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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.

169,341 papers · 148 categories

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48 results for replica trick

Dense Associative Memories outperform classical networks in robustness and signal processing.

problem Improving neural network performance in adversarial attacks and weak signal processing.
method Relaxing replica symmetry in statistical mechanics of spin glasses to analyze unsupervised and supervised learning.
result Explicit analytical investigation of phase diagrams and storage capacities for Dense Associative Memories.

Dreaming neural networks learn and consolidate patterns during sleep.

problem Maximizing information storage and critical capacity in neural networks.
method Daily routine of learning during awake state and consolidation during sleep, using Guerra's interpolation techniques.
result The network achieves perfect retrieval regime after sleep, storing the same number of patterns as neurons.

Paper uses replica analysis to optimize net present value in investment portfolios.

problem Maximizing net present value in portfolios of multiple development projects.
method Replica analysis applied to optimization problem with budget and investment constraints.
result Replica analysis yields higher net present value than conventional methods.

New neural networks model complex phenomena with fewer parameters.

problem Challenges in studying higher-order interactions in neural networks.
method Introducing curved neural networks using the maximum entropy principle.
result Curved neural networks accelerate memory retrieval and exhibit explosive phase transitions.

This paper optimizes deep learning training by efficiently sharding weight updates across replicas.

problem Redundant weight update computation on all replicas in data-parallel training.
method Automatic sharding of weight updates using static analysis and transformations on the training graph.
result Substantial speedups achieved on large-scale models using Cloud TPUs.

New method for Bayesian learning on large datasets using replica-exchange Nosé-Hoover dynamics.

problem Bayesian learning on complex posterior distributions with multiple isolated modes and mini-batch noise.
method Simulating replicas in parallel with different temperatures, applying Nosé-Hoover dynamics, and developing a noise-aware exchange protocol.
result Significant improvements over strong baselines in deep Bayesian neural networks on large-scale datasets.

New insights on how weight structure affects generalization in deep Gaussian feature models.

problem Understanding how weight structure impacts generalization in deep learning models.
method Using the replica trick from statistical physics to derive learning curves for models with structured Gaussian features.
result Allowing correlations between the rows of the first layer of features can aid generalization, while structure in later layers is generally detrimental.

Paper optimizes portfolios with non-identical asset return variances using statistical mechanics.

problem Optimizing portfolios with assets having different return variance.
method Replica analysis of statistical mechanical informatics.
result Asymptotic behaviors of minimal investment risk and concentrated investment level determined analytically.

AMP algorithm analyzes SCAD nonconvex regularization for sparse regression.

problem Sparse regression with nonconvex SCAD regularization under Gaussian data.
method Approximate message passing (AMP) algorithm for SCAD-AMP, stability and asymptotic analysis.
result SCAD-AMP achieves optimal performance and identifies phase transitions.

Statistical learning theory connects to spin glass models via Rademacher complexity and replica theory.

problem Bounding generalization gap in statistical learning theory.
method Linking Rademacher complexity in statistical learning to synthetic models in statistical physics.
result Rademacher complexity is closely related to ground state energy in spin glass models.

Binary perceptron's instability linked to replica symmetry breaking.

problem Understanding the relationship between algorithmic instability and replica symmetry breaking in binary perceptron learning.
method Established the connection between algorithmic instability and replica symmetry breaking by comparing the instability condition around the fixed point to the instability for breaking the replica symmetric solution of the free energy function.
result The instability condition around the algorithmic fixed point is identical to the instability for breaking the replica symmetric saddle point solution of the free energy function.

Geometrically constructs twist-field correlation functions in CFT.

problem Understanding entanglement entropy in quantum systems.
method Using Cauchy-Hadamard renormalization of Polyakov anomaly integral on surfaces with conical singularities.
result Provides a purely mathematical interpretation of entanglement entropy results.

The replica method solves mean-variance portfolio optimization without symmetry assumptions.

problem Mean-variance portfolio optimization for a generic covariance matrix.
method Replica method from statistical physics applied to optimization problem.
result Replica symmetry emerges as the unique solution of the optimization problem.

We use variational Gaussian approximations to analyze parametric models with unknown data-generating distributions.

problem Analyzing inference and learning in parametric models with unknown or intractable data-generating distributions.
method Replica method with variational Gaussian approximation in grand canonical formalism.
result Stationarity conditions adaptively determine parameters of the trial Hamiltonian for each dataset.

SOCRATES uses LLMs to automate simulation optimization of complex systems.

problem Optimizing complex, expensive-to-sample stochastic systems.
method Two-stage procedure: replica construction and meta-optimization.
result Adaptive hybrid optimization schedule for real systems.

Study analyzes eigenvalue distributions of non-i.i.d. Wishart matrices using replica analysis and belief propagation.

problem Eigenvalue distribution of non-i.i.d. Wishart matrices.
method Replica analysis and belief propagation.
result Determines asymptotic eigenvalue distribution and proposes an algorithm based on belief propagation.

A fast, approximate method for variable selection in GLMs tackles correlated data.

problem Variable selection in generalized linear models with correlated data.
method Replica method of statistical mechanics and vector approximate message passing.
result The proposed algorithm provides fast convergence and high approximation accuracy.

The paper estimates key metrics for linear models with Markov or hidden Markov sources.

problem Estimating free energy, mutual information, and MMSE for linear models with specific signal priors.
method Replica analysis in statistical physics, focusing on Markov and hidden Markov sources.
result The linear model with Markov or hidden Markov sources can be simplified into decoupled AWGN channels.

Minimal DAMs can recognize patterns in high noise, even with minimal data.

problem Pattern recognition in high noise conditions with limited data.
method Interpolating between DAMs and spin glasses, using minimal dense associative networks and extremizing quenched free-energy.
result Minimal DAMs can correctly recognize patterns even when the signal is very weak and noise is high.

The typical behavior of optimal solutions to portfolio optimization problems with absolute deviation and expected shortfall models using replica analysis was pioneeringly estimated by S. Ciliberti and M. Mézard [Eur. Phys. B. 57, 175 (2007)]; however, they have not yet developed an approximate derivation method for fin…

2010-08-23abs ↗pdf ↗

BLADE uses Bayesian methods to discover complex systems from scarce data.

problem Efficiently discovering governing equations of complex dynamical systems from limited data.
method Combines replica-exchange stochastic gradient Langevin Monte Carlo with active learning.
result Reduces measurement requirements by 60% for Lotka-Volterra and 40% for Burgers' equation.

Proposes r2SGLD for efficient constrained exploration in non-convex learning.

problem Stagnation in high-temperature chains of reSGLD in distribution tails.
method r2SGLD: replica exchange with reflection steps in a bounded domain.
result Reflection steps enhance mixing rates with quadratic improvement in domain diameter.

The paper analyzes maximizing and minimizing investment concentration under budget and risk constraints.

problem Maximizing and minimizing investment concentration with budget and risk constraints.
method Replica analysis and the method of steepest descent based on Lagrange's method of undetermined multipliers.
result Optimal solutions are verified to be dual to the portfolio optimization problem.

New sampler tackles complex discrete energy landscapes efficiently.

problem Stagnation in gradient-based discrete samplers for non-convex settings.
method DREXEL sampler with Replica Exchange and Adjusted Metropolis.
result Proves samplers satisfy detailed balance and converge to target distribution.

Improved reSGLD accelerates convergence in non-convex learning problems.

problem Inefficient swaps due to noisy energy estimators in reSGLD.
method Variance reduction for noisy energy estimators, theoretical analysis, and numerical experiments.
result Exponential acceleration in convergence for non-convex learning problems.

The Gumbel-max trick and its extensions simplify sampling from categorical distributions in machine learning.

problem Sampling from categorical distributions with unnormalized probabilities.
method Extensions of the Gumbel-max trick for various applications.
result Simplified and efficient methods for sampling and gradient estimation.

A new gradient estimator for categorical distributions reduces bias and variance.

problem Intractability of gradients for categorical distributions in discrete latent variable models.
method CatLog-Derivative trick and IndeCateR gradient estimator.
result IndeCateR reduces bias and variance of gradients for categorical distributions.