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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.

168,694 papers · 148 categories

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135270405540 · May 202619922001200920172026
48 results for structural 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 ↗

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.

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 ↗

A new approach uses circuit topology to study complex polymer interactions.

problem Understanding structural phase transitions in entangled polymer systems.
method Braided circuit topology framework for multiple-chain systems.
result Circuit topological motif fractions are effective order parameters for structural transitions.

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…

2001-10-10abs ↗pdf ↗

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.

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.

Diffusion models reveal a phase transition in reconstructing high-level features.

problem Understanding the hierarchical structure of natural data.
method Study of hierarchical generative models of data using diffusion models.
result The backward diffusion process shows a phase transition at a threshold time, where high-level features suddenly drop in reconstructibility.

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.

Study on detecting hierarchical community structures in networks.

problem Detecting hierarchical community structures in networks.
method Analysis of planted hierarchies of partitions in networks, identifying additional detectability phases.
result There are additional phases in which the presence of multiple consistent partitions can either help or hinder detection of hierarchical structures.

New insights into neural networks reveal unexpected phase transitions.

problem Understanding how overparameterized neural networks learn and generalize.
method Statistical physics of disordered systems applied to non-convex binary neural networks.
result Atypical phase transitions lead to better generalization in neural networks.

Bayesian theory explains abrupt emergence of copy subcircuit in attention.

problem Understanding the abrupt emergence of the copy subcircuit in attention during training.
method Deriving a closed-form posterior over the attention matrix and reducing it to a low-dimensional order parameter space.
result Derive a phase transition in the amount of training data.

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.

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.

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.

Paper analyzes latent space geometry in generative models using Fisher information.

problem Understanding the structure of latent spaces in generative models.
method Reconstructs Fisher information metric from generated samples and posterior distribution.
result Reveals fractal structure and abrupt changes in Fisher metric at phase boundaries.

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.

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.

Study finds a phase transition in flash crashes involving large and liquid stocks.

problem Systemic risk and propagation of shocks in high frequency trading.
method In-depth investigation of co-crashes in high frequency trading.
result Large co-crashes involve mostly illiquid stocks, while small crashes involve a mix of liquid and illiquid stocks.

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.

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.

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…

2019-05-26abs ↗pdf ↗

Study phase transitions in shuffled regression problems.

problem Phase transitions in shuffled regression problems.
method Transformed permutation recovery into probabilistic graphical model, used message passing (MP) algorithm and branching random walk process.
result Characterized impact of signal-to-noise-ratio ($\snr$) on permutation recovery, proposed Gaussian approximation method.

The study uses the Merton model to estimate PD and finds a phase transition affecting convergence speed.

problem Estimating the probability of default (PD) using limited historical data.
method Adopted the Merton model and analyzed phase transitions in default correlation.
result PD estimation converges slowly when temporal correlation decays by power law less than one.

Persistent entropy detects phase transitions in complex systems.

problem Detecting phase transitions in complex systems.
method Established a general theorem for persistent entropy to reliably detect phase transitions, introduced operational framework for finite-time computations.
result Persistent entropy exhibits an asymptotically non-vanishing gap across phases, robust numerical signatures across experiments.