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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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6111722 · May 202619922001200920172026
48 results for Sherrington-Kirkpatrick Hamiltonian

In the present work, the optimal portfolio minimizing the investment risk with cost is discussed analytically, where this objective function is constructed in terms of two negative aspects of investment, the risk and cost. We note the mathematical similarity between the Hamiltonian in the mean-variance model and the Ha…

2018-02-09abs ↗pdf ↗

Algorithm learns Sherrington-Kirkpatrick model parameters at low temperatures.

problem Learning parameters of random graphical models at low temperatures.
method Multiplicative-weight update algorithm for polynomial time learning.
result Algorithm learns SK model parameters at βlognβ\leq \sqrt{\log n}.

This work maps Boltzmann distributions to ARNNs for better physics-based model approximations.

problem Approximating Boltzmann distributions of binary systems.
method Exact mapping of Boltzmann distribution to autoregressive neural network architecture.
result New ARNN architectures derived from physical models show superior performance.

New tools in nonlinear random matrices improve understanding of the Sum of Squares hierarchy.

problem Improving the Sum of Squares (SoS) hierarchy's performance on average-case problems.
method Developed new tools in nonlinear random matrices and applied them to analyze the SoS hierarchy.
result Subexponential-time SoS lower bounds for various problems, offering evidence for the low-degree likelihood ratio hypothesis.

AMP algorithms can be efficiently simulated by SDPs even with corrupted data.

problem Optimizing average-case optimization problems with corrupted data.
method Local statistics hierarchy semidefinite programs (SDPs) simulate AMP algorithms robustly.
result Robust guarantees for many AMP algorithms are offered, contrasting with strong lower bounds for SDPs.

New algorithm nearly achieves ground state free energy of SK model.

problem Determining the ground state free energy of the SK model.
method Controlled Loosening-up (CLuP) algorithm applied to SK models.
result Achieves ground state free energy of ~0.76 for n in the thousands.

We propose a general framework for solving statistical mechanics of systems with finite size. The approach extends the celebrated variational mean-field approaches using autoregressive neural networks, which support direct sampling and exact calculation of normalized probability of configurations. It computes variation…

2018-09-27abs ↗pdf ↗

New method uses quantum annealing and VAN for better statistical mechanics calculations.

problem Difficulty in computing partition function in statistical mechanics.
method Combines quantum annealing samples with variational autoregressive networks.
result Enhanced accuracy in finite-size Sherrington-Kirkpatrick model.

This work generalizes Hamiltonian mechanics using closed differential forms.

problem Hidden invariants in classical Hamiltonian mechanics.
method Establishes a novel correspondence between generalized Hamiltonian mechanics and multisymplectic geometry.
result Key theorems linking classical and generalized Hamiltonian systems.

Study investigates Hamiltonian systems in fibered almost-symplectic manifolds.

problem Existence and properties of non-vertical fully-Hamiltonian vector fields in almost symplectic manifolds with Lagrangian fibrations.
method Investigates vector fields in 2n-dimensional almost symplectic manifolds with Lagrangian fibrations, focusing on partially-Hamiltonian and fully-Hamiltonian vector fields.
result Non-vertical fully-Hamiltonian vector fields exist under certain genericity conditions and can be reduced to families of symplectic-Hamiltonian vector fields.

Develops Hamiltonian Score Matching and Generative Flows for machine learning.

problem Estimating score functions and designing generative models.
method Introduces Hamiltonian velocity predictors (HVPs) for score matching and generative flows.
result Hamiltonian Generative Flows (HGFs) rival leading generative modeling techniques.

The study examines stability of Hamiltonian Poisson integrators on both integrable and non-integrable systems.

problem Investigating stability properties of Hamiltonian Poisson integrators.
method Examples of Lotka-Volterra dynamics and numerical investigations of a non-integrable system are used.
result The existence of a modified Hamiltonian is crucial for the stability of Hamiltonian Poisson integrators.

The paper studies co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.

problem Fix-point theory and co-Hamiltonian diffeomorphisms on compact cosymplectic manifolds.
method Fix-point theory, Arnold's conjecture, co-Hofer norms, topologies, approximations lemmas.
result Minimum number of fix points for co-Hamiltonian diffeomorphisms is at least 1.

We study the fundamental limits of detecting the presence of an additive rank-one perturbation, or spike, to a Wigner matrix. When the spike comes from a prior that is i.i.d. across coordinates, we prove that the log-likelihood ratio of the spiked model against the non-spiked one is asymptotically normal below a certai…

2018-06-25abs ↗pdf ↗

New integrators preserve geometric structure in Hamiltonian systems.

problem Preserving geometric structure in Hamiltonian systems on Jacobi manifolds.
method Combining Poissonization and symplectic bi-realizations to construct structure-preserving integrators.
result Explicit construction and application of Jacobi Hamiltonian integrators.

The paper develops a theory linking Hamiltonian and quasi-Hamiltonian manifolds.

problem Understanding the deformation of Hamiltonian quasi-Poisson manifolds to Hamiltonian Poisson manifolds.
method Introduces a generalized Hamiltonian deformation theory and constructs a topological quantum field theory.
result Shows that the imploded cross section of the double $D(G)_\imp$ deforms to the implosion of the cotangent bundle $T^*G_\imp$.

Gauss diagrams' properties can change with Hamiltonian cycle choice.

problem The impact of Hamiltonian cycle choice on Gauss diagrams.
method Examined realizable and unrealizable Gauss diagrams, and proved preservation of realizability under certain Hamiltonian cycle changes.
result Properties of Gauss diagrams can vary with Hamiltonian cycle choice.

We classify compact, connected Hamiltonian and quasi-Hamiltonian manifolds of cohomogeneity one (which is the same as being multiplicity free of rank one). Here the group acting is a compact connected Lie group (simply connected in the quasi-Hamiltonian case). This work is a concretization of the more general classific…

2019-10-04abs ↗pdf ↗

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

Arnold-Liouville systems cannot be bi-Hamiltonian generically.

problem The bi-Hamiltonian structure of Arnold-Liouville systems.
method Proving that a specific class of smooth functions is a meagre subset for the Fréchet topology, which implies Arnold-Liouville systems cannot be bi-Hamiltonian.
result Generically, Arnold-Liouville systems cannot be bi-Hamiltonian.

New method calculates volume-renormalized mass from Hamiltonian perspective.

problem Calculating volume-renormalized mass for asymptotically hyperbolic manifolds.
method Using Michel's mass invariants and a reduced Hamiltonian perspective, the volume-renormalized mass is deduced.
result The reduced Hamiltonian recovers the volume-renormalized mass and its variations.

The paper discusses reducing Hamiltonian systems by scaling and standard symmetries, leading to Kirillov Hamiltonian systems.

problem Reduction of symplectic Hamiltonian systems by scaling and standard symmetries.
method Proof of Kirillov Hamiltonian systems and equivalence of reductions.
result Equivalent Kirillov Hamiltonian systems from different reduction orders.

Develops integrators for contact Hamiltonian systems preserving geometric structure.

problem Creating integrators for dissipative systems with geometric structure.
method Structure-preserving splitting framework based on exact-contact subflows.
result Local universality of contact splitting integrators.

Researchers tackle the globalization problem of locally cosymplectic Hamiltonian dynamics.

problem Globalization problem of locally cosymplectic Hamiltonian dynamics.
method Investigate the geometry of locally conformally cosymplectic manifolds and provide a geometric Hamilton-Jacobi theory.
result Provide a geometric Hamilton-Jacobi theory on locally conformally cosymplectic manifolds.

This paper studies Hamilton-Jacobi equations for magnetic systems with constraints.

problem Understanding dynamics of magnetic systems with geometric constraints.
method Developed Hamilton-Jacobi equations for magnetic systems with nonholonomic constraints.
result Revealed relationships between magnetic structures, constraints, and dynamics.

This work extends locally conformal analysis to multi-Hamiltonian settings, providing new geometric structures and Hamiltonian dynamics.

problem Globalization problem in multi-Hamiltonian formalisms due to incompatibilities on chart overlaps.
method Investigation of locally conformally Nambu--Poisson and locally conformally generalized Poisson manifolds, constructing Hamiltonian-type evolution equations.
result Unified framework for classical, Nambu--Poisson, and generalized Poisson manifolds within a locally conformal context.

We introduce the notion of Hamiltonian spaces for Manin pairs over manifolds, using the so-called generalized Dirac structures. As an example, we describe Hamiltonian spaces of a quasi-Lie bialgebroid using this general framework. We also discuss reduction of Hamiltonian spaces of this general type.

2008-09-24abs ↗pdf ↗

Survey of recent developments in symmetric reductions and controls for Hamiltonian systems.

problem Understanding the internal relationships of geometric structures and controls in Hamiltonian systems with symmetry.
method Survey and introduction of recent developments in controlled Hamiltonian systems with symmetry.
result Reveals the relationships between geometric structures, nonholonomic constraints, dynamical vector fields, and controls.