Research
On-device research index

arXiv research

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.

169,181 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Dec 199219922001200920182026
48 results for Infinite States

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…

2015-05-03abs ↗pdf ↗

Study of LQ MFGs in infinite-dimensional Hilbert spaces.

problem Mean field games in infinite-dimensional settings with stochastic dynamics.
method Analysis of coupled semilinear infinite-dimensional stochastic evolution equations, development of Nash equilibrium.
result Characterization of unique Nash equilibrium in the limit of many agents.

Study evaluates initialization strategies for infinite hidden Markov models.

problem Limited attention to initialization in infinite hidden Markov models.
method Systematically evaluated distance-based clustering, model-based, and uniform initializations.
result Distance-based clustering initializations consistently outperform other methods.

This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a posteriori state-persistence in particular. This paper also introduces a new Bayesian non…

2014-06-30abs ↗pdf ↗

A new method calculates Jones and Kauffman-Jones polynomials for various links and knots.

problem Computing Jones and Kauffman-Jones polynomials for specific types of links and knots.
method State generating approach to determine polynomials for links and knots.
result Formulae for two infinite families of knots and one infinite family of virtual knots are derived.

Infinite-horizon Gaussian processes reduce computational complexity for long datasets.

problem Cubic computational cost in state dimensionality for Gaussian processes.
method Single-sweep EP inference scheme for GPs with general likelihoods, reducing cost to O(m^2) per data point.
result Reduced computational complexity from cubic to quadratic in state dimensionality.

This paper describes a method to obtain state model parameters for an infinite series of Links-Gould link invariants LG^{m,n}, based on quantum R matrices associated with the (\dot{0}_m | \dotα_n) representations of the quantum superalgebras U_q[gl(m|n)]. Explicit details of the state models for the cases n=1 and m=1,2…

2000-04-27abs ↗pdf ↗

The volume of the quantum mechanical state space over nn-dimensional real, complex and quaternionic Hilbert-spaces with respect to the canonical Euclidean measure is computed, and explicit formulas are presented for the expected value of the determinant in the general setting too. The case when the state space is endo…

2006-04-14abs ↗pdf ↗

New method estimates state-action stationary distribution for better off-policy policy evaluation.

problem Accurately estimating state-action stationary distribution for off-policy policy evaluation.
method Estimated Mixture Policy (EMP) for state and state-action stationary distribution corrections.
result Empirical validation shows improved accuracy over state-of-the-art methods.

Method infers causal structure from system behaviors using RKHS and kernel εε-machines.

problem Discovering causal structure in systems with varying external and measurement noise.
method Combines causal states and RKHS for efficient representation and inference of causal structure.
result Robustly estimates causal structure in high-dimensional data with varying noise.

We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a s…

2012-05-09abs ↗pdf ↗

We present the construction of an infinite dimensional Banach manifold of quantum mechanical states on a Hilbert space H using different types of small perturbations of a given Hamiltonian. We provide the manifold with a flat connection, called the exponential connection, and comment on the possibility of introducing t…

2000-07-27abs ↗pdf ↗

Develops control and observer methods for complex systems.

problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.

New approach finds optimal hidden paths in large models, scaling to high dimensions.

problem Finding optimal hidden paths in large, high-dimensional models.
method Developed a new approach to existence of the infinite Viterbi alignment for models satisfying a decay-convexity condition.
result Quantitative bounds on the distance to the infinite Viterbi alignment, demonstrating scalability to high-dimensional problems.

In this paper, we put the issue of dynamic equivalence of control systems in the context of pullbacks of coframings on infinite jet bundles over the state manifolds. While much attention has been given to differentially flat systems, i.e. systems dynamically equivalent to linear control systems, the advantage of this a…

2011-06-27abs ↗pdf ↗

Study of flip graphs and their automorphism groups for infinite-type surfaces.

problem Understanding automorphism groups of flip graphs for infinite-type surfaces.
method Examined the relationship between mapping class groups and flip graphs for infinite-type surfaces.
result Extended mapping class groups are isomorphic to proper subgroups of automorphism groups of flip graphs.

Solves infinite horizon portfolio problem with path-dependent labor income.

problem Infinite horizon portfolio choice with path-dependent labor income.
method Solves an infinite dimensional stochastic optimal control problem using explicit solutions to the HJB equation.
result Explicit solutions to the optimal controls in feedback form are found.

Deep neural nets approximate random dynamical system trajectories uniformly in time.

problem Approximating trajectories of random dynamical systems over infinite time horizons.
method Recurrent neural networks with simple feedback structures.
result Certain random trajectories can be approximated uniformly in time to any desired accuracy.

Study provides convergence guarantees for discrete diffusion models on finite and infinite state spaces.

problem Challenges in understanding discrete diffusion models on combinatorial state spaces.
method Established convergence bounds for three discrete diffusion models using Euler approximations.
result Optimal non-asymptotic convergence guarantees for discrete diffusion models without boundedness assumptions.

The paper tackles restless bandits with limited observation, proposing a method to analyze and approximate their optimal strategies.

problem Restless bandits with limited observation.
method General probabilistic model, PCL analysis, and approximation process.
result The proposed method can transform the problem into a finite-state problem, enabling the use of existing algorithms.

The Riemann-Theta Boltzmann machine's visible sector is sampled using a discrete multi-variate Gaussian.

problem Sampling the visible sector of the Riemann-Theta Boltzmann machine.
method Discrete multi-variate Gaussian over the hidden state space.
result The visible sector probability density function is an infinite mixture of multi-variate Gaussians.

We develop the fundamental theorem of asset pricing in a probability-free infinite-dimensional setup. We replace the usual assumption of a prior probability by a certain continuity property in the state variable. Probabilities enter then endogenously as full support martingale measures (instead of equivalent martingale…

2011-07-06abs ↗pdf ↗

This paper tackles infinite-dimensional diffusion bridge simulation using operator learning.

problem Challenges in simulating diffusion bridges for modeling natural data due to intractable drift terms and continuous data representations.
method Merges score matching techniques with operator learning to directly learn infinite-dimensional bridges.
result Demonstrates high efficacy in simulating diffusion bridges for various applications, including real-world biological data.

We present some applications of ideas from partial differential equations and differential geometry to the study of difference equations on infinite graphs. All operators that we consider are examples of "elliptic operators" as defined by Y. Colin de Verdiere. For such operators, we discuss analogs of inequalities of C…

2005-09-08abs ↗pdf ↗

This paper improves Thompson Sampling for complex decision-making problems.

problem Learning in infinite-horizon discounted decision processes with unknown parameters.
method Developed a general canonical probability space and new metrics for analyzing adaptive learning algorithms.
result Thompson Sampling achieves complete learning in complex decision-making problems.

Study on Neural Tangent Kernel of Matrix Product States and their convergence.

problem Understanding the convergence of Neural Tangent Kernel of Matrix Product States.
method Analyzing the Neural Tangent Kernel of Matrix Product States and proving its convergence in the infinite bond dimensional limit.
result The Neural Tangent Kernel of Matrix Product States converges to a constant matrix during training.

This work bridges stochastic interpolants to infinite-dimensional Hilbert spaces.

problem Limited flexibility in generating arbitrary distributions for function-valued data.
method Establishes a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces.
result Achieves state-of-the-art results in conditional generation for complex PDE-based benchmarks.

Study tackles OPE in confounded settings, estimating policy value from proxies.

problem Difficulty in OPE due to unobserved confounders in infinite-horizon RL.
method Two-stage approach: estimating stationary distribution ratios and combining optimal balancing.
result Policy value can be identified from off-policy data with proxies and latent variable model.

Infinite-dimensional SBDMs improve image generation across multiple resolutions.

problem Efficient image generation at high resolutions and across different levels.
method Developed SBDMs in infinite-dimensional setting, using trace class operators and operator networks.
result Improved efficiency and generalization across resolution levels.

UCRL2-VTR achieves nearly optimal regret for learning MDPs with linear function approximation.

problem Learning infinite-horizon average-reward MDPs with linear function approximation.
method UCRL2-VTR algorithm with Bernstein-type bonus.
result Achieves a regret of ildeO(dDT) ilde{O}(d\sqrt{DT}) with matching lower bound.

Study optimal portfolio allocation in credit markets with default contagion.

problem Risk-sensitive portfolio optimization in a regime-switching credit market with default contagion.
method Investigate recursive infinite-dimensional nonlinear dynamical programming equations (DPEs) and develop a verification theorem for optimal feedback strategies.
result Established existence and uniqueness of classical solutions to the recursive DPEs and constructed approximating problems to converge to the original system.

We prove that if the order of the first homology of the 2-fold branched cover of a knot K in the 3-sphere is given by pm where p is a prime congruent to 3 mod 4 and gcd(p,m) =1, then K is of infinite order in the knot concordance group. This provides an obstruction to classical knots being of order 4. In particular, th…

1998-02-15abs ↗pdf ↗