If a given behavior of a multi-agent system restricts the phase variable to a invariant manifold, then we define a phase transition as change of physical characteristics such as speed, coordination, and structure. We define such a phase transition as splitting an underlying manifold into two sub-manifolds with distinct…
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.
Trend · papers per month
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 minimization and nuclear norm minimization are…
Descending phase retrieval algorithms show a phase transition with increasing sample complexity.
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…
Framework for multi-scale clustering using phase transitions.
We find numerical and empirical evidence for dynamical, structural and topological phase transitions on the (German) Frankfurt Stock Exchange (FSE) in the temporal vicinity of the worldwide financial crash. Using the Minimal Spanning Tree (MST) technique, a particularly useful canonical tool of the graph theory, two tr…
A new approach uses circuit topology to study complex polymer interactions.
The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…
New model shows natural language exhibits phase transition similar to physics.
The paper models market crashes as phase transitions, finding dynamic transitions offer better predictions.
Machine learning approximates phase transitions using Fisher information.
Optimal spectral method found for inhomogeneous spiked Wigner model.
Diffusion maps help learn complex quantum phase transitions from data.
Double-well transitions are stiffer than minimal surfaces.
Diffusion models reveal a phase transition in reconstructing high-level features.
New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.
Study on detecting hierarchical community structures in networks.
New insights into neural networks reveal unexpected phase transitions.
Bayesian theory explains abrupt emergence of copy subcircuit in attention.
Study phase transitions with prescribed mean curvature in Riemannian manifolds.
Financial markets, being spectacular examples of complex systems, display rich correlation structures among price returns of different assets. The correlation structures change drastically, akin to phase transitions in physical phenomena, as do the influential stocks (leaders) and sectors (communities), during market e…
Continuous phase transitions identified in Doi-Onsager, noisy transformer, and Hegselmann-Krause models.
Optimal spectral initializers impact phase retrieval phase transitions.
We study the crash dynamics of the Warsaw Stock Exchange (WSE) by using the Minimal Spanning Tree (MST) networks. We find the transition of the complex network during its evolution from a (hierarchical) power law MST network, representing the stable state of WSE before the recent worldwide financial crash, to a superst…
Paper analyzes latent space geometry in generative models using Fisher information.
Study finds phase transition in context-sensitive language model with short-range interactions.
In the Information Bottleneck (IB), when tuning the relative strength between compression and prediction terms, how do the two terms behave, and what's their relationship with the dataset and the learned representation? In this paper, we set out to answer these questions by studying multiple phase transitions in the IB…
One of the longstanding open problems in spectral graph clustering (SGC) is the so-called model order selection problem: automated selection of the correct number of clusters. This is equivalent to the problem of finding the number of connected components or communities in an undirected graph. We propose automated mode…
Proves spectra equivalence for Riemannian manifolds.
Deep networks learn features suddenly, akin to a phase transition.
This paper is partly based on a lecture delivered by the author at the ERC workshop "Geometric Partial Differential Equations" held in Pisa in September 2012. What is presented here is an expanded version of that lecture.
PLS-SVD struggles with missing data in multimodal datasets, showing a phase transition in performance.
In this paper, we perform statistical segmentation and clustering analysis of the Dow Jones Industrial Average time series between January 1997 and August 2008. Modeling the index movements and log-index movements as stationary Gaussian processes, we find a total of 116 and 119 statistically stationary segments respect…
Study finds a phase transition in flash crashes involving large and liquid stocks.
High-dimensional random geometry shows phase transitions in various problems.
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 for which the pressure map exhibits a phase transition. By a careful choice of the metric at the cusp w…
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 …
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,…
Improved simulation of phase transitions using hierarchical autoregressive networks.
Generative diffusion models exhibit phase transitions in statistical mechanics, impacting their performance.
Study shows strong min-max principle for phase transitions.
We consider the classical stochastic multi-armed bandit problem with a constraint that limits the total cost incurred by switching between actions to be no larger than a given switching budget. For this problem, we prove matching upper and lower bounds on the optimal (i.e., minimax) regret, and provide efficient rate-o…
Study phase transitions in shuffled regression problems.
The study uses the Merton model to estimate PD and finds a phase transition affecting convergence speed.
Persistent entropy detects phase transitions in complex systems.
The paper studies dynamical systems with evolving geometric structure using numerical methods.
In this paper, we study the sensitivity of the spectral clustering based community detection algorithm subject to a Erdos-Renyi type random noise model. We prove phase transitions in community detectability as a function of the external edge connection probability and the noisy edge presence probability under a general…
We fill a void in merging empirical and phenomenological characterisation of the dynamical phase transitions in complex systems by identifying three of them on real-life financial markets. We extract and interpret the empirical, numerical, and semi-analytical evidences for the existence of these phase transitions, by c…