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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.

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48 results for MPS

Study on magnetic field and potential systems to prove rigidity results.

problem Proving rigidity for magnetic field and potential systems.
method Explicit relation between ray transform and magnetic one, applying results from [DPSU07].
result Existence of a generic set of simple MP-systems with the same boundary action function must be k-gauge equivalent.

The maximum a posteriori (MAP) configuration of binary variable models with submodular graph-structured energy functions can be found efficiently and exactly by graph cuts. Max-product belief propagation (MP) has been shown to be suboptimal on this class of energy functions by a canonical counterexample where MP conver…

2011-05-05abs ↗pdf ↗

The study explores how Matrix Product States can represent boolean and continuous functions.

problem Representing arbitrary boolean and continuous functions using Matrix Product States.
method Developed a construction method for MPS to represent boolean gates and proved density in continuous function space.
result MPS can accurately represent arbitrary boolean functions and continuous functions densely.

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.

Matching pursuit (MP) methods are a promising class of feature construction algorithms for value function approximation. Yet existing MP methods require creating a pool of potential features, mandating expert knowledge or enumeration of a large feature pool, both of which hinder scalability. This paper introduces batch…

2013-09-26abs ↗pdf ↗

Simplified combinatorial descriptions of branched spines for 3-manifolds using primary MP move and sliding moves.

problem Combinatorial descriptions of branched spines for 3-manifolds and their equivalence relations.
method Demonstrated that 16 MP moves on branched spines are derived from a primary MP move, pure sliding moves, and their inverses.
result Simpler combinatorial descriptions for closed 3-manifolds and combed 3-manifolds.

A new MPS model for both classification and generation.

problem Efficiently representing and manipulating complex, high-dimensional data.
method Inspired by Matrix Product States (MPS) used in quantum computing, applies them in a classical machine learning setting.
result Dual functionality in a supervised learning framework enhances traditional training and generates more realistic samples.

Paper closes the gap in MP-MAB problems with novel adaptive communication and exploration.

problem Closing the gap between decentralized MP-MAB and natural centralized lower bound.
method BEACON: Batched Exploration with Adaptive COmmunicatioN, incorporating ADC and batched exploration.
result Proves logarithmic regret for a generalized MP-MAB problem.

We consider the stochastic multi-armed bandit (MAB) problem in a setting where a player can pay to pre-observe arm rewards before playing an arm in each round. Apart from the usual trade-off between exploring new arms to find the best one and exploiting the arm believed to offer the highest reward, we encounter an addi…

2019-11-21abs ↗pdf ↗

Sparsity-based subspace clustering algorithms have attracted significant attention thanks to their excellent performance in practical applications. A prominent example is the sparse subspace clustering (SSC) algorithm by Elhamifar and Vidal, which performs spectral clustering based on an adjacency matrix obtained by sp…

2016-12-11abs ↗pdf ↗

Tensor networks are a powerful modeling framework developed for computational many-body physics, which have only recently been applied within machine learning. In this work we utilize a uniform matrix product state (u-MPS) model for probabilistic modeling of sequence data. We first show that u-MPS enable sequence-level…

2020-03-02abs ↗pdf ↗

A new tensor network method for image classification reduces computation cost.

problem Efficiently classifying images in high-dimensional spaces.
method Proposes a multi-layered tensor network (MLTN) that performs one MPS operation per layer, reducing computation cost.
result Reduces computation cost without degrading performance.

Locality sensitive hashing (LSH) is a powerful tool for sublinear-time approximate nearest neighbor search, and a variety of hashing schemes have been proposed for different dissimilarity measures. However, hash codes significantly depend on the dissimilarity, which prohibits users from adjusting the dissimilarity at q…

2016-09-11abs ↗pdf ↗

We examine geometric properties of a knot J that are unchanged by taking a (p,q)-cable K of J. Specifically, we relate w(K) to w(J), where w(K) is the width of K in the sense of Gabai. We use this information to demonstrate that thin position is a minimal bridge position of J if and only if the same is true for K, and …

2010-10-15abs ↗pdf ↗

A novel method reduces dimensionality for filtering SRNs with observed variables.

problem Challenges in estimating hidden state variables in SRNs with limited observations.
method Filtered Markovian Projection (Filtered MP) for dimensionality reduction in filtering.
result Filtered MP guarantees consistency and superior computational efficiency in high dimensions.

Matrix Product States (MPS), also known as Tensor Train (TT) decomposition in mathematics, has been proposed originally for describing an (especially one-dimensional) quantum system, and recently has found applications in various applications such as compressing high-dimensional data, supervised kernel linear classifie…

2018-12-13abs ↗pdf ↗

The paper explores how ReLU DNNs can represent MPC policies and vice versa.

problem Representing MPC policies as ReLU DNNs and vice versa.
method Developed an approximate method for identifying input-space in ReLU nets resulting in PWA functions over polyhedral regions. Studied inverse multiparametric linear or quadratic programs for reconstruction of constraints and cost functions given a PWA function.
result Identification and representation of MPC policies as ReLU DNNs and vice versa.

Quantum computing for option pricing using MPS states.

problem Efficiently generating time series for path-dependent options on quantum computers.
method Proposes a Matrix Product State (MPS) model for time series generation and trains it for the Heston model.
result Demonstrates the MPS model's capability to generate paths in the Heston model for path-dependent option pricing.

Scharlemann and Schultens have shown that for any pair of knots K_1 and K_2, w(K_1 # K_2) is greater than or equal to max{w(K_1),w(K_2)}. Scharlemann and Thompson have given a scheme for possible examples where equality holds. Using results of Scharlemann-Schultens, Rieck-Sedgwick and Thompson, it is shown that for K t…

2004-06-03abs ↗pdf ↗

We prove that the classical set of moves for standard spines of 3-manifolds (i.e. the MP-move and the V-move) does not suffice to relate to each other any two standard skeleta of a 3-manifold with marked boundary. We also describe a condition on the 3-manifold with marked boundary that tells whether the generalised set…

2008-04-04abs ↗pdf ↗

We consider the family MPd\mathrm{MP}_d of affine conjugacy classes of polynomial maps of one complex variable with degree d2d \geq 2, and study the map Φd:MPdΛ~dCd/SdΦ_d:\mathrm{MP}_d\to \widetildeΛ_d \subset \mathbb{C}^d / \mathfrak{S}_d which maps each fMPdf \in \mathrm{MP}_d to the set of fixed-point multipliers of ff. We show t…

2007-08-19abs ↗pdf ↗

We obtain an explicit representation, as Dunwoody manifolds, of all cyclic branched coverings of torus knots of type (p,mp±1)(p,mp\pm 1), with p>1p>1 and m>0m>0.

2003-06-30abs ↗pdf ↗

Matrix product states (MPS), a tensor network designed for one-dimensional quantum systems, has been recently proposed for generative modeling of natural data (such as images) in terms of `Born machine'. However, the exponential decay of correlation in MPS restricts its representation power heavily for modeling complex…

2019-01-08abs ↗pdf ↗

We present a complete classification and the construction of Mp(2n+2,R)\mathrm{Mp}(2n+2,\mathbb{R})-equivariant differential operators acting on the principal series representations, associated to the contact projective geometry on RP2n+1\mathbb{RP}^{2n+1} and induced from the irreducible Mp(2n,R)\mathrm{Mp}(2n,\mathbb{R})-submodules of…

2015-12-27abs ↗pdf ↗

Tensor networks and RNNs are equivalent, improving wave function encoding.

problem Efficiently encoding quantum states in neural networks.
method Generalized RNN architecture for tensor networks, supporting polynomial time wave function evaluation.
result Tensorial RNNs can encode quantum states with lower bond dimensions and higher accuracy.

Paper reinterprets marginal productivity theory using vectorial products, challenging traditional ethical interpretations.

problem Challenges traditional ethical interpretations of marginal productivity theory.
method Formulates marginal productivity theory using vectorial marginal products, contrasting with traditional scalar approach.
result Vectorial marginal products conflict with traditional distributive shares picture of property.

A framework to explain decoder-only sequence classification models using intermediate predictions.

problem Explaining predictions of decoder-only sequence classification models.
method Progressive Inference framework with Single Pass-Progressive Inference and Multi Pass-Progressive Inference methods.
result Significantly better attributions compared to prior work on text classification tasks.

We extend the results and methods of \cite{MP} to prove the existence of constant positive scalar curvature metrics gg which are complete and conformal to the standard metric on SNΛS^N \setminus Λ, where ΛΛ is a disjoint union of submanifolds of dimensions between 0 and (N2)/2(N-2)/2. The existence of solutions with isola…

1996-05-14abs ↗pdf ↗

We present analytical investigations of a multiplicative stochastic process that models a simple investor dynamics in a random environment. The dynamics of the investor's budget, x(t)x(t), depends on the stochasticity of the return on investment, r(t)r(t), for which different model assumptions are discussed. The fat-tail d…

2007-09-23abs ↗pdf ↗