Exact Variance and Fano Factor for Arbitrary Level Crossings in Stationary Gaussian Processes

Understanding the statistics of level crossings in stochastic processes is crucial across many scientific disciplines. The traditional Kac-Rice formula gives the mean rate of level crossings and has found broad use. However, that mean rate captures only a coarse summary of the crossing process. It depends entirely on local properties of the stochastic process at a given instant and is therefore blind to the correlation structure of the process over time. To understand whether crossing events, such as neuronal spikes, tend to cluster in time, spread apart, or exhibit more complex temporal organization, one must go beyond the mean rate and study higher-order crossing statistics. Here we go beyond the mean by deriving the exact analytical formulae for the variance and Fano factor of arbitrary level crossings in smooth stationary Gaussian processes. Our exact solution reveals how the full temporal correlation structure dictates whether crossings cluster or become regular. In systems with oscillatory correlations, such as a stochastic damped harmonic oscillator, a recent crossing suppresses an immediate subsequent one, producing sub-Poissonian statistics. However, as damping increases and oscillations disappear, a large and slow excursion above the threshold can produce multiple closely spaced crossings, yielding super-Poissonian statistics. In purely relaxational, non-oscillatory systems, such as a mean-reverting process driven by Ornstein-Uhlenbeck noise, the competition between the timescales of the driving noise and system relaxation produces a richer landscape, including reentrant transitions between sub- and super-Poissonian statistics as the threshold level is varied. Taken together, the exact variance and Fano factor derived here complement the Kac-Rice mean rate, enabling more robust parameter estimation and model selection across any setting where Gaussian processes are used.

Probabilistic Approximate Optimization: A New Variational Monte Carlo Algorithm

We introduce a generalized \textit{Probabilistic Approximate Optimization Algorithm (PAOA)}, a classical variational Monte Carlo framework that extends and formalizes prior work by Weitz \textit{et al.}~\cite{Combes_2023}, enabling parameterized and fast sampling on present-day Ising machines and probabilistic computers. PAOA operates by iteratively modifying the couplings of a network of binary stochastic units, guided by cost evaluations from independent samples. We establish a direct correspondence between derivative-free updates and the gradient of the full $2^N \times 2^N$ Markov flow, showing that PAOA admits a principled variational formulation. Simulated annealing emerges as a limiting case under constrained parameterizations, and we implement this regime on an FPGA-based probabilistic computer with on-chip annealing to solve large 3D spin-glass problems. Benchmarking PAOA against QAOA on the canonical 26-spin Sherrington-Kirkpatrick model with matched parameters reveals superior performance for PAOA. We show that PAOA naturally extends simulated annealing by optimizing multiple temperature profiles, leading to improved performance over SA on heavy-tailed problems such as SK-L\'evy.