Study reveals how data density affects similarity learning in noisy conditions.
problem Impact of noise on similarity learning in Siamese Neural Networks.
method Investigated Pair Label Noise and Single Label Noise on Siamese Neural Networks (SNNs).
result Data density is crucial for generalization in SNNs, leading to a phenomenon called DIBS.
Geometric mechanism mimics physics' symmetry breaking.
problem Understanding spontaneous symmetry breaking in geometry.
method Analogous to physics, studying symmetry breaking in differential geometry.
result Symmetry breaking can be used to solve geometric problems.
New algorithm reduces simultaneous asset shocks in financial portfolios.
problem Reducing simultaneous asset shocks in financial portfolios.
method Uses semi-metrics to determine distance between asset structural breaks for portfolio optimization.
result Proposed method outperforms existing metrics in synthetic and real data, reducing volatility and drawdown.
Neural samplers such as variational autoencoders (VAEs) or generative adversarial networks (GANs) approximate distributions by transforming samples from a simple random source---the latent space---to samples from a more complex distribution represented by a dataset. While the manifold hypothesis implies that the densit…
We propose a new definition for the abelian magnetic charge density of a non-abelian monopole, based on zero-modes of an associated Dirac operator. Unlike the standard definition of the charge density, this density is smooth in the core of the monopole. We show that this charge density induces a magnetic field whose ex…
The Lucas critique has exposed the problem of the trade-off between changes in monetary policy and structural breaks in economic time series. The search for and characterisation of such breaks has been a major econometric task ever since. We have developed an integral technique similar to CUSUM using an empirical model…
The paper analyzes cryptocurrency and equity markets using advanced statistical methods.
problem Comparing dynamics and strategies between cryptocurrency and equity markets.
method Random matrix theory, PCA, spectral dynamics, structural break analysis, portfolio simulation.
result Cryptocurrency and equity markets exhibit distinct evolutionary dynamics and time-varying sector behaviors.
Paper introduces MJ distances for better anomaly detection in time series.
problem Anomaly detection in large collections of time series.
method Introduces semi-metric MJ distances for measuring structural breaks.
result MJ distances outperform existing metrics in detecting similarity and anomalies.
Study examines extreme and erratic cryptocurrency behaviour during COVID-19.
problem Analyse extreme and erratic cryptocurrency behaviour during the pandemic.
method Analyze distribution extremities and structural breaks in 51 cryptocurrencies.
result Identify cryptocurrencies with most irregular extreme and erratic behaviour.
The physics of classical particles in a Lorentz-breaking spacetime has numerous features resembling the properties of Finsler geometry. In particular, the Lagrange function plays a role similar to that of a Finsler structure function. A summary is presented of recent results, including new calculable Finsler structures…
New SSIM measure improves adversarial attacks' perceptual quality.
problem Lack of perceptual quality in traditional adversarial attacks.
method Replaced Lp norms with SSIM measure for better quality. result SSIM-constrained attacks achieve better quality and similar success rate.
Researchers create BPS monopoles with any desired symmetry breaking.
problem Creating monopoles with specific symmetry breaking patterns.
method Using a new class of Nahm data to construct finite energy BPS monopoles.
result Arbitrary symmetry breaking monopoles can be constructed.
Existence of a complex structure on the 6 dimensional sphere is proved in this paper. The proof is based on re-interpreting a hypothetical complex structure as a classical ground state of a Yang--Mills--Higgs-like theory on S6. This classical vacuum solution is then constructed by Fourier expansion (dimensional re…
The paper classifies and proves properties of symmetry breaking operators for specific groups.
problem Classifying and understanding symmetry breaking operators for de Sitter and Lorentz groups.
method Constructing and classifying differential symmetry breaking operators, proving localness, and showing sporadic nature.
result All symmetry breaking operators are differential and sporadic, not obtainable by residue formulas.
While most Bayesian nonparametric models in machine learning have focused on the Dirichlet process, the beta process, or their variants, the gamma process has recently emerged as a useful nonparametric prior in its own right. Current inference schemes for models involving the gamma process are restricted to MCMC-based …
We give a complete classification of intertwining operators (symmetry breaking operators) between spherical principal series representations of G=O(n+1,1) and G'=O(n,1). We construct three meromorphic families of the symmetry breaking operators, and find their distribution kernels and their residues at all poles explic…
Investigates spontaneous symmetry breaking in non-equilibrium systems.
problem Spontaneous symmetry breaking of ergodicity in non-equilibrium systems.
method Mathematical and effective field theory approaches to investigate symmetry breaking.
result Symmetry breaking phenomena observed in stochastic processes.
Proves and tests methods for learning time-series with breaks.
problem Learning time-series with structural breaks.
method Complete proofs and experimental validation of a regularized loss function.
result Experimental results support the validity of the techniques.
The paper analyzes XVA reduction strategies in financial crises using Mandatory Breaks, Restructuring, and Resets.
problem Challenges in client XVA management during crises when continuous collateralization is not feasible.
method Compares multiple trade strategies including Mandatory Breaks, Restructuring, and Resets.
result Resets can be twice as effective as Mandatory Breaks/Restructuring if there is no credit recovery. When recovery is at least 1/3, Mandatory Breaks/Restructuring can be more effective.
We introduce the concept of spontaneous symmetry breaking to arbitrage modeling. In the model, the arbitrage strategy is considered as being in the symmetry breaking phase and the phase transition between arbitrage mode and no-arbitrage mode is triggered by a control parameter. We estimate the control parameter for mom…
We present Bernstein-Sato identities for scalar-, spinor- and differential form-valued distribution kernels on Euclidean space associated to conformal symmetry breaking operators. The associated Bernstein-Sato operators lead to partially new formulae for conformal symmetry breaking differential operators on functions, …
Paper detects and estimates breaks in high-dimensional functional time series.
problem Detecting and estimating structural breaks in heterogeneous mean functions of high-dimensional functional time series.
method Proposes a new test statistic combining functional CUSUM and power enhancement components, with a clustering algorithm for group structure estimation.
result The proposed techniques have satisfactory performance in finite samples, detecting and estimating breaks effectively.
LGD breaks the chicken-and-egg loop in adaptive SGD by using LSH sampling.
problem Challenging per-iteration cost of adaptive gradient sampling.
method Locality Sensitive Hashing (LSH) sampled Stochastic Gradient Descent (LGD).
result Superior and faster gradient estimation with similar per-iteration cost.
The Chinese restaurant process (CRP) and the stick-breaking process are the two most commonly used representations of the Dirichlet process. However, the usual proof of the connection between them is indirect, relying on abstract properties of the Dirichlet process that are difficult for nonexperts to verify. This shor…
SymPE breaks symmetries in equivariant networks, improving performance across various tasks.
problem Equivariant networks cannot break symmetries, leading to poor performance in tasks with symmetrical inputs.
method Novel equivariant conditional distributions and randomized canonicalization.
result SymPE significantly improves performance of group-equivariant and graph neural networks.
Bayesian ARMA model with directional shifts captures structural breaks in compositional time series.
problem Structural breaks in compositional time series due to external shocks or policy changes.
method Developed a Bayesian Dirichlet ARMA model augmented with a directional-shift intervention mechanism.
result The model captures structural breaks through interpretable parameters and produces coherent probabilistic forecasts.
Noether's framework reveals symmetry-breaking in neural networks.
problem Understanding the role of symmetry breaking in neural networks.
method Developed a theoretical framework using Lagrangian mechanics.
result Identified 'kinetic symmetry breaking' and its effect on learning dynamics.
In this paper it is shown that the space of tight geodesic segments connecting any two vertices in a complex of cycles has finite, uniformly bounded dimension. The dimension is defined in terms of a discrete analogue of Jacobi fields, which are explicitly constructed and shown to give a complete description of the enti…
Paper proposes a method to efficiently estimate structural breaks in cointegrating regressions.
problem Estimating structural breaks in cointegrating regressions is challenging due to inconsistency of group lasso.
method Adaptive group lasso procedure using a first step group lasso estimation of diverging breakpoint candidates to produce weights for a second estimation.
result The adaptive group lasso estimator delivers consistent parameter changes and oracle properties.
Part I. We prove a one-to-one correspondence between differential symmetry breaking operators for equivariant vector bundles over two homogeneous spaces and certain homomorphisms for representations of two Lie algebras, in connection with branching problems of the restriction of representations. We develop a new method…
New method breaks symmetry in neural networks, improving sample efficiency.
problem Symmetry in neural networks limits their ability to learn unique features.
method Introduces 'relaxed equivariance' to overcome symmetry limitations.
result Equivariant multilayer perceptrons (E-MLPs) can now break symmetry at the sample level.
The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has …
The paper presents the comparative study of the nature of stock markets in short-term and long-term time scales with and without structural break in the stock data. Structural break point has been identified by applying Zivot and Andrews structural trend break model to break the original time series (TSO) into time ser…
Classifies patterns of symmetry breaking and vacuum degeneracy in scalar and gauge fields.
problem Understanding patterns of symmetry breaking and vacuum degeneracy in complex field systems.
method Uses mathematical classification of singular foliations to encode and classify patterns of spontaneous symmetry breaking and vacuum degeneracy.
result Mathematical classification provides a qualitative understanding of possible patterns of vacuum degeneracy.
We provide some insights in the study of branching problems of reductive groups, and a method of investigations into symmetry breaking operators. First, we give geometric criteria for finiteness property of linearly independent continuous (respectively, differential) operators that intertwine two induced representation…
Study on spontaneous symmetry breaking in financial markets using quantum mechanics.
problem Analyzing spontaneous symmetry breaking in financial markets.
method Using Hamiltonian form of Black-Scholes and Merton-Garman equations, analyzing symmetry breaking and interpreting Nambu-Goldstone bosons.
result Interpretation of Nambu-Goldstone bosons in financial markets.
Study on wave-breaking phenomena in solutions of the Camassa-Holm equation.
problem Wave-breaking phenomena in solutions of the Camassa-Holm equation.
method Investigation of pseudospherical surfaces and singularities of the metric.
result The metric blows up if and only if the solution breaks in finite time.
We extend Stochastic Gradient Variational Bayes to perform posterior inference for the weights of Stick-Breaking processes. This development allows us to define a Stick-Breaking Variational Autoencoder (SB-VAE), a Bayesian nonparametric version of the variational autoencoder that has a latent representation with stocha…
This paper explains spectral clustering and its equivalence to PCA, breaking it into fully connected and multi-connected cases.
problem Understanding the mathematics behind spectral clustering and its equivalence to PCA.
method Dividing spectral clustering into two categories based on graph connectivity and proving the equivalence to PCA.
result Spectral clustering and PCA are equivalent, with specific proofs for fully connected and multi-connected graphs.
C-OPH improves One Permutation Hashing by using a shorter circulant permutation.
problem Improving the accuracy of One Permutation Hashing (OPH) for Jaccard similarity estimation.
method Develops a new densification method using a shorter circulant permutation.
result Achieves the smallest estimation variance for Jaccard similarity.
New theory shows how membranes can break symmetry.
problem Understanding symmetry breaking in membranes with boundaries.
method Applied bifurcation theory and reduced membrane equation.
result Existence of symmetry breaking bifurcation in membrane solutions.
Symmetry in inverse problems leads to multiple solutions, but breaking symmetry helps deep learning.
problem Symmetry in physical systems causes multiple solutions in inverse problems, hindering deep learning.
method Careful symmetry breaking on training data helps solve inverse problems and improve deep learning performance.
result Symmetry breaking on training data significantly improves deep learning performance in inverse problems.
Machine learning predicts dam-break flood wave behavior accurately.
problem Predicting long-term wave behavior in dam-break floods.
method Solved Saint-Venant equations using Lax-Wendroff scheme, trained RC-ESN with flow depth data.
result RC-ESN model predicts 286 time-steps ahead with RMSE < 0.01, outperforming LSTM.
Paper defines the payback period for nonconventional cash flows using axioms.
problem Defining the payback period for nonconventional cash flows is challenging.
method Used axiomatic approach to define the payback period.
result The last break-even point of the project balance is the only definition consistent with axioms.
The main aim of this work is to incorporate selected findings from behavioural finance into a Heterogeneous Agent Model using the Brock and Hommes (1998) framework. Behavioural patterns are injected into an asset pricing framework through the so-called `Break Point Date', which allows us to examine their direct impact.…
This paper analyzes how kinetic terms in stock market equations can affect symmetry breaking.
problem Spontaneous symmetry breaking in quantum finance and its impact on stock market dynamics.
method Analyzes the role of kinetic terms in the context of the martingale condition in stock market equations.
result Kinetic terms can shift the effective location of the vacuum state, affecting symmetry breaking patterns.
Study symmetry breaking in quantum mechanics to understand many-body physics.
problem Understanding many-body physics from quantum mechanics.
method Analyzing potentials with unstable critical points and local minima.
result Emergence of many-body physics from spontaneous symmetry breaking.
The paper classifies and constructs differential symmetry breaking operators from a line bundle to a vector bundle over real projective spaces.
problem Classifying and constructing differential symmetry breaking operators.
method Utilizing factorization identities and branching laws of generalized Verma modules.
result Differential symmetry breaking operators from a line bundle to a vector bundle over real projective spaces are classified and constructed.