel , Homa Alemzadeh

Based on the physics of stochastic processes we present a new approach for structural health monitoring. We show that the new method allows for an in-situ analysis of the elastic features of a mechanical structure even for realistic…

Data Analysis, Statistics and Probability · Physics 2013-01-08 Philip Rinn , Hendrik Heißelmann , Matthias Wächter , Joachim Peinke

Stochastic resonance (SR) is a coherence enhancement effect due to noise that occurs in periodically-driven nonlinear dynamical systems. A very broad range of physical and biological systems present this effect such as climate change,…

Pattern Formation and Solitons · Physics 2021-06-08 Adriano A. Batista , A. A. Lisboa de Souza , Raoni S. N. Moreira

Labelling of data for supervised learning can be costly and time-consuming and the risk of incorporating label noise in large data sets is imminent. When training a flexible discriminative model using a strictly proper loss, such noise will…

Machine Learning · Statistics 2022-05-13 Amanda Olmin , Fredrik Lindsten

Recent advancements in deep learning have proven highly effective in medical image classification, notably within histopathology. However, noisy labels represent a critical challenge in histopathology image classification, where accurate…

Computer Vision and Pattern Recognition · Computer Science 2024-04-12 Lucas Dedieu , Nicolas Nerrienet , Adrien Nivaggioli , Clara Simmat , Marceau Clavel , Arnaud Gauthier , Stéphane Sockeel , Rémy Peyret

It is well-known that adaptive homodyne estimation of continuously varying optical phase provides superior accuracy in the phase estimate as compared to adaptive or non-adaptive static estimation. However, most phase estimation schemes rely…

Optimization and Control · Mathematics 2015-09-14 Shibdas Roy , Ian R. Petersen , Elanor H. Huntington

We introduce a "loosely coherent" method for detection of continuous gravitational waves that bridges the gap between semi-coherent and purely coherent methods. Explicit control over accepted families of signals is used to increase…

General Relativity and Quantum Cosmology · Physics 2015-05-18 Vladimir Dergachev

Despite the existence of formal guarantees for learning-based control approaches, the relationship between data and control performance is still poorly understood. In this paper, we propose a Lyapunov-based measure for quantifying the…

Systems and Control · Electrical Eng. & Systems 2021-08-02 Armin Lederer , Alexandre Capone , Thomas Beckers , Jonas Umlauft , Sandra Hirche

Laser frequency stabilization is conventionally analyzed using continuous-time control theory, which accurately models analog feedback but is insufficient for digital implementations where quantization, sampling, and stochastic noise shape…

Optics · Physics 2026-04-09 Swarnav Banik , Elliot Greenwald , Xing Pan

The goal of the paper is to develop a specific application of the convex optimization based hypothesis testing techniques developed in A. Juditsky, A. Nemirovski, "Hypothesis testing via affine detectors," Electronic Journal of Statistics…

Statistics Theory · Mathematics 2018-01-09 Yang Cao , Vincent Guigues , Anatoli Juditsky , Arkadi Nemirovski , Yao Xie