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.
We construct a flat (and fake-flat) 2-connection in the configuration space of n indistinguishable particles in the complex plane, which categorifies the sl(2,C)-Knizhnik-Zamolodchikov connection obtained from the adjoint representation of sl(2,C). This will be done by considering the adjoint categorical represen…
A treatment of the spin-statistics relation in nonrelativistic quantum mechanics due to Berry and Robbins [Proc. R. Soc. Lond. A (1997) 453, 1771-1790] is generalised within a group-theoretical framework. The construction of Berry and Robbins is re-formulated in terms of certain locally flat vector bundles over n-parti…
Machine learning models have been found to be susceptible to adversarial examples that are often indistinguishable from the original inputs. These adversarial examples are created by applying adversarial perturbations to input samples, which would cause them to be misclassified by the target models. Attacks that search…
We investigate the possibility of statistical evaluation of the market completeness for discrete time stock market models. It is known that the market completeness is not a robust property: small random deviations of the coefficients convert a complete market model into a incomplete one. The paper shows that market inc…
New approach shows backdoor attacks are indistinguishable from natural data features.
problem Defending against backdoor attacks in machine learning models.
method Developed a new primitive for detecting backdoor attacks based on the assumption that they correspond to the strongest feature in the training data.
result Backdoor attacks are indistinguishable from natural data features, making traditional detection methods ineffective.
The possibility of statistical evaluation of the market completeness and incompleteness is investigated for continuous time diffusion stock market models. It is known that the market completeness is not a robust property: small random deviations of the coefficients convert a complete market model into a incomplete one.…
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…
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.
Graph convolutional networks (GCNs) are a widely used method for graph representation learning. To elucidate the capabilities and limitations of GCNs, we investigate their power, as a function of their number of layers, to distinguish between different random graph models (corresponding to different class-conditional d…
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…
Unsupervised learning models can be indistinguishable without identifiability, leading to unreliable representations.
problem Unsupervised learning models may be indistinguishable without identifiability, making it impossible to recover a ground truth generative model.
method Construction based on nonlinear independent component analysis theory to illustrate potential failure cases.
result Counterexamples show that identifiability is crucial for reliable unsupervised representation learning.
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…
Cryo-electron microscopy (cryoEM) is an increasingly popular method for protein structure determination. However, identifying a sufficient number of particles for analysis (often >100,000) can take months of manual effort. Current computational approaches are limited by high false positive rates and require significant…
Interacting particle methods are increasingly used to sample from complex and high-dimensional distributions. These stochastic particle integration techniques can be interpreted as an universal acceptance-rejection sequential particle sampler equipped with adaptive and interacting recycling mechanisms. Practically, the…
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…
Particle-optimization-based sampling (POS) is a recently developed effective sampling technique that interactively updates a set of particles. A representative algorithm is the Stein variational gradient descent (SVGD). We prove, under certain conditions, SVGD experiences a theoretical pitfall, {\it i.e.}, particles te…
Time dilation 1−v21 and relative velocity v are observationally indistinguishable in the special theory of relativity, a duality that carries over into the general theory under Fermi coordinates along a curve (in coordinate-independent language, in the tangent Minkowski space along the curve). For …
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…
Cryo-electron microscopy (cryo-EM) studies using single particle reconstruction are extensively used to reveal structural information on macromolecular complexes. Aiming at the highest achievable resolution, state of the art electron microscopes automatically acquire thousands of high-quality micrographs. Particles are…
We introduce a novel description of the dynamics of the order book of financial markets as that of an effective colloidal Brownian particle embedded in fluid particles. The analysis of a comprehensive market data enables us to identify all motions of the fluid particles. Correlations between the motions of the Brownian…