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01.
arXiv (quant-ph) 2026-06-12

Toward Entanglement Bootstrap for Conformal Field Theory in Any Dimension

arXiv:2606.12540v1 Announce Type: cross Abstract: Given a quantum critical wavefunction in any dimension, we propose a reconstructed Hamiltonian, analogous to the ones previously found for 1+1d CFT and for 2+1d bosonic liquid topologically-ordered states. We test numerically that, for known regularized approximate CFT groundstates (on the icosahedron and the fuzzy sphere), (1) they are close to the groundstate of their reconstructed Hamiltonian, and (2) the spectrum of their reconstructed Hamiltonian on the unit sphere has CFT properties (integer spacing of descendants) and matches known low-lying energies. We show that this provides an automated method to improve the finite-size effects in a fixed Hilbert space.

02.
arXiv (CS.LG) 2026-06-17

Perron–Frobenius Operator Matching for Generative Modeling

arXiv:2606.17465v1 Announce Type: new Abstract: We introduce Perron–Frobenius Operator Matching (PFOM), a generative framework that matches density evolution via the integral PF operator, subsuming flow, diffusion, and jump models. We prove that among Bregman divergences, only Kullback–Leibler divergence preserves equality between density-level and sample-conditioned objectives, yielding a practical loss equivalent to Koopman path matching. We further develop Nesterov-accelerated training and sampling that stabilize discretization and accelerate convergence. %On Gaussian mixtures and two-moons, PFOM achieves faster KL/$W_2$/MMD decrease and improved wall-clock efficiency with empirical validation. PFOM unifies operator-theoretic identification with modern generative modeling and opens paths to adaptive dictionaries and high-dimensional applications.

03.
arXiv (CS.CV) 2026-06-16

Imitating What Works: Simulation-Filtered Modular Policy Learning from Human Videos

The ability to learn manipulation skills by watching videos of humans has the potential to unlock a new source of highly scalable data for robot learning. Here, we tackle prehensile manipulation, in which tasks involve grasping an object before performing various post-grasp motions. Human videos offer strong signals for learning the post-grasp motions, but they are less useful for learning the prerequisite grasping behaviors, especially for robots without human-like hands. A promising way forward is to use a modular policy design, leveraging a dedicated grasp generator to produce stable grasps. However, arbitrary stable grasps are often not task-compatible, hindering the robot's ability to perform the desired downstream motion. To address this challenge, we present Perceive-Simulate-Imitate (PSI), a framework for training a modular manipulation policy using human video motion data processed by paired grasp-trajectory filtering in simulation. This simulation step extends the trajectory data with grasp suitability labels, which allows for supervised learning of task-oriented grasping capabilities. We show through real-world experiments that our framework can be used to learn precise manipulation skills efficiently without any robot data, resulting in significantly more robust performance than using a grasp generator naively.

04.
arXiv (quant-ph) 2026-06-16

Temporal modulation as a resource: enhanced frequency estimation in continuous variable systems

arXiv:2606.15108v1 Announce Type: new Abstract: Frequency estimation, a cornerstone of quantum metrology, has been significantly enhanced by advanced quantum sensing strategies. However, most protocols rely either on static or time-independent encoding mechanisms, inherently limiting their achievable precision scaling, or on control strategies requiring changing the Hamiltonian and/or implementing feedback mechanisms. To overcome this, we investigate a simpler dynamical encoding protocol where the quantum oscillator is driven by a general continuous temporal frequency modulation $\Omega(t) = \omega_0 f(t)$. We analytically demonstrate that for a given modulation profile $f(t)$ and its corresponding time-integral $F(t)$, the quantum Fisher information (QFI) scales as $\mathcal{O}(F(t)^2)$. This enhancement stems from the fact that temporal encoding fundamentally alters the mechanism of dynamical phase accumulation. Crucially, when evaluated under the energy and evolution-time constraints, this framework reveals a genuine precision enhancement over the conventional time-independent baseline. By analyzing explicit polynomial and exponential modulations, we establish that arbitrary precision scaling can be deterministically engineered, with ultimate bounds that are asymptotically saturable via optimal homodyne detection. Our framework provides a universal paradigm for exploiting time-dependent quantum control in next-generation sensors.

05.
arXiv (CS.CL) 2026-06-17

Security and Privacy Prompts in the Wild: What Users Ask LLMs and How LLMs Respond

Large language models (LLMs) are widely used to fulfill users' information needs; users ask LLMs about the weather, pose educational questions, and consult them for legal assistance. One particularly understudied area is digital security and privacy (S&P), where users may seek LLMs' help on how to secure their online accounts or protect their computers from cyber attacks. To the best of our knowledge, no prior study has collected or analyzed the S&P questions users ask LLMs; prior research on LLM response quality relied on expert-authored S&P misconceptions or FAQs rather than user queries. Drawing from WildChat, a dataset of 3.2M user-LLM conversations collected in the wild, our study identifies 14,727 S&P prompts and categorizes them into nine categories covering a wide range of S&P topics. From the S&P prompts, we sampled 450 and performed a thematic analysis to characterize the S&P questions users ask LLMs. Separate from the thematic analysis, we curated 270 advice-seeking S&P prompts, where users ask for recommendations, guidance, or specific S&P information. We measured LLM response quality and consistency when posing the prompt to LLMs 10 times. We found that commercial LLMs outperform open-weight models (GPT 5.5 provided "good enough" responses on 98% of prompts; Llama 4 on 47%). However, among prompts that received high-quality responses on average, commercial models sometimes produce contradictory responses across runs, risking confusing or misleading users.

06.
arXiv (CS.LG) 2026-06-12

Interpretable Factor Decomposition for Decision Intelligence in Large-Scale Financial Markets: Evidence from China's A-Share Market

arXiv:2606.12843v1 Announce Type: new Abstract: We present an interpretable machine learning pipeline to decompose Cross-Sectional Equity Return Predictability into auditable factor contribution. We apply an XGBoost model with TreeSHAP attribution and conduct stress testing on 3632 Chinese A-share stocks from 2009 until 2019. Using 60-month, rolling windows over 55 months of out-of-sample data, XGBoost obtains a mean AUC of 0.547 and +2.38%/month (Newey-West t = 5.94; Annualized Sharpe 2.23) long-short spread for the top vs bottom quintiles. This alpha is persistent after adjusting for the Carhart four-factor model (+2.31%/month; t = 7.48). SHAP Decomposition indicates that behavioral signals (turnover and momentum) account for 58.2% of predictive attribution compared to 10.7% for valuation ratios, on average, across 55 industry groups. Ablation analysis serves to cross-validate this ranking and provides evidence that SHAP and ablation diverge in a manner that highlights feature substitutability structure that is largely invisible to either method used in isolation.

07.
arXiv (CS.AI) 2026-06-12

A Minimal Model of Bounded Trade-Off Screening in Multi-Attribute Choice

arXiv:2606.13201v1 Announce Type: new Abstract: Human decision-making often involves choosing between multi-attribute alternatives, yet classical models assume fully compensatory utility aggregation despite evidence that people reject options with poor performance on critical attributes. We propose a bounded trade-off reasoning framework in which decisions are governed by a screening process that evaluates the balance between gains and losses across attributes. The model introduces a trade-off tolerance parameter that controls acceptable imbalance and can vary across contexts. Through simulation, we show that this mechanism produces preference patterns that differ from standard utility-based models and captures context-dependent variation in trade-off behavior. These results establish bounded trade-off screening as a plausible computational mechanism for multi-attribute choice and generate testable predictions for future behavioral studies.

08.
arXiv (CS.AI) 2026-06-17

CausalT5k: Diagnosing Refusal and Failure Modes in Trustworthy Causal Reasoning Across Causal Rungs

arXiv:2602.08939v2 Announce Type: replace Abstract: Large language models increasingly produce fluent causal explanations, yet they often fail in ways aggregate accuracy cannot diagnose: confusing association with intervention, abandoning correct judgments under pressure, over-refusing valid claims, or answering when evidence is underdetermined. We introduce CTK, a diagnostic benchmark of 5,147 cases and growing, across 10 domains and all three levels of Pearl's Ladder of Causation. Unlike benchmarks that only score correctness, CTK reveals why a model failed by annotating causal rung, trap type, pressure sensitivity, refusal quality, and Utility-Safety tradeoffs. Its Sheep/Wolf taxonomy separates valid causal designs from inferential traps; paired neutral/pressure variants measure sycophantic drift through Bad Flip Rate; and Wise Refusal fields test whether a model identifies the missing information needed before endorsing a claim. CTK exposes failure modes hidden by aggregate accuracy: the Skepticism Trap, Rung Collapse under scaling, pressure-induced drift, Detection-Correction gaps, and counterfactual error modes. Rather than prescribing a correction method, it provides the diagnostic substrate for studying causal-reasoning failure profiles.

09.
arXiv (quant-ph) 2026-06-19

String dynamics of a (2+1)D U(1) quantum link model on a digital quantum computer

arXiv:2606.19601v1 Announce Type: new Abstract: The (2+1)D U(1) pure gauge theory always exists in the confining phase, with strings of non-zero string tension giving a characteristic linear potential between static charges. This makes it a useful testing ground for quantum computing methods designed to study string dynamics of confining gauge theories. Here we implement a minimal U(1) quantum link model on a quantum computer with qubit degrees of freedom representing the dual height variables of the model. This facilitates an efficient realization of plaquette interactions and enables effective calculations of real-time dynamics that are inaccessible to traditional quantum Monte Carlo. A specifically tailored lattice geometry is chosen to match the heavy-hexagonal geometry of the IBM quantum hardware used here, minimizing non-adjacent qubit interactions. By performing quantum quenches from a simple initial string state, we probe the transverse quantum fluctuations of the string before it thermalizes. Our experimental results from digital quantum simulations, with up to 112 qubits, show good agreement with reference tensor-network calculations at short times and with thermal averages at long times. Near the phase transition, the quench dynamics exhibit large fluctuations of the initial string that extend across both spatial dimensions of the lattice. Nonetheless, our error-mitigated estimators from the quantum hardware also give accurate predictions in that regime, with noise-induced violations of local gauge symmetries comparable to finite-bond-dimension tensor-network results.

10.
arXiv (CS.CL) 2026-06-17

DICE: Diffusion Large Language Models Excel at Generating CUDA Kernels

Diffusion large language models (dLLMs) have emerged as a compelling alternative to autoregressive (AR) LLMs, owing to their capacity for parallel token generation. This paradigm is particularly well-suited for code generation, where holistic structural planning and non-sequential refinement are critical. Despite this potential, tailoring dLLMs for CUDA kernel generation remains challenging, obstructed not only by the high specialization but also by the severe lack of high-quality training data. To address these challenges, we construct CuKe, an augmented supervised fine-tuning dataset optimized for high-performance CUDA kernels. On top of it, we propose a bi-phase curated reinforcement learning (BiC-RL) framework consisting of a CUDA kernel infilling stage and an end-to-end CUDA kernel generation stage. Leveraging this training framework, we introduce DICE, a series of diffusion large language models designed for CUDA kernel generation, spanning three parameter scales, 1.7B, 4B, and 8B. Extensive experiments on KernelBench demonstrate that DICE significantly outperforms both autoregressive and diffusion LLMs of comparable scale, establishing a new state-of-the-art for CUDA kernel generation.

11.
arXiv (CS.CL) 2026-06-12

ChiKhaPo: A Large-Scale Multilingual Benchmark for Evaluating Lexical Comprehension and Generation in Large Language Models

Existing benchmarks for large language models (LLMs) are largely restricted to high- or mid-resource languages, and often evaluate performance on higher-order tasks in reasoning and generation. However, plenty of evidence points to the fact that LLMs lack basic linguistic competence in the vast majority of the world's 3800+ written languages. We introduce ChiKhaPo, consisting of 8 subtasks of varying difficulty designed to evaluate the lexical comprehension and generation abilities of generative models. ChiKhaPo draws on existing lexicons, monolingual data, and bitext, and provides coverage for 2700+ languages for 2 subtasks, surpassing any existing benchmark in terms of language coverage. We further show that 6 SOTA models struggle on our benchmark, and discuss the factors contributing to performance scores, including language family, language resourcedness, task, and comprehension versus generation directions. With ChiKhaPo, we hope to enable and encourage the massively multilingual benchmarking of LLMs.

12.
arXiv (math.PR) 2026-06-11

Sample Path Properties of the Fractional Wiener–Weierstrass Bridge II

arXiv:2606.11994v1 Announce Type: new Abstract: Fractional Wiener–Weierstrass bridges are a class of Gaussian processes obtained by replacing trigonometric functions in the construction of classical Weierstrass functions by fractional Brownian bridges. A number of their sample path properties were derived in Schied–Zhang (2024,2026). The analysis in these papers left several open questions, most of which are addressed here. Specifically, we prove that, in the regime in which the Weierstrass mechanism dominates the underlying fractional Brownian bridge, the limiting $b$-adic variation coefficient has an absolutely continuous distribution and is therefore genuinely random. At the critical point between the two roughness regimes, we establish the power-variation formula and the critical $\Phi$-variation limit conjectured in Schied–Zhang (2024). Finally, we derive the Hausdorff dimension for the graphs of the sample paths by proving a conjecture from Schied–Zhang (2026) for the missing high-Hurst case.

13.
arXiv (CS.AI) 2026-06-19

Agentic Electronic Design Automation: A Handoff Perspective

arXiv:2606.19795v1 Announce Type: cross Abstract: Electronic design automation (EDA) is inherently multi-stage and handoff-heavy. Design artifacts, flow scripts, and engineering decisions cross tool, session, and organizational boundaries before final implementation, signoff, or release. Each transfer carries explicit and implicit requirements that may not be fully captured by stage-local checks. LLM-based agents now invoke EDA tools directly, embed retrieved knowledge in executable scripts, and hand off state across sessions and stages. Once their outputs condition downstream engineering decisions, the transferred object must satisfy a handoff contract and meet the assumptions of its next consumer. This survey introduces handoff validity as its organizing principle. A handoff is valid when the transferred object satisfies the consumer's acceptance conditions and carries sufficient context, evidence, and provenance for downstream use. We review 82 systems and classify them into three boundary classes. Stage-Bound systems establish validity within a single EDA stage or bounded verification task. Flow-Bound systems preserve coherent workflow state across tools, invocations, and sessions. Organization-Bound systems maintain source grounding, provenance, scope, and admissibility across knowledge and authority boundaries. For each class, we analyze handoff contracts, handoff objects, coordination mechanisms, and open questions. These analyses motivate a five-layer EDA agent communication protocol (EACP), covering the agent discovery, agent message, tool invocation, workflow orchestration, and security and IP protocols. We aim to provide a common vocabulary and research agenda for trustworthy agentic EDA.

14.
PLOS Medicine 2026-05-21

U = U for all: Advancing equity in HIV prevention

by Thiago S. Torres, Paula M. Luz Suppression of HIV with antiretrovirals eliminates HIV transmission risk, summarized as Undetectable = Untransmittable (U = U). However, U = U literacy remains unevenly understood and shared, and stigmas persist. Equitable and accurate awareness of U = U requires culturally tailored interventions, improved provider education, and supportive policy environments beyond biomedical evidence alone. Suppression of HIV with antiretrovirals eliminates HIV transmission risk, summarized as Undetectable = Untransmittable (U=U). However, U=U literacy remains unevenly understood and shared, and stigmas persist. In this Perspective, Thiago Torres and Paula Luz outline what is needed to improve equity and accuracy in global awareness and education of U=U.

15.
arXiv (quant-ph) 2026-06-11

Necessary and Sufficient Conditions for Universal Gates with Pauli Strings and Beyond

arXiv:2606.12096v1 Announce Type: new Abstract: Any quantum computation consists of a sequence of unitary evolutions described by a finite set of Hamiltonians. For the case where this set consists of only products of Pauli operators, known as Pauli strings, we provide a necessary and sufficient condition for it to generate $\mathfrak{su}(2^n)$, i.e., to be universal for quantum computation on $n$ qubits. When combining Pauli strings with a general Hamiltonian, we show a sufficient (and in certain circumstances even necessary) condition for universality based on the Pauli-basis expansion of the Hamiltonian. As an application of these results, we prove two corollaries: (i) a necessary and sufficient condition for the universality of a general Hamiltonian given arbitrary single-qubit control on all qubits, and (ii) the universality of an XYZ Heisenberg Hamiltonian with local control of just two adjacent qubits.

16.
arXiv (CS.AI) 2026-06-19

DataMagic: Transforming Tabular Data into Data Insight Video

arXiv:2606.20388v1 Announce Type: cross Abstract: Data videos integrate dynamic charts, voice narration, and synchronized animations to communicate data insights as temporal narratives, making them an effective medium for improving data consumption efficiency in the data management lifecycle. However, producing high-quality data videos requires expertise spanning data analysis, narrative design, and video production. Existing approaches fall short: static visualization tools (e.g., BI dashboards) lack narrative logic and animation; authoring tools require users to pre-prepare visualizations rather than working from raw data; pixel-level video generation models cannot guarantee data fidelity or provenance. We demonstrate DataMagic, an end-to-end interactive system that transforms raw tabular data and natural language queries into narrative data-insight videos. To ensure data fidelity, DataMagic introduces the declarative specification DVSpec, which binds visual and animation elements to underlying data fields through data-driven semantic references. To address the combinatorial explosion of the design space, DataMagic adopts a Generate-then-Orchestrate multi-agent architecture that generates candidate scenes in parallel and then optimizes narrative coherence through global orchestration. Leveraging DVSpec's decoupling of logic and rendering, the system further supports three interaction modes and structured provenance-based data Q&A, transforming one-way videos into explorable interactive data interfaces. Evaluation on 109 real-world samples validates the effectiveness of the DataMagic. Homepage: https://datamagic-home.github.io/

17.
arXiv (quant-ph) 2026-06-15

A Collective-Spin Derivation of the Uniform Magnon Hamiltonian in Cavity Magnonics

arXiv:2606.13830v1 Announce Type: cross Abstract: We present a direct collective-spin derivation of the effective uniform-mode Hamiltonian used in cavity magnonics. Starting from a nearest-neighbor Heisenberg ferromagnet coupled to long-wavelength magnetic fields, we show that the relevant dynamics can be restricted to the fully symmetric spin sector, where the exchange interaction contributes only a constant energy shift and the ferromagnet behaves as a macrospin of length $Ns$. Applying the Holstein–Primakoff transformation directly to this total spin yields the usual uniform magnon mode and its leading nonlinear corrections without first introducing site-resolved bosonic operators. This collective formulation makes explicit the interpretation of the ferromagnet as a synthetic large-spin atom and provides a compact route to the effective Hamiltonians used in driven and Floquet cavity magnonics. As a physical consequence, the leading nonlinear correction produces an occupation-dependent reduction of the effective magnon–photon coupling, providing a simple signature of finite-spin saturation under strong uniform-mode driving.

18.
arXiv (CS.LG) 2026-06-18

Beyond AHI: An Interpretable Causal-Discovery-Guided Framework for Sleep Recovery in Connected Health

arXiv:2606.18506v1 Announce Type: new Abstract: Objective sleep assessment relies on polysomnography (PSG), yet clinical impact is often better reflected in patient-reported outcomes (PROs) such as sleepiness and fatigue. Existing summary indices, including the Apnea-Hypopnea Index (AHI), provide limited insight into the multidomain physiology underlying functional recovery. We propose an interpretable, causal-discovery–guided framework for deriving a hierarchical Sleep Recovery Score (SRS) from multimodal PSG. Using two large population cohorts (MESA: n=1540; MrOS: n=825), we apply directed acyclic graph (DAG) learning to identify candidate physiological drivers spanning respiratory burden, hypoxic burden, sleep fragmentation, sleep architecture, and autonomic regulation. Although derived from clinical PSG, these domains map naturally to sensing streams increasingly available in connected health technologies, including wearable ECG, oximetry, and sleep-stage estimation devices. To preserve mechanistic plausibility, we introduce a two-stage screening process that combines physiology-based constraints with constrained LLM-assisted auditing to identify and remove structural confounders and construct-overlapping variables. Across cohorts, these five domains emerge as recurrent physiological domains associated with recovery, and the resulting SRS shows up to 2.5$\times$ stronger alignment with perceived recovery than AHI. By linking multimodal sleep physiology to patient-centered outcomes through an interpretable, bias-aware, and domain structured framework, this work provides a practical foundation for recovery modeling across both clinical sleep studies and emerging smart and connected health settings.

19.
arXiv (quant-ph) 2026-06-16

Classical Explanations in (and of) General Probabilistic Theories

arXiv:2603.05627v2 Announce Type: replace Abstract: We introduce a notion of the ``explanation" of one (generalized) probabilistic model by another as particular kind of span in the category $\Prob$ of probabilistic models and morphisms. We show that explanations compose under a standard pullback construction (notwithstanding that $\Prob$ does not support arbitrary pullbacks). We then show that every locally-finite probabilistic model has a canonical, sharp classical explanation. The construction is functorial, so every locally-finite probabilistic theory has a canonical, sharp classical (though of course, usually non-local) representation.

20.
arXiv (CS.CV) 2026-06-11

DAM-VLA: Decoupled Asynchronous Multimodal Vision Language Action model

Vision-language-action (VLA) models inherit a shared synchronous clock from vision-language pretraining, processing every input at one rate. This is misaligned with physical interaction, where a high-frequency modality changes at hundreds of hertz, vision evolves more slowly, and language stays constant across an episode. A synchronous VLA oversamples slow modalities, undersamples fast ones, and caps action generation at the lowest effective frequency. We hypothesize that decoupling temporal processing per modality, letting each update and retain information at its own sensor rate, yields stronger representations and more robust control. We present DAM-VLA, which maintains per-modality latent buffers refreshed at sensor rates and read continuously by the action head, integrating new high-frequency modalities through gated cross-attention that leaves the pretrained backbone intact. Across seven contact-rich real-world manipulation tasks, DAM-VLA more than doubles the average success rate of the strongest synchronous baseline (95.2\% vs.\ 40.95\%) while sustaining smooth, reactive 100\,Hz control. Project website: \href{https://intuitive-robots.github.io/DAM-VLA/}{intuitive-robots.github.io/DAM-VLA/}

21.
arXiv (quant-ph) 2026-06-15

The Bilateral Efficiency of Ethernet: Recalibrating Metcalfe and Boggs After Fifty Years

Authors:

arXiv:2603.19406v2 Announce Type: replace-cross Abstract: In July 1976, Metcalfe and Boggs published their foundational paper on Ethernet in Communications of the ACM. Their efficiency model – E = (P/C)/(P/C + W*T) – measures the fraction of Ether time carrying good forward packets under contention. For fifty years this model has framed how the community thinks about Ethernet performance. We argue it is silent on the question that matters for modern intra-rack interconnect: bilateral transaction efficiency – the fraction of link time that produces committed agreements between sender and receiver. Metcalfe and Boggs themselves planted the seed in their EFTP "end-dally" protocol (Section 7.2.2), and the deeper anchor is older still: Abramson's Alohanet carried positive acknowledgments at the link layer – a bilateral mechanism Metcalfe consciously removed in 1973 to obtain Ethernet's simple, ACK-free packet format. The result is a fifty-year bilateral zigzag: Aloha (bilateral) to Ethernet (unilateral) to the EFTP end-dally (bilateral) to TCP (unilateral-with-bilateral-above). We formalize bilateral efficiency, connect it to the back-to-back Shannon channel with Perfect Information Feedback, and – scoping the claim explicitly to intra-rack distances of one meter or less – describe how the Open Aethernet link recovers mutual knowledge at the link layer. The correction to Table 1 is not a different set of numbers. It is a different question.

22.
arXiv (CS.CL) 2026-06-18

SAGE: Stochastic Prompt Optimization via Agent-Guided Exploration

Context engineering has emerged as a primary lever for improving AI systems without parameter updates. Recent work showing that textual gradients do not function as real gradients motivates treating automatic prompt optimization (APO) as black-box search. We introduce SPO (Stochastic Prompt Optimization), a framework for stochastic search over prompt space, and compare three strategies of increasing sophistication: error-informed random search, a genetic algorithm with evolutionary operators, and SAGE (SPO via Agent-Guided Exploration), a multi-agent pipeline with diagnostic code execution. Across three benchmarks, no single strategy dominates; effectiveness depends on the interaction of landscape structure with error type. We further deploy SAGE on a mental-health chatbot under a continuous optimization paradigm, where it compounds eight cycles of individually-noisy A/B tests into a statistically robust gain in next-day retention. We argue that coupling qualitative diagnosis with quantitative validation is what makes agentic optimization effective for open-ended task-oriented dialogue.

23.
arXiv (CS.LG) 2026-06-16

p-PSO: A Penalized Particle Swarm Optimization Technique for Finding D-Optimal Designs with Mixed Factors in Generalized Linear Models

arXiv:2606.15962v1 Announce Type: cross Abstract: Finding D-optimal designs for generalized linear models (GLMs) is challenging due to the dependence of the Fisher information matrix on unknown parameters and the lack of closed-form solutions, particularly when input factors include both discrete and continuous variables. Although classical algorithms and recent metaheuristic approaches have offered partial solutions, there remains a need for robust and computationally efficient methods. In this paper, we propose a penalized Particle Swarm Optimization (PSO) approach, named $p$-PSO. Here we introduce a new, general-purpose penalty formulation for constrained optimization and demonstrate its effectiveness in optimal design problems. The formulation is algorithm-agnostic and applicable to a broad class of black-box optimization methods. Results show that the method is highly efficient, with its primary contribution being a penalty formulation that enables the direct use of an off-the-shelf PSO algorithm and extends naturally to more general constrained optimization tasks.

24.
arXiv (math.PR) 2026-06-11

Capital Asset Pricing Model with Size Factor and Normalizing by Volatility Index

arXiv:2411.19444v5 Announce Type: replace-cross Abstract: The Capital Asset Pricing Model (CAPM) relates a well-diversified stock portfolio to a benchmark portfolio. We insert size effect in CAPM, capturing the observation that small stocks have higher risk and return than large stocks, on average. For some size-based stock portfolios, dividing their returns by the Volatility Index makes them closer to independent and normal. In this article, we combine these ideas to create a new discrete-time model, which includes volatility, relative size, and CAPM. We fit this model using real-world data, prove the long-term stability, and connect this research to Stochastic Portfolio Theory. We fill important gaps in our previous article on CAPM with the size factor.

25.
arXiv (CS.LG) 2026-06-17

Learning in Matching Games with Bandit Feedback

arXiv:2506.03802v2 Announce Type: replace Abstract: We introduce a learning problem in a generalized two-sided matching market, where agents select actions to interact with their match. Specifically, we consider a setting in which matched agents engage in zero-sum games with initially unknown payoff matrices, and we investigate whether a centralized procedure can learn an equilibrium from bandit feedback. We adopt the solution concept of a matching equilibrium, where a matching \( \mathfrak{m} \) and a set of agent strategies \( X \) form an equilibrium if no agent has an incentive to deviate from \( (\mathfrak{m}, X) \). To quantify deviations of a candidate solution \( (\mathfrak{m}, X) \) from the equilibrium \( (\mathfrak{m}^\star, X^\star) \), we introduce the notion of matching instability, which serves as a regret measure for the learning problem. We propose a UCB-based algorithm in which agents form preferences and select actions according to optimistic estimates of the payoffs. Our analysis establishes a sublinear, instance-independent regret upper bound, further supported by empirical evidence.