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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.

168,657 papers · 148 categories

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3517021,0521,403 · Jun 202019922001200920172026
48 results for Potts model

Transformers' self-attention mechanism is mapped to a generalized Potts model.

problem Uncertainty in what type of data distribution self-attention can efficiently learn.
method Decouple word positions and embeddings, then show self-attention learns a generalized Potts model.
result Training self-attention is equivalent to solving the inverse Potts problem.

This paper is dedicated to Oleg Viro on his 60-th birthday. The paper is about Khovanov homology and its relationships with statistical mechanics models such as the Ising model and the Potts model. We give a relatively self-contained introduction to Khovanov homology, and also a reformulation of the Potts model in term…

2009-07-18abs ↗pdf ↗

CNN detects phase transitions in Potts models without prior knowledge.

problem Detecting phase transitions in qq-state Potts models using deep learning.
method Trained a deep CNN on Ising model spin configurations and temperatures, then tested on Potts model images.
result Deep CNN accurately detects phase transitions in Potts models, including high- and low-temperature regions.

Study shows gain-loss asymmetry in stock indices using a q-spin Potts model.

problem Understanding the dynamics of stock indices in complex markets.
method Developed a q-spin Potts model to represent stock market dynamics.
result Observed a self-organized gain-loss asymmetry in stock indices.

A three-state model based on the Potts model is proposed to simulate financial markets. The three states are assigned to "buy", "sell" and "inactive" states. The model shows the main stylized facts observed in the financial market: fat-tailed distributions of returns and long time correlations in the absolute returns. …

2005-03-07abs ↗pdf ↗

In this paper, we study statistical classification accuracy of two different Markov field environments for pixelwise image segmentation, considering the labels of the image as hidden states and solving the estimation of such labels as a solution of the MAP equation. The emission distribution is assumed the same in all …

2013-07-11abs ↗pdf ↗

We study the connections between link invariants, the chromatic polynomial, geometric representations of models of statistical mechanics, and their common underlying algebraic structure. We establish a relation between several algebras and their associated combinatorial and topological quantities. In particular, we def…

2008-06-20abs ↗pdf ↗

Maximum pseudolikelihood method has been among the most important methods for learning parameters of statistical physics models, such as Ising models. In this paper, we study how pseudolikelihood can be derived for learning parameters of a mixture of Ising models. The performance of the proposed approach is demonstrate…

2015-06-08abs ↗pdf ↗

CuBAS selects informative data points based on curvature for better classification.

problem Lack of efficient sampling strategies for maximizing dataset informativeness.
method Information-geometric framework using curvature scores to select labeled data.
result Consistent and statistically significant improvements over random and uncertainty-based sampling.

Improved simulation of phase transitions using hierarchical autoregressive networks.

problem Simulating phase transitions in complex systems.
method Hierarchical Autoregressive Neural (HAN) network sampling algorithm.
result Significant improvement in statistical uncertainty compared to the Wolff cluster algorithm.

Local mappings relate dual and primal factor graphs for efficient marginal probability estimation.

problem Efficient estimation of marginal probabilities in statistical physics models.
method Local mappings based on Fourier transform of local factors, applied to Ising, Potts, and clock models.
result Local extrema of fixed points are at phase transition points, and the mapping facilitates efficient estimation.

Approximate algorithms for structured prediction problems---such as LP relaxations and the popular alpha-expansion algorithm (Boykov et al. 2001)---typically far exceed their theoretical performance guarantees on real-world instances. These algorithms often find solutions that are very close to optimal. The goal of thi…

2017-11-06abs ↗pdf ↗

Structure learning in random fields has attracted considerable attention due to its difficulty and importance in areas such as remote sensing, computational biology, natural language processing, protein networks, and social network analysis. We consider the problem of estimating the probabilistic graph structure associ…

2011-11-02abs ↗pdf ↗

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

Investigates multifractal scaling in critical dynamics of random surfaces.

problem Analyzing multifractal scaling in critical dynamics of random surfaces.
method Examined multifractal scaling in various conformal field theories on random surfaces.
result Higher moments of time variations of the order parameter exhibit multifractal scaling.

It is well a known and fundamental result that the Jones polynomial can be expressed as Potts and vertex partition functions of signed plane graphs. Here we consider constructions of the Jones polynomial as state models of unsigned graphs and show that the Jones polynomial of any link can be expressed as a vertex model…

2007-10-22abs ↗pdf ↗

While normalizing flows have led to significant advances in modeling high-dimensional continuous distributions, their applicability to discrete distributions remains unknown. In this paper, we show that flows can in fact be extended to discrete events---and under a simple change-of-variables formula not requiring log-d…

2019-05-24abs ↗pdf ↗

We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, which cannot be achieved by conventional methods, such as the Metropolis-Hastings algorithm or the heat bath algorithm (Gib…

2011-06-17abs ↗pdf ↗

A new diffusion model uses efficient conditional estimators for discrete data.

problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.

We introduce a polynomial invariant of graphs on surfaces, PGP_G, generalizing the classical Tutte polynomial. Topological duality on surfaces gives rise to a natural duality result for PGP_G, analogous to the duality for the Tutte polynomial of planar graphs. This property is important from the perspective of statisti…

2009-03-31abs ↗pdf ↗

BayesSum improves Bayesian quadrature for discrete domains, requiring fewer samples.

problem Estimating intractable expectations over discrete domains.
method BayesSum is a Bayesian quadrature extension for discrete domains, leveraging prior information through Gaussian processes.
result BayesSum requires fewer samples than Monte Carlo, achieving faster convergence rates.

New method speeds up sampling of Markov random fields.

problem Efficient sampling of Markov random fields is computationally expensive.
method Introduced a new class of Markov random fields linked to Gaussian Markov Random fields for faster sampling.
result At least 35x faster and 37x less energy consumption compared to Gibbs sampling.

We introduce and study the notion of the GG-Tutte polynomial for a list A\mathcal{A} of elements in a finitely generated abelian group ΓΓ and an abelian group GG, which is defined by counting the number of homomorphisms from associated finite abelian groups to GG. The GG-Tutte polynomial is a common generalizatio…

2017-07-14abs ↗pdf ↗

We introduce tensor network contraction algorithms for the evaluation of the Jones polynomial of arbitrary knots. The value of the Jones polynomial of a knot maps to the partition function of a qq-state Potts model defined as a planar graph with weighted edges that corresponds to the knot. For any integer qq, we cast…

2018-07-05abs ↗pdf ↗

A financial market model uses spin variables to represent and predict agent behavior.

problem Predicting and understanding financial market behavior.
method Agent-based model with Potts model interpretation, focusing on spin variables representing opinions and actions.
result Model accurately predicts market behavior and statistical properties of financial returns.

Submodular extensions of an energy function can be used to efficiently compute approximate marginals via variational inference. The accuracy of the marginals depends crucially on the quality of the submodular extension. To identify the best possible extension, we show an equivalence between the submodular extensions of…

2018-01-10abs ↗pdf ↗

A new method improves inference for complex Bayesian models.

problem Bayesian inference for doubly intractable distributions is computationally challenging.
method Monte Carlo Stein variational gradient descent (MC-SVGD) approach.
result The method achieves substantial computational gains over existing algorithms.

We study approximations of the partition function of dense graphical models. Partition functions of graphical models play a fundamental role is statistical physics, in statistics and in machine learning. Two of the main methods for approximating the partition function are Markov Chain Monte Carlo and Variational Method…

2017-11-05abs ↗pdf ↗

Inspired by the bankruptcy of Lehman Brothers and its consequences on the global financial system, we develop a simple model in which the Lehman default event is quantified as having an almost immediate effect in worsening the credit worthiness of all financial institutions in the economic network. In our stylized desc…

2010-02-04abs ↗pdf ↗

Grouping objects into clusters based on similarities or weights between them is one of the most important problems in science and engineering. In this work, by extending message passing algorithms and spectral algorithms proposed for unweighted community detection problem, we develop a non-parametric method based on st…

2018-01-30abs ↗pdf ↗

A new method estimates protein evolutionary fields and couplings from alignments.

problem Estimating evolutionary fields and couplings from protein sequence alignments.
method Boltzmann machine with parallel, persistent Markov chain Monte Carlo method.
result Improved precision in predicting contact residue pairs.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.