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We prove an exact relationship between the optimal denoising function and the data distribution in the case of additive Gaussian noise, showing that denoising implicitly models the structure of data allowing it to be exploited in the…

Neural and Evolutionary Computing · Computer Science 2017-09-11 Heikki Arponen , Matti Herranen , Harri Valpola

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…

Disordered Systems and Neural Networks · Physics 2009-10-30 Felix Ritort

We study the constructive role of noises in a Lorenz system with functional delay. The effect of delay can change the dynamics of the system to a chaotic one from its steady state. Induced synchronization with white and colored (red and…

Chaotic Dynamics · Physics 2017-07-19 Soumen Majhi , Bidesh K. Bera , Santo Banerjee , Dibakar Ghosh

We present an efficient method for simulating a stationary Gaussian noise with an arbitrary covariance function and then study numerically the impact of time-correlated noise on the time evolution of a 1 + 1 dimensional generalized Langevin…

Statistical Mechanics · Physics 2015-11-09 Julian Schmidt , Alex Meistrenko , Hendrik van Hees , Carsten Greiner

We investigate and compare the fundamental performance of several distributed learning methods that have been proposed recently. We do this in the context of a distributed version of the classical signal-in-Gaussian-white-noise model, which…

Statistics Theory · Mathematics 2017-11-10 Botond Szabo , Harry van Zanten

We present two linear relations between an arbitrary (real tempered second order) generalized stochastic process over $\mathbb{R}^{d}$ and White Noise processes over $\mathbb{R}^{d}$. The first is that any generalized stochastic process can…

Probability · Mathematics 2021-11-04 R. Carrizo Vergara

We present simple classical dynamical models to illustrate the idea of introducing a stochasticity with non-locality into the time variable. For stochasticity in time, these models include noise in the time variable but not in the "space"…

General Physics · Physics 2007-05-23 Toru Ohira

Retrieval of exoplanetary atmospheric properties from their transmission spectra commonly assumes that the errors in the data are Gaussian and independent. However, non-Gaussian noise can occur due to instrumental or stellar systematics and…

Earth and Planetary Astrophysics · Physics 2021-11-17 Jegug Ih , Eliza M. -R. Kempton

We consider the problem of learning causal models from observational data generated by linear non-Gaussian acyclic causal models with latent variables. Without considering the effect of latent variables, one usually infers wrong causal…

Machine Learning · Computer Science 2019-08-13 Saber Salehkaleybar , AmirEmad Ghassami , Negar Kiyavash , Kun Zhang

The multi-dimensional non-linear Langevin equation with multiplicative Gaussian white noises in Ito's sense is made covariant with respect to non-linear transform of variables. The formalism involves no metric or affine connection, works…

Statistical Mechanics · Physics 2020-09-16 Mingnan Ding , Zhanchun Tu , Xiangjun Xing

This paper considers uncertainty quantification in systems perturbed by stochastic disturbances, in particular, Gaussian white noise. The main focus of this work is on describing the time evolution of statistical moments of certain…

Systems and Control · Electrical Eng. & Systems 2020-07-28 Anant A. Joshi , Kamesh Subbarao

Robust stability and stochastic stability have separately seen intense study in control theory for many decades. In this work we establish relations between these properties for discrete-time systems and employ them for robust control…

Dynamical Systems · Mathematics 2020-04-20 Benjamin Gravell , Peyman Mohajerin Esfahani , Tyler Summers

This article describes a numerical procedure designed to tune the parameters of periodically-driven dynamical systems to a state in which they exhibit rich dynamical behavior. This is achieved by maximizing the diversity of subharmonic…

Chaotic Dynamics · Physics 2017-02-13 Leandro M. Alonso

Many physical systems characterized by nonlinear multiscale interactions can be effectively modeled by treating unresolved degrees of freedom as random fluctuations. However, even when the microscopic governing equations and qualitative…

Statistical Mechanics · Physics 2021-06-07 Jared L. Callaham , Jean-Christophe Loiseau , Georgios Rigas , Steven L. Brunton

Distinguishing the cause and effect from bivariate observational data is the foundational problem that finds applications in many scientific disciplines. One solution to this problem is assuming that cause and effect are generated from a…

Machine Learning · Statistics 2023-12-19 Quang-Duy Tran , Bao Duong , Phuoc Nguyen , Thin Nguyen

We study the large-scale behaviour of a family of stochastic reaction-diffusion equations driven by long-range correlated noise in a weakly nonlinear regime. Depending on the decay of correlations of the noise and the strength of the…

Probability · Mathematics 2026-05-28 Simon Gabriel , Markus Tempelmayr

We use particle dynamics simulations to probe the correlations between noise and dynamics in a variety of disordered systems, including superconducting vortices, 2D electron liquid crystals, colloids, domain walls, and granular media. The…

Superconductivity · Physics 2009-11-10 C. J. Olson Reichhardt , C. Reichhardt

The statistical behavior of a nonlinear system described by a mapping with phase rotation is studied. We use the Kolmogorov-Chapman equations for the multi-time probability distribution functions for investigation of dynamics under the…

Chaotic Dynamics · Physics 2007-05-23 V. V. Zverev

We study the effect of a weak random additive noise in a linear chain of N locally-coupled logistic maps at the edge of chaos. Maps tend to synchronize for a strong enough coupling, but if a weak noise is added, very intermittent…

Statistical Mechanics · Physics 2015-06-05 Alessandro Pluchino , Andrea Rapisarda , Constantino Tsallis

Extrinsic noise-induced transitions to bimodal dynamics have been largely investigated in a variety of chemical, physical, and biological systems. In the standard approach in physical and chemical systems, the key properties that make these…

Biological Physics · Physics 2020-11-10 Gerardo Aquino , Andrea Rocco