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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.

169,181 papers · 148 categories

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48 results for glassy nature

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.

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 ↗

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.

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 ↗

Study energy landscapes in glass models, focusing on Gaussian and spiked-tensor functions.

problem Characterize statistical properties and phase transitions of high-dimensional energy landscapes.
method Developed a Kac-Rice method framework to compute landscape complexity and analyze phase transitions rigorously.
result Characterized the ruggedness and arrangements of local minima in energy landscapes.

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.

Study quantifies firm risks from nature decline, showing significant equity losses.

problem Estimating the financial impact of nature deterioration on companies.
method Developed metrics (Country Degradation Index, Nature Risk Score) and assessed five environmental hazards.
result Global equities lose 26.8% in a nature decline scenario, with worst firms losing 75%.

When a gauge-natural invariant variational principle is assigned, to determine {\em canonical} covariant conservation laws, the vertical part of gauge-natural lifts of infinitesimal principal automorphisms -- defining infinitesimal variations of sections of gauge-natural bundles -- must satisfy generalized Jacobi equat…

2004-06-04abs ↗pdf ↗

New definition of naturally reductive Finsler manifolds using geodesic graphs.

problem Defining naturally reductive Finsler manifolds using geodesic graphs.
method Proposed a new geometrical definition using geodesic graphs and constructed examples of Finsler metrics.
result Explicit examples of Finsler naturally reductive metrics constructed.

Defines and proves the uniqueness of a second natural connection on Riemannian Π-manifolds.

problem Characterizing and proving uniqueness of a natural connection on Riemannian Π-manifolds.
method Definition and proof of the second natural connection, proving its uniqueness and necessary/sufficient condition for coincidence with the first natural connection.
result Proves the uniqueness of the second natural connection on Riemannian Π-manifolds.

Study characterizes naturally reductive metrics on homogeneous manifolds.

problem Characterizing naturally reductive (α1,α2)(α_1, α_2) metrics on homogeneous manifolds.
method Characterization through local ff-products and equivalence of properties.
result Explicit flag curvature formula for naturally reductive metrics.

Natural gradients boost performance in non-conjugate Gaussian process models.

problem Improving inference in non-conjugate Gaussian process models.
method Use of natural gradients in non-conjugate stochastic settings with hyperparameter learning.
result Natural gradients significantly improve performance, especially for ill-conditioned posteriors.

A new construction of naturally reductive spaces is presented. This construction gives a large amount of new families of naturally reductive spaces. First the infinitesimal models of the new naturally reductive spaces are constructed. A concrete transitive group of isometries is given for the new spaces and also the na…

2016-05-02abs ↗pdf ↗

Natural gradient simplification for deep learning networks.

problem Efficiency in training deep Bayesian networks.
method Analysis of two geometries of Fisher information matrix and development of a method to simplify natural gradient for the second geometry.
result A method to simplify natural gradient for deep networks using an auxiliary recognition model.

Study finds real-world datasets contain natural experiments that can improve model performance.

problem Detecting natural experiments in real-world datasets for causal inference.
method Synthetic graph simulation and feature selection based on causal links.
result Real-world datasets contain natural experiments that can be exploited for improved model performance.

Paper shows spectra can't distinguish naturally reductive manifolds.

problem Cannot distinguish naturally reductive manifolds using Laplace-Beltrami spectrum.
method Characterized naturally reductive 2-step nilpotent Lie groups via Ambrose-Singer's structures; constructed isospectral pairs of 9-dimensional nilmanifolds.
result Spectra of Laplace-Beltrami operator can't distinguish naturally reductive manifolds from non-naturally reductive ones.

A new natural gradient accounts for correlated variational parameters in variational inference.

problem Traditional natural gradients fail to correct for correlations in variational inference.
method Construct a new natural gradient called the Variational Predictive Natural Gradient (VPNG).
result VPNG accounts for the relationship between model parameters and variational parameters.

In the present paper we study naturally reductive homogeneous (α,β)(α,β)-metric spaces. Under some conditions, we give some necessary and sufficient conditions for a homogeneous (α,β)(α,β)-metric space to be naturally reductive. Then we show that for such spaces the two definitions of naturally reductive homogeneous Finsler …

2013-05-26abs ↗pdf ↗

I.A.B. Strachan introduced the notion of a natural Frobenius submanifold of a Frobenius manifold and gave a sufficient but not necessary condition for a submanifold to be a natural Frobenius submanifold. This paper will give a necessary and sufficient condition and classify the natural Frobenius hypersurfaces.

2007-08-23abs ↗pdf ↗

Introduces a natural parallel translation for navigation data.

problem Navigation data geometric representation and parallelism.
method Introduces a natural parallel translation using Riemannian parallelism.
result The natural parallel translation preserves the Randers norm and has a finite-dimensional holonomy group.

Symmetry distribution in naturally reductive nilpotent Lie groups matches invariant induced by fixed vectors.

problem Understanding symmetry distribution in naturally reductive nilpotent Lie groups.
method Analyzing the invariant distribution induced by fixed vectors of isotropy.
result Symmetry distribution matches the invariant induced by fixed vectors.

Real Heegaard Floer theory shown to be natural and invariant.

problem Defining and proving naturality of real Heegaard Floer homology.
method Defined and proved naturality of real Heegaard Floer homology and other related theories.
result Real Heegaard Floer homology is shown to be natural and admits an action of the equivariant mapping class group.

A reductive structure is associated here with Lagrangian canonically defined conserved quantities on gauge-natural bundles. Parametrized transformations defined by the gauge-natural lift of infinitesimal principal automorphisms induce a variational sequence such that the generalized Jacobi morphism is naturally self-ad…

2007-12-06abs ↗pdf ↗

Square-root natural-gradient improves variational inference convergence.

problem Challenges in establishing theoretical convergence guarantees for natural-gradient descent.
method Square-root parameterization for Gaussian covariance.
result Establishes novel convergence guarantees for natural-gradient Gaussian inference.

Paper proposes a natural hedging framework with graphical assessment for longevity risk management.

problem Lack of a unified framework for natural hedging and graphical risk assessment.
method Structured natural hedging framework integrated with a graphical risk metric.
result Demonstrates flexibility, interpretability, and practical value for longevity risk management.

We extend natural-gradient methods to mixtures of exponential-family distributions, improving inference speed.

problem Complex, multimodal posterior distributions are difficult to approximate with simple exponential-family distributions.
method We use minimal conditional-EF representations and derive simple natural-gradient updates.
result Our natural-gradient method converges faster than black-box methods with reparameterization gradients.

Paper discusses natural quasiconvexity and its relation to decomposable sums in risk measures.

problem Understanding natural quasiconvexity and its implications in risk measures.
method Relates natural quasiconvexity to decomposable sums, proposes a general treatment of convexity index, and proves equivalence for certain spaces.
result Natural quasiconvexity and convexity are equivalent for conditional risk measures on LpL^p spaces under mild conditions.