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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.

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4693139185 · May 202619922001200920172026
48 results for spectral phase transition

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.

High-dimensional models become unstable when sample size falls below a critical level, leading to a phase transition.

problem Instability in high-dimensional learning models when sample size is insufficient.
method Proved the necessity of a Fisher eigenvalue threshold for stability, introduced Fisher floor for verification.
result A sharp phase transition between reliable concentration and inevitable failure in high-dimensional learning.

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.

We give a polynomial-time algorithm for learning latent-state linear dynamical systems without system identification, and without assumptions on the spectral radius of the system's transition matrix. The algorithm extends the recently introduced technique of spectral filtering, previously applied only to systems with a…

2018-02-12abs ↗pdf ↗

Study spectral estimators for multi-index models to recover low-dimensional signal subspaces.

problem Recovering low-dimensional signal subspaces in multi-index models.
method Spectral estimators for multi-index models.
result Precise asymptotic characterization of spectral methods' performance, revealing a phase transition for weak recovery.

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.

Multilayer graphs are commonly used for representing different relations between entities and handling heterogeneous data processing tasks. New challenges arise in multilayer graph clustering for assigning clusters to a common multilayer node set and for combining information from each layer. This paper presents a theo…

2016-09-23abs ↗pdf ↗

New method detects global factors near BBP phase transition in high-dimensional data.

problem Detecting the number of global factors in noisy high-dimensional correlation matrices.
method Iterative Global Factor (IGF) algorithm combining adaptive edge recalibration and PR delocalization filter.
result IGF algorithm successfully detects global factors near BBP transition, improving over eigenvalue-only methods.

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.

In phase retrieval we want to recover an unknown signal xCd\boldsymbol x\in\mathbb C^d from nn quadratic measurements of the form yi=ai,x2+wiy_i = |\langle{\boldsymbol a}_i,{\boldsymbol x}\rangle|^2+w_i where aiCd\boldsymbol a_i\in \mathbb C^d are known sensing vectors and wiw_i is measurement noise. We ask the following weak rec…

2017-08-20abs ↗pdf ↗

Gradient descent solves rank-one matrix estimation problem with detailed time evolution analysis.

problem Estimating a rank-one symmetric matrix corrupted by noise.
method Gradient descent on a sphere, using local versions of the semi-circle law.
result Explicit formulas for the time evolution of the estimator and cost function, revealing phase transitions.

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.

New analysis reveals masked self-supervised learning's effectiveness in extracting data structure.

problem Analyzing masked self-supervised learning in high-dimensional data.
method Developed precise high-dimensional analysis of masked modeling objectives.
result Identified phase transitions and structured regimes for masked self-supervised learning.

We consider a random sparse graph with bounded average degree, in which a subset of vertices has higher connectivity than the background. In particular, the average degree inside this subset of vertices is larger than outside (but still bounded). Given a realization of such graph, we aim at identifying the hidden subse…

2015-02-19abs ↗pdf ↗

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.

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 insights into spectral statistics of sample covariance matrix for stable linear systems.

problem Estimating high-dimensional stable state transition matrices from noisy data.
method Combining spectral theorem for non-Hermitian operators, concentration of measure, and perturbation theory.
result The spectral radius of the sample covariance matrix exhibits phase transitions in high dimensions.

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 optimal algorithms for recovering signals through inhomogeneous low-rank channels.

problem Recovering signals through an inhomogeneous low-rank matrix channel.
method Derive and analyze an approximate message-passing algorithm (AMP) and a spectral method.
result The AMP iteration matches the conjectured optimal computational phase transition.

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.

We identify spectral conditions for reliable neural probe interpretation.

problem Unreliable performance of linear probes in interpreting neural representations.
method Formalized Spectral Identifiability Principle (SIP) based on eigengap and Fisher error.
result Reliability of neural probes depends on the eigengap relative to Fisher estimation error.

New method preserves spectral clustering performance under aggressive sparsification and quantization.

problem Maintaining spectral clustering performance with sparse and quantized data.
method Random matrix theory applied to eigenspectrum changes under sparsification and quantization.
result Spectral clustering performance is preserved even with aggressive sparsification and quantization.

In this paper we study the phenomenon of phase transitions for the geodesic flow on some geometrically finite negatively curved manifolds. We define a class of potentials going slowly to zero through the cusps of MM for which the pressure map exhibits a phase transition. By a careful choice of the metric at the cusp w…

2017-04-09abs ↗pdf ↗

We derive the exact solution of a one-dimensional Markov functional model with log-normally distributed interest rates in discrete time. The model is shown to have two distinct limiting states, corresponding to small and asymptotically large volatilities, respectively. These volatility regimes are separated by a phase …

2010-07-05abs ↗pdf ↗

The classification of phase transitions is a central and challenging task in condensed matter physics. Typically, it relies on the identification of order parameters and the analysis of singularities in the free energy and its derivatives. Here, we propose an alternative framework to identify quantum phase transitions,…

2019-04-02abs ↗pdf ↗

Improved simulation of phase transitions using hierarchical autoregressive networks.

problem Simulating phase transitions in complex systems.
method Hierarchical Autoregressive Neural (HAN) network sampling algorithm.
result Significant improvement in statistical uncertainty compared to the Wolff cluster algorithm.

Improves detection of low-rank signals from noisy data matrices.

problem Statistical detection of low-rank signals in noisy data matrices.
method Entrywise pre-transforming data matrix for non-Gaussian noise, sharp phase transition thresholds, central limit theorem for linear spectral statistics, hypothesis test.
result Improves detection of low-rank signals from noisy data matrices, generalizing known results.

Generative diffusion models exhibit phase transitions in statistical mechanics, impacting their performance.

problem Understanding the performance and capabilities of generative diffusion models.
method Reformulating generative diffusion models using statistical mechanics, focusing on phase transitions and symmetry breaking.
result Generative diffusion models undergo second-order phase transitions with mean-field universality, critical instability, and mean-field critical exponents.