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.
Stabilizes complex systems using diffusion models trained on Lyapunov functions.
problem Generating stabilizing controllers for complex dynamical systems.
method Trains a diffusion model on pairs of asymptotically stable vector fields and their Lyapunov functions to identify the closest stable field and adjust control functions.
result Efficient and rapid stabilization of unseen systems, showcasing generalizability.
Operator calculus for population-based optimization provides a unified framework for analyzing convergence of various methods.
problem Convergence analysis of population-based optimization methods
method Introduce an operator calculus for describing composite mean-field algorithms as compositions of elementary operators acting on probability measures.
result Establish a modular Lyapunov principle for certifying exponential decay of state-space Lyapunov function and search errors.
In this paper, we propose a dynamical systems perspective of the Expectation-Maximization (EM) algorithm. More precisely, we can analyze the EM algorithm as a nonlinear state-space dynamical system. The EM algorithm is widely adopted for data clustering and density estimation in statistics, control systems, and machine…
Functional portfolio generation, initiated by E.R. Fernholz almost twenty years ago, is a methodology for constructing trading strategies with controlled behavior. It is based on very weak and descriptive assumptions on the covariation structure of the underlying market model, and needs no estimation of model parameter…
Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is…
According to Pixton, there are Morse-Smale diffeomorphisms of the 3-sphere which have no energy function, that is a Lyapunov function whose critical points are all periodic points of the diffeomorphism. We introduce the concept of quasi-energy function for a Morse-Smale diffeomorphism as a Lyapunov function with the le…
We describe, in the general setting of closed cone fields, the set of causal functions which can be approximated by smooth Lyapunov. We derive several consequences on causality theory. Dans le contexte général des champs de cones fermés, on décrit l'ensemble des fonctions causales qui peuvent être approchées par des fo…
We consider Lyapunov exponents for flat bundles over hyperbolic curves defined via parallel transport over the geodesic flow. We refine a lower bound obtained by Eskin, Kontsevich, Moeller and Zorich showing that the sum of the first k exponents is greater or equal than the sum of the degree of any rank k holomorphic s…
In this paper, following J. Franks' work on Lyapunov graphs of nonsingular Smale flows on S3, we study Lyapunov graphs of nonsingular Smale flows on S1×S2. More precisely, we determine necessary and sufficient conditions on an abstract Lyapunov graph to be associated with a nonsingular Smale flow on $S^1 …
Inference in hidden Markov model has been challenging in terms of scalability due to dependencies in the observation data. In this paper, we utilize the inherent memory decay in hidden Markov models, such that the forward and backward probabilities can be carried out with subsequences, enabling efficient inference over…
This paper presents a methodology and numerical algorithms for constructing accelerated gradient flows on the space of probability distributions. In particular, we extend the recent variational formulation of accelerated gradient methods in (wibisono, et. al. 2016) from vector valued variables to probability distributi…
In many real-world reinforcement learning (RL) problems, besides optimizing the main objective function, an agent must concurrently avoid violating a number of constraints. In particular, besides optimizing performance it is crucial to guarantee the safety of an agent during training as well as deployment (e.g. a robot…
We study the behaviour of a Hilbert geometry when going to infinity along a geodesic line. We prove that all the information is contained in the shape of the boundary at the endpoint of this geodesic line and have to introduce a regularity property of convex functions to make this link precise. The point of view is a d…