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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.

168,742 papers · 148 categories

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48 results for metastable states

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…

2018-05-19abs ↗pdf ↗

New methods use machine learning to simulate rare transitions in molecular systems.

problem Simulating rare transitions between metastable states in molecular dynamics.
method Generative models and reinforcement learning for importance sampling.
result Efficiently generated transition paths linking metastable states.

New method detects metastable basins in high dimensions using trajectory sampling.

problem Identifying distinct basins in high-dimensional Markov processes.
method Discriminative approach based on marginal trajectory distribution comparison.
result Bayes-optimal classifier achieves high accuracy distinguishing between basins.

Develops methods to simulate rare transitions in molecular systems.

problem Rare transitions between metastable states in molecular systems are difficult to study due to limited data.
method Two novel methods: chain-based and midpoint-based approaches.
result Demonstrates effectiveness of methods in both data-rich and data-scarce scenarios.

Study of phase separation and geometry on a closed elastic curve, including dynamics and free energy minimization.

problem Free energy and dynamics of a closed elastic filament coupled to a scalar concentration field.
method Analytical and numerical simulations of coupled Willmore flow and Cahn--Hilliard gradient flow on differential geometry.
result Qualitative changes in free energy landscape due to closure constraint, leading to metastable and stable multi-domain morphologies.

RC flow learns molecular kinetics in low dimensions.

problem Discovering interpretable low-dimensional models of molecular kinetics.
method Normalizing flow for coordinate transformation and Brownian dynamics for kinetics approximation.
result Tractable and trainable model of reduced kinetics in continuous time and space.

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…

2018-05-15abs ↗pdf ↗

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 …

2006-01-24abs ↗pdf ↗

This paper addresses metaconsistency in Bayesian inference for metastable systems.

problem Inference for metastable systems may not be consistent, but can be metaconsistent over large but finite time intervals.
method Introduces metaconsistency in a Bayesian framework, discusses its relation to spectral properties of model dynamics.
result Metaconsistency can be exploited to infer sub-systems efficiently from larger systems.

A new framework uses stochastic optimal control to estimate rare events more accurately.

problem Estimating rare events like chemical reactions in biomolecules is computationally challenging.
method The approach casts committor estimation as a stochastic optimal control problem, developing direct and off-policy Value Matching losses.
result The framework yields more accurate committor estimates, reaction rates, and equilibrium constants.

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…

2019-06-07abs ↗pdf ↗

Efficiently simulates slow dynamics of high-dimensional stochastic systems.

problem Simulating high-dimensional stochastic systems with slow dynamics and fast modes.
method Designs an algorithm to estimate an invariant manifold and its dynamics, averaging out fast modes.
result Efficient simulator of effective dynamics on low-dimensional invariant manifold.

Discovering quasipotential equations from data using machine learning.

problem Understanding escape mechanisms from metastable states in nonlinear systems.
method Combining neural networks and sparse regression to symbolically reconstruct quasipotential equations.
result Model-unbiased analytical forms of quasipotential discovered directly from data.

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 NSmN\to S^m. We study the specific case of knotted tori, i. e. the embeddings Sp×SqSmS^p \times S^q \to S^m. The classification of knotted tori up to isotopy in the metastable dimension ran…

2008-11-17abs ↗pdf ↗

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…

2018-03-02abs ↗pdf ↗

The paper studies how search and distillation improve reasoning in large language models.

problem Improving reasoning capabilities of large language models.
method Viewing chain-of-thought generation as a metastable Markov process, proving benefits of search and distillation.
result Search protocol rewards sparse edges, reducing the expected number of steps to reach different clusters.

New method clusters directed graphs using Koopman operators.

problem Challenges in clustering directed graphs, especially complex eigenvalues and lack of cluster definition.
method Relate graph Laplacians to transfer operators and metastable sets in stochastic systems, derive clustering algorithms for directed and time-evolving graphs.
result Clusters can be interpreted as coherent sets, useful for analyzing transport and mixing processes.

Enhanced VMC methods improve neural wavefunction training.

problem Efficiently training neural wavefunctions in VMC to converge to energy minimum.
method Rayleigh-Gauss-Newton (RGN) optimization and parallel tempering sampling.
result RGN method achieves superlinear convergence with reduced computational cost.

Timewarp accelerates molecular dynamics by learning to simulate long timescales.

problem Efficiently simulating long timescales in molecular dynamics.
method Uses a normalizing flow to learn large time steps in Markov chain Monte Carlo.
result Generalizes to unseen small peptides, accelerating sampling.

Study shows social reinforcement learning can lead to persistent but metastable polarization.

problem Understanding the persistence and dynamics of opinion polarization.
method Simulation and mathematical analysis of a reinforcement learning model of opinion dynamics.
result Polarization observed in the model is metastable and will eventually lead to consensus.

ISOKANN learns collective variables and effective dynamics for metastable transitions.

problem Understanding metastable transitions in complex molecular systems.
method Integrates Koopman operators with neural networks to extract CVs and effective dynamics.
result Reconstructs coarse-grained kinetics and reproduces transition times across barriers.

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…

2006-07-18abs ↗pdf ↗

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…

2006-04-03abs ↗pdf ↗

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.

2002-05-26abs ↗pdf ↗

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…

2016-10-05abs ↗pdf ↗

The purpose of this note is to attract attention to the following conjecture (metastable rr-fold Whitney trick) by clarifying its status as not having a complete proof, in the sense described in the paper. Assume that D=D1DrD=D_1\sqcup\ldots\sqcup D_r is disjoint union of rr disks of dimension ss, f:DBdf:D\to B^d a proper …

2017-02-14abs ↗pdf ↗

Study improves policy search in continuous control by using heavy-tailed distributions.

problem Challenges in continuous space policy search due to non-convexity and myopic-farsighted incentives.
method Introduced heavy-tailed policy parameterizations and analyzed convergence rates and stability.
result Convergence rate to stationarity depends on policy's tail index and exploration tolerance.

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…

2012-12-19abs ↗pdf ↗

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…

2005-10-06abs ↗pdf ↗

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…

2008-07-02abs ↗pdf ↗

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…

2019-06-12abs ↗pdf ↗

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…

2016-08-19abs ↗pdf ↗