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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.

169,051 papers · 148 categories

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1122 · Sep 201719922001200920182026
16 results for glassiness

We analyze numerically the training dynamics of deep neural networks (DNN) by using methods developed in statistical physics of glassy systems. The two main issues we address are (1) the complexity of the loss landscape and of the dynamics within it, and (2) to what extent DNNs share similarities with glassy systems. O…

2018-03-19abs ↗pdf ↗

An algorithmically hard phase was described in a range of inference problems: even if the signal can be reconstructed with a small error from an information theoretic point of view, known algorithms fail unless the noise-to-signal ratio is sufficiently small. This hard phase is typically understood as a metastable bran…

2018-05-15abs ↗pdf ↗

Study dynamics of alternating minimization for bilinear regression under large system limits.

problem Understanding the time evolution of alternating minimization for bilinear regression.
method Replica method applied to a multi-temperature glassy system.
result Dynamics of alternating minimization can be described by a two-dimensional discrete stochastic process.

Study of Langevin algorithm in noisy high-dimensional inference.

problem Analyzing the Langevin algorithm's performance in noisy high-dimensional inference.
method Analytic study of Langevin algorithm's performances using the spiked matrix-tensor model.
result The algorithmic threshold of the Langevin algorithm is sub-optimal compared to AMP.

Paper introduces supervised and unsupervised TAM models for binary neurons.

problem Learning and retrieval of structured triplets of patterns in neural networks.
method Extends Hebbian paradigm to supervised and unsupervised protocols, using glassy statistical mechanical techniques.
result Obtained self-consistency equations for critical dataset sizes and retrieval performance.

Our understanding of supercooled liquids and glasses has lagged significantly behind that of simple liquids and crystalline solids. This is in part due to the many possibly relevant degrees of freedom that are present due to the disorder inherent to these systems and in part to non-equilibrium effects which are difficu…

2017-09-23abs ↗pdf ↗

In our model, nn traders interact with each other and with a central bank; they are taxed on the money they make, some of which is dissipated away by corruption. A generic feature of our model is that the richest trader always wins by 'consuming' all the others: another is the existence of a threshold wealth, below wh…

2005-04-18abs ↗pdf ↗

We demonstrate that graphs embedded on surfaces are a powerful and practical tool to generate, characterize and simulate networks with a broad range of properties. Remarkably, the study of topologically embedded graphs is non-restrictive because any network can be embedded on a surface with sufficiently high genus. The…

2011-07-18abs ↗pdf ↗

In this paper we provide a comprehensive analysis of a structural model for the dynamics of prices of assets traded in a market originally proposed in [1]. The model takes the form of an interacting generalization of the geometric Brownian motion model. It is formally equivalent to a model describing the stochastic dyn…

2017-09-29abs ↗pdf ↗

Paper introduces ASP, a variant of AMP for low-rank matrix estimation, showing improved performance under model mismatch.

problem Statistical inference for low-rank matrix estimation problems.
method Introduces approximate survey propagation (ASP) algorithm for low-rank matrix estimation problems.
result ASP converges in a larger regime and can reach lower errors compared to AMP when there is a model mismatch.

Deep neural networks undergo hierarchical free-energy landscape transitions with increasing data size.

problem Understanding the design space and dynamics of deep neural networks.
method Statistical mechanical approach based on replica method.
result Hierarchical free-energy landscape transitions with ultrametricity, leading to simpler configurations in deeper layers.