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.

168,657 papers · 148 categories

Trend · papers per month

3877115153 · May 202619922001200920172026
48 results for sharp threshold

Sharp thresholds and contiguity for community detection in contextual SBM.

problem Community detection in graphs with high-dimensional node-covariates.
method Contextual Stochastic Block Model, non-rigorous cavity method, information theory.
result Established the sharp threshold for detection and weak recovery in the contextual SBM.

Willmore flow converges globally for surfaces with rotational symmetry below a specific energy threshold.

problem Global existence and convergence of Willmore flow with Dirichlet boundary conditions.
method Considered surfaces with rotational symmetry, proved global existence and convergence for initial data below a sharp energy threshold.
result Sharp threshold for global existence and convergence of Willmore flow depends on boundary conditions.

Gradient descent near stability threshold exhibits sharpness oscillations.

problem Understanding sharpness behavior near stability threshold in non-Euclidean norms.
method Interpreted EoS through Directional Smoothness and generalized sharpness under arbitrary norms.
result Non-Euclidean GD with generalized sharpness shows sharpness oscillations near 2/η2/η.

Sharp inequalities for weighted log canonical thresholds derived.

problem Understanding weighted log canonical thresholds in complex analysis.
method Combining integrability estimates, complex line restrictions, and pluripotential theory.
result Uniform control of difference quotients and explicit lower bounds derived.

Gradient descent near stability threshold shows sharpness oscillations.

problem Understanding sharpness and stability in non-Euclidean norms during gradient descent.
method Interpreted EoS through Directional Smoothness, defined generalized sharpness for arbitrary norms.
result Non-Euclidean GD exhibits sharpness oscillations around the stability threshold.

Sharp threshold found for metric uniqueness in Riemannian Calderón-type problems.

problem Determining metrics uniquely from Dirichlet-to-Neumann maps in Riemannian Schrödinger problems.
method Adaptation of Lassas-Uhlmann reconstruction theorem and novel Gevrey space techniques.
result Analytic metrics uniquely determine the metric up to boundary-preserving diffeomorphisms, but non-analytic metrics are not uniquely determined.

Sharp large deviations and Gibbs conditioning for portfolio credit risk models.

problem Analyzing the risk of default in financial portfolios with dependent factors.
method Sharp large deviation estimates and conditional Bahadur-Rao estimates for threshold models with diverging latent factors.
result Conditioned on a large exceedance event, default indicators become asymptotically i.i.d., and loss-given-default is exponentially tilted.

The fundamental group of the 22-dimensional Linial-Meshulam random simplicial complex Y2(n,p)Y_2(n,p) was first studied by Babson, Hoffman and Kahle. They proved that the threshold probability for simple connectivity of Y2(n,p)Y_2(n,p) is about pn1/2p\approx n^{-1/2}. In this paper, we show that this threshold probability is at mo…

2018-06-08abs ↗pdf ↗

Study community detection in multi-view data with various types of information.

problem Community detection in multi-view data with different types of information.
method Unified theoretical framework, mutual information analysis, sharp thresholds, iterative algorithms.
result Sharp thresholds for community recovery in various multi-view settings.

The paper establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

problem Learning Latent Markov Decision Processes (LMDPs) with separated components.
method The paper considers various notions of separation and establishes a nearly-sharp statistical threshold for efficient learning. It also presents a quasi-polynomial algorithm with time complexity scaling in terms of the statistical threshold under a weaker assumption of separability under the optimal policy, and a near-matching time complexity lower bound under the exponential time hypothesis.
result Establishes a nearly-sharp statistical threshold for efficient learning in Latent MDPs with separated components.

Sharp threshold for exact recovery in non-uniform hypergraph stochastic block model.

problem Community detection in random hypergraphs with non-uniform hyperedge probabilities.
method Sharp threshold established; two efficient algorithms for exact recovery.
result Sharp threshold for exact recovery; information-theoretic lower bound on misclassification.

Momentum affects optimization differently at small vs large batch sizes near instability.

problem Understanding how momentum impacts optimization near the edge of stability.
method Demonstrated through batch-size dependent behavior of SGD with momentum.
result Momentum operates in two distinct regimes: amplifying stochastic fluctuations at small batch sizes and stabilizing at large batch sizes.

This paper resolves the all-or-nothing phase transition in graph matching.

problem Recovering vertex correspondence between edge-correlated random graphs.
method Analysis of mutual information, truncated second-moment computation, and maximum likelihood estimator.
result Sharp thresholds for correct matching in both dense and sparse graphs.

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.

The paper sets thresholds for testing correlation in hypergraphs, distinguishing between independent and correlated states.

problem Testing correlation between two hypergraphs under different models.
method Derives sharp information-theoretic thresholds for distinguishing between null and alternative hypotheses.
result The testing threshold decreases as the hypergraph's uniformity (m) increases, making correlation testing easier for higher uniformity.

Weight decay stabilizes training dynamics by slowing progressive sharpening.

problem Understanding how weight decay affects training stability in deep learning models.
method Analyzing weight decay effects at the Edge of Stability, developing a mathematical framework.
result Weight decay dampens oscillations and stabilizes sharpness in CNNs, causing a phase transition in MLPs.

Deep Gaussian processes can have non-degenerate and non-Gaussian limits.

problem Understanding the behavior of deep Gaussian processes as depth grows.
method Studying the limit of compositional Gaussian processes where each layer is a Gaussian process.
result Identified a sharp bandwidth threshold above which the limit is degenerate, and proved that for bandwidths below this threshold, the limit is a non-degenerate and non-Gaussian distribution.

The study bounds the stability of Gaussian mixtures under small perturbations.

problem Stability of Gaussian mixtures under small changes in distribution.
method Deriving an explicit bound on parameter stability of spherical Gaussian Mixture Models (sGMM) in a pre-defined model class.
result Upper bound on parameter distance of close sGMMs to the original sGMM, dependent only on the original model.

We consider the community detection problem in sparse random hypergraphs. Angelini et al. (2015) conjectured the existence of a sharp threshold on model parameters for community detection in sparse hypergraphs generated by a hypergraph stochastic block model. We solve the positive part of the conjecture for the case of…

2019-04-11abs ↗pdf ↗

We determine the information-theoretic cutoff value on separation of cluster centers for exact recovery of cluster labels in a KK-component Gaussian mixture model with equal cluster sizes. Moreover, we show that a semidefinite programming (SDP) relaxation of the KK-means clustering method achieves such sharp threshol…

2020-01-05abs ↗pdf ↗

Extends probabilistic approach for Kahler-Einstein metrics on Fano manifolds.

problem Constructing Kahler-Einstein metrics on log Fano manifolds with non-discrete automorphism groups.
method Introduces Gibbs polystability and uses moment map constraint to break symmetry.
result Gibbs polystability conjectured to be equivalent to existence of Kahler-Einstein metric.

Detecting edge correlation between two graphs sharpens a threshold based on densest subgraph.

problem Detecting edge correlation between two Erdős-Rényi graphs.
method Formulated as a hypothesis testing problem, connecting to densest subgraph detection.
result Sharp information-theoretic threshold established for edge correlation detection.

The paper explores how Finsler manifolds differ from Riemannian ones in functional inequalities.

problem Analytic phenomena on Finsler manifolds differ from Riemannian ones.
method Comparative analysis of Finsler and Riemannian manifolds, focusing on Sobolev spaces, Hardy inequalities, and uncertainty principles.
result Functional inequalities (Hardy, uncertainty) break down on Finsler Cartan-Hadamard manifolds, while Caffarelli-Kohn-Nirenberg inequality exhibits a sharp threshold.

We study two global structural properties of a graph ΓΓ, denoted AS and CFS, which arise in a natural way from geometric group theory. We study these properties in the Erdös--Rényi random graph model G(n,p), proving a sharp threshold for a random graph to have the AS property asymptotically almost surely, and giving f…

2015-05-08abs ↗pdf ↗

Study proposes an active subsampling method for estimating individualized thresholds in high-dimensional data.

problem Estimating optimal individualized thresholds in high-dimensional data with limited labeled samples.
method Developed a K-step active subsampling algorithm to iteratively select and label the most informative data points.
result Revealed a phase transition phenomenon in the estimation of θθ with respect to the smoothness of the conditional density.

Linear memory stores associations up to a logarithmic scale, but listwise retrieval can handle a quadratic scale.

problem How many key-value associations can a linear memory store?
method Analyzed linear memory models for top-1 and listwise retrieval, proving phase transitions and developing asymptotic theories.
result Linear memory has a logarithmic capacity for top-1 retrieval and a quadratic capacity for listwise retrieval.

The study examines when to trust confidence thresholding in pseudo-labelling regression.

problem Calibrated probabilities from classifiers used for pseudo-labelling need careful handling to avoid bias in downstream regression.
method Developed a diagnostic apparatus to predict and bound the bias induced by confidence thresholding, derived a closed-form expression for the attenuation bias.
result The bias can be predicted from the residual score variance VV^{*}, motivating a structural separation between classifier features and downstream controls.

We study the profitability of optimal mean reversion trading strategies in the US equity market. Different from regular pair trading practice, we apply maximum likelihood method to construct the optimal static pairs trading portfolio that best fits the Ornstein-Uhlenbeck process, and rigorously estimate the parameters.…

2016-02-18abs ↗pdf ↗

The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…

2015-11-04abs ↗pdf ↗