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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.

168,742 papers · 148 categories

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98197295393 · Jun 202019922001200920172026
48 results for critical scaling

This work analyzes actor-critic methods for faster convergence.

problem Finite-time analysis and sample complexity of two-time-scale actor-critic methods.
method Non-asymptotic analysis under non-i.i.d. setting, proving convergence to first-order stationary point.
result Actor-critic method finds a first-order stationary point with ildeO(ε2.5)\mathcal{ ilde{O}}(ε^{-2.5}) sample complexity.

Critical points of scale-invariant curvature energies in 4D are analytic.

problem Analyzing critical points of curvature energies in 4D manifolds.
method Applying Noether's theorem to identify conservation laws and lower order elliptic system of PDEs, then using integrability by compensation and interpolation theory.
result Critical points of scale-invariant curvature energies in 4D are analytic.

Investigates energy minimizers and critical points of scale-invariant tangent-point energies for knots.

problem Finding and characterizing minimizers and critical points of scale-invariant tangent-point energies for closed curves.
method Develops convergence and regularity theories based on fractional Sobolev spaces and new energy functionals.
result Minimizing sequences converge to locally critical embeddings in all but finitely many points, and locally critical embeddings are regular.

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.

Paper analyzes convergence rates of two time-scale AC and NAC algorithms.

problem Finite-sample convergence rate analysis of two time-scale AC and NAC algorithms.
method Developed novel techniques for bias error and convergence rate analysis.
result Established non-asymptotic convergence rates for two time-scale AC and NAC.

Study shows how electromagnetic and gravitational waves can form trapped surfaces.

problem Formation of trapped surfaces from initial data with electromagnetic fields.
method Established a scale-critical semi-global existence result from past null infinity for the Einstein-Maxwell system.
result Generalized approach for studying Einstein vacuum equations and extended a result to scale-critical regime.

This work aims to create a large-scale model for critical care time series data.

problem Lack of large-scale datasets and distribution shifts in critical care time series data.
method Harmonized dataset creation and transfer learning research.
result Established a foundation for large-scale multi-variate time series models in critical care.

A neural network model predicts the critical point of the Ising phase transition.

problem Predicting the critical point of the Ising phase transition using supervised learning.
method Proposed a minimal one-free-parameter neural network model to describe the supervised learning problem for the Ising model.
result Just one free parameter is enough to describe the universal finite-size-scaling function in the network output.

Study on curve diffusion flows with scale-critical curvature term.

problem Analyzing stability of curve diffusion flows with scale-critical curvature.
method Introduced and studied a one-parameter family of curve diffusion flows with a scale-critical cubic curvature term. Analyzed dynamical stability of homothetic circles using variational methods.
result Established that any small perturbation of an ωω-fold circle monotonically approaches the unit ωω-circle after rescaling, translation, and reparametrisation.

We determine the critical batch size for large language models and find it scales with data size, not model size.

problem Determining the optimal batch size for large-scale model training.
method We propose a measure of critical batch size, pre-trained models, and systematic hyper-parameter sweeps.
result The critical batch size scales primarily with data size, not model size.

The paper analyzes SGD in high-dimensional networks, revealing new scaling limits.

problem Understanding SGD dynamics in high-dimensional networks.
method Analyzing the effective dynamics of SGD using recent work on the subject.
result A new correction term emerges at the critical scaling regime, changing the phase diagram.

A new sampler tackles critical phenomena by leveraging scale invariance.

problem Scale invariance at criticality causes sampling difficulties in Monte Carlo simulations.
method RiGCS combines MLMC-HB with generative models to improve sampling efficiency.
result RiGCS achieves significantly higher effective sample size than existing methods.

Study examines wave equation decay and Strichartz estimates on conic manifolds.

problem Analyzing wave equation behavior on conic spaces with critical electromagnetic potentials.
method Established decay and Strichartz estimates through localized spectral measure construction.
result Extended and improved previous results on wave equation behavior with critical potentials.

This paper interprets critical scales in persistent homology for compact metric spaces.

problem Understanding critical scales in persistent homology for general compact metric spaces.
method Analyzing local minima of the distance function and their impact on persistence.
result Each decrease in zero-dimensional persistence and increase in one-dimensional persistence is induced by local minima of the distance function.

Variational reduction simplifies Lagrangian systems with scaling symmetries.

problem Simplifying Lagrangian systems with scaling symmetries.
method Defining a variational reduction procedure for homogenous Lagrangian systems.
result Reconstructing trajectories from critical points of reduced variational principle.

Paper proves trapped surface formation for EMCSF system without symmetry assumptions.

problem Formation of trapped surfaces for the Einstein--Maxwell--charged scalar field system.
method Scale-critical trapped surface formation result established from past null infinity.
result Focusing of gravitational waves, concentration of electromagnetic fields, or condensation of scalar fields can lead to trapped surface formation.

Learning the distribution of natural images is one of the hardest and most important problems in machine learning. The problem remains open, because the enormous complexity of the structures in natural images spans all length scales. We break down the complexity of the problem and show that the hierarchy of structures …

2015-10-27abs ↗pdf ↗

Dropout schedules can be optimized to significantly reduce model test loss.

problem Improving model performance in neural networks.
method Developed a mean-field theory of dropout at the edge of chaos, proposing front-loaded dropout schedules.
result Front-loaded dropout schedules reduce test loss by 18-35% over constant dropout.

We introduce a scalable measure of curvature for analyzing training dynamics of large language models.

problem Analyzing the training dynamics of large language models due to high computational cost of measuring Hessian sharpness.
method We introduce critical sharpness and relative critical sharpness as computationally efficient measures capturing Hessian sharpness phenomena.
result We provide the first demonstration of sharpness phenomena at scale up to 7B parameters.

We develop a regularity theory for extremal knots of scale invariant knot energies defined by J. O'hara in 1991. This class contains as a special case the Möbius energy. For the Möbius energy, due to the celebrated work of Freedman, He, and Wang, we have a relatively good understanding. Their approch is crucially based…

2019-05-15abs ↗pdf ↗

Deep neural networks near edge of chaos show universal scaling laws.

problem Understanding the behavior of deep neural networks near critical points.
method Analogy to absorbing phase transitions in statistical mechanics, deterministic propagation dynamics, mean-field and directed percolation universality classes.
result Deep neural networks exhibit universal scaling laws near the edge of chaos.

The integral of the energy density function m\mathfrak m of a closed Robertson-Walker (RW) spacetime with source a perfect fluid and cosmological constant ΛΛ gives rise to an action functional on the space of scale functions of RW spacetime metrics. This paper studies closed RW spacetimes which are critical for this …

2019-04-18abs ↗pdf ↗

We investigate the combination of actor-critic reinforcement learning algorithms with uniform large-scale experience replay and propose solutions for two challenges: (a) efficient actor-critic learning with experience replay (b) stability of off-policy learning where agents learn from other agents behaviour. We employ …

2019-09-25abs ↗pdf ↗

Classifies low-energy harmonic maps from curved surfaces to spheres.

problem Classifying harmonic maps from curved surfaces to spheres under low energy conditions.
method Classifies maps via bubble scales and centers, focusing on degree-one maps as α approaches 1.
result Degree-one αα-harmonic maps blow a bubble based at a critical point of a function J\mathcal{J}, which is the sum of squares of holomorphic one-forms.

Constructs initial data leading to apparent horizons and tests Penrose Inequality.

problem Testing Penrose Inequality in dynamical spacetimes.
method Scale critical initial data for Einstein vacuum system, constructing Cauchy data.
result Penrose Inequality holds in an open region of the future of initial data.

This work studies scaling laws for low-precision training in high-dimensional linear regression.

problem Optimizing trade-off between model quality and training costs in high-dimensional linear regression.
method Theoretical study of scaling laws for low-precision training within a high-dimensional sketched linear regression framework, analyzing multiplicative and additive quantization.
result Multiplicative quantization maintains full-precision model size, while additive quantization reduces effective model size.

The paper studies Hawkes processes under mean-field limits and criticality conditions.

problem Analyzing nearly unstable Hawkes processes in a mean-field regime.
method Extending the method by Jaisson and Rosenbaum, establishing scaling limits and propagation of chaos.
result Scaling limits of Hawkes processes are stochastic Volterra diffusions of affine type, with three distinct limiting regimes.

First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space R+×RdR_+ \times R^d. We specialize our result to one-dimensional continuous state branching processes with immigration. As an application, we study the asymptotic behavior of least squares estimators…

2012-10-05abs ↗pdf ↗

Stability of knots at low regularity, and symmetric critical knots for Möbius energy.

problem Stability of knot equivalence at low regularity.
method Localized Gromov distortion and Hausdorff-distance criteria.
result Compactness theorem for knot equivalence classes and existence of symmetric critical knots for Möbius energy.

We provide evidence that cumulative distributions of absolute normalized returns for the 100100 American companies with the highest market capitalization, uncover a critical behavior for different time scales ΔtΔt. Such cumulative distributions, in accordance with a variety of complex --and financial-- systems, can be m…

2017-02-20abs ↗pdf ↗

This article investigates stationary surfaces with boundaries, which arise as the critical points of functionals dependent on curvature. Precisely, a generalized "bending energy" functional W\mathcal{W} is considered which involves a Lagrangian that is symmetric in the principal curvatures. The first variation of $\ma…

2019-12-15abs ↗pdf ↗

High-dimensional SGD limits show surprising dynamics and phase transitions.

problem Understanding SGD in high dimensions and its scaling limits.
method Proving limit theorems for SGD trajectories in high dimensions, choosing summary statistics, initialization, and step-size.
result Critical scaling regime for step-size, new correction term, and complex diffusive limits.

Improved sample complexity for actor-critic algorithms in MDPs.

problem Achieving optimal policies with limited data in reinforcement learning.
method Single-timescale actor-critic with STORM (STOchastic Recursive Momentum) and a sample buffer.
result Optimal sample complexity of O(ε2)O(ε^{-2}) for εε-optimal policies.

Probabilistic modeling is a powerful approach for analyzing empirical information. We describe Edward, a library for probabilistic modeling. Edward's design reflects an iterative process pioneered by George Box: build a model of a phenomenon, make inferences about the model given data, and criticize the model's fit to …

2016-10-31abs ↗pdf ↗

We study the behavior of untrained neural networks whose weights and biases are randomly distributed using mean field theory. We show the existence of depth scales that naturally limit the maximum depth of signal propagation through these random networks. Our main practical result is to show that random networks may be…

2016-11-04abs ↗pdf ↗

For large scale on-line inference problems the update strategy is critical for performance. We derive an adaptive scan Gibbs sampler that optimizes the update frequency by selecting an optimum mini-batch size. We demonstrate performance of our adaptive batch-size Gibbs sampler by comparing it against the collapsed Gibb…

2018-01-27abs ↗pdf ↗

The z-transform technique is used to investigate the model for distribution of high-tax payers, which is proposed by two of the authors (K. Y and S. M) and others. Our analysis shows an asymptotic power-law of this model with the exponent -5/2 when a total ``mass'' has a certain critical value. Below the critical value…

2005-10-26abs ↗pdf ↗