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.
The theory of monotone Riemannian metrics on the state space of a quantum system was established by Denes Petz in 1996. In a recent paper he argued that the scalar curvature of a statistically relevant - monotone - metric can be interpreted as an average statistical uncertainty. The present paper contributes to this su…
The Riemannian Bures metric on the space of (normalized) complex positive matrices is used for parameter estimation of mixed quantum states based on repeated measurements just as the Fisher information in classical statistics. It appears also in the concept of purifications of mixed states in quantum physics. Here we d…
Machine learning models accurately predict the state and dynamics of reactive mixing.
problem Accurate prediction of reactive mixing for Earth and environmental science applications.
method Built a high-fidelity numerical model to simulate reactive mixing scenarios. Used 20 different machine learning emulators to classify mixing state and predict three QoIs.
result Ensemble methods and MLP models accurately predict the state of reactive mixing and QoIs, significantly faster than high-fidelity simulations.
In this paper we propose a geometrization of the non-relativistic quantum mechanics for mixed states. Our geometric approach makes use of the Uhlmann's principal fibre bundle to describe the space of mixed states and as a novelty tool, to define a dynamic-dependent metric tensor on the principal manifold, such that the…
We give a simple optimistic algorithm for which it is easy to derive regret bounds of O~(tmixSAT) after T steps in uniformly ergodic Markov decision processes with S states, A actions, and mixing time parameter tmix. These bounds are the first regret bounds in the general, non-epi…
In this article we discuss some of the consequences of the mixed membership perspective on time series analysis. In its most abstract form, a mixed membership model aims to associate an individual entity with some set of attributes based on a collection of observed data. Although much of the literature on mixed members…
Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hid…
Estimates mixing time of non-reversible Markov chains from a single trajectory.
problem Estimating mixing time of non-reversible Markov chains from a single trajectory.
method Estimates pseudo-spectral gap instead of spectral gap, achieving polynomial dependence on minimal stationary probability and pseudo-spectral gap.
result Achieves polynomial dependence on minimal stationary probability and pseudo-spectral gap, overcoming the loss of symmetry.
A new method generates mixed-type features in tabular data with improved realism and accuracy.
problem Generating mixed-type features combining discrete and continuous data is challenging.
method A cascaded approach: first generates low-resolution categorical and coarse numerical features, then uses these in a high-resolution flow matching model.
result The model significantly improves detection scores, generating more realistic samples and capturing distributional details.
We introduce 'mixed LICORS', an algorithm for learning nonlinear, high-dimensional dynamics from spatio-temporal data, suitable for both prediction and simulation. Mixed LICORS extends the recent LICORS algorithm (Goerg and Shalizi, 2012) from hard clustering of predictive distributions to a non-parametric, EM-like sof…
The analysis of mixed data has been raising challenges in statistics and machine learning. One of two most prominent challenges is to develop new statistical techniques and methodologies to effectively handle mixed data by making the data less heterogeneous with minimum loss of information. The other challenge is that …
Scientific explanation often requires inferring maximally predictive features from a given data set. Unfortunately, the collection of minimal maximally predictive features for most stochastic processes is uncountably infinite. In such cases, one compromises and instead seeks nearly maximally predictive features. Here, …