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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.

169,051 papers · 148 categories

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255075100 · Jun 202019922001200920172026
48 results for two-dimensional hard particles

Study examines the excluded area between two-dimensional hard particles, identifying key factors affecting its magnitude.

problem Determining the excluded area between two-dimensional hard particles with various orientations and shapes.
method Used principal component analysis and Monte Carlo simulations to analyze randomly generated non-self-intersecting polygons and star lines.
result The minimum excluded area is achieved when particles are antiparallel, and elongation of the particle shape significantly affects the excluded area.

This paper optimizes functions of probability measures using particle gradient descent for displacement convex functions.

problem Optimizing functions of probability measures with displacement convex properties.
method Particle gradient descent applied to displacement convex functions with theoretical guarantees.
result Finite number of particles and computations are sufficient to find optimal solutions for displacement convex functions.

This paper investigates the position (state) distribution of the single step binomial (multi-nomial) process on a discrete state / time grid under the assumption that the velocity process rather than the state process is Markovian. In this model the particle follows a simple multi-step process in velocity space which a…

2014-05-31abs ↗pdf ↗

The topology and the geometry of a surface play a fundamental role in determining the equilibrium configurations of thin films of liquid crystals. We propose here a theoretical analysis of a recently introduced surface Frank energy, in the case of two-dimensional nematic liquid crystals coating a toroidal particle. Our…

2014-01-23abs ↗pdf ↗

Inference-Time Scaling can be extended to domains prone to systematic failure using intrinsic statistics.

problem Scaling inference time in domains prone to systematic failure
method Intrinsic Selection (iS), Intrinsic Particle Filtering (iPF), and Particle Distillation (dPF)
result Intrinsic Selection improves engineering design selection by 20% and pass@1 by 6.1 points on average.

This work finds mixed equilibria in machine learning problems using measures and simultaneous gradient ascent-descent.

problem Finding pure equilibria in machine learning problems is computationally hard.
method Entropic regularization, simultaneous gradient ascent-descent, and particle discretization in the Wasserstein metric.
result Global convergence towards the global equilibrium in mixed equilibria problems.

New algorithm for fitting Gaussian mixtures using Wasserstein-Fisher-Rao geometry.

problem Hard problem of fitting Gaussian mixture models to data computationally.
method Gradient descent over Wasserstein-Fisher-Rao geometry for probability measures.
result Established convergence guarantees for the proposed algorithm.

Develops a new GLM framework for claims reserving with adaptive estimation.

problem Accurate assessment of claims reserves with dynamic and dependent claim activity.
method Multivariate evolutionary GLM framework with adaptive particle filtering algorithm.
result Adaptive estimation of evolving factors improves claims reserve accuracy.

In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition probabilities and analyzed the martingale properties of the ensuing wealth proces…

2006-05-16abs ↗pdf ↗

We introduce and illustrate a new approach to the unknotting problem via the dynamics of vortex strings in a nonlinear partial differential equation of reaction-diffusion type. To untangle a given knot, a Biot-Savart construction is used to initialize the knot as a vortex string in the FitzHugh-Nagumo equation. Remarka…

2016-04-15abs ↗pdf ↗

New method uses Wasserstein loss for data unfolding, offering better accuracy than classical techniques.

problem Removing noise or artifacts from measurements in physics experiments.
method Alternative formulation using Wasserstein loss, developing a convergent algorithm.
result Optimal transport approach offers robust, accurate performance compared to classical techniques, especially in cases with significant binning artifacts.

A computer vision approach improves neutral particle detection in particle flow algorithms.

problem Optimal reconstruction of particle content and kinematics in calorimeter images.
method Computer vision techniques applied to calorimeter images, using deep learning and super-resolution.
result Significantly improved reconstruction of neutral particle calorimeter energy deposits.

Jointly estimates flow fields and particle properties from Lagrangian data.

problem Estimating flow fields and particle properties from sparse, noisy Lagrangian data.
method Data assimilation framework coupling Eulerian and Lagrangian models.
result Joint estimation of flow fields and particle properties in various flow regimes.

Estimates log-likelihood of interacting particle systems using virtual particles.

problem Inconsistent estimation of finite-particle log-likelihood in large particle systems.
method Stochastic gradient estimate using continuous trajectory and virtual particle systems.
result Convergence to stationary points of limiting mean-field system's log-likelihood.

A method for optimal Bayesian filtering using progressive particle flow and optimal transport maps.

problem Optimizing Bayesian filtering with deterministic particles to avoid degeneration.
method Progressive flow of particles through a sequence of sub-steps, each using an optimal transport map to replace non-equally weighted particles with equally weighted ones.
result The method avoids particle degeneration and simplifies the filtering process by not requiring inversions or monotonicity constraints.

Optimal weights improve particle-based approximations of discrete distributions.

problem Improving particle-based approximations of discrete distributions.
method Proving optimality of weights and showing how to compute them efficiently.
result Optimal weights can be computed from existing particle-based methods without extra costs.

Particle MCMC involves using a particle filter within an MCMC algorithm. For inference of a model which involves an unobserved stochastic process, the standard implementation uses the particle filter to propose new values for the stochastic process, and MCMC moves to propose new values for the parameters. We show how p…

2014-08-29abs ↗pdf ↗

Improved particle approximation for mean-field neural networks.

problem Particle approximation error for mean-field neural networks.
method Improved particle approximation error by leveraging the problem structure in risk minimization.
result Established an LSI-constant-free particle approximation error concerning the objective gap.

A new particle filter avoids resampling to improve state estimation in high dimensions.

problem Particle deprivation in high-dimensional state spaces.
method A resampling-free particle filter designed to mitigate particle deprivation.
result The filter offers a near-accurate representation of the posterior distribution in high-dimensional contexts.

We introduce a new sequential Monte Carlo algorithm we call the particle cascade. The particle cascade is an asynchronous, anytime alternative to traditional particle filtering algorithms. It uses no barrier synchronizations which leads to improved particle throughput and memory efficiency. It is an anytime algorithm i…

2014-07-10abs ↗pdf ↗

Paper uses averaging from many particle filters to approximate posterior predictive distributions.

problem Approximating posterior predictive distributions efficiently and accurately.
method Particle swarm filter algorithm that averages many particle filter approximations.
result Law of large numbers and central limit theorem support the method's effectiveness.

This paper studies when particle filtering is efficient for planning in partially observed systems.

problem The efficiency of particle filtering for planning in partially observed linear dynamical systems.
method Coupling of ideal and approximate sequences to bound particle complexity.
result Polynomially many particles suffice for stable systems to approximate optimal planning.

It is shown that any two-dimensional spacetimes with compact Cauchy surfaces can be causally isomorphically imbedded into the two-dimensional Einstein's static universe. Also, it is shown that any two-dimensional globally hyperbolic spacetimes are conformally equivalent to a subset of the two-dimensional Einstein's sta…

2015-01-15abs ↗pdf ↗

Cryo-electron microscopy (cryo-EM) is an emerging experimental method to characterize the structure of large biomolecular assemblies. Single particle cryo-EM records 2D images (so-called micrographs) of projections of the three-dimensional particle, which need to be processed to obtain the three-dimensional reconstruct…

2013-11-29abs ↗pdf ↗

New algorithm trains latent diffusion models using interacting particles.

problem Training latent diffusion models efficiently and accurately.
method Reformulate training as minimizing a free energy functional, then approximate with interacting particles.
result The new algorithm outperforms previous methods in experiments.

Framework expands particle filtering to estimate states beyond prior boundaries.

problem Limitations of traditional particle filtering in estimating states outside prior support.
method Diffusion-Enhanced Particle Filtering Framework with adaptive diffusion, entropy-driven regularisation, and kernel-based perturbations.
result Framework significantly improves state estimation accuracy and success rates for out-of-boundary targets.

A weak law of large numbers is established for a sequence of systems of N classical point particles with logarithmic pair potential in $\bbR^n$, or $\bbS^n$, $n\in \bbN$, which are distributed according to the configurational microcanonical measure δ(EH)δ(E-H), or rather some regularization thereof, where H is the configu…

2000-02-22abs ↗pdf ↗

We construct a flat (and fake-flat) 2-connection in the configuration space of nn indistinguishable particles in the complex plane, which categorifies the sl(2,C)sl(2,C)-Knizhnik-Zamolodchikov connection obtained from the adjoint representation of sl(2,C)sl(2,C). This will be done by considering the adjoint categorical represen…

2012-07-04abs ↗pdf ↗

In this note, we complete the classification of the geometry of non-compact two-dimensional gradient Ricci solitons. As a consequence, we obtain two corollaries: First, a complete two-dimensional gradient Ricci soliton has bounded curvature. Second, we give examples of complete two-dimensional expanding Ricci solitons …

2013-03-27abs ↗pdf ↗

Enhances particle filters with neural augmentation for multi-sub-state tracking.

problem Particle filters struggle with complex or approximated models and low latency requirements.
method Learning Flock (LF) uses a neural network to correct particle weights based on sub-particle relationships.
result LF improves performance, robustness, and latency in radar multi-target tracking.