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Noise Contrastive Estimation (NCE) has fueled major breakthroughs in representation learning and generative modeling. Yet a long-standing challenge remains: accurately estimating ratios between distributions that differ substantially, which…

We study the large deviations of a simple noise-perturbed dynamical system having continuous sets of steady states, which mimick those found in some partial differential equations related, for example, to turbulence problems. The system is…

Statistical Mechanics · Physics 2012-06-05 Freddy Bouchet , Hugo Touchette

Diffusion with stochastic transport is investigated here when the random driving process is a very general Gaussian process, including Fractional Brownian motion. The purpose is the comparison with a deterministic PDE, which in certain…

Probability · Mathematics 2026-04-20 Franco Flandoli , Francesco Russo

This work proposes a learning-based statistical refinement method for improving the denoising results of a given denoiser without knowing the precise noise distribution or accessing clean images or calibration data. While there are many…

Machine Learning · Computer Science 2026-05-07 Rihuan Ke

In this paper, we study the large deviation principle of invariant measures of stochastic reaction-diffusion lattice systems driven by multiplicative noise. We first show that any limit of a sequence of invariant measures of the stochastic…

Probability · Mathematics 2024-05-07 Bixiang Wang

The existence of a decoherence-free subspace/subsystem (DFS) requires that the noise possesses a symmetry. In this work we consider noise models in which perturbations break this symmetry, so that the DFS for the unperturbed model…

Quantum Physics · Physics 2016-03-09 Xiaoting Wang , Mark Byrd , Kurt Jacobs

In this paper, we establish the almost sure convergence of two-timescale stochastic gradient descent algorithms in continuous time under general noise and stability conditions, extending well known results in discrete time. We analyse…

Optimization and Control · Mathematics 2021-10-01 Louis Sharrock , Nikolas Kantas

Decentralized optimization is typically studied under the assumption of noise-free transmission. However, real-world scenarios often involve the presence of noise due to factors such as additive white Gaussian noise channels or…

Optimization and Control · Mathematics 2023-07-28 Suhail M. Shah , Raghu Bollapragada

This paper considers estimating the parameters in a regime-switching stochastic differential equation(SDE) driven by Normal Inverse Gaussian(NIG) noise. The model under consideration incorporates a continuous-time finite state Markov chain…

Computation · Statistics 2024-12-10 Yuzhong Cheng , Hiroki Masuda

Conditioning diffusion and flow models have proven effective for super-resolving small-scale details in natural images.However, in physical sciences such as weather, super-resolving small-scale details poses significant challenges due to:…

Computer Vision and Pattern Recognition · Computer Science 2024-10-29 Stathi Fotiadis , Noah Brenowitz , Tomas Geffner , Yair Cohen , Michael Pritchard , Arash Vahdat , Morteza Mardani

Systems composed of large numbers of interacting agents often admit an effective coarse-grained description in terms of a multidimensional stochastic dynamical system, driven by small-amplitude intrinsic noise. In applications to…

Probability · Mathematics 2017-03-30 Todd L. Parsons , Tim Rogers

Latent neural stochastic differential equations (SDEs) have recently emerged as a promising approach for learning generative models from stochastic time series data. However, they systematically underestimate the noise level inherent in…

Machine Learning · Computer Science 2025-06-11 Linus Heck , Maximilian Gelbrecht , Michael T. Schaub , Niklas Boers

We consider a general multidimensional stochastic differential delay equation (SDDE) with state-dependent colored noises. We approximate it by a stochastic differential equation (SDE) system and calculate its limit as the time delays and…

Probability · Mathematics 2016-11-02 Austin McDaniel , Ozer Duman , Giovanni Volpe , Jan Wehr

Existing decentralized stochastic optimization methods assume the lower-level loss function is strongly convex and the stochastic gradient noise has finite variance. These strong assumptions typically are not satisfied in real-world machine…

Machine Learning · Computer Science 2026-05-26 Xinwen Zhang , Yihan Zhang , Heng Liang , Hongchang Gao

Variational hybrid quantum-classical optimization represents one of the most promising avenue to show the advantage of nowadays noisy intermediate-scale quantum computers in solving hard problems, such as finding the minimum-energy state of…

Quantum Physics · Physics 2020-11-18 Laura Gentini , Alessandro Cuccoli , Stefano Pirandola , Paola Verrucchi , Leonardo Banchi

The transition to turbulence in flows where the laminar profile is linearly stable requires perturbations of finite amplitude. "Optimal" perturbations are distinguished as extrema of certain functionals, and different functionals give…

Fluid Dynamics · Physics 2015-02-09 Marina Pausch , Bruno Eckhardt

Here we present a simple stochastic threshold model consisting of a deterministic slowly decaying term and a fast stochastic noise term. The process shows a pseudo-resonance, in the sense that for small and large intensities of the noise…

Chaotic Dynamics · Physics 2011-06-08 Peter D. Ditlevsen , Holger Braun

We study a large deviation principle for a system of stochastic reaction--diffusion equations (SRDEs) with a separation of fast and slow components and small noise in the slow component. The derivation of the large deviation principle is…

Probability · Mathematics 2019-05-02 Wenqing Hu , Michael Salins , Konstantinos Spiliopoulos

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

We study the dynamics of a simple adaptive system in the presence of noise and periodic damping. The system is composed by two paths connecting a source and a sink, the dynamics is governed by equations that usually describe food search of…

Statistical Mechanics · Physics 2021-12-23 Frederic Folz , Kurt Mehlhorn , Giovanna Morigi