Research
On-device research index

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.

168,742 papers · 148 categories

Trend · papers per month

3517021,0521,403 · Jun 202019922001200920172026
48 results for port-Hamiltonian model

Paper extends port-Hamiltonian model to include internal energy for compressible and incompressible flow.

problem Modeling fluid flow dynamics with internal energy and constraints.
method Derived port-Hamiltonian model using interconnection maps and added internal energy and constraint forces.
result Model accurately represents both compressible and incompressible fluid flow.

Study discretizes Dirac and port-Hamiltonian systems using manifolds.

problem Discretization of Dirac and port-Hamiltonian systems.
method Retraction and discretization maps on manifolds for Dirac structures, applied to port-Hamiltonian systems.
result Numerical integrators for port-Hamiltonian systems derived from discretization techniques.

Develops control and observer methods for complex systems.

problem Controlling and observing infinite-dimensional systems with boundary actuation.
method Energy-Casimir method and port-Hamiltonian system representation.
result Control law and observer designed for Kirchhoff-Love plate example.

Paper designs energy-based controllers and observers for complex systems.

problem Controlling and observing infinite-dimensional systems with in-domain actuation.
method Uses Stokes-Dirac structures and jet-bundle structures to derive controllers and observers.
result Control schemes derived in both frameworks are equivalent.

Dissipative SymODEN learns dynamics with dissipation and control from data.

problem Learning dynamics with dissipation and control from observed data.
method Dissipative SymODEN encodes port-Hamiltonian dynamics into a deep learning architecture.
result The learned model reveals key aspects of the system, such as inertia, dissipation, and potential energy.

In this contribution we present an intrinsic description of time-variant Port Hamiltonian systems as they appear in modeling and control theory. This formulation is based on the splitting of the state bundle and the use of appropriate covariant derivatives, which guarantees that the structure of the equations is invari…

2012-07-19abs ↗pdf ↗

Researchers present and compare different representations of dissipative Hamiltonian DAE systems.

problem Understanding and transforming dissipative Hamiltonian DAE systems.
method Global geometric and algebraic points of view, translations between representations, characterizations, and numerical methods for computing structural information.
result A general DAE system can be transformed into a dissipative Hamiltonian or port-Hamiltonian DAE system.

Neural networks are discrete entities: subdivided into discrete layers and parametrized by weights which are iteratively optimized via difference equations. Recent work proposes networks with layer outputs which are no longer quantized but are solutions of an ordinary differential equation (ODE); however, these network…

2019-09-06abs ↗pdf ↗

Develops neural networks for learning physics of complex systems by enforcing thermodynamics principles.

problem Learning physics of complex systems from incomplete experimental data.
method Integrates port-metriplectic formalism with neural networks to enforce thermodynamics principles.
result Neural networks can learn physics of complex systems by parts, reducing learning burden.

The paper analyzes the stability of an observer error in a vibrating string system.

problem Stability analysis of observer error in a vibrating string system.
method Abstract Cauchy problem reformulation and application of LaSalle's invariance principle for infinite-dimensional systems.
result The observer error is asymptotically stable.

LLapDiff models irregular multivariate time series without step-by-step integration.

problem Trade-off between discrete and continuous methods for long-horizon forecasting.
method Generative framework that models target as a low-dimensional latent trajectory, guided by modal parameterization and Laplace domain poles.
result Improves long-horizon forecasting over baselines and supports missing-value imputation.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

The paper identifies when larger models improve predictions and proposes a switcher model.

problem Understanding when larger models benefit from added complexity.
method Numerical studies on T5 architecture to analyze predictive uncertainty and model performance.
result Large models improve on examples where small models are uncertain, but not on certain examples.

We propose a generalization of neural network sequence models. Instead of predicting one symbol at a time, our multi-scale model makes predictions over multiple, potentially overlapping multi-symbol tokens. A variation of the byte-pair encoding (BPE) compression algorithm is used to learn the dictionary of tokens that …

2017-07-03abs ↗pdf ↗

The paper extends statistical inference methods for black-box generative models.

problem Understanding and validating black-box generative models without access to their internal data.
method Develops model-level statistical inference tasks using generative model representations.
result Model-level representations are effective for multiple inference tasks.