Learn true model from metastable samples of discrete distributions.
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.
Trend · papers per month
This paper studies how to find compact state embeddings from high-dimensional Markov state trajectories, where the transition kernel has a small intrinsic rank. In the spirit of diffusion map, we propose an efficient method for learning a low-dimensional state embedding and capturing the process's dynamics. This idea a…
We propose a deep generative Markov State Model (DeepGenMSM) learning framework for inference of metastable dynamical systems and prediction of trajectories. After unsupervised training on time series data, the model contains (i) a probabilistic encoder that maps from high-dimensional configuration space to a small-siz…
New methods use machine learning to simulate rare transitions in molecular systems.
The committor function is a central object of study in understanding transitions between metastable states in complex systems. However, computing the committor function for realistic systems at low temperatures is a challenging task, due to the curse of dimensionality and the scarcity of transition data. In this paper,…
New method detects metastable basins in high dimensions using trajectory sampling.
Develops methods to simulate rare transitions in molecular systems.
Study of phase separation and geometry on a closed elastic curve, including dynamics and free energy minimization.
RC flow learns molecular kinetics in low dimensions.
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…
We analyze wealth condensation for a wide class of stochastic economy models on the basis of the economic analog of thermodynamic potentials, termed transfer potentials. The economy model is based on three common transfers modes of wealth: random transfer, profit proportional to wealth and motivation of poor agents to …
This paper addresses metaconsistency in Bayesian inference for metastable systems.
Proves triviality of inertia groups in high-dimensional manifolds.
Lipid necks, large curvature bridges, are shown to be metastable.
We study the detailed path-wise behavior of the discrete-time Langevin algorithm for non-convex Empirical Risk Minimization (ERM) through the lens of metastability, adopting some techniques from Berglund and Gentz (2003. For a particular local optimum of the empirical risk, with an arbitrary initialization, we show tha…
A new framework uses stochastic optimal control to estimate rare events more accurately.
In this paper we first analyzed the inductive bias underlying the data scattered across complex free energy landscapes (FEL), and exploited it to train deep neural networks which yield reduced and clustered representation for the FEL. Our parametric method, called Information Distilling of Metastability (IDM), is end-t…
Efficiently simulates slow dynamics of high-dimensional stochastic systems.
Discovering quasipotential equations from data using machine learning.
This paper is on the classical Knotting Problem: for a given manifold N and a number m describe the set of isotopy classes of embeddings . We study the specific case of knotted tori, i. e. the embeddings . The classification of knotted tori up to isotopy in the metastable dimension ran…
Study shows bifurcating price dynamics in ASME with traders.
An image pattern can be represented by a probability distribution whose density is concentrated on different low-dimensional subspaces in the high-dimensional image space. Such probability densities have an astronomical number of local modes corresponding to typical pattern appearances. Related groups of modes can join…
The paper studies how search and distillation improve reasoning in large language models.
New method clusters directed graphs using Koopman operators.
A modern Hopfield network improves deep learning with better memory and attention.
Enhanced VMC methods improve neural wavefunction training.
Timewarp accelerates molecular dynamics by learning to simulate long timescales.
Study shows social reinforcement learning can lead to persistent but metastable polarization.
Topological Skyrmions as intricate spin textures were observed experimentally in helimagnets on 2d plane. Theoretical foundation of such solitonic states to appear in pure ferromagnetic model, as exact solutions expressed through any analytic function, was made long ago by Belavin and Polyakov (BP). We propose an innov…
ISOKANN learns collective variables and effective dynamics for metastable transitions.
We develop a new approach to the classical problem on isotopy classification of embeddings of manifolds into Euclidean spaces. This approach involves studying of a new embedding invariant, of almost-embeddings and of smoothing, as well as explicit constructions of embeddings. Using this approach we obtain complete conc…
Embeddability of simplicial complex linked to 's embeddability.
Technological progress is leading to proliferation and diversification of trading venues, thus increasing the relevance of the long-standing question of market fragmentation versus consolidation. To address this issue quantitatively, we analyse systems of adaptive traders that choose where to trade based on their previ…
A clear understanding of topology of higher-dimensional objects is important in many branches of both pure and applied mathematics. In this survey we attempt to present some results of higher-dimensional topology in a way which makes clear the visual and intuitive part of the constructions and the arguments. In particu…
Study finds the number of modes in Gaussian kernel density estimators scales with sqrt(β log β).
Motivated by Tverberg-type problems in topological combinatorics and by classical results about embeddings (maps without double points), we study the question whether a finite simplicial complex K can be mapped into R^d without higher-multiplicity intersections. We focus on conditions for the existence of almost r-embe…
Given Poincare spaces M and X, we study the possibility of compressing embeddings of M x I in X x I down to embeddings of M in X. This results in a new approach to embedding in the metastable range both in the smooth and Poincare duality categories.
We introduce a machine learning approach for extracting fine-grained representations of protein evolution from molecular dynamics datasets. Metastable switching linear dynamical systems extend standard switching models with a physically-inspired stability constraint. This constraint enables the learning of nuanced repr…
New method makes machine learning approximations unbiased and efficient.
The purpose of this note is to attract attention to the following conjecture (metastable -fold Whitney trick) by clarifying its status as not having a complete proof, in the sense described in the paper. Assume that is disjoint union of disks of dimension , a proper …
Study improves policy search in continuous control by using heavy-tailed distributions.
In the spirit of behavioral finance, we study the process of opinion formation among investors using a variant of the 2D Voter Model with a tunable social temperature. Further, a feedback acting on the temperature is introduced, such that social temperature reacts to market imbalances and thus becomes time dependent. I…
We present an efficient algorithm for the inference of stochastic block models in large networks. The algorithm can be used as an optimized Markov chain Monte Carlo (MCMC) method, with a fast mixing time and a much reduced susceptibility to getting trapped in metastable states, or as a greedy agglomerative heuristic, w…
We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources…
Generative model learns spin-glass dynamics and properties.
Let EMBED(k,d) be the following algorithmic problem: Given a finite simplicial complex K of dimension at most k, does there exist a (piecewise linear) embedding of K into R^d? Known results easily imply polynomiality of EMBED(k,2) (k=1,2; the case k=1, d=2 is graph planarity) and of EMBED(k,2k) for all k>2 (even if k i…
State-free reversible VAMPnets (SRVs) are a neural network-based framework capable of learning the leading eigenfunctions of the transfer operator of a dynamical system from trajectory data. In molecular dynamics simulations, these data-driven collective variables (CVs) capture the slowest modes of the dynamics and are…
We consider Lagrangian coherent structures (LCSs) as the boundaries of material subsets whose advective evolution is metastable under weak diffusion. For their detection, we first transform the Eulerian advection-diffusion equation to Lagrangian coordinates, in which it takes the form of a time-dependent diffusion or h…