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312 scholarly results for stat.OT
Scholar iON Academic Synthesis
The body of research presented showcases the diverse applications of statistical methods in understanding complex systems. In the context of brain functional connectomes, Zhan et al. (2016) emphasize the significance of negative correlations in modularity analysis, offering a probability-based approach that improves reproducibility and reveals insights such as sex differences in brain network organization. Conversely, Ren and Zhou's work (2009, 2010) applies recurrence interval analysis to financial markets, revealing symmetric power-law distributions in asset returns and trading volumes, which exhibit both short-term and long-term memory effects, enhancing risk estimation and understanding market dynamics. Churiwala and Krishnamachari (2022) contribute to decentralized finance by introducing a Q-learning framework for optimizing fees in automated market makers, outperforming static models under diverse market conditions. Collectively, these studies underscore the importance of advanced statistical techniques in extracting meaningful patterns from complex datasets across neuroscience and financial domains.
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arxiv.org Β· scholarly article
The Importance of Being Negative: A serious treatment of non-trivial edges in brain functional connectome
Liang Zhan; Lisanne M. Jenkins; Ouri E. Wolfson; Johnson J. GadElkarim; Kevin Nocito; Paul M. Thompson; Olusola A. Ajilore; Moo K. Chung; Alex D. Leow
2016 arXiv Open Access
Understanding the modularity of fMRI-derived brain networks or connectomes can inform the study of brain function organization. However, fMRI connectomes additionally involve negative edges, which are not rigorously accounted for by existing approaches to modularity that either ignores or arbitrarily weight these connections. Furthermore, most Q maximization-based modularity algorithms yield variable results with suboptimal reproducibility. Here we present an alternative, reproducible approach that exploits how frequent the BOLD-signal correlation between two nodes is negative. We validated this novel probability-based modularity approach on two independent publicly-available resting-state connectome dataset (the Human Connectome Project and the 1000 Functional Connectomes) and demonstrated that negative correlations alone are sufficient in understanding resting-state modularity. In fact, this approach a) permits a dual formulation, leading to equivalent solutions regardless of whether one considers positive or negative edges; b) is theoretically linked to the Ising model defined on the connectome, thus yielding modularity result that maximizes data likelihood. We additionally were able to detect sex differences in modularity that the most widely utilized methods did not. Results confirmed the superiority of our approach in that: a) correlations with the highest probability of being negative are consistently placed between modules, b) due to the equivalent dual forms, no arbitrary weighting factor is required to balance the influence between negative and positive correlations, unlike existing Q maximization-based modularity approaches. As datasets like HCP become widely available for analysis by the neuroscience community at large, appropriate computational tools to understand the neurobiological information of negative edges in fMRI connectomes are increasingly important.
arxiv.org Β· scholarly article
Recurrence interval analysis of high-frequency financial returns and its application to risk estimation
Fei Ren; Wei-Xing Zhou
2009 arXiv Open Access DOI: 10.1088/1367-2630/12/7/075030
We investigate the probability distributions of the recurrence intervals $Ο„$ between consecutive 1-min returns above a positive threshold $q>0$ or below a negative threshold $q<0$ of two indices and 20 individual stocks in China's stock market. The distributions of recurrence intervals for positive and negative thresholds are symmetric, and display power-law tails tested by three goodness-of-fit measures including the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the CramΓ©r-von Mises criterion. Both long-term and shot-term memory effects are observed in the recurrence intervals for positive and negative thresholds $q$. We further apply the recurrence interval analysis to the risk estimation for the Chinese stock markets based on the probability $W_q(Ξ”{t},t)$, Value-at-Risk (VaR) analysis and VaR analysis conditioned on preceding recurrence intervals.
arxiv.org Β· scholarly article
QLAMMP: A Q-Learning Agent for Optimizing Fees on Automated Market Making Protocols
Dev Churiwala; Bhaskar Krishnamachari
2022 arXiv Open Access
Automated Market Makers (AMMs) have cemented themselves as an integral part of the decentralized finance (DeFi) space. AMMs are a type of exchange that allows users to trade assets without the need for a centralized exchange. They form the foundation for numerous decentralized exchanges (DEXs), which help facilitate the quick and efficient exchange of on-chain tokens. All present-day popular DEXs are static protocols, with fixed parameters controlling the fee and the curvature - they suffer from invariance and cannot adapt to quickly changing market conditions. This characteristic may cause traders to stay away during high slippage conditions brought about by intractable market movements. We propose an RL framework to optimize the fees collected on an AMM protocol. In particular, we develop a Q-Learning Agent for Market Making Protocols (QLAMMP) that learns the optimal fee rates and leverage coefficients for a given AMM protocol and maximizes the expected fee collected under a range of different market conditions. We show that QLAMMP is consistently able to outperform its static counterparts under all the simulated test conditions.
arxiv.org Β· scholarly article
Recurrence interval analysis of trading volumes
Fei Ren; Wei-Xing Zhou
2010 arXiv Open Access DOI: 10.1103/PhysRevE.81.066107
We study the statistical properties of the recurrence intervals $Ο„$ between successive trading volumes exceeding a certain threshold $q$. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2009. Similar to the recurrence interval distribution of the price returns, the tail of the recurrence interval distribution of the trading volumes follows a power-law scaling, and the results are verified by the goodness-of-fit tests using the Kolmogorov-Smirnov (KS) statistic, the weighted KS statistic and the Cram{Γ©}r-von Mises criterion. The measurements of the conditional probability distribution and the detrended fluctuation function show that both short-term and long-term memory effects exist in the recurrence intervals between trading volumes. We further study the relationship between trading volumes and price returns based on the recurrence interval analysis method. It is found that large trading volumes are more likely to occur following large price returns, and the comovement between trading volumes and price returns is more pronounced for large trading volumes.
arxiv.org Β· scholarly article
On two quantum approaches to adaptive mutations in bacteria
Vasily Ogryzko
2008 arXiv Open Access
I compare two quantum-theoretical approaches to the phenomenon of adaptive mutations, termed here Q-cell and Q-genome. I use 'fluctuation trapping' model as a general framework. I introduce notions of R-error and D-error and argue that the 'fluctuation trapping' model has to employ a correlation between the R- and D- errors. Further, I compare how the two approaches can justify the R-D-error correlation, focusing on the advantages of the Q-cell approach. The positive role of environmentally induced decoherence (EID) on both steps of the adaptation process is emphasized. A starving bacterial cell is proposed to be in an einselected state. The intracellular dynamics in this state has a unitary character and I propose to interpret it as 'exponential growth in imaginary time', analogously to the commonly considered 'diffusion' interpretation of the Schroedinger equation. Addition of a substrate leads to Wick rotation and a switch from 'imaginary time' reproduction to a 'real time' reproduction regime. Due to the variations at the genomic level (such as base tautomery), the starving cell has to be represented as a superposition of different components, all 'reproducing in imaginary time'. Adidtion of a selective substrate, allowing only one of these components to amplify, will cause Wick rotation and amplification of this component, thus justifying the occurence of the R-D-error correlation. Further ramifications of the proposed ideas for evolutionary theory are discussed.
arxiv.org Β· scholarly article
Predicting Expressive Speaking Style From Text In End-To-End Speech Synthesis
Daisy Stanton; Yuxuan Wang; RJ Skerry-Ryan
2018 arXiv Open Access
Global Style Tokens (GSTs) are a recently-proposed method to learn latent disentangled representations of high-dimensional data. GSTs can be used within Tacotron, a state-of-the-art end-to-end text-to-speech synthesis system, to uncover expressive factors of variation in speaking style. In this work, we introduce the Text-Predicted Global Style Token (TP-GST) architecture, which treats GST combination weights or style embeddings as "virtual" speaking style labels within Tacotron. TP-GST learns to predict stylistic renderings from text alone, requiring neither explicit labels during training nor auxiliary inputs for inference. We show that, when trained on a dataset of expressive speech, our system generates audio with more pitch and energy variation than two state-of-the-art baseline models. We further demonstrate that TP-GSTs can synthesize speech with background noise removed, and corroborate these analyses with positive results on human-rated listener preference audiobook tasks. Finally, we demonstrate that multi-speaker TP-GST models successfully factorize speaker identity and speaking style. We provide a website with audio samples for each of our findings.
arxiv.org Β· scholarly article
Electron Electric Dipole Moment and Hyperfine Interaction Constants for ThO
Timo Fleig; Malaya K. Nayak
2014 arXiv Open Access DOI: 10.1016/j.jms.2014.03.017
A recently implemented relativistic four-component configuration interaction approach to study ${\cal{P}}$- and ${\cal{T}}$-odd interaction constants in atoms and molecules is employed to determine the electron electric dipole moment effective electric field in the $Ξ©=1$ first excited state of the ThO molecule. We obtain a value of $E_{\text{eff}} = 75.6 \left[\frac{\rm GV}{\rm cm}\right]$ with an estimated error bar of $3\%$ and $10\%$ smaller than a previously reported result [arXiv:1308.0414 [physics.atom-ph]]. Using the same wavefunction model we obtain an excitation energy of $T_v^{Ξ©=1} = 5329$ [\cm], in accord with the experimental value within $2\%$. In addition, we report the implementation of the magnetic hyperfine interaction constant $A_{||}$ as an expectation value, resulting in $A_{||} = -1335$ [MHz] for the $Ξ©=1$ state in ThO. The smaller effective electric field increases the previously measured upper bound to the electron electric dipole moment interaction constant [arXiv:1310.7534v2 [physics.atom-ph]] and thus mildly mitigates constraints to possible extensions of the Standard Model of particle physics.
arxiv.org Β· scholarly article
Quantum mechanics in general quantum systems (II): Perturbation theory
An Min Wang
2006 arXiv Open Access
We propose an improved scheme of perturbation theory based on our exact solution [An Min Wang, quant-ph/0611216] in general quantum systems independent of time. Our elementary start-point is to introduce the perturbing parameter as late as possible. Our main skills are Hamiltonian redivision so as to overcome a flaw of the usual perturbation theory, and the perturbing Hamiltonian matrix product decomposition in order to separate the contraction and anti-contraction terms. Our calculational technology is the limit process for eliminating apparent divergences. Our central idea is ``dynamical rearrangement and summation" for the sake of the partial contributions from the high order even all order approximations absorbed in our perturbed solution. Consequently, we obtain the improved forms of the zeroth, first, second and third order perturbed solutions absorbing the partial contributions from the high order even all order approximations of perturbation. Then we deduce the improved transition probability. In special, we propose the revised Fermi's golden rule. Moreover, we apply our scheme to obtain the improved forms of perturbed energy and perturbed state. In addition, we study an easy understanding example of two-state system to illustrate our scheme and show its advantages. All of this implies the physical reasons and evidences why our improved scheme of perturbation theory are actually calculable, operationally efficient, conclusively more accurate. Our improved scheme is the further development and interesting application of our exact solution, and it has been successfully used to study on open system dynamics [An Min Wang, quant-ph/0601051].
arxiv.org Β· scholarly article
Revisiting Atomic Collisions Physics with highly charged ions, A tribute to Michel Barat
Philippe Roncin
2020 arXiv Open Access DOI: 10.1088/1361-6455/abaaf9
Michel Barat passed away in November 2018 at the age of 80 after a rich career in atomic and molecular collisions. He had participated actively in formalizing to the electron promotion model, contributed to low energy reactive collisions at the frontier of chemistry. He investigated electron capture mechanisms by highly charged ions, switched to collision induced cluster dissociation and finally to UV laser excitation induced fragmentation mechanisms of biological molecules. During this highly active time he created a lab, organized ICPEAC and participated actively in the administration of research. This paper covers the ten years where he mentored my scientific activity in the blossoming field of electron capture by highly charge ions (HCI). In spite of an impressive number of open channels, Michel found a way to capture the important parameters and to simplify the description of several electron capture processes; orientation propensity, electron promotion, true double electron capture, Transfer ionisation, Transfer excitation, formation of Rydberg states, and electron capture by metastable states. Each time Michel established fruitful collaborations with other groups.
arxiv.org Β· scholarly article
The Zero-Quantum-Defect Method and the Fundamental Vibrational Interval of H$_2^+$
Ioana Doran; Nicolas HΓΆlsch; Maximilian Beyer; FrΓ©dΓ©ric Merkt
2024 arXiv Open Access
The fundamental vibrational interval of H$_{2}^+$ has been determined to be $Ξ”G _{1/2} = 2191.126\,614(17)$ cm$^{-1}$ by continuous-wave laser spectroscopy of Stark manifolds of Rydberg states of H$_2$ with the H$_{2}^+$ ion core in the ground and first vibrationally excited states. Extrapolation of the Stark shifts to zero field yields the zero-quantum-defect positions $-R_{\textrm{H}_2}$/$n^2$, from which ionization energies can be determined. Our new result represents a four-order-of-magnitude improvement compared to earlier measurements. It agrees, within the experimental uncertainty, with the value of 2191.126\,626\,344(17)(100) cm$^{-1}$ determined in non-relativistic quantum electrodynamic calculations V. Korobov, L. Hilico and J.-Ph. Karr, Phys. Rev. Lett. 118, 233001 (2017) http://doi.org/10.1103/PhysRevLett.118.233001.