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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.

168,694 papers · 148 categories

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316394125 · May 202619922001200920172026
48 results for heterogeneous particles

A method for inferring motility models and heterogeneity from particle trajectories.

problem Understanding motility patterns from discrete trajectory data of biological agents.
method Maximum likelihood approach for second-order Langevin models with population heterogeneity.
result The proposed method outperforms alternative approaches for short trajectories.

Framework for joint inference of network topology and interaction types in heterogeneous systems.

problem Joint inference of network topology, multi-type interaction kernels, and latent type assignments in heterogeneous interacting particle systems.
method Three-stage approach: shared structure recovery, discrete interaction type identification, and matrix factorization.
result The method yields accurate reconstruction of underlying dynamics and is robust to noise.

MLPF uses graph neural networks to improve particle-flow reconstruction in high-pileup conditions.

problem Improving particle-flow reconstruction in high-pileup conditions at high-luminosity LHC.
method End-to-end trainable machine-learned particle-flow algorithm based on graph neural networks.
result MLPF improves physics response and demonstrates scalable reconstruction in high-pileup environments.

Introduces a new system for modeling bank solvency contagion with heterogeneous impacts and exposures.

problem Modeling bank solvency contagion with asymmetric interactions and heterogeneous exposures.
method Develops a heterogeneous McKean-Vlasov system to characterize solvency contagion in interbank markets.
result Derives a unique solution for the system under certain conditions, resolving instability issues.

Gaussian process framework learns interaction kernels in multi-species particle systems.

problem Learning interaction kernels in multi-species interacting particle systems from trajectory data.
method Nonparametric Bayesian approach with Gaussian processes.
result Established rigorous statistical guarantees for recoverability and optimality of interaction kernels.

CLSB models system dynamics from cross-sectional data with population-level regularization.

problem Challenges in modeling system dynamics from limited cross-sectional samples and heterogeneous individual behaviors.
method Introduces CLSB framework for learning dynamics, regularized for population-level temporal variations.
result Empirically superior in single-cell sequencing data analyses, e.g., simulating cell development and drug response.

Proposes M-CHMM for robust modeling of multivariate healthcare time series.

problem Challenges in analyzing multivariate healthcare time series data.
method Mixture of coupled hidden Markov models (M-CHMM) with two sampling algorithms.
result Improves data fit, handles missing and noisy measurements, and enhances prediction accuracy.

Study connects bank default models using dynamic contagion.

problem Understanding default contagion in heterogeneous interbank systems.
method Proposes a dynamic default contagion model with endogenous early defaults for a finite set of banks, reformulating as a stochastic particle system.
result Existence of clearing systems and continuity of the system response for the mean-field problem.

The statistical mechanics approach to wealth distribution is based on the conservative kinetic multi-agent model for money exchange, where the local interaction rule between the agents is analogous to the elastic particle scattering process. Here, we discuss the role of a class of conservative local operators, and we s…

2016-05-30abs ↗pdf ↗

A computer vision approach improves neutral particle detection in particle flow algorithms.

problem Optimal reconstruction of particle content and kinematics in calorimeter images.
method Computer vision techniques applied to calorimeter images, using deep learning and super-resolution.
result Significantly improved reconstruction of neutral particle calorimeter energy deposits.

Jointly estimates flow fields and particle properties from Lagrangian data.

problem Estimating flow fields and particle properties from sparse, noisy Lagrangian data.
method Data assimilation framework coupling Eulerian and Lagrangian models.
result Joint estimation of flow fields and particle properties in various flow regimes.

Estimates log-likelihood of interacting particle systems using virtual particles.

problem Inconsistent estimation of finite-particle log-likelihood in large particle systems.
method Stochastic gradient estimate using continuous trajectory and virtual particle systems.
result Convergence to stationary points of limiting mean-field system's log-likelihood.

This paper optimizes functions of probability measures using particle gradient descent for displacement convex functions.

problem Optimizing functions of probability measures with displacement convex properties.
method Particle gradient descent applied to displacement convex functions with theoretical guarantees.
result Finite number of particles and computations are sufficient to find optimal solutions for displacement convex functions.

The excluded area between a pair of two-dimensional hard particles with given relative orientation is the region in which one particle cannot be located due to the presence of the other particle. The magnitude of the excluded area as a function of the relative particle orientation plays a major role in the determinatio…

2019-02-15abs ↗pdf ↗

A method for optimal Bayesian filtering using progressive particle flow and optimal transport maps.

problem Optimizing Bayesian filtering with deterministic particles to avoid degeneration.
method Progressive flow of particles through a sequence of sub-steps, each using an optimal transport map to replace non-equally weighted particles with equally weighted ones.
result The method avoids particle degeneration and simplifies the filtering process by not requiring inversions or monotonicity constraints.

Optimal weights improve particle-based approximations of discrete distributions.

problem Improving particle-based approximations of discrete distributions.
method Proving optimality of weights and showing how to compute them efficiently.
result Optimal weights can be computed from existing particle-based methods without extra costs.

Particle MCMC involves using a particle filter within an MCMC algorithm. For inference of a model which involves an unobserved stochastic process, the standard implementation uses the particle filter to propose new values for the stochastic process, and MCMC moves to propose new values for the parameters. We show how p…

2014-08-29abs ↗pdf ↗

Improved particle approximation for mean-field neural networks.

problem Particle approximation error for mean-field neural networks.
method Improved particle approximation error by leveraging the problem structure in risk minimization.
result Established an LSI-constant-free particle approximation error concerning the objective gap.

A new particle filter avoids resampling to improve state estimation in high dimensions.

problem Particle deprivation in high-dimensional state spaces.
method A resampling-free particle filter designed to mitigate particle deprivation.
result The filter offers a near-accurate representation of the posterior distribution in high-dimensional contexts.

We introduce a new sequential Monte Carlo algorithm we call the particle cascade. The particle cascade is an asynchronous, anytime alternative to traditional particle filtering algorithms. It uses no barrier synchronizations which leads to improved particle throughput and memory efficiency. It is an anytime algorithm i…

2014-07-10abs ↗pdf ↗

Paper uses averaging from many particle filters to approximate posterior predictive distributions.

problem Approximating posterior predictive distributions efficiently and accurately.
method Particle swarm filter algorithm that averages many particle filter approximations.
result Law of large numbers and central limit theorem support the method's effectiveness.

This paper studies when particle filtering is efficient for planning in partially observed systems.

problem The efficiency of particle filtering for planning in partially observed linear dynamical systems.
method Coupling of ideal and approximate sequences to bound particle complexity.
result Polynomially many particles suffice for stable systems to approximate optimal planning.

Cryo-electron microscopy (cryo-EM) is an emerging experimental method to characterize the structure of large biomolecular assemblies. Single particle cryo-EM records 2D images (so-called micrographs) of projections of the three-dimensional particle, which need to be processed to obtain the three-dimensional reconstruct…

2013-11-29abs ↗pdf ↗

New algorithm trains latent diffusion models using interacting particles.

problem Training latent diffusion models efficiently and accurately.
method Reformulate training as minimizing a free energy functional, then approximate with interacting particles.
result The new algorithm outperforms previous methods in experiments.

Framework expands particle filtering to estimate states beyond prior boundaries.

problem Limitations of traditional particle filtering in estimating states outside prior support.
method Diffusion-Enhanced Particle Filtering Framework with adaptive diffusion, entropy-driven regularisation, and kernel-based perturbations.
result Framework significantly improves state estimation accuracy and success rates for out-of-boundary targets.

Enhances particle filters with neural augmentation for multi-sub-state tracking.

problem Particle filters struggle with complex or approximated models and low latency requirements.
method Learning Flock (LF) uses a neural network to correct particle weights based on sub-particle relationships.
result LF improves performance, robustness, and latency in radar multi-target tracking.

A new particle algorithm improves mean-field variational inference.

problem Efficiently approximating nonparametric posterior distributions in machine learning.
method Introduces PArticle VI (PAVI), a novel particle-based algorithm for nonparametric mean-field approximation.
result Obtains non-asymptotic error bounds for PArticle VI, providing the first end-to-end guarantee for particle-based MFVI.

A method makes particle filters differentiable without altering their forward pass.

problem Compatibility issues between particle filters and automatic differentiation.
method Introduces a correction to particle weights using the stop-gradient operator.
result Automatic differentiation produces good estimators for gradients and second-order derivatives.

Online convex optimization is a sequential prediction framework with the goal to track and adapt to the environment through evaluating proper convex loss functions. We study efficient particle filtering methods from the perspective of such a framework. We formulate an efficient particle filtering methods for the non-st…

2018-07-19abs ↗pdf ↗