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01.
arXiv (math.PR) 2026-06-25

Pointwise Hurst Estimation via Scale Accumulation: A Noise-Robust Approach for Rough Volatility

arXiv:2606.25771v1 Announce Type: cross Abstract: We introduce an estimator for the pointwise, time-varying Hölder exponent (Hurst parameter) of a stochastic process, based on the geometry accumulation integral G_Lambda(t) = integral from Lambda to 1 of |eth_s X(t)| s^{-1} ds, where eth_s X(t) = (X(t+s)-X(t))/s is the scale derivative at resolution s. We prove consistency, noise robustness with explicit threshold Lambda* = sigma^{1/H}, and a CLT at rate (log Lambda)^{-1/2}. The estimator is pointwise in time, defined at finite resolution, and eliminates microstructure noise by scale separation. Existing estimators give a global H from integrated variance; this gives a time-varying H(t) directly from the price path.

02.
arXiv (CS.CL) 2026-06-16

TokenPilot: Cache-Efficient Context Management for LLM Agents

As LLM agents are deployed in long-horizon sessions, context accumulation drives up inference costs. Existing approaches utilize text pruning or dynamic memory eviction to minimize token footprints; however, their unconstrained sequence mutations alter layouts, introducing prefix mismatches and cache invalidation. This reveals a critical trade-off between text sparsity and prompt cache continuity. To address this, we present TokenPilot, a dual-granularity context management framework. Globally, Ingestion-Aware Compaction acts as a framework harness to stabilize prompt prefixes and eliminate open-world environmental noise at the ingestion gate. Locally, Lifecycle-Aware Eviction monitors the ongoing residual utility of context segments, enforcing a conservative batch-turn schedule to offload content segments only when task relevance expires. Experiments on PinchBench and Claw-Eval under both isolated and continuous modes demonstrate that TokenPilot reduces costs by 61% and 56% in isolated mode, and 61% and 87% in continuous mode, while maintaining competitive performance compared to prior systems. TokenPilot has been integrated into LightMem2 at https://github.com/zjunlp/LightMem2.

03.
arXiv (quant-ph) 2026-06-25

Modeling and Analysis of Phase Instability in Photonic Processor

arXiv:2606.25196v1 Announce Type: cross Abstract: Achieving both reconfigurability and stable output signals is a critical challenge in the development of integrated photonic circuits for large-scale optical quantum information processing. This has led to the creation of multimode photonic processors, also known as reconfigurable multimode interferometers, which have wide-ranging applications in quantum and classical information processing. However, maintaining phase stability in multi-port input signals remains a significant hurdle, particularly due to the phase instabilities introduced by active cooling systems and temperature drifts in the photonic processor. In this study, we propose theoretical models to simulate phase instability in photonic processors and validate them against experimental results. Two distinct modeling approaches were employed: a Brownian random walk and phase reconstruction based on experimentally observed oscillating harmonics. Additionally, we verified and applied our model to a specific application for input phase correction using self-feedback control within the photonic processor.

04.
arXiv (CS.AI) 2026-06-24

ATRIA: Adaptive Traceable ECG Reporting with Iterative Agents

arXiv:2606.24392v1 Announce Type: new Abstract: Existing ECG report generation is tightly coupled – interpretation and reporting fused end-to-end, so errors propagate without stage-level recourse – while agent-based systems decouple tasks but remain single-pass, never revisiting earlier outputs. Clinical ECG reporting instead unfolds iteratively, requiring progressive context integration and bidirectional editing. We present \textsc{ATRIA}, a multi-agent ECG reporting system that mirrors the clinician's iterative workflow: it binds every report claim to its supporting evidence, flags statements unsupported by that evidence, incorporates additional context mid-session, and lets clinicians verify and revise individual findings rather than accept one opaque output. Because its agents use ECG analysis models already in clinical use, the underlying findings are clinically trustworthy; and as a cloud-based web service, \textsc{ATRIA} is ready for immediate deployment. We demonstrate \textsc{ATRIA} through four interaction cases, with a live demo and video available.

05.
arXiv (CS.AI) 2026-06-15

DIFF-ERO: A Conformance-Aware Loss for Deep Learning in Process Mining

arXiv:2606.14283v1 Announce Type: cross Abstract: Deep learning has driven many recent advances in process analytics, especially for predictive and prescriptive monitoring. However, standard objectives such as cross-entropy optimize local next-step likelihoods and only implicitly capture control-flow structure. As a result, models can achieve high token-level accuracy while permitting imprecise global behaviour. We introduce DIFF-ERO, a conformance-aware loss function for deep learning models on process data. DIFF-ERO is a differentiable formulation of entropy-based stochastic conformance that incorporates control-flow information during training. Our approach constructs batch-level stochastic transition matrices with soft edge memberships, allowing structural precision and recall signals to directly inform backpropagation. The loss is model-agnostic and can be applied whenever the final representation parametrizes stochastic transitions. We instantiate DIFF-ERO in transformer encoder-decoder pipelines for next-activity prediction and use it jointly with cross-entropy to analyse its theoretical components with respect to convergence. Across benchmarks comparing other loss functions and targets, DIFF-ERO shows improved predictive performance where structure matters most while maintaining parity elsewhere. At the same time, the learned stochastic automaton converges towards the structural ground truth, indicating that the network internalizes process model structure.

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

Finsler Geometry, Graph Neural Networks, and You

arXiv:2606.17185v1 Announce Type: new Abstract: Graph neural network architectures based on the graph Laplacian approximate the Laplace-Beltrami operator, thus limiting their application to isotropic operators. As a nonlinear alternative to the Laplace-Beltrami operator, we consider estimates of the Finsler Laplacian on point clouds sampled from a manifold. We prove that these discrete estimates converge to the true operator on the manifold as the number of point samples grows. Moreover, we show that this operator can be expressed as a graph neural network layer, which we use to define a family of Finslerian graph neural networks constrained to express Finsler geometry. We show that Finslerian graph neural networks recover the geometry underlying nonlinear diffusion equations in practice.

07.
arXiv (CS.LG) 2026-06-18

Reinforcement Learning for Accelerated Aerodynamic Shape Optimisation

arXiv:2507.17786v2 Announce Type: replace Abstract: We introduce a reinforcement learning (RL) based adaptive optimization algorithm for aerodynamic shape optimization focused on dimensionality reduction. The form in which RL is applied here is that of a surrogate-based, actor-critic policy evaluation MCMC approach allowing for temporal 'freezing' of some of the parameters to be optimized. The goals are to minimize computational effort, and to use the observed optimization results for interpretation of the discovered extrema in terms of their role in achieving the desired flow-field. By a sequence of local optimized parameter changes around intermediate CFD simulations acting as ground truth, it is possible to speed up the global optimization if (a) the local neighbourhoods of the parameters in which the changed parameters must reside are sufficiently large to compete with the grid-sized steps and its large number of simulations, and (b) the estimates of the rewards and costs on these neighbourhoods necessary for a good step-wise parameter adaption are sufficiently accurate. We give an example of a simple fluid-dynamical problem on which the method allows interpretation in the sense of a feature importance scoring.

08.
arXiv (quant-ph) 2026-06-24

Unitary Designs from Doped Matchgate Circuits

arXiv:2606.23800v1 Announce Type: new Abstract: Matchgate circuits realize free-fermion dynamics: they are efficiently classically simulable, yet cannot on their own generate the generic randomness required for universal computation or unitary design formation. We study a controlled route beyond this integrable limit by doping matchgate circuits with non-Gaussian gates-physically, the injection of fermionic interactions into an otherwise free system. Using the matchgate commutant framework, we obtain analytic control over unitary $2$-design formation. For globally scrambled dynamics, the design problem maps exactly onto a classical birth-death Markov chain with an Ornstein-Uhlenbeck continuum limit, recasting the emergence of quantum randomness in terms of spectral gaps and mixing times and yielding rigorous bounds on the number of non-Gaussian gates needed for approximate $2$-designs. These bounds hold for a broad class of parity-preserving non-Gaussian gates, independently of microscopic details, with numerics indicating that the same mechanism governs higher-order designs. Used as local building blocks in a glued-circuit architecture, they yield approximate parity-preserving $2$-designs in polylogarithmic depth with a sparse non-Gaussian gate count, with implications for Page-like entanglement growth and fermionic classical-shadow protocols. Finally, locality reshapes this picture: in local brickwork dynamics, design formation is diffusion-limited and far slower. Our results establish doped matchgate circuits as a controlled, analytically tractable route from free fermions to interaction-generated quantum designs.

09.
medRxiv (Medicine) 2026-06-12

Mathematical analysis of the overall survival after chemoradiotherapy of limited-stage small cell lung cancer and the effect of dose/fractionation

The purpose of this work is to analyze the 2-year overall survival (OS2y) of limited-stage small cell lung cancer (LS-SCLC) treated with chemoradiotherapy (CRT), aiming at characterizing the response of LS-SCLC, and in particular the /{beta} value and proliferation parameters. Through a systematic analysis of the literature, we collated a dataset containing 57 entries (3363 patients) of response of LS-SCLC treated with CRT. Radiotherapy schedules ranged from hyper- to hypofractionation. Four radiobiological models to describe the OS2y were investigated, with progressive levels of complexity including the effect of radiotherapy, chemotherapy, treatment year and toxicity. The Akaike Information Criterion (AIC) was used to compare models, and the profile likelihood methodology to compute confidence intervals. Model 4, which includes the effect of radiotherapy, chemotherapy, treatment year and dose-dependent toxicity, provided the best fits of the experimental data (lowest AIC value). While being the best model, model 4 still fails to provide a good prediction of the OS2y, in particular failing to predict the survival of the schedules achieving the lower/higher survivals. The radiobiological analysis of the dose-response of LS-SCLC to CRT does not allow to narrowly constrain the value of response parameters. We attribute this limitation to the large heterogeneity of this disease. Nonetheless, our analysis shows a large /{beta} value (>9 Gy, 95% CI), which implies a low fractionation effect in the radiotherapy of LS-SCLC. and an accelerated proliferation of tumor cells, {lambda}' > 1.6 Gy/day (95% CI), after a kick-off time of ~4-5 weeks, which supports the use of accelerated protocols to avoid the effect of tumor proliferation on the clinical outcome.

10.
arXiv (CS.AI) 2026-06-16

Binary Tracking for Spatial QA and Navigation with Open Vision-Language Models

arXiv:2606.16902v1 Announce Type: cross Abstract: This work addresses spatial question answering for service robots traversing long egocentric routes. Given a query such as "where can I find a dry cleaner on the way back home?", the system returns a metric coordinate that downstream navigation components can act on. Prior Spatial Question Answering approaches leverage retrieval-augmented agents built on closed-source models such as GPT-4o for path exploration. However, robots operating in the real world often cannot reliably depend on online closed-source models due to network instability, communication latency, and deployment cost. It creates a need for open-source based Spatial Question Answering approaches that can run onboard the robot, yet prior research in this direction remains limited. This work proposes BinTrack, a simple yet effective, fully open-source spatial-localization agent that leverages the temporal ordering of a robot's trajectory. BinTrack performs a binary search over the trajectory segments between two anchor landmarks identified from a query. It improves overall accuracy by up to 22.8% over other open-source implementations and even matches the reported closed-source model result on the global category of the SpaceLocQA benchmark, the most challenging setting that has so far required strong reasoning agents such as GPT-4o. Furthermore, its optimized inference strategy consistently yields more than a 1.5x inference speedup over previous approaches. Finally, this work releases GangnamLoop, a novel and practical multi-trip outdoor benchmark collected by deploying a real quadruped robot on public streets with the anonymization policy. It revisits the same locations under different outdoor conditions and pairs the robot's low viewpoint with the human owner's. The source codes and datasets are publicly available at https://github.com/ndb796/BinaryTracking

11.
arXiv (CS.CV) 2026-06-25

StyleFusion360: View-Consistent Head Stylization via Adaptive Style Modulation

3D head stylization enables expressive reimagining of human faces for creative visual experiences in digital media. Existing 3D-aware methods often require computationally intensive optimization or per-style fine-tuning, limiting flexibility and user control. To overcome these challenges, we introduce StyleFusion360, a diffusion-based framework for multi-view consistent, identity-preserving 3D head stylization from a single style reference image, without per-style training. Our approach enhances the Style Fusion Attention mechanism with a style-conditioned key modulation mechanism that aligns content and style representations for fine-grained and controllable stylization. We further provide a user-controllable slider for adjusting stylization intensity. In addition, StyleFusion360 supports local multi-edit stylization, enabling targeted edits such as modifying hair or eyes independently. Extensive experiments on FFHQ and RenderMe360 demonstrate that StyleFusion360 produces high-quality, controllable, and visually compelling stylizations, outperforming state-of-the-art GAN- and diffusion-based methods across diverse style domains.

12.
arXiv (CS.AI) 2026-06-18

TRAP: Benchmark for Task-completion and Resistance to Active Privacy-extraction

arXiv:2606.18996v1 Announce Type: cross Abstract: Agents are increasingly deployed in document-intensive workflows where sensitive private information is not an edge case but a routine input, e.g., an agent booking a flight needs passport numbers. In such settings, the agent must use private information to complete tasks accurately while never exposing it in its responses, because it cannot verify who is actually at the keyboard. These two obligations are in fundamental tension. A model capable enough to use private information for task completion can, by the same capability, be induced to reveal it. To evaluate the trade-off of task accuracy and privacy leakage, we introduce Task-completion and Resistance to Active Privacy-extraction (TRAP). Each scenario includes a document containing private information, a task query that requires the agent to invoke the correct tool using private fields, and an attack query that attempts to elicit the same information in natural language. Evaluating 22 models spanning frontier proprietary and open-source models at multiple scales, we find that all model families exhibit non-trivial leakage, and that instruction-following ability correlates with leakage rate. Existing prompt-based defenses reduce leakage but at significant cost to task accuracy. Prompt optimization fails to escape this trade-off. We demonstrate that this failure is not incidental. For any softmax-based model, no soft-constraint defense, e.g., prompt-based defenses, can jointly achieve high task success with zero leakage probability. Motivated by this impossibility result, we propose structural private field isolation, which replaces private fields with hash keys before they reach the model. This approach largely prevents leakage while keeping task accuracy.

13.
arXiv (CS.CV) 2026-06-24

Open-Vocabulary BEV Segmentation with 3D-Aware Geometric Constraints

Bird's-eye view (BEV) perception fuses multi-camera images into a unified top-down representation for autonomous driving. Despite recent progress, state-of-the-art methods remain confined to closed-set scenarios, making them vulnerable to unpredictable real-world environments. In this work, we introduce open-vocabulary BEV segmentation (OVBS), which leverages vision-language models (VLMs) to recognize categories beyond the training set while maintaining precise BEV perception and real-time efficiency. A key challenge in OVBS lies in the 3D geometric inconsistency inherent in the ill-posed lifting of 2D VLM semantics into BEV. To address this, we propose OVBEVSeg, a geometry-aware OVBS framework that enhances efficient Gaussian splatting (GS)-based unprojection by leveraging robust 3D geometric constraints across three progressive stages: (1) 2D-to-BEV pseudo-labeling via reliable 3D projection for OV generalization; (2) joint 2D-BEV per-scene optimization with BEV structural constraints for 3D geometric consistency; and (3) 3D geometric distillation for online efficiency. On the nuScenes dataset, OVBEVSeg achieves state-of-the-art performance, outperforming closed-set methods by 15.3 mIoU on unseen categories. Remarkably, even with no novel-class ground-truth labels, it remains competitive with self- and semi-supervised baselines trained with up to 40% of ground-truth annotations. Furthermore, it achieves 2.5x faster inference with only 0.22x the memory consumption of projection-based methods. Project page: https://hchoi256.github.io/projects/ovbevseg/.

14.
arXiv (CS.AI) 2026-06-18

FoMoE: Breaking the Full-Replica Barrier with a Federation of MoEs

arXiv:2606.19025v1 Announce Type: cross Abstract: Pre-training Large Language Models (LLMs) typically demands large-scale infrastructure with tightly coupled hardware accelerators. While increasing model and dataset scale remains the dominant driver of performance, Mixture-of-Experts (MoEs) architectures have recently achieved state-of-the-art results by decoupling parameter count from computational cost. This efficiency enables training massive models on constrained compute budgets, yet it typically requires the high-speed interconnects of a single datacenter. To overcome these physical limits, recent approaches such as DiLoCo and Photon use low-communication data-parallel methods to enable scaling across geographically distributed, weakly connected data centers. However, these methods suffer from a fundamental inefficiency: they require full model replicas at every site, which imposes prohibitive memory constraints and communication overheads. In this work, we introduce FoMoE, a system that breaks the full-replica paradigm by partitioning expert layers across workers. We demonstrate that FoMoE: (I) reduces communication costs by up to 1.42x over efficient baselines and 45.44x over DDP via partial expert replication in the studied regimes; (II) achieves empirical throughput speedups of up to 1.4x through a novel skip-token mechanism; and (III) shows stable routing in the trained proxy regimes and projects the communication/memory benefits to 100B-scale configurations through system modelling.

15.
arXiv (CS.CL) 2026-06-17

Your AI Travel Agent Would Book You a Bullfight: An Agentic Benchmark for Implicit Animal Welfare in Frontier AI Models

AI agents are moving from advisors to actors, booking travel, planning menus, and running procurement on behalf of users. Existing benchmarks for AI and animal welfare evaluate model text responses to question-answer prompts, leaving open whether the welfare reasoning surfaced in those responses transfers to agentic deployment where the model must take actions with tools. We introduce TAC (Travel Agent Compassion), the first agentic benchmark measuring whether AI agents avoid options involving animal exploitation when acting on behalf of users. TAC presents an AI agent with twelve hand-authored travel booking scenarios across six categories of animal exploitation, augmented to forty-eight samples to control for price, rating, and position confounds. We evaluate seven frontier models from four labs. Every model scores below the chance level of sixty-four percent, with the best performer (Claude Opus 4.7) at fifty-three percent. A single welfare-aware sentence in the system prompt yields gains of forty-seven to sixty-three percentage points in Claude and GPT-5.5, twenty-six points in GPT-5.2, and under twelve points in DeepSeek and Gemini. An auxiliary Inspect Scout audit of 288 base-condition transcripts from the top two performers, using Gemini 2.5 Flash Lite as judge, flags zero transcripts for evaluation awareness, suggesting the below-chance rates do not stem from the models recognising the evaluation. We discuss implications for category-level variation across cultural domains, the limits of text-response welfare benchmarks, and the EU General-Purpose AI Code of Practice systemic risk framework.

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

Decoupled Motion Representation Learning for Moving Infrared Small Target Detection

Infrared small target detection in dynamic scenes remains challenging due to the highly coupled motions among targets, imaging platforms, and dynamic backgrounds. Existing multi-frame methods usually perform implicit temporal modeling, where coherent background dynamics dominate motion correspondence learning, leading to an inherent trade-off between detection and false alarms. In this work, we observe that background motions exhibit strong global coherence, whereas small targets mainly correspond to sparse local motion anomalies. Moreover, many false-alarm responses maintain high consistency with globally coherent motion patterns, indicating that they mainly originate from coherent background dynamics rather than genuine target motions. Based on these observations, we propose a decoupled motion representation learning framework for moving infrared small target detection. Specifically, an explicit motion branch is introduced to model globally coherent motion dynamics using pretrained optical flow priors, together with a structure-preserving self-supervised adaptation strategy for infrared motion correspondence learning. Meanwhile, an implicit motion branch based on deformable feature alignment is designed to capture target-sensitive local motion anomalies under coherent motion guidance. Furthermore, a coherent-motion-guided local anomaly reasoning module is proposed to identify and suppress coherent-motion-induced false responses during localized motion modeling. Extensive experiments on two challenging infrared small target detection benchmarks demonstrate that the proposed method consistently outperforms existing state-of-the-art approaches, particularly in dynamic scenes with complex motions, while maintaining favorable inference efficiency.

17.
arXiv (CS.CV) 2026-06-11

Frames2LoRA: Parametric Video Internalization for Vision-Language Models

Processing video in vision-language models is expensive: each frame occupies hundreds of tokens, and inference cost scales with every frame and every repeated query. We introduce Frames2LoRA, a method for parametric video internalization. A perceiver hypernetwork reads the intermediate representations produced layer-by-layer as a frozen VLM encodes a video, and generates a Low-Rank Adaptation (LoRA) adapter in a single forward pass. Unlike standard LoRA fine-tuning, which requires iterative gradient updates, Frames2LoRA predicts these weights directly from the video. Trained for SmolVLM2 500M and 2.2B on video summarization and captioning, Frames2LoRA enables the same frozen VLM to answer queries from the adapter alone, with zero visual tokens in its context at query time. Frames2LoRA is statistically non-inferior and equivalent to direct video-in-context inference across all five captioning benchmarks at both model scales, and across seven of eight video question answering benchmark-scale pairings. Although trained only on 12 frames at 384px, it remains stable up to 1,024 frames and 1024px, where direct video-in-context inference often degenerates. Across this sweep, it reduces answer-time visual-token load by up to 1,500x and query TTFT by 6-80x, while preserving video-faithful outputs. We also find that independently generated adapters for non-overlapping video segments can compose in rank space, suggesting a path toward chunked long-video internalization.

18.
arXiv (CS.LG) 2026-06-11

MemNovo: Look Back at the Spectrum for Balanced De Novo Peptide Sequencing from Mass Spectrometry

arXiv:2606.11868v1 Announce Type: new Abstract: De novo peptide sequencing from tandem mass spectrometry is pivotal in proteomics, enabling identification of novel peptides without reference databases. While recent Transformer-based encoder-decoder models have achieved remarkable performance, we uncover a critical pathology in their inference dynamics. Through comprehensive feature scaling experiments, we demonstrate that existing auto-regressive peptide decoders tend to over-rely on generated-sequence priors while progressively under-utilizing fine-grained physical evidence from the input mass spectrum. This phenomenon leads to suboptimal results, where generated peptide sequences are biologically plausible yet not faithful to the input spectrum. To rectify this, we propose MemNovo, a training-free and plug-and-play mechanism that re-balances peptide and spectral contributions at inference time. MemNovo alleviates the information bottleneck by establishing a persistent spectral memory bank and injecting retrieved features directly into the final decoding stage via an ultra-conservative residual connection. Theoretical analysis confirms that this mechanism restores the mutual information between the decoder state and the raw spectrum. Extensive experiments on the Nine Species benchmark with two representative baselines, Casanovo and InstaNovo, demonstrate that MemNovo consistently improves both amino acid precision and peptide precision, achieving up to 39.1% relative improvement in peptide precision for Casanovo and up to 3.9% for InstaNovo, with negligible computational overhead.

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

Automated 3D Kinematic Monitoring for Circadian Activity and Anomaly Detection in Juvenile Fish

Precision aquaculture faces a "phenotyping bottleneck" in tracking high-resolution behavioral traits, as conventional methods cannot quantify instantaneous three-dimensional (3D) physical exertion. To address this, we present a high-throughput 3D behavioral phenotyping framework integrating deep learning object detection with binocular stereo vision for real-time monitoring of juvenile tilapia in high-density environments. The system automates non-contact body length estimation and reconstructs 3D swimming trajectories from absolute spatial coordinates. By eliminating 2D perspective distortions, this approach precisely quantifies 3D velocity and acceleration, marking the first estimation of true physical swimming speeds in free-roaming juveniles. Results show the framework successfully establishes circadian locomotor baselines, serving as an early warning system for physiological stress and providing an objective metric for fish vitality.

20.
arXiv (CS.LG) 2026-06-25

Closed-Loop Graph Algorithm Execution with Small Language Models: Step Accuracy and Rollout Reliability

arXiv:2606.24980v1 Announce Type: new Abstract: Small language models offer an efficient alternative to large-scale systems, but their ability to execute structured algorithms over multiple dependent decisions remains poorly understood. We study graph algorithm execution as a closed-loop prediction problem in which a model repeatedly selects the next action from the current graph and algorithmic state. Our evaluation framework covers several classical graph procedures, multiple synthetic graph families, and disjoint training, validation, and test partitions. It assesses both local decision quality and global execution behaviour using step accuracy, exact rollout accuracy, constraint validity, partial solution quality, prefix survival, and intervention-based diagnostics. The results show that adaptation can produce reliable policies for structural procedures such as traversal and coloring, while weighted algorithms remain substantially more sensitive to error accumulation. More broadly, the findings demonstrate that strong next-step prediction does not necessarily translate into reliable autonomous execution and motivate evaluating algorithmic language models through complete closed-loop rollouts rather than isolated decisions.

21.
arXiv (math.PR) 2026-06-24

Statistical and Numerical Convergence in Stochastic Equilibrium

arXiv:2606.07469v2 Announce Type: replace-cross Abstract: This paper sets out the most general computational and econometric implications of the rigorous stochastic equilibrium theory from SELCKE (Staines (2024a)) arXiv:2312.16214. The analytical backbone is the discovery that the system converges geometrically to long-run equilibrium, at a rate given by the greater of the eigenvalue or inverse eigenvalue (from outside) closest to the unit circle and the maximum shock persistence. High-order shocks converge faster. I develop a simulation procedure to test, with asymptotic power, whether stochastic equilibrium exists for a particular model. The fundamental approximation result asserts that, whatever the order of expansion or loss function, the stochastic steady state delivers the most accurate perturbation solution. I also show that super-consistent parameter estimators $O(1/T)$ arise whenever second-order terms vanish. Besides Calvo, I study stochastic equilibrium in two alternative pricing models. Dynamics simplify considerably. I bound the time the impulse response peaks, by the maximum lag in the errors. This lends empirical support to Taylor contracts, although there are issues surrounding unit roots and the strong cost-channel. For menu costs, I demonstrate that the initial price distribution decays away super-exponentially, producing a system equivalent to Calvo with an endogenous reset probability. The impact of idiosyncratic disturbances appears as an additional wedge between actual and efficient output. Blow-up of the objective function at the boundary is proven, with the help of new distributional arguments, so the model meets existing eigenvalue existence conditions for the recursive equilibrium. Along the way, new light is shone on existing theoretical models and statistical procedures.

22.
arXiv (math.PR) 2026-06-19

Model-independent upper bounds for the prices of Bermudan options with convex payoffs

arXiv:2503.13328v3 Announce Type: replace-cross Abstract: Suppose $\mu$ and $\nu$ are probability measures on $\mathbb{R}$ satisfying $\mu \leq_{cx} \nu$. Let $a$ and $b$ be convex functions on $\mathbb{R}$ with $a \geq b \geq 0$. We are interested in finding $$\sup_{\mathbf{M}} \sup_{\tau} \mathbb{E}^{\mathbf{M}} \left[ a(X) I_{ \{ \tau = 1 \} } + b(Y) I_{ \{ \tau = 2 \} } \right] $$ where the first supremum is taken over consistent models $\mathbf{M}$ (i.e., filtered probability spaces $(\Omega, \mathbf{F}, \mathbb{F}, \mathbb{P})$ such that $Z=(z,Z_1,Z_2)=(\int_{\mathbb{R}} x \mu(dx) = \int_{\mathbb{R}} y \nu(dy), X, Y)$ is a $(\mathbb{F},\mathbb{P})$ martingale, where $X$ has law $\mu$ and $Y$ has law $\nu$ under $\mathbb{P}$) and $\tau$ in the second supremum is a $(\mathbb{F},\mathbb{P})$-stopping time taking values in $\{1,2\}$. Our contributions are first to characterise and simplify the dual problem, and second to completely solve the problem under some structural assumptions on the measures $\mu$ and $\nu$ (namely that $\mu$ and $\nu$ are absolutely continuous probability measures that satisfy the Dispersion Assumption). A key finding is that the canonical set-up in which the filtration is that generated by $Z$ is not rich enough to define an optimal model and additional randomisation is required. This holds even though the marginal laws $\mu$ and $\nu$ are atom-free. The problem has an interpretation of finding the robust, or model-free, no-arbitrage bound on the price of a Bermudan option with two possible exercise dates, given the prices of co-maturing European options.

23.
bioRxiv (Bioinfo) 2026-06-17

An Integrated Framework for Transcriptomic Characterization and Lorentzian Hyperbolic Visualization of a High-Risk Topological Branch in Alzheimer's Disease

Alzheimer's disease (AD) is a highly heterogeneous brain disorder in which molecular alterations vary across brain regions, disease stages, and patient subgroups. This study introduces an integrated analytical framework for characterizing transcriptomic variation associated with a high-risk topological branch, which was identified based on Lorentz distance in postmortem Brodmann area 36 samples from the Mount Sinai Brain Bank cohort, where over 70% of samples were in Braak stages V-VI. The framework integrates weighted gene co-expression network analysis, repeated stability-based differential expression analysis, network-level gene filtering, Gene Ontology enrichment, and nested stratified cross-validation to evaluate whether topological branch-associated genes capture biologically meaningful signals and carry predictive information for high-Braak group status. The identified gene sets were functionally enriched for neuronal development, neuron projection organization, synaptic signaling, vesicle fusion, and regulated synaptic release, suggesting that the high-risk topological branch reflects biologically relevant transcriptomic programs linked to neurodegenerative progression. Nested cross-validation further showed that the selected genes achieved measurable internal predictive performance for distinguishing high-Braak samples. As a second methodological contribution, we introduced a Lorentzian hyperbolic variant of t-distributed stochastic neighbor embedding (Lorentz t-SNE) to explore latent non-Euclidean structure in transcriptomic data. This method embeds samples in hyperbolic space, providing an alternative to Euclidean embeddings for representing hierarchical or nonlinear structures. Compared with conventional Euclidean embeddings, the proposed Lorentz t-SNE revealed a more localized organization of high-Braak samples. Together, these results demonstrate the utility of the proposed analytical framework and Lorentz t-SNE for investigating heterogeneous, potentially non-Euclidean organization in AD transcriptomes.

24.
arXiv (CS.CL) 2026-06-11

Kuramoto Attention: Synchronizing Self-Attention on the Torus

We introduce Kuramoto attention, a self-attention layer in which each hidden coordinate is an angle. The layer scores tokens by gated cosine similarity, attends over previous phase states, and updates each token by the tangent component of the attention-weighted circular mean. Because the values are the raw phase states, this update is exactly the Kuramoto coupling term $\sum_u A_{t,u}\sin(\theta_u-\theta_t)$, with the attention matrix acting as an adaptive, content-dependent coupling kernel. Equivalently, the gated score is a learned metric on the torus that selects which tokens couple, and the update pulls each token toward the circular mean of the tokens it selects, tightening their phase agreement. The same two ingredients, an invariant similarity score and an on-manifold mean, define such a layer on any compact group; the torus is the abelian case, where both are closed-form. The softmax weights solve an entropy-regularized phase-retrieval problem, and rotary position enters as a position-dependent phase drift in the score. On enwiki8 character-level language modeling, the layer trains as a functional language model whose bits-per-character stays close to a strong matched RoPE+SwiGLU transformer: within $0.02$ BPC at one million parameters ($1.637\pm0.010$ versus $1.616\pm0.004$) and level on the median at five million ($1.448$ versus $1.452$ over five seeds) with the transformer ahead on the mean ($1.468$ versus $1.456$). These experiments establish that the constrained geometric structure is a viable language model at this scale; the structure itself, and its synchronization reading, is the contribution. Ablations isolate the load-bearing components, and the result gives a compact bridge between self-attention and phase synchronization.

25.
arXiv (CS.AI) 2026-06-25

Learning Non-Vacuous Generalization Bounds from Optimization

arXiv:2206.04359v3 Announce Type: replace-cross Abstract: One of the fundamental challenges in the deep learning community is to theoretically understand how well a deep neural network generalizes to unseen data. However, current approaches often yield generalization bounds that are either too loose to be informative of the true generalization error or only valid to the compressed nets. In this study, we present a simple yet non-vacuous generalization bound from the optimization perspective. We achieve this goal by leveraging that the hypothesis set accessed by stochastic gradient algorithms is essentially fractal-like and thus can derive a tighter bound over the algorithm-dependent Rademacher complexity. The main argument rests on modeling the discrete-time recursion process via a continuous-time stochastic differential equation driven by fractional Brownian motion. Numerical studies demonstrate that our approach is able to yield plausible generalization guarantees for modern neural networks such as ResNet and Vision Transformer, even when they are trained on a large-scale dataset (e.g. ImageNet-1K).