Functional renormalization group for signal detection and stochastic ergodicity breaking

Fuente: arXiv
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Main Authors: Erbin, Harold, Finotello, Riccardo, Kpera, Bio Wahabou, Lahoche, Vincent, Samary, Dine Ousmane
Format: Preprint
Published: 2023
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author Erbin, Harold
Finotello, Riccardo
Kpera, Bio Wahabou
Lahoche, Vincent
Samary, Dine Ousmane
author_facet Erbin, Harold
Finotello, Riccardo
Kpera, Bio Wahabou
Lahoche, Vincent
Samary, Dine Ousmane
contents Signal detection is one of the main challenges of data science. As it often happens in data analysis, the signal in the data may be corrupted by noise. There is a wide range of techniques aimed at extracting the relevant degrees of freedom from data. However, some problems remain difficult. It is notably the case of signal detection in almost continuous spectra when the signal-to-noise ratio is small enough. This paper follows a recent bibliographic line which tackles this issue with field-theoretical methods. Previous analysis focused on equilibrium Boltzmann distributions for some effective field representing the degrees of freedom of data. It was possible to establish a relation between signal detection and $\mathbb{Z}_2$-symmetry breaking. In this paper, we consider a stochastic field framework inspiring by the so-called "Model A", and show that the ability to reach or not an equilibrium state is correlated with the shape of the dataset. In particular, studying the renormalization group of the model, we show that the weak ergodicity prescription is always broken for signals small enough, when the data distribution is close to the Marchenko-Pastur (MP) law. This, in particular, enables the definition of a detection threshold in the regime where the signal-to-noise ratio is small enough.
format Preprint
id arxiv_https___arxiv_org_abs_2310_07499
institution arXiv
publishDate 2023
record_format arxiv
spellingShingle Functional renormalization group for signal detection and stochastic ergodicity breaking
Erbin, Harold
Finotello, Riccardo
Kpera, Bio Wahabou
Lahoche, Vincent
Samary, Dine Ousmane
High Energy Physics - Theory
Statistical Mechanics
Information Theory
Signal detection is one of the main challenges of data science. As it often happens in data analysis, the signal in the data may be corrupted by noise. There is a wide range of techniques aimed at extracting the relevant degrees of freedom from data. However, some problems remain difficult. It is notably the case of signal detection in almost continuous spectra when the signal-to-noise ratio is small enough. This paper follows a recent bibliographic line which tackles this issue with field-theoretical methods. Previous analysis focused on equilibrium Boltzmann distributions for some effective field representing the degrees of freedom of data. It was possible to establish a relation between signal detection and $\mathbb{Z}_2$-symmetry breaking. In this paper, we consider a stochastic field framework inspiring by the so-called "Model A", and show that the ability to reach or not an equilibrium state is correlated with the shape of the dataset. In particular, studying the renormalization group of the model, we show that the weak ergodicity prescription is always broken for signals small enough, when the data distribution is close to the Marchenko-Pastur (MP) law. This, in particular, enables the definition of a detection threshold in the regime where the signal-to-noise ratio is small enough.
title Functional renormalization group for signal detection and stochastic ergodicity breaking
topic High Energy Physics - Theory
Statistical Mechanics
Information Theory
url https://arxiv.org/abs/2310.07499