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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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48 results for Random fields

Study on spin random fields using chaos decomposition for cosmic microwave background modeling.

problem Modeling polarization of Cosmic Microwave Background using spin random fields.
method Explicit Wiener-Itô chaos decomposition of area measures of level sets.
result Reveals a clear difference between high frequency regime and zero spin case.

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…

2012-09-26abs ↗pdf ↗

Develops a new model for cross-currency derivatives pricing.

problem Pricing cross-currency derivatives in a complex market model.
method Introduces a random field LIBOR market model to handle uncertainty in forward LIBOR rates.
result Derives exact and approximate pricing formulas for various derivatives.

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.

Study of cosmic microwave background polarization using spin random fields.

problem Detecting deviations from Gaussianity and anisotropies in cosmic fields.
method Explicit formula for Lipschitz-Killing curvatures of spin spherical random fields.
result Coherent with asymptotic results, providing new metric expressions.

Existence of strong randomized equilibria in mean-field games with common noise.

problem Existence of strong solutions in mean-field games of optimal stopping.
method Connection with Bank-El Karoui's representation problem and continuity assumptions.
result Existence of strong randomized mean-field equilibrium under certain conditions.

New framework models neural systems with random architecture on manifolds.

problem Complex, uncertain systems with non-Gaussian outputs.
method Latent random field on compact manifold generates neural architecture and weights.
result Synthetic neural systems can produce stochastic outputs for deterministic inputs.

Random Gaussian fields on 4D Riemannian manifolds with conformal invariance.

problem Characterizing and analyzing Gaussian fields on 4D Riemannian manifolds.
method Constructing and analyzing co-biharmonic Gaussian fields with covariance kernels defined by the Paneitz operator.
result Rigorous derivation of quantum Liouville measure for γ<8|γ|<\sqrt8.

Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper, we propose a message-passing-type method to analytically evaluate the quenched a…

2015-03-16abs ↗pdf ↗

A new method uses SPDEs to efficiently model random fields on complex domains.

problem Efficient representation of random fields on complex domains for engineering and machine learning.
method Uses SPDEs to develop a scalable framework for statFEM and GP regression.
result Can model anisotropic, non-stationary random fields with arbitrary smoothness.

The paper characterizes the geometry and topology of spin random fields.

problem Understanding the expected geometry and topology of spin random fields.
method Investigating the asymptotic behavior of geometric and topological functionals for spin random fields under scaling assumptions.
result Explicit results for monochromatic fields, showing non-universal asymptotic behavior and new generalized models.

This is a technical report which explores the estimation methodologies on hyper-parameters in Markov Random Field and Gaussian Hidden Markov Random Field. In first section, we briefly investigate a theoretical framework on Metropolis-Hastings algorithm. Next, by using MH algorithm, we simulate the data from Ising model…

2017-11-20abs ↗pdf ↗

New methods reduce computational cost for Gaussian Markov Random Fields with sparse constraints.

problem Inference and simulation of GMRFs are computationally prohibitive with many constraints.
method Proposes a basis transformation into blocks of constrained and non-constrained subspaces.
result Significantly outperforms existing alternatives in computational cost.

Bounds on Gaussian approximation for neural networks with novel smoothing techniques.

problem Approximating the distribution of wide random neural networks.
method Stein's method, Gaussian smoothing, Laplacian operators, Cameron-Martin space.
result First bounds on Gaussian approximation of wide random neural networks.

Reconstructing signature features from randomized vector fields in differential equations.

problem Reconstructing signature features from controlled differential equations with random vector fields.
method Using controlled ordinary differential equations driven by continuous bounded variation curves, the study explores the extent to which signature features can be reconstructed from the non-linear flow of these equations.
result The number of signature features that can be reconstructed from the non-linear flow of controlled ordinary differential equations with random vector fields is exponential in the hidden dimension, under certain conditions.

Consider a random smooth Gaussian field G(x):FRG(x):F\to\mathbb{R}, where FF is a compact in Rd\mathbb{R}^d. We derive a formula for average area of a surface generated by the equation G(x)=0G(x)=0 and give some applications. As an auxiliary result we obtain an integral expression for area of a surface induced by zeros of a \e…

2011-02-17abs ↗pdf ↗

Study on the smoothness of solutions to a specific type of stochastic differential equation.

problem Regularity of solutions to mean-field GG-SDEs.
method Analysis of first and second order Fréchet differentiability in the random initial condition.
result Established the Fréchet differentiability of the solution and specified the corresponding equations.

The paper develops methods for high-dimensional inference in Markov random fields.

problem Statistical inference for high-dimensional Markov random fields.
method Markov Chain Monte Carlo Maximum Likelihood Estimation (MCMC-MLE) with Elastic-net regularization.
result The proposed methods achieve 1\ell_{1}-consistency and false discovery rate control.

CMRFs extend PGMs for topological data, capturing both conditional and marginal dependencies.

problem Limited expressiveness of PGMs for topological data.
method Introducing Colored Markov Random Fields (CMRFs) that model Gaussian edge variables on topological spaces.
result CMRFs improve distributed estimation over physical networks compared to baselines.

Research proves the semi-classical limit of Liouville conformal field theory, describing deterministic geometry from random fluctuations.

problem Proving the semi-classical limit of Liouville conformal field theory.
method Probabilistic definition of Liouville theory, proving existence of semi-classical limit, defining classical stress-energy tensor.
result Existence and description of the semi-classical limit in terms of a massive Gaussian free field with Robin boundary conditions.

Estimates binary labels from dependent data using Markov Random Fields.

problem Statistical estimation from dependent data across spatial, temporal, and social domains.
method Modeling dependencies as Markov Random Fields and providing efficient estimation algorithms.
result Statistically efficient estimation rates for Ising models from a single sample.

Abstract: Generalizes SGMs to infinite-dimensional Hilbertian setting.

problem Difficulties in extending SGMs to infinite-dimensional settings.
method Uses Gamma and Malliavin Calculus, Dirichlet forms, Wiener chaoses, and time-reversal formula.
result Generalized SGMs to Hilbertian setting with finite-dimensional entropic convergence bounds.

In this note, we consider a fixed vector field VV on S2S^2 and study the distribution of points which lie on the nodal set (of a random spherical harmonic) where VV is also tangent. We show that the expected value of the corresponding counting function is asymptotic to the eigenvalue with a leading coefficient that i…

2018-09-05abs ↗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.

Study Nash equilibrium in mean field portfolio games with random market parameters.

problem Modeling wealth and relative performance in competitive financial markets.
method Martingale optimality principle approach to characterize Nash equilibrium in mean field FBSDE.
result Unique Nash equilibrium found under weak interaction assumption and market parameters independence.

Study loop corrections in random feature models affecting training and test errors.

problem Analyzing loop corrections in random feature models to understand training and test errors.
method Statistical physics and effective field theory approach to study loop corrections.
result Derived loop corrections to training error, test error, and generalization gap.

We consider the structure learning problem for graphical models that we call loosely connected Markov random fields, in which the number of short paths between any pair of nodes is small, and present a new conditional independence test based algorithm for learning the underlying graph structure. The novel maximization …

2012-04-25abs ↗pdf ↗