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.
Study growth patterns in random networks using i.i.d. perturbations.
The paper simplifies multi-agent RL dynamics in finite-state Markov games using homogenization.
A new deep metric learning method for defect classification in threaded pipe connections.
Study active nematic forces on curved surfaces, revealing new coupling mechanisms.
Framework for efficient defect classification and inspection.
We present a homogenization theorem for isotropically-distributed point defects, by considering a sequence of manifolds with increasingly dense point defects. The loci of the defects are chosen randomly according to a weighted Poisson point process, making it a continuous version of the first passage percolation model.…
Anomaly detection refers to the task of finding unusual instances that stand out from the normal data. In several applications, these outliers or anomalous instances are of greater interest compared to the normal ones. Specifically in the case of industrial optical inspection and infrastructure asset management, findin…
Graph coloring is explained using a topological field theory with defects.
A novel method classifies wafer defects using topological data analysis.
The paper explores geometric calculations on probability manifolds derived from master equations.
Automated visual inspection in the semiconductor industry aims to detect and classify manufacturing defects utilizing modern image processing techniques. While an earliest possible detection of defect patterns allows quality control and automation of manufacturing chains, manufacturers benefit from an increased yield a…
New approach to understand recurrent policies as FSMs without minimization.
We study discretizations of polynomial processes using finite state Markov processes satisfying suitable moment matching conditions. The states of these Markov processes together with their transition probabilities can be interpreted as Markov cubature rules. The polynomial property allows us to study such rules using …
In this paper, a finite-state mean-reverting model for the short-rate, based on the continuous time Ehrenfest process, will be examined. Two explicit pricing formulae for zero-coupon bonds will be derived in the general and the special symmetric cases. Its limiting relationship to the Vasicek model will be examined wit…
Defines state sum models with defects in 3-manifolds.
Reciprocal processes are acausal generalizations of Markov processes introduced by Bernstein in 1932. In the literature, a significant amount of attention has been focused on developing dynamical models for reciprocal processes. In this paper, we provide a probabilistic graphical model for reciprocal processes. This le…
The paper tackles restless bandits with limited observation, proposing a method to analyze and approximate their optimal strategies.
The study examines K-polystability on Fano 4-folds with specific Lefschetz defects.
The potential approach is a general and simple method for modelling interest rates, foreign exchange rates, and in principle other types of financial assets. This paper takes data on some liquid interest rate derivatives, and fits potential models using a small finite-state Markov chain as the base Markov process.
We consider a self-exciting counting process, the parameters of which depend on a hidden finite-state Markov chain. We derive the optimal filter and smoother for the hidden chain based on observation of the jump process. This filter is in closed form and is finite dimensional. We demonstrate the performance of this fil…
In this paper we propose a semi-Markov modulated model of interest rates. We assume that the switching process is a semi-Markov process with finite state space E and the modulated process is a diffusive process. We derive recursive equations for the higher order moments of the discount factor and we describe a Monte Ca…
In this paper, we survey recent results on index defects of elliptic operators on manifolds with boundary. Index defects are similar to the Hirzebruch signature defects in topology, where the defects appear as the correction terms to the signature formula on manifolds with boundary. For some natural classes of elliptic…
The smallest eigenvectors of the graph Laplacian are well-known to provide a succinct representation of the geometry of a weighted graph. In reinforcement learning (RL), where the weighted graph may be interpreted as the state transition process induced by a behavior policy acting on the environment, approximating the …
Study of knotted defects in smectic liquid crystals using topological knot theory.
We study the topology of smectic defects in two and three dimensions. We give a topological classification of smectic point defects and disclination lines in three dimensions. In addition we describe the combination rules for smectic point defects in two and three dimensions, showing how the broken translational symmet…
We define the sigma-model action for world-sheets with embedded defect networks in the presence of a three-form field strength. We derive the defect gluing condition for the sigma-model fields and their derivatives, and use it to distinguish between conformal and topological defects. As an example, we treat the WZW mod…
Stochastic gradient methods are the workhorse (algorithms) of large-scale optimization problems in machine learning, signal processing, and other computational sciences and engineering. This paper studies Markov chain gradient descent, a variant of stochastic gradient descent where the random samples are taken on the t…
We consider the estimation of the policy gradient in partially observable Markov decision processes (POMDP) with a special class of structured policies that are finite-state controllers. We show that the gradient estimation can be done in the Actor-Critic framework, by making the critic compute a "value" function that …
SCaSML improves PDE solvers by correcting errors efficiently.
Alexander polynomial degree correlates with knot defect, proving conjecture for defect zero.
We introduce a Bayesian defect detector to facilitate the defect detection on the motion blurred images on rough texture surfaces. To enhance the accuracy of Bayesian detection on removing non-defect pixels, we develop a class of reflected non-local prior distributions, which is constructed by using the mode of a distr…
During the fabrication of casting parts sensor data is typically automatically recorded and accumulated for process monitoring and defect diagnosis. As casting is a thermal process with many interacting process parameters, root cause analysis tends to be tedious and ineffective. We show how a decomposition based on non…
Graph-based ML improves defect prediction in software development.
Simplified 3D Dijkgraaf-Witten theory with defects explained geometrically.
The angle defect, which is the standard way to measure curvature at the vertices of polyhedral surfaces, goes back at least as far as Descartes. Although the angle defect has been widely studied, there does not appear to be in the literature an axiomatic characterization of the angle defect. We give a characterization …
Spin TFTs created by gauging line defects in 3D.
Defect of knot polynomials remains invariant under certain braid substitutions.
Extends knotted defect classification to bounded domains using handlebodies.
New theorem disproves Angle Defect for super triangles.
A new layer learns abstract relations from graph structure using finite-state automata.
Epsilon-machines are minimal, unifilar presentations of stationary stochastic processes. They were originally defined in the history machine sense, as hidden Markov models whose states are the equivalence classes of infinite pasts with the same probability distribution over futures. In analyzing synchronization, though…
Classical elasticity is concerned with bodies that can be modeled as smooth manifolds endowed with a reference metric that represents local equilibrium distances between neighboring material elements. The elastic energy associated with a configuration of a body in classical elasticity is the sum of local contributions …
Surface mount technology (SMT) is a process for producing printed circuit boards. Solder paste printer (SPP), package mounter, and solder reflow oven are used for SMT. The board on which the solder paste is deposited from the SPP is monitored by solder paste inspector (SPI). If SPP malfunctions due to the printer defec…
A modular tensor category gives rise to a Reshetikhin-Turaev type topological quantum field theory which is defined on 3-dimensional bordisms with embedded -coloured ribbon graphs. We extend this construction to include bordisms with surface defects which in turn can meet along line defects. …
A topological defect separating a pair of two-dimensional CFTs is a codimension one interface along which all components of the stress-energy tensor glue continuously. We study topological defects of the bosonic, (0,1)- and (0,2)-supersymmetric sigma models in two dimensions. We find a geometric classification of such …
Develops skein theory for 3-manifolds with defects, extending quantum character stacks.
Reservoir computers (RCs) and recurrent neural networks (RNNs) can mimic any finite-state automaton in theory, and some workers demonstrated that this can hold in practice. We test the capability of generalized linear models, RCs, and Long Short-Term Memory (LSTM) RNN architectures to predict the stochastic processes g…
In this paper, we first establish the reflected backward stochastic difference equations with finite state (FS-RBSDEs for short). Then we explore the Existence and Uniqueness Theorem as well as the Comparison Theorem by "one step" method. The connections between FS-RBSDEs and optimal stopping time problems are investig…