Concept

Supersymmetric theory of stochastic dynamics

Related publications (141)

The elliptical Ornstein-Uhlenbeck process

We introduce the elliptical Ornstein-Uhlenbeck (OU) process, which is a generalisation of the well-known univariate OU process to bivariate time series. This process maps out elliptical stochastic oscillations over time in the complex plane, which are obse ...

INT PRESS BOSTON, INC2023

Nonparametric estimation for SDE with sparsely sampled paths: An FDA perspective

Victor Panaretos, Neda Mohammadi Jouzdani

We consider the problem of nonparametric estimation of the drift and diffusion coefficients of a Stochastic Differential Equation (SDE), based on n independent replicates {Xi(t) : t is an element of [0 , 1]}13 d B(t), where alpha is an element of {0 , 1} a ...

Amsterdam2023

Millimeter-wave to near-terahertz sensors based on reversible insulator-to-metal transition in VO2

Mihai Adrian Ionescu, Teodor Rosca, Fatemeh Qaderi Rahaqi

In the quest for low power bio-inspired spiking sensors, functional oxides like vanadium dioxide are expected to enable future energy efficient sensing. Here, we report uncooled millimeter-wave spiking detectors based on the sensitivity of insulator-to-met ...

SPRINGERNATURE2023

On a Finite-Size Neuronal Population Equation

Tilo Schwalger, Valentin Marc Schmutz, Eva Löcherbach

Population equations for infinitely large networks of spiking neurons have a long tradition in theoret-ical neuroscience. In this work, we analyze a recent generalization of these equations to populations of finite size, which takes the form of a nonlinear ...

SIAM PUBLICATIONS2023

Dynamically Orthogonal Approximation for Stochastic Differential Equations

Fabio Nobile, Yoshihito Kazashi, Fabio Zoccolan

In this paper, we set the mathematical foundations of the Dynamical Low Rank Approximation (DLRA) method for high-dimensional stochastic differential equations. DLRA aims at approximating the solution as a linear combination of a small number of basis vect ...

2023

Byzantine Fault-Tolerance in Federated Local SGD Under 2f-Redundancy

Nirupam Gupta

In this article, we study the problem of Byzantine fault-tolerance in a federated optimization setting, where there is a group of agents communicating with a centralized coordinator. We allow up to

f

Byzantine-faulty agents, which may not follow a prescr ...

Piscataway2023

Regularization of multiplicative SDEs through additive noise

Lucio Galeati

We investigate the regularizing effect of certain additive continuous perturbations on SDEs with multiplicative fractional Brownian motion (fBm). Traditionally, a Lipschitz requirement on the drift and diffusion coefficients is imposed to ensure existence ...

2022

Faster One-Sample Stochastic Conditional Gradient Method for Composite Convex Minimization

Volkan Cevher, Alp Yurtsever, Maria-Luiza Vladarean

We propose a stochastic conditional gradient method (CGM) for minimizing convex finitesum objectives formed as a sum of smooth and non-smooth terms. Existing CGM variants for this template either suffer from slow convergence rates, or require carefully inc ...

2022

Explicit Stabilized Multirate Method For Stiff Stochastic Differential Equations

Assyr Abdulle, Giacomo Rosilho De Souza

Stabilized explicit methods are particularly efficient, for large systems of stiff stochastic differential equations (SDEs) due to their extended stability domain. However, they lose their efficiency when a severe stiffness is induced by very few "fast" de ...

SIAM PUBLICATIONS2022

Bistable-Type Interactions Of Complex Systems In A Fractal Paradigm Of Motion

Maria-Alexandra Paun

In the present paper the "interface" dynamics in the case of two complex systems interaction, assimilated to fractal-type mathematical objects, are analyzed. In such context, fractal bistable-type behaviors as transitions in the scale space are obtained. O ...

UNIV POLITEHNICA BUCHAREST, SCI BULL2022

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Byzantine Fault-Tolerance in Federated Local SGD Under 2f-Redundancy

Nirupam Gupta

In this article, we study the problem of Byzantine fault-tolerance in a federated optimization setting, where there is a group of agents communicating with a centralized coordinator. We allow up to

f

Byzantine-faulty agents, which may not follow a prescr ...

Piscataway2023