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.
GDML learns effective CG models from all-atom data.
Data coarse graining improves model performance by filtering out less relevant features.
Atomistic or ab-initio molecular dynamics simulations are widely used to predict thermodynamics and kinetics and relate them to molecular structure. A common approach to go beyond the time- and length-scales accessible with such computationally expensive simulations is the definition of coarse-grained molecular models.…
We propose a probabilistic model for refining coarse-grained spatial data by utilizing auxiliary spatial data sets. Existing methods require that the spatial granularities of the auxiliary data sets are the same as the desired granularity of target data. The proposed model can effectively make use of auxiliary data set…
Efficient algorithms learn from coarse labels instead of fine grained ones.
Machine learning generates coarse-grained force fields for molecular dynamics.
Fine-grained pretraining improves neural network's ability to learn rare features.
We present a novel learning framework that consistently embeds underlying physics while bypassing a significant drawback of most modern, data-driven coarse-grained approaches in the context of molecular dynamics (MD), i.e., the availability of big data. The generation of a sufficiently large training dataset poses a co…
Temporal coarse-graining of latent default paths explains effective correlation in corporate defaults.
Temporal aggregation reveals latent default correlation from monthly data.
DiAMoNDBack models protein backmapping from coarse-grained Cα traces.
Molecular dynamics simulations provide theoretical insight into the microscopic behavior of materials in condensed phase and, as a predictive tool, enable computational design of new compounds. However, because of the large temporal and spatial scales involved in thermodynamic and kinetic phenomena in materials, atomis…
We propose a data-driven, coarse-graining formulation in the context of equilibrium statistical mechanics. In contrast to existing techniques which are based on a fine-to-coarse map, we adopt the opposite strategy by prescribing a probabilistic coarse-to-fine map. This corresponds to a directed probabilistic model wher…
Framework preserves emergent physics in non-equilibrium systems from particle trajectories.
Financial markets analyzed by reducing correlation matrix complexity.
New method uses normalizing flows to improve force fields for coarse-grained molecular dynamics.
We present an algorithm for supervised learning using tensor networks, employing a step of preprocessing the data by coarse-graining through a sequence of wavelet transformations. We represent these transformations as a set of tensor network layers identical to those in a multi-scale entanglement renormalization ansatz…
CG-BGs combine flow-based models with PMFs to sample large systems efficiently.
The combination of high-dimensionality and disparity of time scales encountered in many problems in computational physics has motivated the development of coarse-grained (CG) models. In this paper, we advocate the paradigm of data-driven discovery for extract- ing governing equations by employing fine-scale simulation …
Data-based discovery of effective, coarse-grained (CG) models of high-dimensional dynamical systems presents a unique challenge in computational physics and particularly in the context of multiscale problems. The present paper offers a data-based, probablistic perspective that enables the quantification of predictive u…
The ubiquitous deployment of monitoring devices in urban flow monitoring systems induces a significant cost for maintenance and operation. A technique is required to reduce the number of deployed devices, while preventing the degeneration of data accuracy and granularity. In this paper, we present an approach for infer…
We discuss a Bayesian formulation to coarse-graining (CG) of PDEs where the coefficients (e.g. material parameters) exhibit random, fine scale variability. The direct solution to such problems requires grids that are small enough to resolve this fine scale variability which unavoidably requires the repeated solution of…
Extracts coarse-grained PDEs from microscopic simulations.
Paper tackles cross-granularity few-shot learning with meta-embedder.
We propose a new approach for analyzing price fluctuations in their strongly correlated regime ranging from minutes to months. This is done by employing a self-similarity assumption for the magnitude of coarse-grained price fluctuation or volatility. The existence of a Cramer function, the characteristic function for s…
Sparsity helps reduce the computational complexity of deep neural networks by skipping zeros. Taking advantage of sparsity is listed as a high priority in next generation DNN accelerators such as TPU. The structure of sparsity, i.e., the granularity of pruning, affects the efficiency of hardware accelerator design as w…
The recent trend for acquiring big data assumes that possessing quantitatively more and qualitatively finer data necessarily provides an advantage that may be critical in competitive situations. Using a model complex adaptive system where agents compete for a limited resource using information coarse-grained to differe…
Improved CG force-field learning from all-atom data.
We introduce a hierarchical architecture for video understanding that exploits the structure of real world actions by capturing targets at different levels of granularity. We design the model such that it first learns simpler coarse-grained tasks, and then moves on to learn more fine-grained targets. The model is train…
The automated construction of coarse-grained models represents a pivotal component in computer simulation of physical systems and is a key enabler in various analysis and design tasks related to uncertainty quantification. Pertinent methods are severely inhibited by the high-dimension of the parametric input and the li…
Temporal coarse-graining of multi-sector default count data generates effective correlation matrices and rank copulas.
Using a recently developed method of noise level estimation that makes use of properties of the coarse grained-entropy we have analyzed the noise level for the Dow Jones index and a few stocks from the New York Stock Exchange. We have found that the noise level ranges from 40 to 80 percent of the signal variance. The c…
The paper develops a physics-aware method for modeling multiscale dynamics with reduced data.
New framework learns labels at both bag and graph levels.
Graph neural network predicts optimal coarse-grained mapping operators.
This study uses persistent homology to analyze complex transitional networks from time series data.
Improved investment performance with fine-grained LLM tasks.
Survey of weak form's role in equation learning, parameter estimation, and coarse graining.
A new machine-learned CG model predicts protein structures efficiently.
Considering event structure information has proven helpful in text-based stock movement prediction. However, existing works mainly adopt the coarse-grained events, which loses the specific semantic information of diverse event types. In this work, we propose to incorporate the fine-grained events in stock movement pred…
Aspect-level sentiment classification (ASC) aims at identifying sentiment polarities towards aspects in a sentence, where the aspect can behave as a general Aspect Category (AC) or a specific Aspect Term (AT). However, due to the especially expensive and labor-intensive labeling, existing public corpora in AT-level are…
Although there has been a rapid development of practical applications, theoretical explanations of deep learning are in their infancy. Deep learning performs a sophisticated coarse graining. Since coarse graining is a key ingredient of the renormalization group (RG), RG may provide a useful theoretical framework direct…
MLP residual networks implement a selective coarse-graining procedure governed by the spectral structure of the input distribution.
The paper reduces the complexity of financial market correlation matrices to a 2x2 matrix.
WSINDy identifies reduced Hamiltonian systems from particle interactions.
A conceptually simple way to classify images is to directly compare test-set data and training-set data. The accuracy of this approach is limited by the method of comparison used, and by the extent to which the training-set data cover configuration space. Here we show that this coverage can be substantially increased u…
New CGMD model predicts non-equilibrium processes better than existing methods.
LDA improves image classification accuracy with fewer features.