Compact-Support Telegraph Latent Sampler
Source paper: Ornstein-Uhlenbeck Process Driven by Multiple Dichotomous Noises arXiv:2608.29226 ⓘ · analyzed Sep 1, 2026
AI-generated research hypothesis, automatically tested. Not peer-reviewed.
Idea description
Use the OU process driven by multiple dichotomous noises as a bounded colored-noise module for latent-variable or diffusion sampling. Its stationary forcing is compactly supported for fixed amplitudes, while heterogeneous amplitudes and switching rates create controllable non-Gaussian structure before the large-K Gaussian limit.
Formulas
Mathematical statement
Let x(t) be a latent perturbation satisfying dx/dt = -gamma x + Omega(t), with Omega(t) = sum_k v_k s_k(t), where s_k are independent symmetric telegraph signals with switching rates lambda_k. The deterministic relaxation contracts initial conditions at rate gamma, and the stationary support satisfies |x| <= sum_k v_k/gamma. The stationary variance is sum_k v_k^2/[gamma(gamma+2 lambda_k)]. Increasing K while distributing amplitudes across channels produces a central-limit crossover, whereas a few dominant channels preserve non-Gaussian stationary structure.
Implementation notes
Insert the module between a neural encoder and decoder, or use it to replace Gaussian perturbations in a diffusion or latent-energy sampler. Given latent state z_n, compute the learned deterministic drift b_phi(z_n,t_n), update the telegraph force with u_(n+1) = exp(-gamma dt) u_n + [1 - exp(-gamma dt)] sum_k v_k s_(k,n)/gamma, and then use z_(n+1) = z_n + dt b_phi(z_n,t_n) + beta dt u_(n+1). Each sign flips independently with probability 1 - exp(-lambda_k dt). Keep gamma, lambda_k, and v_k fixed initially; tune only beta to match the variance of a Gaussian baseline. The exact relaxation and bounded-support equations come from the paper, while interaction with the learned drift must be evaluated empirically. First test on a two-dimensional mixture of Gaussians or checkerboard distribution using a small score network. Compare Euler-Maruyama Gaussian noise, standard colored OU noise, and telegraph-driven noise. Plot latent increments, radius distributions, mode coverage, and stability failures. With the learned drift disabled, the predicted stationary variance must match the formula within 10% and |u| must never exceed sum_k v_k/gamma. With one or two channels, histograms should show non-Gaussian edge structure; with many equal small channels, excess kurtosis should approach zero.
Verification
This idea has not been verified yet.
Verification happens in two stages: Stage 1 — a mechanism check on a toy system confirms the claimed mathematical phenomenon reproduces; Stage 2 — a benchmark implements the idea on a real (small) neural network task and compares it against a tuned baseline over 8 paired seeds with a permutation test.
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