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Inspired by path-integral solutions to the quantum relaxation problem, we develop a numerical method to solve classical stochastic differential equations with multiplicative noise that avoids averaging over trajectories. To test the method,…

Statistical Mechanics · Physics 2023-12-12 Ryan T. Grimm , Joel D. Eaves

Consider a real-valued function that can only be observed with stochastic noise at a finite set of design points within a Euclidean space. We wish to determine whether there exists a convex function that goes through the true function…

Other Statistics · Statistics 2018-07-30 Nanjing Jian , Shane G. Henderson

The noise generated by the friction of two rough surfaces under weak contact pressure is usually called roughness noise. The underlying vibration which produces the noise stems from numerous instantaneous shocks (in the microsecond range)…

Classical Physics · Physics 2013-10-22 Viet Hung Dang , Joël Perret-Liaudet , Julien Scheibert , Alain Le Bot

We propose an algorithm to actively estimate the parameters of a linear dynamical system. Given complete control over the system's input, our algorithm adaptively chooses the inputs to accelerate estimation. We show a finite time bound…

Machine Learning · Computer Science 2020-06-23 Andrew Wagenmaker , Kevin Jamieson

Modeling and synthesizing image noise is an important aspect in many computer vision applications. The long-standing additive white Gaussian and heteroscedastic (signal-dependent) noise models widely used in the literature provide only a…

Computer Vision and Pattern Recognition · Computer Science 2019-08-23 Abdelrahman Abdelhamed , Marcus A. Brubaker , Michael S. Brown

In this article, we study the stochastic wave equation in all dimensions $d\leq 3$, driven by a Gaussian noise $\dot{W}$ which does not depend on time. We assume that either the noise is white, or the covariance function of the noise…

Probability · Mathematics 2021-07-12 Raluca M. Balan , Le Chen , Xia Chen

Giving a convincing experimental evidence of the quantum supremacy over classical simulations is a challenging goal. Noise is considered to be the main problem in such a demonstration, hence it is urgent to understand the effect of noise.…

Quantum Physics · Physics 2022-03-08 Valery Shchesnovich

Utilizing the hyperspace of noise-based logic, we show two string verification methods with low communication complexity. One of them is based on continuum noise-based logic. The other one utilizes noise-based logic with random telegraph…

Information Theory · Computer Science 2011-02-10 Laszlo B. Kish , Sunil Khatri , Tamas Horvath

A novel representation of functions, called generalized Taylor form, is applied to the filtering of white noise processes. It is shown that every Gaussian colored noise can be expressed as the output of a set of linear fractional stochastic…

Statistical Mechanics · Physics 2013-03-07 Giulio Cottone , Mario Di Paola , Roberta Santoro

Understanding the effects of noise on quantum computations is fundamental to the development of quantum hardware and quantum algorithms. Simulation tools are essential for quantitatively modelling these effects, yet unless artificial…

Quantum Physics · Physics 2025-10-07 Anthony P. Thompson , Arie Soeteman , Chris Cade , Ido Niesen

The preparation of a space-mission that carries out any kind of imaging to detect high-precision low-amplitude variability of its targets requires a robust model for the expected performance of its instruments. This model cannot be derived…

Instrumentation and Methods for Astrophysics · Physics 2016-10-27 P. Marcos-Arenal , W. Zima , J. De Ridder , R. Huygen , C. Aerts

In this paper we investigate two numerical schemes for the simulation of stochastic Volterra equations driven by space--time L\'evy noise of pure-jump type. The first one is based on truncating the small jumps of the noise, while the second…

Probability · Mathematics 2016-01-19 Bohan Chen , Carsten Chong , Claudia Klüppelberg

Efficiently characterizing large quantum states and processes is a central yet notoriously challenging task in quantum information science, as conventional tomography methods typically require resources that grow exponentially with system…

Quantum Physics · Physics 2026-03-03 Chenyang Li , Shengxin Zhuang , Yukun Zhang , Jingbo B. Wang , Xiao Yuan , Yusen Wu , Chuan Wang

We present conditions for the efficient simulation of a broad class of optical quantum circuits on a classical machine: this class includes unitary transformations, amplification, noise, and measurements. Various proposed schemes for…

Quantum Physics · Physics 2007-05-23 Stephen D. Bartlett , Barry C. Sanders

Recently we find several candidates of quantum algorithms that may be implementable in near-term devices for estimating the amplitude of a given quantum state, which is a core sub- routine in various computing tasks such as the Monte Carlo…

Quantum Physics · Physics 2021-10-12 Tomoki Tanaka , Yohichi Suzuki , Shumpei Uno , Rudy Raymond , Tamiya Onodera , Naoki Yamamoto

In this paper, we propose a scheme to eliminate the influence of noises on system dynamics, by means of a sequential unsharp measurements and unitary feedback operations. The unsharp measurements are carried out periodically during system…

Quantum Physics · Physics 2018-09-19 Du Ran , Ye-Hong Chen , Zhi-Cheng Shi , Zhen-Biao Yang , Jie Song , Yan Xia

We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such…

Numerical Analysis · Mathematics 2016-02-17 Philipp Hennig , Michael A Osborne , Mark Girolami

Varied sensory systems use noise in order to enhance detection of weak signals. It has been conjectured in the literature that this effect, known as stochastic resonance, may take place in central cognitive processes such as the memory…

Neurons and Cognition · Quantitative Biology 2007-05-23 Julien Mayor , Wulfram Gerstner

Quantifying uncertainty in high-dimensional sparse linear regression is a fundamental task in statistics that arises in various applications. One of the most successful methods for quantifying uncertainty is the debiased LASSO, which has a…

Statistics Theory · Mathematics 2024-02-27 Pedro Abdalla , Gil Kur

Approximation algorithms are widely used in many engineering problems. To obtain a data set for approximation a factorial design of experiments is often used. In such case the size of the data set can be very large. Therefore, one of the…

Methodology · Statistics 2014-07-04 Mikhail Belyaev , Evgeny Burnaev , Yermek Kapushev
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