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Correlation between microstructure noise and latent financial logarithmic returns is an empirically relevant phenomenon with sound theoretical justification. With few notable exceptions, all integrated variance estimators proposed in the…

Computation · Statistics 2019-05-29 Stefano Peluso , Antonietta Mira , Pietro Muliere

To learn and reason in the presence of uncertainty, the brain must be capable of imposing some form of regularization. Here we suggest, through theoretical and computational arguments, that the combination of noise with synchronization…

Neurons and Cognition · Quantitative Biology 2013-12-06 Jake Bouvrie , Jean-Jacques Slotine

In this manuscript we consider Kernel Ridge Regression (KRR) under the Gaussian design. Exponents for the decay of the excess generalization error of KRR have been reported in various works under the assumption of power-law decay of…

Machine Learning · Statistics 2022-11-29 Hugo Cui , Bruno Loureiro , Florent Krzakala , Lenka Zdeborová

Corrupted sensing concerns the problem of recovering a high-dimensional structured signal from a collection of measurements that are contaminated by unknown structured corruption and unstructured noise. In the case of linear measurements,…

Information Theory · Computer Science 2022-02-16 Zhongxing Sun , Wei Cui , Yulong Liu

The quantum measurement process by a single-electron transistor or a quantum point contact coupled to a quantum bit is studied. We find a unified description of the statistics of the monitored quantity, the current, in the regime of strong…

Mesoscale and Nanoscale Physics · Physics 2007-05-23 Yuriy Makhlin , Gerd Schoen , Alexander Shnirman

The gravitational-wave detector is a complex and sensitive collection of advanced instruments that are impacted not only by mechanical/electronics systems but also by the surrounding environment. Hence, it is of great importance to classify…

Instrumentation and Methods for Astrophysics · Physics 2022-09-07 Piljong Jung , Sang Hoon Oh , Young-Min Kim , Edwin J. Son , Takaaki Yokozawa , Tatsuki Washimi , John J. Oh

Fault-tolerant quantum computation demands extremely low logical error rates, yet superconducting qubit arrays are subject to radiation-induced correlated noise arising from cosmic-ray muon-generated quasiparticles. The quasiparticle…

Neural networks encode information through their collective spiking activity in response to external stimuli. This population response is noisy and strongly correlated, with complex interplay between correlations induced by the stimulus,…

Neurons and Cognition · Quantitative Biology 2022-11-28 Gabriel Mahuas , Olivier Marre , Thierry Mora , Ulisse Ferrari

Interferometric complementarity is known to be one of the most nonclassical manifestations of the quantum formalism. It is commonly known as wave-particle duality and has been studied presently from the perspective of quantum information…

Quantum Physics · Physics 2020-04-13 Gautam Sharma , Mohd Asad Siddiqui , Shiladitya Mal , Sk Sazim , Aditi Sen De

We describe a general approach to detection of transient gravitational-wave signals in the presence of non-Gaussian background noise. We prove that under quite general conditions, the ratio of the likelihood of observed data to contain a…

A qubit (containing two quantum states, 1 and 2), is coupled to a control register (state 3), which is subject to telegraph noise. We study the time evolution of the density matrix $\rho$ of an electron which starts in some coherent state…

Mesoscale and Nanoscale Physics · Physics 2009-09-01 Amnon Aharony , Ora Entin-Wohlman , Sushanta Dattagupta

We study the implementation of a correlation measurement technique for the characterization of squeezed light which is nearly free of electronic noise. With two different sources of squeezed light, we show that the sign of the covariance…

Randomized benchmarking has emerged as a popular and easy-to-implement experimental technique for gauging the quality of gate operations in quantum computing devices. A typical randomized benchmarking procedure identifies the exponential…

Quantum Physics · Physics 2021-02-24 Jiaan Qi , Hui Khoon Ng

We analyze the influence of classical Gaussian noise on Landau-Zener transitions during a two-level crossing in a time-dependent regular external field. Transition probabilities and coherence factors become random due to the noise. We…

Statistical Mechanics · Physics 2009-11-10 V. L. Pokrovsky , S. Scheidl

A generalised concept of the signal-to-noise ratio (or equivalently the ratio of predictable components, or RPC) is provided, based on proper scoring rules. This definition is the natural generalisation of the classical RPC, yet it allows…

Applications · Statistics 2026-03-31 Jochen Bröcker , Eviatar Bach

In the context of measurement-induced entanglement phase transitions, the influence of quantum noises, which are inherent in real physical systems, is of great importance and experimental relevance. In this Letter, we present a…

Quantum Physics · Physics 2024-06-17 Shuo Liu , Ming-Rui Li , Shi-Xin Zhang , Shao-Kai Jian

In quantum computing, characterizing the full noise profile of qubits can aid in increasing coherence times and fidelities by developing error-mitigating techniques specific to the noise present. This characterization also supports efforts…

We derive the second-order sampling properties of certain autocovariance and autocorrelation estimators for sequences of independent and identically distributed samples. Specifically, the estimators we consider are the classic lag windowed…

Data Analysis, Statistics and Probability · Physics 2007-05-23 T. D. Carozzi , A. M. Buckley

In particle image velocimetry (PIV) the measurement signal is contained in the recorded intensity of the particle image pattern superimposed on a variety of noise sources. The signal-to-noise-ratio (SNR) strength governs the resulting PIV…

Fluid Dynamics · Physics 2015-06-19 Zhenyu Xue , John J. Charonko , Pavlos P. Vlachos

It is generally difficult to study the dynamical properties of a quantum system with both inherent quantum noises and non-perturbative nonlinearity. Due to the possibly drastic intensity increase of an input coherent light in the gain-loss…

Quantum Physics · Physics 2015-05-27 Bing He , Shu-Bin Yan , Jing Wang , Min Xiao