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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.

169,291 papers · 148 categories

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139277416554 · Jun 202019922001200920182026
48 results for phase transition analysis

The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.

problem Understanding and predicting extreme financial events like market crashes.
method Employing phase transition theory, focusing on endogenous crashes, and comparing DPT, CPT, and SPT.
result Dynamic phase transitions provide more accurate predictions of market crashes compared to critical and stochastic models.

Unsupervised learning is a discipline of machine learning which aims at discovering patterns in big data sets or classifying the data into several categories without being trained explicitly. We show that unsupervised learning techniques can be readily used to identify phases and phases transitions of many body systems…

2016-06-01abs ↗pdf ↗

New analysis reveals multi-branched multifractality in time series.

problem Analyzing non-monotonic behavior in mean inter-event times.
method Modified Multifractal Detrended Fluctuation Analysis with Legendre-Fenchel transform.
result Discovery of multi-branched multifractality leading to phase transitions.

The study uncovers latent parameters for phase transitions in 2D and 3D models using PCA and VAE.

problem Identifying latent parameters for phase transitions in complex systems.
method Employed unsupervised learning techniques including PCA and VAE.
result The latent parameters correspond to known order parameters and can identify phases without prior knowledge.

The paper studies phase transitions in Information Bottleneck for representation learning.

problem Understanding the behavior of compression and prediction terms in IB objective.
method Studied phase transitions in IB objective using second-order calculus of variations and Fisher information matrix.
result IB phase transitions correspond to learning new classes and are related to maximum correlation between input and target orthogonal to the learned representation.

Study phase transitions in shuffled regression problems.

problem Phase transitions in shuffled regression problems.
method Transformed permutation recovery into probabilistic graphical model, used message passing (MP) algorithm and branching random walk process.
result Characterized impact of signal-to-noise-ratio ($\snr$) on permutation recovery, proposed Gaussian approximation method.

Characterizes RFF regression in large n,p,Nn,p,N setting, providing precise learning phases and double descent curve.

problem Characterizes RFF regression in large n,p,Nn,p,N setting.
method Characterizes the exact asymptotics of random Fourier feature (RFF) regression in the realistic setting of large n,p,Nn,p,N.
result Characterizes two qualitatively different phases of learning and the corresponding double descent test error curve.

Study phase transitions in RBMs with generic priors.

problem Understanding phase transitions in RBMs with various priors.
method Complete analysis of phase diagram, focusing on retrieval phase and paramagnetic phase boundary.
result Retrieval robustness for a wide range of priors and optimal training set size for generalization.

PCA improves detection of phase transitions in muon spectroscopy data from various materials.

problem Subtle changes in asymmetry function indicate phase transitions, but existing methods require material-specific knowledge.
method Applied unsupervised PCA to muon spectroscopy asymmetry data from multiple materials.
result PCA can recover phase transition indicators and improve detection of material-specific variations.

The paper analyzes phase transitions in transfer learning for perceptrons.

problem Understanding when transfer learning from a source task to a target task is beneficial.
method Theoretical analysis of a pair of related perceptron learning tasks.
result Reveals a phase transition from negative to positive transfer as task similarity changes.

This paper develops a multilayer spectral clustering method for heterogeneous data.

problem Clustering in multilayer graphs with varying layer weights and structures.
method Convex layer aggregation for multilayer spectral graph clustering (SGC).
result Phase transition analysis and automated cluster assignment with statistical guarantees.

Study phase transition in liquid crystal droplets using mathematical analysis.

problem Mathematical analysis of phase transition between isotropic and nematic states of liquid crystals.
method Rigorous mathematical analysis using the Ericksen model and Γ-convergence theory.
result Γ-limit provides geometric description and anchoring conditions for liquid crystal orientations.

The paper analyzes spectral initialization for nonconvex estimation, revealing phase transitions and computational complexities.

problem Estimating signals in nonconvex settings with spectral initialization.
method Arbitrary generalized linear sensing models, high-dimensional limit analysis.
result Spectral method performance has phase transitions and computational complexity depends on sample-to-signal dimension ratio.

PLS-SVD struggles with missing data in multimodal datasets, showing a phase transition in performance.

problem Missing data in PLS-SVD for multimodal datasets.
method Replica-symmetric analysis of spiked rectangular random matrices with missing entries.
result PLS-SVD performance transitions from uninformative to informative singular vectors at a critical signal-to-noise threshold.

This paper tackles multilayer graph clustering via convex layer aggregation.

problem Challenges in clustering multilayer graphs and combining information from each layer.
method Theoretical framework for multilayer spectral graph clustering via convex layer aggregation.
result Establishes a critical value on the noise level for reliable cluster separation.

Study on estimating signals from shifted and noisy copies in high dimensions, revealing a phase transition.

problem Estimating a signal in high-dimensional space from its circularly-shifted and noisy copies.
method Analysis of sample complexity in the high-dimensional regime, focusing on the parameter α.
result A phase transition phenomenon governed by α, with different sample complexities based on α values.

Study reveals phase transition in neural networks near interpolation.

problem Understanding generalization and learning transitions in neural networks.
method Effective theory for approximating Bayes-optimal generalisation error.
result Unveils a discontinuous phase transition between universal and specialisation phases.

Diffusion maps help learn complex quantum phase transitions from data.

problem Learning quantum phase transitions from experimental data is challenging.
method Diffusion maps for nonlinear dimensionality reduction and spectral clustering.
result Diffusion maps can learn complex phase transitions unsupervised.

The paper studies phase transitions in geodesic flows on curved manifolds.

problem Understanding phase transitions in geodesic flows on geometrically finite manifolds.
method Defined a class of potentials and constructed geometrically finite manifolds to exhibit phase transitions.
result Geometric potential exhibits a phase transition on certain manifolds.

New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.

problem Phase retrieval with rank d measurements.
method Random duality theory (RDT) and descending phase retrieval algorithms (dPR).
result Minimal sample complexity ratio for dPR's success exhibits phase transitions.

Characterizing the phase transitions of convex optimizations in recovering structured signals or data is of central importance in compressed sensing, machine learning and statistics. The phase transitions of many convex optimization signal recovery methods such as 1\ell_1 minimization and nuclear norm minimization are…

2015-09-15abs ↗pdf ↗

Study phase transitions with prescribed mean curvature in Riemannian manifolds.

problem Understanding phase transitions with prescribed mean curvature in geometric settings.
method Analyzing solutions to inhomogeneous semilinear elliptic PDEs, establishing bounds and asymptotics.
result Established upper and lower bounds for eigenvalues of phase transition problems.

Belief Propagation outperforms other algorithms in reconstructing binary symmetric channel trees.

problem Reconstructing binary symmetric channel trees with bounded memory.
method Combining recursive reconstruction, information theory, and optimal transport.
result Any recursive algorithm with bounded memory for the reconstruction problem on binary symmetric channel trees has a phase transition strictly below the Belief Propagation threshold.

Continuous phase transitions identified in Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

problem Phase transitions in multimodal models and their properties.
method Sharp coercivity estimate and constrained Lebedev--Milin inequality.
result Continuous phase transitions at critical coupling strengths for Doi-Onsager, noisy transformer, and Hegselmann-Krause models.

Descending phase retrieval algorithms show a phase transition with increasing sample complexity.

problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.

Study finds phase transition in context-sensitive language model with short-range interactions.

problem Understanding phase transitions in language models with short-range interactions.
method Constructed a random language model with short-range interactions and investigated its statistical properties.
result Phase transition occurs in context-sensitive language models with constant context length.

The optimal (`equilibrium') macroscopic properties of an economy with NN industries endowed with different technologies, PP commodities and one consumer are derived in the limit NN\to\infty with n=N/Pn=N/P fixed using the replica method. When technologies are strictly inefficient, a phase transition occurs upon increas…

2004-02-02abs ↗pdf ↗

Diffusion models reveal a phase transition in reconstructing high-level features.

problem Understanding the hierarchical structure of natural data.
method Study of hierarchical generative models of data using diffusion models.
result The backward diffusion process shows a phase transition at a threshold time, where high-level features suddenly drop in reconstructibility.

Deep heteroskedastic models overfit, showing a phase transition with regularization strength.

problem Overfitting in deep heteroskedastic regression models.
method Theoretical framework based on statistical field theory, empirical verification, and hyperparameter simplification.
result A phase transition in model behavior with varying regularization strength.

Optimal spectral initializers impact phase retrieval phase transitions.

problem Understanding the limits of phase retrieval algorithms.
method Developed Random duality theory (RDT) to characterize optimal spectral initializers.
result Optimal spectral initializers can fall into flat regions of the phase retrieval manifold, making phase retrieval difficult.

Study on complexity of random polynomials with deterministic spikes, identifying phase transitions.

problem Complexity of random Gaussian polynomials with deterministic spikes on a sphere.
method Variational formulas, Kac-Rice formula, determinant asymptotics of finite-rank perturbation of Gaussian Wigner matrices.
result Identification of a topological phase transition in the complexity function.