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A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,657 papers · 148 categories

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21416282 · May 202619922001200920172026
48 results for BPS decomposition

We discuss relations between quantum BPS invariants defined in terms of a product decomposition of certain series, and difference equations (quantum A-polynomials) that annihilate such series. We construct combinatorial models whose structure is encoded in the form of such difference equations, and whose generating fun…

2016-08-23abs ↗pdf ↗

Attribution methods aim to explain a neural network's prediction by highlighting the most relevant image areas. A popular approach is to backpropagate (BP) a custom relevance score using modified rules, rather than the gradient. We analyze an extensive set of modified BP methods: Deep Taylor Decomposition, Layer-wise R…

2019-12-20abs ↗pdf ↗

Markov Chain Monte Carlo (MCMC) and Belief Propagation (BP) are the most popular algorithms for computational inference in Graphical Models (GM). In principle, MCMC is an exact probabilistic method which, however, often suffers from exponentially slow mixing. In contrast, BP is a deterministic method, which is typicall…

2016-05-29abs ↗pdf ↗

New method uses resurgent analysis to determine growth rate of quantum field theory coefficients.

problem Determining the growth rate of quantum field theory coefficients.
method Resurgence analysis on the Stokes line, leading to transseries decomposition and continued across natural boundary.
result Essential exponent of growth has Cardy-like interpretation as effective central charge.

The paper extends BPS invariants for framed knots and links.

problem Investigating BPS invariants for framed knots and links.
method Using the dual A-polynomial and framing change formula, the paper extends the relationship between algebraic curves and BPS invariants to framed knots and links.
result Explicit formulas for extremal A-polynomials and BPS invariants of framed knots, and numerical calculations for framed Whitehead links and Borromean rings.

Belief propagation (BP) can do exact inference in loop-free graphs, but its performance could be poor in graphs with loops, and the understanding of its solution is limited. This work gives an interpretable belief propagation rule that is actually minimization of a localized αα-divergence. We term this algorithm as $α…

2019-08-23abs ↗pdf ↗

Computing partition function is the most important statistical inference task arising in applications of Graphical Models (GM). Since it is computationally intractable, approximate methods have been used to resolve the issue in practice, where mean-field (MF) and belief propagation (BP) are arguably the most popular an…

2017-03-03abs ↗pdf ↗

We provide a proof of backpropagation algorithm in matrix notation.

problem The lack of a full induction proof of backpropagation algorithm in matrix notation.
method We provide a full induction proof of the BP algorithm in matrix notation, situating it in the framework of matrix differential calculus.
result We prove the validity of the backpropagation algorithm in inductive form.

Max-product Belief Propagation (BP) is a popular message-passing algorithm for computing a Maximum-A-Posteriori (MAP) assignment over a distribution represented by a Graphical Model (GM). It has been shown that BP can solve a number of combinatorial optimization problems including minimum weight matching, shortest path…

2015-09-23abs ↗pdf ↗

We analyze relations between BPS degeneracies related to Labastida-Marino-Ooguri-Vafa (LMOV) invariants, and algebraic curves associated to knots. We introduce a new class of such curves that we call extremal A-polynomials, discuss their special properties, and determine exact and asymptotic formulas for the correspond…

2015-04-23abs ↗pdf ↗

The belief propagation (BP) algorithm is widely applied to perform approximate inference on arbitrary graphical models, in part due to its excellent empirical properties and performance. However, little is known theoretically about when this algorithm will perform well. Using recent analysis of convergence and stabilit…

2012-06-20abs ↗pdf ↗

Useful alpha returns vanished in modern stock markets.

problem The inefficiency of modern stock markets in generating useful alpha.
method Analysis of 200 published long-short anomaly equity portfolios over different time periods and stock selection criteria.
result Even modest allowances for luck or transaction costs eliminated published academic anomalies.

Inspired by recent advances in deep learning, we propose a novel iterative BP-CNN architecture for channel decoding under correlated noise. This architecture concatenates a trained convolutional neural network (CNN) with a standard belief-propagation (BP) decoder. The standard BP decoder is used to estimate the coded b…

2017-07-18abs ↗pdf ↗

Constructs BPS complexes and Chern--Simons theories from G-structures.

problem Infinitesimal moduli space computation and supersymmetric systems.
method Universal algebraic construction of BPS complexes and associated linearised BV Chern--Simons theories.
result Reproduces classic examples in gauge theory and constructs heterotic superpotential functionals.

The backpropagation (BP) algorithm is often thought to be biologically implausible in the brain. One of the main reasons is that BP requires symmetric weight matrices in the feedforward and feedback pathways. To address this "weight transport problem" (Grossberg, 1987), two more biologically plausible algorithms, propo…

2018-11-08abs ↗pdf ↗

Formula for BPS black hole entropy derived from Vinberg cones.

problem Finding entropy of BPS extremal black holes in non-symmetric scalar manifolds.
method Use of Vinberg's theory of homogeneous cones to determine the inverse of a quadratic map.
result Explicit formula for BPS black hole entropy in any N=2 supergravity with homogeneous scalar manifold.

Abstract M5 branes on ADE singularities yields BPS spectrum and partition functions.

problem Determine the BPS spectrum and partition functions for M5 branes on ADE singularities.
method Analyze 6d N=(1,0)\mathcal{N}=(1,0) SCFTs on geometric backgrounds, using contributions from BPS strings and particles.
result Explicit expressions for BPS string and particle contributions to partition functions.

It is known that fixed points of loopy belief propagation (BP) correspond to stationary points of the Bethe variational problem, where we minimize the Bethe free energy subject to normalization and marginalization constraints. Unfortunately, this does not entirely explain BP because BP is a dual rather than primal algo…

2012-03-15abs ↗pdf ↗

Belief propagation (BP) is a popular method for performing probabilistic inference on graphical models. In this work, we enhance BP and propose self-guided belief propagation (SBP) that incorporates the pairwise potentials only gradually. This homotopy continuation method converges to a unique solution and increases th…

2018-12-04abs ↗pdf ↗

It is known that knot homologies admit a physical description as spaces of open BPS states. We study operators and algebras acting on these spaces. This leads to a very rich story, which involves wall crossing phenomena, algebras of closed BPS states acting on spaces of open BPS states, and deformations of Landau-Ginzb…

2011-11-30abs ↗pdf ↗

In this correspondence, we obtain exact recovery conditions for regularized modified basis pursuit (reg-mod-BP) and discuss when the obtained conditions are weaker than those for modified-CS or for basis pursuit (BP). The discussion is also supported by simulation comparisons. Reg-mod-BP provides a solution to the spar…

2011-08-16abs ↗pdf ↗

We introduce an efficient message passing scheme for solving Constraint Satisfaction Problems (CSPs), which uses stochastic perturbation of Belief Propagation (BP) and Survey Propagation (SP) messages to bypass decimation and directly produce a single satisfying assignment. Our first CSP solver, called Perturbed Blief …

2014-01-26abs ↗pdf ↗

This paper compares two NUTS variants and analyzes their convergence and mixing times.

problem Theoretical comparison and convergence guarantees of NUTS variants.
method Deriving necessary and sufficient conditions for geometric ergodicity, and analyzing mixing times.
result NUTS-mul and NUTS-BPS have nearly identical qualitative behavior but differ quantitatively in convergence rates.

Given a Markovian Brownian martingale ZZ, we build a process XX which is a martingale in its own filtration and satisfies X1=Z1X_1 = Z_1. We call XX a dynamic bridge, because its terminal value Z1Z_1 is not known in advance. We compute explicitly its semimartingale decomposition under both its own filtration $\cF^X$ an…

2012-02-14abs ↗pdf ↗

The paper connects quivers to knot complements and studies their BPS states and 3d N=2 theories.

problem Understanding the relationship between quivers and knot complements.
method Assigning quivers to knot complements and exploring their physical interpretation.
result Proposed a physical interpretation of quivers in terms of BPS states and 3d N=2 theories.

Recently, there have been significant interests in studying the so-called "double-descent" of the generalization error of linear regression models under the overparameterized and overfitting regime, with the hope that such analysis may provide the first step towards understanding why overparameterized deep neural netwo…

2020-02-02abs ↗pdf ↗

Construct quaternionic-Kähler metrics from special Kähler manifolds with specific BPS structure variations.

problem Construct quaternionic-Kähler metrics from special Kähler manifolds with mutually local variations of BPS structures.
method Construct quaternionic-Kähler metrics from a conical special Kähler manifold with a certain type of mutually-local variation of BPS structures. Provide global and local explicit formulas for the quaternionic-Kähler metric.
result Construct quaternionic-Kähler metrics that are positive-definite and deform the 1-loop corrected Ferrara-Sabharval metric.

This paper provides both a detailed study of color-dependence of link homologies, as realized in physics as certain spaces of BPS states, and a broad study of the behavior of BPS states in general. We consider how the spectrum of BPS states varies as continuous parameters of a theory are perturbed. This question can be…

2015-12-24abs ↗pdf ↗

New invariant connects knot homology and BPS series for plumbed knot complements.

problem Understanding invariants of plumbed knot complements.
method Introducing an invariant unifying knot lattice homology and BPS series, proving a surgery formula.
result Proved a surgery formula relating the new invariant to the weighted graded root of the surgered 3-manifold.