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In this paper, we propose a quantized learning equation with a monotone increasing resolution of quantization and stochastic analysis for the proposed algorithm. According to the white noise hypothesis for the quantization error with dense…

Machine Learning · Computer Science 2021-12-28 Jinwuk Seok , Jeong-Si Kim

Astronomy, biophysics, and material science often depend on the possibility to extract information out of faint spatial signals. Here we present a morphometric analysis technique to quantify the shape of structural deviations in greyscale…

Data Analysis, Statistics and Probability · Physics 2021-11-29 Michael Andreas Klatt , Klaus Mecke

We prove a characterization of the support of the law of the solution for a stochastic wave equation with two-dimensional space variable, driven by a noise white in time and correlated in space. The result is a consequence of an…

Probability · Mathematics 2016-09-07 Annie Millet , Marta Sanz-Solé

We introduce a way of quantifying how informative a quantum measurement is, starting from a resource-theoretic perspective. This quantifier, which we call the robustness of measurement, describes how much `noise' must be added to a…

Quantum Physics · Physics 2019-04-17 Paul Skrzypczyk , Noah Linden

We investigate an example of noise-induced stabilization in the plane that was also considered in (Gawedzki, Herzog, Wehr 2010) and (Birrell, Herzog, Wehr 2011). We show that despite the deterministic system not being globally stable, the…

Probability · Mathematics 2012-10-02 Avanti Athreya , Tiffany Kolba , Jonathan C. Mattingly

In this work, we propose a new criterion for choosing the regularization parameter in Tikhonov regularization when the noise is white Gaussian. The criterion minimizes a lower bound of the predictive risk, when both data norm and noise…

Numerical Analysis · Mathematics 2020-06-24 Federico Benvenuto , Bangti Jin

This paper studies the related problems of prediction, covariance estimation, and principal component analysis for the spiked covariance model with heteroscedastic noise. We consider an estimator of the principal components based on…

Other Statistics · Statistics 2021-09-21 William Leeb , Elad Romanov

We prove pathwise uniqueness for solutions of parabolic stochastic pde's with multiplicative white noise if the coefficient is H\"older continuous of index $\gamma>3/4$. The method of proof is an infinite-dimensional version of the…

Probability · Mathematics 2008-09-02 Leonid Mytnik , Edwin Perkins

We consider the problem of releasing a sparse histogram under $(\varepsilon, \delta)$-differential privacy. The stability histogram independently adds noise from a Laplace or Gaussian distribution to the non-zero entries and removes those…

Data Structures and Algorithms · Computer Science 2024-12-16 Christian Janos Lebeda , Lukas Retschmeier

We have analyzed the interplay between an externally added noise and the intrinsic noise of systems that relax fast towards a stationary state, and found that increasing the intensity of the external noise can reduce the total noise of the…

Condensed Matter · Physics 2009-11-07 J. M. G. Vilar , J. M. Rubi

The aim of this paper is to numerically study the performance of a method of regularization. This technique was developed to solve the illposed problem of estimating a source-dimensional Poisson equation for two dimensions from measurements…

Analysis of PDEs · Mathematics 2024-04-22 Guillermo Federico Umbricht , Diana Rubio

Lai {\it et al.} \cite{Lai:2002} investigate systems with a stable periodic orbit and a coexisting chaotic saddle. They claim that, by adding white Gaussian noise (GN), averages change with an algebraic scaling law above a certain noise…

Chaotic Dynamics · Physics 2007-05-23 Suso Kraut

This paper provides performance bounds for compressed sensing in the presence of Poisson noise using expander graphs. The Poisson noise model is appropriate for a variety of applications, including low-light imaging and digital streaming,…

Information Theory · Computer Science 2009-11-25 Sina Jafarpour , Rebecca Willett , Maxim Raginsky , Robert Calderbank

It is widely known in the machine learning community that class noise can be (and often is) detrimental to inducing a model of the data. Many current approaches use a single, often biased, measurement to determine if an instance is noisy. A…

Machine Learning · Statistics 2014-03-11 Michael R. Smith , Tony Martinez

Let $\mathcal{M}$ be a compact manifold of $\mathbb{R}^d$. The goal of this paper is to decide, based on a sample of points, whether the interior of $\mathcal{M}$ is empty or not. We divide this work in two main parts. Firstly, under a…

Statistics Theory · Mathematics 2020-11-02 Nuno Picado , Paulo Eduardo Oliveira

The Littlewood-Richardson coefficients describe the decomposition of tensor products of irreducible representations of a simple Lie algebra into irreducibles. Assuming the number of factors is large, one gets a measure on the space of…

Representation Theory · Mathematics 2019-05-30 Evgeny Feigin

We study the growth properties of the family of i.i.d. random sequences, also known as discrete white noises, and of their continuous-domain generalization, the family of L\'evy white noises. More precisely, we characterize the members of…

Probability · Mathematics 2022-01-04 Julien Fageot

We introduce a general distributional framework that results in a unifying description and characterization of a rich variety of continuous-time stochastic processes. The cornerstone of our approach is an innovation model that is driven by…

Information Theory · Computer Science 2015-03-19 Michael Unser , Pouya D. Tafti , Qiyu Sun

We present a method to characterize the noise in ground-based gravitational-wave observatories such as the Laser Gravitational-Wave Observatory (LIGO). This method uses linear regression algorithms such as the least absolute shrinkage and…

Instrumentation and Methods for Astrophysics · Physics 2022-12-21 Guillermo Valdes , Adam Hines , Andrea Nelson , Yanqi Zhang , Felipe Guzman

We consider parameter estimation of stochastic differential equations driven by a Wiener process and a compound Poisson process as small noises. The goal is to give a threshold-type quasi-likelihood estimator and show its consistency and…

Statistics Theory · Mathematics 2023-12-20 Mitsuki Kobayashi , Yasutaka Shimizu