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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.

168,694 papers · 148 categories

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52104155207 · Jun 202019922001200920172026
48 results for particle simulation

New approach reduces particle simulation complexity to linear time and space.

problem Challenges in learning dynamics from particle interactions, especially N-body problems.
method Transforms fully-connected interaction graphs into hierarchical ones, reducing complexity.
result Linear time and space complexity for large-scale simulations, retaining high accuracy.

High-precision machine learning reduces particle physics simulations by orders of magnitude.

problem Reducing computational burden in particle physics simulations.
method Developed optimal training strategies and tuned machine learning regressors, including Deep Neural Networks with skip connections and boosted decision trees.
result Significantly reduced computational time by factors of 10^3 to 10^6 over first-principles simulations.

Paper uses averaging from many particle filters to approximate posterior predictive distributions.

problem Approximating posterior predictive distributions efficiently and accurately.
method Particle swarm filter algorithm that averages many particle filter approximations.
result Law of large numbers and central limit theorem support the method's effectiveness.

SPH-ParVI uses fluid dynamics to sample unknown densities efficiently.

problem Sampling partially known densities or using gradients in probabilistic models.
method Smoothed Particle Hydrodynamics (SPH) for modeling fluid dynamics to approximate target densities.
result SPH-ParVI provides fast, flexible, scalable, and deterministic sampling for Bayesian inference and generative models.

We proposed a novel graph convolutional neural network that could construct a coarse, sparse latent point cloud from a dense, raw point cloud. With a novel non-isotropic convolution operation defined on irregular geometries, the model then can reconstruct the original point cloud from this latent cloud with fine detail…

2019-10-07abs ↗pdf ↗

We present a novel method in the family of particle MCMC methods that we refer to as particle Gibbs with ancestor sampling (PG-AS). Similarly to the existing PG with backward simulation (PG-BS) procedure, we use backward sampling to (considerably) improve the mixing of the PG kernel. Instead of using separate forward a…

2012-10-25abs ↗pdf ↗

Optimal transport calibrates machine learning models for particle physics simulations.

problem Discrepancies between simulation and experimental data limit machine learning effectiveness.
method A model calibration approach based on optimal transport applied to high-dimensional simulations.
result Calibrated high-dimensional representations enable proper calibration of various downstream quantities.

CHARM creates mock halo catalogs from dark matter density fields using neural networks.

problem Creating accurate mock halo catalogs for cosmological studies is computationally expensive.
method CHARM uses multi-stage neural spline flow networks to learn the mapping from dark matter density fields to halo catalogs.
result Mock halo catalogs have the same statistical properties as those from high-resolution N-body simulations.

Bayesian inference reconstructs external potentials in DFT for many-particle systems.

problem Reconstructing external potentials in classical density-functional theory (DFT) for many-particle systems.
method Combines Bayesian inference with classical DFT to probabilistically reconstruct external potentials.
result Accurately infers external potentials and density profiles with uncertainty quantification.

A new particle filter uses diffusion models to improve state estimation from noisy data.

problem Sequentially estimating the state of a dynamical system from noisy and incomplete observations.
method Uses a diffusion model to simulate and predict system dynamics, incorporating noisy observations to refine predicted states.
result An unbiased particle filtering method that rigorously fuses observational data with diffusion model simulations.

A new machine learning method handles nuisance parameters for better unfolding in particle physics.

problem Improving statistical correction of cross sections in complex particle physics detectors.
method Profile OmniFold, a machine learning-based Expectation-Maximization procedure that incorporates nuisance parameters.
result Demonstrated the effectiveness of Profile OmniFold on both simulated and real data.

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…

2019-02-15abs ↗pdf ↗

Here we present a machine learning framework and model implementation that can learn to simulate a wide variety of challenging physical domains, involving fluids, rigid solids, and deformable materials interacting with one another. Our framework---which we term "Graph Network-based Simulators" (GNS)---represents the st…

2020-02-21abs ↗pdf ↗

Study simulates Heston-type local stochastic volatility model using particle method.

problem Simulate calibrated Heston-type local stochastic volatility model with non-standard coefficients.
method Monte Carlo particle method, Euler-Maruyama scheme, full truncation Euler scheme.
result Strong convergence of Euler-Maruyama scheme with rate 1/2 in time, up to a logarithmic factor.

COCA accelerates NN-body simulations by correcting ML errors.

problem Computational expense and limited trustworthiness of ML emulations.
method Hybrid framework combining ML and NN-body simulator in an emulated frame of reference.
result COCA reduces emulation errors with fewer force evaluations.

The use of sequential Monte Carlo within simulation for path-dependent option pricing is proposed and evaluated. Recently, it was shown that explicit solutions and importance sampling are valuable for efficient simulation of spot price and volatility, especially for purposes of path-dependent option pricing. The result…

2019-06-29abs ↗pdf ↗

PFPN uses particle filtering to improve character control in physics-based simulations.

problem Premature commitment to suboptimal actions in high-dimensional continuous control problems for articulated characters.
method Proposes a particle-based action policy using particle filtering to dynamically explore and discretize the action space.
result Demonstrates better imitation performance and robustness to external perturbations compared to Gaussian policies.

A new method estimates time-varying parameters in earth system models using offline and online data assimilation.

problem Estimating time-varying parameters in complex earth system models.
method Hybrid Offline Online Parameter Estimation with Particle Filtering (HOOPE-PF)
result HOOPE-PF outperforms existing methods, especially with small ensemble sizes.

The paper uses optimal transport to calibrate stochastic simulations.

problem Improper fidelity of stochastic simulators in scientific applications.
method Optimal transport theory applied to neural network corrections.
result Calibrated stochastic simulations improve fidelity to reality.

An infinite parallel tempering bouncy particle sampler improves sampling efficiency for multimodal distributions.

problem Sampling from complex posterior distributions with high accuracy and efficiency.
method Introduced an infinite parallel tempering bouncy particle sampler (BPS-PT) to accelerate convergence.
result Demonstrated improved sampling efficiency for multimodal distributions through numerical simulations.

New method optimizes multiple objectives using particle dynamics and gradient flow.

problem Optimizing multiple conflicting objectives in complex scenarios.
method Interacting particle method combining Langevin and birth-death dynamics with a dominance potential.
result Method effectively relocates dominated particles, improving Pareto optimality.

We introduce JAX MD, a software package for performing differentiable physics simulations with a focus on molecular dynamics. JAX MD includes a number of physics simulation environments, as well as interaction potentials and neural networks that can be integrated into these environments without writing any additional c…

2019-12-09abs ↗pdf ↗

Paper formulates particle flow using variational inference and Fisher-Rao gradient flow.

problem Estimating posterior densities in probabilistic models.
method Variational formulation of particle flow, Fisher-Rao gradient flow, Gaussian and Gaussian mixture approximations.
result Gaussian and Gaussian mixture approximations of Fisher-Rao particle flow reduce to Exact Daum and Huang particle flow under linear Gaussian assumptions.

New methods learn sampling distributions for particle filters without supervision.

problem Designing accurate sampling distributions for nonlinear dynamical systems.
method Proposed four unsupervised learning methods for multivariate Gaussian and nonparametric distributions.
result Learned sampling distributions outperform designed ones in accuracy.

OmniFold uses deep learning to deconvolve high-dimensional simulations.

problem Removing detector distortions and accounting for noise processes in high-dimensional simulations.
method OmniFold is a deep learning-based approach for maximum likelihood deconvolution.
result OmniFold can remove detector distortions and account for noise processes and acceptance effects.

Particle filtering is a powerful approach to sequential state estimation and finds application in many domains, including robot localization, object tracking, etc. To apply particle filtering in practice, a critical challenge is to construct probabilistic system models, especially for systems with complex dynamics or r…

2018-05-23abs ↗pdf ↗

Particle Markov chain Monte Carlo (PMCMC) is a systematic way of combining the two main tools used for Monte Carlo statistical inference: sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC). We present a novel PMCMC algorithm that we refer to as particle Gibbs with ancestor sampling (PGAS). PGAS provides t…

2014-01-03abs ↗pdf ↗

Machine learning predicts phase behavior in active matter suspensions.

problem Predicting phase behavior in active matter systems using machine learning.
method Used deep learning techniques, including fully connected networks and graph neural networks, to predict motility-induced phase separation (MIPS) in ABP suspensions.
result Strong agreement between machine learning predictions and MIPS binodal from simulations, suggesting machine learning as an effective method for phase behavior determination.

Paper proposes an end-to-end learning method for state estimation in robotics.

problem Lack of annotated data for optimising dynamic and measurement models in particle filters.
method End-to-end learning objective based on maximising a pseudo-likelihood function.
result Improves state estimation when large portions of true states are unknown.