Research
On-device research index

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.

169,341 papers · 148 categories

Trend · papers per month

147294441588 · Jun 202019922001200920182026
48 results for high-conductance state

High-conductance neurons sample from target distributions in stochastic inference.

problem Understanding stochastic inference in neocortical circuits.
method Analytical derivation of neural activation function, simulation of spiking networks, Bayesian inference.
result Ensemble of spiking neurons can sample from a target distribution.

New approach shows how neurons can perform sampling inference in high-conductance state.

problem How to perform sample-based inference in networks of spiking neurons.
method Separate modes of spiking dynamics: burst spiking and transient quiescence. Used PDF propagation for bursts and diffusion approximation for quiescence. Analyzed high-conductance state (HCS) for neural response function.
result Neural response function becomes symmetric and can be approximated by a logistic function in HCS, enabling neural sampling.

Let G=(V,E) be an undirected graph, lambda_k be the k-th smallest eigenvalue of the normalized laplacian matrix of G. There is a basic fact in algebraic graph theory that lambda_k > 0 if and only if G has at most k-1 connected components. We prove a robust version of this fact. If lambda_k>0, then for some 1\leq \ell\l…

2013-09-12abs ↗pdf ↗

Neural-Network Quantum States connect to Tensor-Network states, enhancing quantum state representation.

problem Describing complex quantum wave functions efficiently.
method Introducing Neural-Network Quantum States and showing their connections to Tensor-Network states.
result Neural-Network Quantum States and String-Bond States can approximate chiral topological states with better accuracy.

We propose the application of a high-speed maximum likelihood clustering algorithm to detect temporal financial market states, using correlation matrices estimated from intraday market microstructure features. We first determine the ex-ante intraday temporal cluster configurations to identify market states, and then st…

2015-08-20abs ↗pdf ↗

Variational autoencoders improve state representation for hard quantum systems.

problem Simulating and storing quantum states is computationally infeasible.
method Introduced variational autoencoders for quantum state representation.
result Deep networks better represent hard quantum states, suggesting compositional structure.

This paper tackles belief-state selection in simulators with latent states.

problem Selecting among approximate belief-state samplers for simulators with latent variables.
method Reduces belief-state selection to conditional distribution selection, develops algorithms and analyses.
result Different formulations of belief-state selection have varying guarantees under different roll-out methods.

New method for state inference in state-space models with unknown dynamics.

problem State inference in state-space models with computationally expensive and undefined dynamics.
method Estimate state transition dynamics using a multi-output Gaussian process and Bayesian Neural Network as a surrogate model.
result Significant improvement in accuracy for state inference and prediction in non-stationary user models.

Online learning improves state estimation of nonlinear systems.

problem Online learning of nonlinear state dynamics in Gaussian state space models.
method Stochastic variational sparse Gaussian process embedded in a particle filter framework, with model updating using stochastic gradient descent.
result State estimation performance significantly improves with online learning of state dynamics.

Backtracking model predicts state-action pairs leading to high-reward states for efficient RL.

problem Efficiently learning from environments where only a few states yield high reward.
method Backtracking model that predicts state-action pairs leading to high-reward states.
result Improves sample efficiency of RL algorithms across various environments and tasks.

A new method learns state and proposal dynamics in state-space models using neural networks.

problem Inference in non-linear state-space models.
method StateMixNN method using neural networks for proposal and transition distributions.
result Significantly improved recovery of hidden state, especially in highly non-linear scenarios.

The paper develops a state-space approach to deep Gaussian processes for efficient state estimation.

problem Efficient regression and state estimation for deep Gaussian processes.
method Hierarchical transformed Gaussian process priors, state-space representation, linear stochastic differential equations, sequential methods.
result The state-space approach enables efficient state estimation and regression for deep Gaussian processes.

This work improves policy optimization by maximizing entropy of state distribution, leading to better exploration.

problem Lack of exploration in state space when maximizing policy entropy.
method Proposes maximizing the entropy of a lower bound approximation to the state weighting distribution, based on latent space representation.
result Entropy regularization based on marginal state distribution achieves superior state space coverage and better performance in various domains.

State-regularized RNNs improve interpretability and performance on long-term memory tasks.

problem RNNs struggle with long-term memory and lack of interpretability.
method Introduce a stochastic state transition mechanism to limit state transitions to a finite set.
result State-regularized RNNs perform better on tasks requiring long-term memory.

Study state-dependent Hawkes processes for limit order book modeling.

problem Modeling feedback loop between order flow and limit order book shape.
method Existence and uniqueness of state-dependent Hawkes processes, simulation, maximum likelihood estimation.
result Excitation effects in order flow are strongly state-dependent.

A new asset allocation model uses Markov states from clustered efficient frontier coefficients.

problem Characterizing market regimes using efficient frontiers for better asset allocation.
method Hierarchical clustering of monthly efficient frontier coefficients to define states, then a Markov process on these states for portfolio optimization.
result The model significantly outperforms benchmark portfolios empirically.

Quantum states can be learned efficiently using gentle measurements.

problem Efficiently learning quantum states with minimal measurements.
method Introducing α-LGM measurements and proving strong quantum DPI.
result The number of states needed for accurate learning is of order 1/(ε^2 α^2).

PSDs improve RNN performance by predicting future observations.

problem Modeling dynamic processes with unknown latent states.
method Augmenting RNNs with Predictive-State Decoders (PSDs) that target predicting future observations.
result PSDs improve statistical performance of state-of-the-art RNNs with fewer iterations and less data.

Proposes a new model for time series that considers smooth transitions between states.

problem Models assume instantaneous transitions between discrete states, ignoring gradual changes.
method Dynamical Wasserstein Barycentric (DWB) model that estimates system state and pure state distributions over time.
result Accurately learns pure state distributions and improves state estimation for transition periods.

Method forecasts market states using sparse precision matrix and penalized Mahalanobis distance.

problem Forecasting market states and distinguishing bull and bear markets.
method Identifies market states via sparse precision matrix and expectation values. Uses penalized Mahalanobis distance for clustering and forecasting.
result Successfully clusters market states and forecasts future market conditions with significant accuracy.

The paper proposes a method to learn low-dimensional state embeddings from time series data.

problem Finding compact state embeddings from high-dimensional Markov state trajectories.
method The paper introduces a method based on diffusion maps to learn a low-dimensional state embedding and captures the dynamics of the process.
result The method reveals metastable structures in state clustering, providing sharp statistical error bounds and misclassification rates.

Paper proposes an algorithm to estimate state aggregation from Markov transition data.

problem Estimating probabilistic aggregation map from system's trajectory.
method Two-step algorithm: spectral decomposition and linear transformation of singular vectors.
result Sharp error bounds for estimating aggregation and disaggregation distributions.

This paper simplifies OPE in large state spaces using state abstractions.

problem Accurately evaluating policies offline in large state spaces.
method Developed a backward-model-irrelevance condition and an iterative state abstraction procedure.
result Deeply-abstracted states substantially simplify OPE sample complexity.

The paper proposes an algorithm to learn causal state representations for partially observable environments.

problem Learning task-agnostic state abstractions in partially observable environments.
method The approach involves learning approximate causal state representations from RNNs trained to predict observations given the history.
result The learned state representations are useful for efficient policy learning in reinforcement learning problems with rich observation spaces.

Characterizes optimal-speed quantum state evolution Hamiltonians.

problem Optimal-speed unitary time evolution of pure and quasi-pure quantum states.
method Construction of the manifold of pure states and isometry with flag manifold, characterization of equigeodesic vectors.
result Hamiltonians generating optimal-speed time evolution are fully characterized by equigeodesic vectors of the flag manifold.

SiBBlInGS discovers interpretable building blocks across states in multi-way data.

problem Identifying interpretable units (Building Blocks) in multi-state, multi-way data.
method Graph-based dictionary learning approach for sparse BBs and temporal traces.
result Captures per-trial variability and state-specific vs. state-invariant components.

DAC-SSM learns domain-agnostic states for better imitation learning.

problem Domain shifts hinder imitation learning in partially observable tasks.
method DAC-SSM uses adversarial training to remove domain-dependent information from states.
result DAC-SSM achieves comparable performance to experts in sparse reward tasks.

Develops machine learning models for excited states of CH2NH2+.

problem Accurately predicting excited-state properties and couplings for CH2NH2+.
method Combines neural networks and kernel ridge regression, encoding electronic states in inputs.
result Improved accuracy in predicting excited-state properties and couplings.

This research improves dynamical systems understanding by identifying latent states and their nonlinear transitions.

problem Previous work on dynamical systems could not identify nonlinear transition dynamics, leading to unreliable predictions.
method Proposes a state-space modeling framework using variational auto-encoders to identify latent states and their nonlinear transition functions.
result Demonstrates high accuracy in recovering latent state dynamics and future prediction accuracy.

A new method for state estimation in state-space models using incomplete data.

problem State estimation in nonlinear state-space models with incomplete observations.
method Statistical analysis of incomplete observations, score function, observed information matrices, EM-gradient-particle filtering.
result Maximum likelihood estimation of state-vector with explicit form of observed information matrix.

Paper estimates risks in MDPs using state lumping and SAT, showing its effectiveness.

problem Estimating risks in Markov decision processes with state augmentation.
method State augmentation transformation, isotopic states, and state lumping.
result SAT and state lumping effectively estimate mean-variance and exponential utility risks.