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In machine learning, stochastic gradient descent (SGD) is widely deployed to train models using highly non-convex objectives with equally complex noise models. Unfortunately, SGD theory often makes restrictive assumptions that fail to…
In this letter a new solvable model of synchronization dynamics is introduced. It consists of a system of long range interacting tops with random precession frequencies. The model allows for an explicit study of orientational effects in…
We study the effects of noise cross-correlations on the steady states of driven, nonequilibrium systems, which are described by two stochastically driven dynamical variables, in one dimension. We use a well-known stochastically driven…
We consider the problem of minimizing a convex function that is evolving according to unknown and possibly stochastic dynamics, which may depend jointly on time and on the decision variable itself. Such problems abound in the machine…
Internet tracking technologies and wearable electronics provide a vast amount of data to machine learning algorithms. This stock of data stands to increase with the developments of the internet of things and cyber-physical systems. Clearly,…
The noise can stabilize a fluctuating or a periodically driven metastable state in such a way that the system remains in this state for a longer time than in the absence of white noise. This is the noise enhanced stability phenomenon,…
We report on the measurement of detailed balance violation in a coupled, noise-driven linear electronic circuit consisting of two nominally identical RC elements that are coupled via a variable capacitance. The state variables are the…
Recently developed control methods with strong disturbance rejection capabilities provide a useful option for control design. The key lies in a general concept of disturbance and effective ways to estimate and compensate the disturbance.…
One of the many measures of the non-equilibrium nature of a system is the existence of a non-zero steady state current which is especially relevant for many biological systems. To this end, we study the non-equilibrium dynamics of a…
A variant of the optimal control problem is considered which is nonstandard in that the performance index contains "stochastic" integrals, that is, integrals against very irregular functions. The motivation for considering such performance…
Consider the problem of interference mitigation in the identification of the dynamics of multidimensional control systems in the class of linear stationary models for single realizations of the observed signals. A concepts uncorrelated…
Most physical data sets contain a stochastic contribution produced by measurement noise or other random sources along with the signal. Usually, neither the signal nor the noise are accurately known prior to the measurement so that both have…
In this paper, we study the problem of how to optimally steer the state covariance of a general continuous-time linear stochastic system over a finite time interval subject to additive noise. Optimality here means reaching a target state…
This paper aims to achieve scalable exact output and regulated output synchronization for discrete-time multi-agent systems in presence of disturbances and measurement noise with known frequencies. Both homogeneous and heterogeneous…
We study the synchronization behavior of a noisy network in which each system is driven by two sources of state-dependent noise: (1) an intrinsic noise which is common among all systems and can be generated by the environment or any…
A distributed estimation scheme where the sensors transmit with constant modulus signals over a multiple access channel is considered. The proposed estimator is shown to be strongly consistent for any sensing noise distribution in the…
A large deviation principle is established for a two-scale stochastic system in which the slow component is a continuous process given by a small noise finite dimensional It\^{o} stochastic differential equation, and the fast component is a…
Cognitive distraction and measurement noise are two distinct factors that significantly impact the performance of humans and engineering systems. Cognitive distraction occurs when an individual's attention is diverted from a task, while…
In this paper we present a general result with an easily checkable condition that ensures a transition from chaotic regime to regular regime in random dynamical systems with additive noise. We show how this result applies to a prototypical…
Noise in data appears to be inevitable in most real-world machine learning applications and would cause severe overfitting problems. Not only can data features contain noise, but labels are also prone to be noisy due to human input. In this…