Study on KRR with power-law data, showing better sample complexity.
problem High-dimensional kernel ridge regression with anisotropic power-law covariance.
method Explicit characterization of kernel spectrum and asymptotic analysis of excess risk.
result Sample complexity is governed by effective dimension, not ambient dimension.
We statistically investigate the distribution of share price and the distributions of three common financial indicators using data from approximately 8,000 companies publicly listed worldwide for the period 2004-2013. We find that the distribution of share price follows Zipf's law; that is, it can be approximated by a …
Study spectral analysis on lens spaces, proving isospectral lens spaces with prime order fundamental groups.
problem Spectral analysis of the Kohn Laplacian on lens spaces.
method Analog of Weyl's law and isospectral lens spaces with prime order fundamental groups.
result Two 3D lens spaces with prime order fundamental groups are isospectral with respect to the Kohn Laplacian if and only if they are CR isometric.
Counterexamples show failure of uniform laws of large numbers for subdifferentials.
problem Failure of uniform laws of large numbers for subdifferentials under natural assumptions.
method Univariate and bivariate random Lipschitz and convex functions with smooth pieces.
result Counterexamples demonstrate failure of uniform laws of large numbers for subdifferentials.
Inferring the laws of interaction between particles and agents in complex dynamical systems from observational data is a fundamental challenge in a wide variety of disciplines. We propose a non-parametric statistical learning approach to estimate the governing laws of distance-based interactions, with no reference or a…
We introduce a simple generalization of rational bubble models which removes the fundamental problem discovered by [Lux and Sornette, 1999] that the distribution of returns is a power law with exponent less than 1, in contradiction with empirical data. The idea is that the price fluctuations associated with bubbles mus…
We establish general versions of a variety of results for quasiconvex, lower-semicontinuous, and law-invariant functionals. Our results extend well-known results from the literature to a large class of spaces of random variables. We sometimes obtain sharper versions, even for the well-studied case of bounded random var…
INO learns physical models with momentum conservation laws.
problem Learning physical models without preserving fundamental laws.
method Designing an invariant neural operator that automatically satisfies momentum conservation laws.
result The model learns complex material behaviors and achieves state-of-the-art accuracy and efficiency.
The paper uses information theory to find limits of feedback control systems.
problem Fundamental performance limitations of feedback control systems.
method Utilizes information theory to derive Lp bounds on control error. result Bounds are characterized by the conditional entropy of the disturbance.
Tensor networks help learn complex physical laws from data.
problem Identifying non-linear dynamical laws from complex physical systems.
method Tensor network parameterizations and rank-adaptive optimization.
result Optimal tensor network models can be learned from data.
LLMs learn peaked distributions slowly due to power-law losses.
problem Slow convergence of loss in training large language models.
method Systematic analysis of toy models and empirical evaluation of LLMs.
result Power-law time scaling with an exponent of 1/3 for learning peaked distributions.
Associating stock mechanics to real economy, in terms of volume, number of transactions, and cost, i.e. money flow for shares, we obtained the fundamental laws of stock mechanics.
This paper tightens the law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
problem Developing nonasymptotic concentration bounds for empirical KL_inf with optimal constants and rates.
method Presenting a tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
result A tight law of the iterated logarithm for empirical KL_inf, applicable to unbounded data.
Turnover-adjusted IR is always lower than classic IR, suggesting managers can improve performance by limiting turnover.
problem The classic relationship between IR and its determinants does not account for turnover costs.
method Mathematical derivations and simulations considering volatility of information coefficient and portfolio turnover.
result Turnover-adjusted IR is lower and managers can improve performance by limiting turnover.
Law explains how deep networks separate data for classification.
problem Black-box nature of deep learning limits architecture design and interpretation.
method Studied how deep neural networks process data in intermediate layers.
result Law of geometric data separation emerges in various architectures and datasets.
GeoHNN models physics laws for stable, accurate predictions.
problem Violations of physical principles in machine learning models.
method Explicitly encodes geometric priors in inertia and phase space.
result Significantly outperforms existing models in long-term stability and accuracy.
Parsimonious neural networks discover interpretable physical laws from data.
problem Discovering interpretable physical laws from data using machine learning.
method Combining neural networks with evolutionary optimization to balance accuracy and parsimony.
result Developed models for classical mechanics and materials melting temperature prediction.
Paper proves existence of isometric immersions for negatively curved surfaces with unbounded second fundamental form.
problem Existence of isometric immersions for surfaces with negative Gaussian curvature.
method Reformulated Gauss--Codazzi equations into hyperbolic conservation laws, applied theories of invariant regions and compensated compactness.
result Established existence of W2,p-isometric immersions for various families of metrics. We develop a strong diagnostic for bubbles and crashes in bitcoin, by analyzing the coincidence (and its absence) of fundamental and technical indicators. Using a generalized Metcalfe's law based on network properties, a fundamental value is quantified and shown to be heavily exceeded, on at least four occasions, by bu…
The Gestalt laws of perceptual organization, which describe how visual elements in an image are grouped and interpreted, have traditionally been thought of as innate despite their ecological validity. We use deep-learning methods to investigate whether natural scene statistics might be sufficient to derive the Gestalt …
New law predicts first extinction in resampling processes.
problem Intractable extinction times in resampling processes.
method Modeling multinomial updates as independent square-root diffusions.
result Closed-form law for first-extinction time with linear cost.
We show some fundamental results concerning 3-dimensional foliated dynamical systems (FDS3 for short) introduced by Deninger. Firstly, we give a decomposition theorem for an FDS3, which yields a classification of FDS3's. Secondly, for each type of the classification, we construct concrete examples of FDS3…
We prove universality theorems ("Murphy's Laws") for representation schemes of fundamental groups of closed 3-dimensional manifolds. We show that germs of SL(2,C)-representation schemes of such groups are essentially the same as germs of schemes of over rational numbers.
Model predicts neural network performance scaling laws across various factors.
problem Understanding the performance of neural networks across different training factors.
method Random feature model trained with gradient descent, analyzing compute-optimal scaling laws.
result Predicts asymmetric compute-optimal scaling rule and behavior of training and test loss gap.
In this paper, we show that Gromov-Thurston's principle works for hyperbolic 3-manifolds of infinite volume and with finitely generated fundamental group. As an application, we have a new proof of Ending Lamination Theorem. Our proof essentially relays only on Maximum Volume Law for hyperbolic 3-simplices.
Efficient surrogate modeling for complex PDEs with physical laws.
problem High computational cost of repeated PDE simulations.
method LC-prior Gaussian process with POD and RBF-FD.
result Significantly reduced computational cost and improved accuracy.
This text explains how fiber bundle structure is fundamental for classical physics.
problem None explicitly stated, but implied as understanding fiber bundles is crucial for physics.
method Explains the fiber bundle structure and its universality for physics laws.
result Fiber bundle structure is fundamental for classical physics laws.
The paper is devoted to vector fields on the spaces R^2 and R^3, their flow and invariants. Attention is plaid on the tensor representations of the group GL(2,R) and on fundamental vector fields. The rotation group on R^3 is generalized to rotation groups with arbitrary quadrics as orbits.
ALT improves TSC by capturing complex patterns in time series data.
problem Challenges in traditional TSC methods with time series complexity and variability.
method ALT incorporates variable-length shifted time windows to enhance LLT for better feature representation.
result ALT achieves state-of-the-art performance with few hyperparameters.
Power-law spectrum of random feature model is preserved in neural networks.
problem Preserving power-law spectrum in neural networks through random feature model.
method Characterized eigenvalues of population random-feature covariance using dyadic head-tail decomposition and Wick chaos expansions.
result Power-law exponent α is inherited from input covariance, modified by a logarithmic correction. The paper studies a relative version of non-positive immersion for 2-complex pairs and shows conditions under which a transitivity law holds.
problem The study of collapsing non-positive immersion for 2-complex pairs and its implications.
method Introduced a relative version of collapsing non-positive immersion for 2-complex pairs (L,K) and proved a transitivity law under certain conditions. result Under certain conditions, a transitivity law holds: If (L,K) has relative collapsing non-positive immersion and K has collapsing non-positive immersion, then L has collapsing non-positive immersion. This work proves that large models can be compressed significantly without losing performance.
problem Achieving comparable performance with smaller models and less data.
method Developed a universal compression theory for neural networks and datasets.
result Proved that a generic permutation-invariant function can be compressed into a function of polylogarithmic size with vanishing error.
Data pruning algorithms struggle in high compression regimes, as shown by theoretical and empirical studies.
problem Limitations of score-based data pruning algorithms in high compression regimes.
method Theoretical and empirical analysis of score-based data pruning algorithms.
result Score-based data pruning algorithms fail in high compression regimes due to 'No Free Lunch' theorems.
New models explain heavy-tailed behavior in neural networks.
problem Heavy-tailed spectral densities in neural networks.
method High-temperature Marchenko-Pastur (HTMP) ensemble models.
result Heavy-tailed behavior arises from three factors: data structure, training temperature, and eigenvector entropy.
Novel algorithm speeds up log-determinant estimation for large matrices.
problem Efficiently estimating log-determinants of large positive definite matrices under memory constraints.
method Hierarchical algorithm based on block-wise computation of LDL decomposition.
result Accurate estimation of NTK log-determinants from a tiny fraction of the full dataset.
We present the notion of a filtered bundle as a generalisation of a graded bundle. In particular, we weaken the necessity of the transformation laws for local coordinates to exactly respect the weight of the coordinates by allowing more general polynomial transformation laws. The key examples of such bundles include af…
Drawdown (resp. drawup) of a stochastic process, also referred as the reflected process at its supremum (resp. infimum), has wide applications in many areas including financial risk management, actuarial mathematics and statistics. In this paper, for general time-homogeneous Markov processes, we study the joint law of …
Detection of power-law behavior and studies of scaling exponents uncover the characteristics of complexity in many real world phenomena. The complexity of financial markets has always presented challenging issues and provided interesting findings, such as the inverse cubic law in the tails of stock price fluctuation di…
New method uses scalars to approximate physics functions.
problem Designing neural networks that respect physical symmetries.
method Parameterizing polynomial functions equivariant to various symmetries using scalars.
result Universal approximation of polynomial functions under various symmetries using scalars.
The paper extends Weyl's law to CROSSes, showing sharpness and polynomial improvement.
problem Understanding the error term in Weyl's law for different types of manifolds.
method Analyzing the Laplacian eigenvalues on Compact Rank One Symmetric Spaces (CROSSes).
result For CROSSes, the error term in Weyl's law is sharp, and for products of CROSSes, it can be polynomially improved.
Constructs manifolds from quantum codes with novel geometric properties.
problem Creating manifolds with specific geometric constraints.
method Reverse engineering manifolds from quantum code chain complexes.
result First examples of power law Z2 systolic freedom. CRNN discovers chemical reaction pathways from data.
problem Challenging to infer reaction pathways for complex systems.
method Neural network approach that satisfies fundamental physics laws.
result CRNN autonomously discovers reaction pathways from species concentration data.
Geometric approach to quantum thermodynamics models state spaces and processes.
problem Quantum thermodynamics in the regime of non-equilibrium states.
method Contact geometry and principal fiber bundles to model quantum state spaces and processes.
result Geometric formulation reveals the fundamental thermodynamic relations and unattainability of the third law.
The three-state agent-based 2D model of financial markets as proposed by Giulia Iori has been extended by introducing increasing trust in the correctly predicting agents, a more realistic consultation procedure as well as a formal validation mechanism. This paper shows that such a model correctly reproduces the three f…
We propose in this work a kinetic wealth-exchange model of economic growth by introducing saving as a non consumed fraction of production. In this new model, which starts also from microeconomic arguments, it is found that economic transactions between pairs of agents leads the system to a macroscopic behavior where to…
Machine learning recently has been used to identify the governing equations for dynamics in physical systems. The promising results from applications on systems such as fluid dynamics and chemical kinetics inspire further investigation of these methods on complex engineered systems. Dynamics of these systems play a cru…
Let S=Γ\H be a hyperbolic surface of finite topological type, such that the Fuchsian group Γ≤PSL2(R) is non-elementary, and consider any generating set S of Γ. When sampling by an n-step random walk in π1(S)≅Γ with each step given by an element…
Mathematical framework for field theories on Finsler spacetimes.
problem Developing a consistent calculus for field theories on Finsler spacetimes.
method Constructing configuration bundles and applying coordinate-free calculus of variations.
result Averaged energy-momentum conservation law for Finsler field theories.