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01.
arXiv (quant-ph) 2026-06-24

Teleportation-based quantum state tomography

arXiv:2511.18621v2 Announce Type: replace Abstract: We explicitly show that the quantum teleportation protocol can be employed to completely reconstruct arbitrary two- and three-qubit density matrices. We also extend the present analysis to n-qubit density matrices. The only quantum resources needed to implement the teleportation-based quantum state tomography protocol are the ability to make Bell measurements and the ability to prepare a few different single qubit states to be teleported from Alice to Bob.

02.
bioRxiv (Bioinfo) 2026-06-22

CellTosg2Sequence: A Unified Text-Omics-Signaling-Graph Large Language Model for Single-Cell Analysis

bioRxivLaTeXUnicodeabstract — In single-cell (sc)-based scientific discovery, text-formatted biomedical prior knowledge and signaling graphs are essential for annotating and interpreting numeric sc-omics data and for generating novel testable hypotheses. A major limitation of existing single-cell large language models (scLLMs) is that they rely on numeric expression data with gene names as the only textual signal, while comprehensive biomedical priors – cellular localization, gene function, disease associations, and signaling interaction patterns – remain absent from the model input. We introduce CellTosg2Sequence, a textual-prior- and signaling-graph-augmented cell-omics-sentence language model. A lightweight heterogeneous graph encoder maps a curated 62,507-node biomedical knowledge graph (KG) into compact virtual tokens that are prepended to each cell sentence, allowing the language model to condition on biological structure with minimal sequence-length overhead. We train CellTosg2Sequence with a three-stage objective: Stage I anchors the KG channel under autoregressive language-model pretraining, leveraging Qwen2.5-32B's own language reasoning for rapid KG alignment; Stage II aligns labels via supervised fine-tuning with KG-anchored InfoNCE; Stage III applies Group Relative Policy Optimization (GRPO) with an ontology-hierarchy reward, enabling free-generation cell-type prediction that generalizes beyond the closed training vocabulary. Across multiple benchmarks and ablation experiments, CellTosg2Sequence outperforms strong baselines. All results are achieved with lightweight LoRA training and a single unified checkpoint.

03.
arXiv (CS.CV) 2026-06-24

SENTRY: SAM2-Enhanced Neighbor-Aware and Temporally Reasoned Memory for Visual Tracking

We revisit the memory update mechanism in SAM2-based visual object tracking and identify confidence-only mask selection as the dominant cause of drift under occlusion, rapid motion, and distractors. We introduce SENTRY, a training-free, plug-and-play, refine-before-write module that validates each memory update for short-horizon temporal consistency before committing it. SENTRY aggregates diverse segmentation hypotheses per frame, backtracks them into short tracklets, and uses neighbor-aware cycle-consistent matching against recent trajectories to favor temporally and geometrically consistent masks. It leaves the base architecture untouched, replacing confidence-driven writes with consistency-validated ones. For fair evaluation, we re-evaluate major open-source SAM2-based trackers across all available scales and datasets, filling gaps in prior reports. Integrated into five strong baselines, SENTRY delivers consistent gains across nine benchmarks, achieving new zero-shot SOTA on LaSOT, LaSOT_ext, GOT-10k, VOT20, VOT22, and DiDi. Despite these checks, the SAM2-L version runs at 32.8 FPS on an A100, and across compatible hosts adds only about 0.4–0.6 GB VRAM. Our results provide the first unified all-scale evaluation of SAM2-based trackers and show that enforcing temporal validity at write time stabilizes memory-augmented tracking without retraining.

04.
arXiv (CS.CV) 2026-06-17

NeuroClaw Technical Report

Agentic artificial intelligence systems promise to accelerate scientific workflows, but neuroimaging poses unique challenges: heterogeneous modalities (sMRI, fMRI, dMRI, EEG), long multi-stage pipelines, and persistent reproducibility risks. To address this gap, we present NeuroClaw, a domain-specialized multi-agent research assistant for executable and reproducible neuroimaging research. NeuroClaw operates directly on raw neuroimaging data across formats and modalities, grounding decisions in dataset semantics and BIDS metadata so users need not prepare curated inputs or bespoke model code. The platform combines harness engineering with end-to-end environment management, including pinned Python environments, Docker support, automated installers for common neuroimaging tools, and GPU configuration. In practice, this layer emphasizes checkpointing, post-execution verification, structured audit traces, and controlled runtime setup, making toolchains more transparent while improving reproducibility and auditability. A three-tier skill/agent hierarchy separates user-facing interaction, high-level orchestration, and low-level tool skills to decompose complex workflows into safe, reusable units. Alongside the NeuroClaw framework, we introduce NeuroBench, a system-level benchmark for executability, artifact validity, and reproducibility readiness. Across multiple multimodal LLMs, NeuroClaw-enabled runs yield consistent and substantial score improvements compared with direct agent invocation. Project homepage: https://cuhk-aim-group.github.io/NeuroClaw/index.html

05.
arXiv (CS.LG) 2026-06-19

When Calibration Fails the Vulnerable Hospital: Federated Conformal Risk Control via Risk-Curve Shrinkage

arXiv:2606.20115v1 Announce Type: new Abstract: Conformal risk control (CRC) provides distribution-free guarantees on segmentation quality by calibrating a prediction-set threshold on held-out data. In federated deployments, the standard approach pools calibration scores across sites into a single threshold. We provide the first quantification, on real multi-institutional brain tumor data (FeTS-2022, 1,251 subjects, 20 institutions), showing that this naive pooled CRC protects the average hospital but violates coverage at 40% of individual institutions, with the worst site exceeding the target false-negative rate by 7.8 percentage points. The naive alternative, per-site local CRC, largely restores coverage but inflates prediction sets by 83x, rendering them clinically useless. We propose a shrinkage-based federated CRC protocol: each site transmits only its empirical risk curve (G scalars) to a server, which computes a shrinkage-regularized threshold per site. A single hyperparameter n0 smoothly trades worst-case coverage for prediction-set efficiency; leave-one-site-out sensitivity analysis identifies n0=19, achieving 2.7/20 violations at 2.0x stretch. We further show that direct Lagrangian optimization of coverage budgets fails, concentrating risk on vulnerable hospitals, and that the finite-sample correction term is essential: removing it triples violations. The marginal CRC guarantee is preserved by construction under the stated site-mixture assumption; per-site coverage is validated across four targets with three seeds. No patient-level images, masks, or per-volume scores leave any site.

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

Closing the Feedback Loop: From Experience Extraction to Insight Governance in Verbal Reinforcement Learning

arXiv:2606.17591v1 Announce Type: new Abstract: Training-free verbal reinforcement learning enables LLM agents to learn from world feedback – objective signals such as dynamic task outcomes, market returns, or demand forecasts – by extracting verbal rules from experience and injecting them as context, updating the agent's behavior without parameter changes. However, in non-stationary environments these agents face a retention-forgetting dilemma: retaining stale insights causes negative transfer, while discarding them causes catastrophic forgetting when conditions recur. We identify four requirements for navigating this dilemma – outcome-driven evaluation, persistent structured evidence, non-monotonic knowledge lifecycle, and compositional governance – and show that existing methods invest heavily in experience extraction while underinvesting in insight governance. We propose a three-layer architecture – rules, evidence, and skills – connected by a feedback-driven curation loop that closes the governance gap. Rules capture distilled experience from world outcomes; evidence logs track each rule's reliability across episodes; skills govern which rules to apply, how to resolve conflicts, and when to abstain. On financial forecasting as a case study, where world feedback is naturally abundant, noisy, and non-stationary, we show that the same accumulated experience either degrades performance below the zero-shot baseline or dramatically improves accuracy and risk-adjusted returns, depending on whether the curation loop is present.

08.
arXiv (CS.LG) 2026-06-16

Causal-Privacy Audit Workflow for Synthetic and Distilled Data in Dropout Support

arXiv:2606.15940v1 Announce Type: new Abstract: Synthetic and distilled student data are increasingly used to enable privacy-conscious learning analytics, yet their suitability for decision-facing institutional support remains uncertain. In dropout support, generated data must preserve not only predictive utility or distributional resemblance, but also the financial-status evidence used to guide advising, payment-plan assistance, and scholarship-related decisions. Method: This study introduces CaP-Eval, a decision-facing causal-privacy audit workflow for evaluating generated student data under a fixed estimand, timing-aware adjustment design, estimator set, and empirical privacy-governance screen. The workflow compares original, distilled, adversarial synthetic, statistical synthetic, and DPGNet privacy-oriented generated data on predictive utility, treatment-effect fidelity, robustness to alternative estimators, and local training-record proximity. Results: DPGNet and distilled data preserved the original financial-status treatment-effect structure more reliably than the adversarial and Gaussian Copula baselines. DPGNet preserved full direction and rank agreement across epsilon levels; epsilon = 10 produced the smallest non-original IPW and DML deviations, while epsilon = 1 and epsilon = 5 amplified several financial-status contrasts. Distilled data remained highly faithful but retained the strongest local training-record proximity signal. TabularGNet preserved qualitative directions with moderate attenuation, and Gaussian Copula compressed effect magnitudes. Conclusions: Predictive utility, privacy orientation, empirical disclosure signals, and causal fidelity diverged; generated student data require joint audits of direction, magnitude, overlap, and release-governance risk before decision use.

09.
arXiv (math.PR) 2026-06-11

Stochastic epidemic model with varying infectivity and waning immunity: the law of large numbers with unbounded infectivity

arXiv:2606.11845v1 Announce Type: new Abstract: We revisit the large population limit of our epidemic model with infection age dependent infectivity and progressive immunity waning, under the assumption that the supremum in $t$ of the random infectivity function has a finite expectation, while the previous proofs assumed that this supremum admits a deterministic upper bound.

10.
arXiv (CS.AI) 2026-06-15

Refusal Beyond a Single Direction: A Preliminary Comparison of Diff-in-Means and INLP

arXiv:2606.13720v1 Announce Type: new Abstract: Arditi et al. (2024) has shown that refusal in safety fine-tuned chat models is mediated by a single linear direction in the residual stream, recoverable by a difference-in-means (DiM) of harmful and harmless activations. We compare DiM-based interventions (activation addition and directional ablation) with two interventions derived from Iterative Nullspace Projection (INLP) – nullspace projection and counterfactual flipping – on five open-weight chat models, asking whether INLP can match DiM at steering refusal and whether its richer parameterisation yields more tweakable interventions. INLP counterfactual flipping is competitive with DiM directional ablation on refusal suppression, while nullspace projection is consistently weaker. Restricting INLP to the leading directions of the extracted subspace preserves most of the suppression effect at near-baseline perplexity, giving a tunable capability. Geometrically, the two INLP interventions land in qualitatively different regions of activation space: nullspace projection collapses transformed activations between the harmful and harmless clusters, while counterfactual flipping moves them into the opposite cluster, suggesting that the model encodes the absence of a concept differently from its opposite – an intriguing distinction that warrants further investigation in future work.

12.
arXiv (CS.CV) 2026-06-25

Heterogeneous and Adept Snapshot Distillation for 3D Semantic Segmentation

Multi-modal fusion and multi-model ensembling are prevalent in enhancing the performance of 3D semantic segmentation. Despite the impressive performance, these methods either rely on auxiliary input signals or suffer from costly computational expense. To efficaciously enhance the segmentation performance without introducing intolerable costs, we propose to transfer the rich knowledge from the multi-modal model (i.e., point clouds and images) and multiple model experts to the point-cloudbased network through knowledge distillation. Specifically, we present Information-oriented Heterogeneous Distillation (IHD) to help the uni-modal model absorb the complementary knowledge from the multi-modal teacher. We design the Information-Oriented Filtering (IOF) strategy to select informative images from the continuous image sequence for multi-modal fusion. This practice can boost the performance of the multi-modal teacher, thus benefiting the learning of the student. Besides, as opposed to vanilla model ensembling that requires the separate training of each expert, we propose Adept Snapshot Distillation (ASD). ASD treats the freely available model snapshots generated during the training phase as multiple experts, which significantly reduces the training cost for model ensembling. For each expert teacher, it only provides supervision to the student in the class where it is adept. The resulting Heterogeneous and Adept Snapshot Knowledge Distillation, dubbed HAS-KD, attains state-of-the-art results on ScanNetV2 and S3DIS datasets. HAS-KD can be seamlessly integrated into contemporary 3D segmentation algorithms and bring considerable gains without introducing extra inference burdens. The code will be made publicly available upon publication.

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

You Don't Need to Run Every Eval

arXiv:2606.24020v1 Announce Type: new Abstract: A modern model release reports scores on 40+ benchmarks and the same evaluations were run many more times before it: to track training progress, compare design choices, and select the checkpoint for the release. But do we need to run every eval? We compile a public score matrix of 84 frontier models on 133 benchmarks (2,604 cells, 23.3% filled) and find it is approximately rank-2: a model's scores across all 133 benchmarks are largely determined by just two numbers. We confirm this in two ways: scores hidden from the matrix are best recovered using two factors, and two factors already explain over 90% of the variation among models on the benchmarks they share. Building on this, we design BenchPress: a logit-space rank-2 matrix completion method that recovers held-out scores to within 4.6 points, and a confidence layer that says when each prediction can be trusted. Using BenchPress, we find a subset of five benchmarks {GPQA-D, HLE, Codeforces, MMLU-Pro, ARC-AGI-1} that can recover the rest of a model's public scorecard to within 3.93 points. For a tighter inference budget, a cheaper set {GPQA-D, MMLU-Pro, Aider Polyglot, MATH-500, AIME 2026} can predict a model's evals to within 4.55. We release the score matrix, the BenchPress code, and an interactive tool that predicts any model's score on any benchmark.

14.
arXiv (CS.CL) 2026-06-11

UR-BERT: Scaling Text Encoders for Massively Multilingual TTS Through Universal Romanization and Speech Token Prediction

We propose UR-BERT, a Romanized transcription-based text-to-speech (TTS) encoder for massively multilingual TTS systems. Conventional grapheme-to-phoneme (G2P)-based approaches are limited to around 100 languages due to the availability of reliable G2P resources. In contrast, UR-BERT scales to 495 languages by unifying diverse writing systems into a shared Romanization representation. To further enhance phonetic fidelity and text-speech alignment, we introduce a speech token prediction objective during training, which encourages the encoder to learn speech-aware phonetic representations in a data-efficient manner. Experiments show that TTS systems built on UR-BERT consistently outperform recent text encoder baselines across a wide range of languages and resource conditions, and demonstrate strong generalization to unseen languages.

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

$\mathcal{PT}$-Symmetric Spin–Boson Model with a Continuous Bosonic Spectrum: Exceptional Points and Dynamics

arXiv:2512.20277v2 Announce Type: replace Abstract: This work studies a $\mathcal{PT}$-symmetric non-Hermitian spin–boson model, consisting of a non-Hermitian two-level system coupled to a continuous bosonic bath. The static properties of the system are analyzed through a projection method derived from the displacement operator. We find that only a single exceptional point (EP) emerges, in contrast to non-Hermitian spin–boson models with finite modes, which typically exhibit multiple EPs. Notably, only a single real eigenvalue is found before the EP, which differs markedly from typical non-Hermitian systems where a pair of real eigenvalues precedes the EP. The time evolution of observables is further investigated via the Dirac–Frenkel time-dependent variational principle. Compared to its Hermitian counterpart, the non-Hermitian model exhibits distinct dynamical signatures, most notably the emergence of oscillations with periodic amplified amplitude. In the $\mathcal{PT}$-unbroken phase, the system exhibits sustained oscillatory dynamics with suppressed decoherence, whereas in the $\mathcal{PT}$-broken phase, additional dissipative channels accelerate decoherence and drive rapid convergence toward a stable steady state. These results shed light on how $\mathcal{PT}$ symmetry protects coherent light–matter interactions in non-Hermitian quantum systems.

16.
arXiv (CS.AI) 2026-06-17

Small Initialization Matters for Large Language Models

arXiv:2606.17945v1 Announce Type: new Abstract: Large language models provide a tractable system for asking how intelligence itself emerges, rather than only how LLMs can be engineered. Although progress is usually attributed to scale, data and architecture, we show that parameter initialization is a gene-like determinant of training and, in particular, of model capacity. Reducing the initialization scale consistently improves pretraining, with the largest gains on reasoning-demanding tasks. We identify two widely used empirical settings that restrain the advantage of small initialization, and show how relaxing them restores favorable scaling. We further uncover a critical initialization that balances the reasoning and training. Mechanistically, small initialization drives a distinct developmental trajectory: parameters first condense into low-complexity structures and later expand into richer representations, giving concrete form to the idea that compression is intelligence. Token-level analyses show that the gains concentrate on non-trivial, context-constrained predictions rather than all tokens uniformly. These results motivate a simple $\gamma$-initialization rule: expose initialization rage as an explicit knob and use small initialization by default, an almost cost-free intervention that improves pretraining and strengthens reasoning across model scales.

17.
arXiv (CS.CL) 2026-06-24

PORTER: Language-Grounded Event Representations for Portable Structured EHR Foundation Models

Most electronic health record (EHR) foundation models encode clinical events as discrete event tokens from a fixed vocabulary and therefore cannot directly represent events containing unseen concepts or new combinations of concepts and attributes such as numeric values. This limits transfer across institutions and even across deployment pipelines within the same institution. We introduce PORTER, a language-grounded structured EHR foundation model that decouples event representation from this fixed vocabulary. PORTER represents events through their descriptions using a frozen text encoder, integrates numeric values through a dedicated pathway, and learns clinical dynamics over patient timelines with an autoregressively pretrained temporal backbone. Across 74 clinical prediction tasks at a pediatric hospital, PORTER matched the mean AUROC of a fixed-vocabulary model with the same temporal backbone and pretraining objective. When the same patient timelines were rendered using event descriptions not seen during pretraining, PORTER transferred without retraining or vocabulary mapping, recovering 97.1% of the mean AUROC of a model trained directly on the target vocabulary. When transferred to MIMIC, PORTER outperformed the fixed-vocabulary model, which dropped 69% of events because their tokens were unseen. Mechanistic analyses showed cross-vocabulary transfer tracked preservation of patient-level representation geometry rather than the scale of the text encoder, and the numeric pathway improved sensitivity to magnitude without disrupting clinical concept identity. PORTER also achieved higher AUROC than a task-specific text serialization comparator, at 329-fold lower amortized compute. PORTER is a step toward vocabulary-independent EHR foundation models that reduce the need for vocabulary harmonization while preserving in-domain performance and enabling efficient cross-task reuse.

18.
arXiv (quant-ph) 2026-06-19

GPU-accelerated semidefinite programming for causal games

arXiv:2606.20519v1 Announce Type: new Abstract: The process matrix formalism describes quantum correlations in scenarios without a fixed causal order between local laboratories. Operational signatures of such correlations can be investigated through causal games. A paradigmatic example is the Guess-Your-Neighbour's-Input game, in which two parties attempt to guess each other's inputs. Correlations compatible with any definite, or probabilistically mixed, causal order cannot achieve a winning probability exceeding $1/2$. The best process-matrix strategy currently known attains a value of approximately $0.6218$ using local dimension $d=5$, while the strongest known dimension-independent upper bound is $0.7592$. In this work, we investigate whether increasing the local dimension beyond $d = 5$ can narrow this gap. To this end, we employ a see-saw optimization scheme in which each step is formulated as a semidefinite program. For scalability, we develop a custom implementation of the SCS solver in which the dominant computational cost, the projection onto the positive-semidefinite cone, is offloaded to a GPU, yielding a six-fold speedup. Using this implementation, we explore local dimensions up to $d = 8$, and we do not find significant improvements over the value at $d=5$. Our results suggest that either qualitatively different strategies are required to approach the known upper bound, or that the bound itself is not tight.

19.
arXiv (CS.CV) 2026-06-25

fARfetch: Enabling Collocated AR-HRC in Large Visually Diverse Environments with VLM-Driven AR Content Adaptation

Augmented Reality (AR) can improve collocated human-robot collaboration by making robot state and intent visible and enabling intuitive control, yet large, visually diverse environments like the outdoors challenge both interaction and content legibility, especially at long distances and beyond visual line of sight. We present fARfetch, an AR-HRC system that integrates (i) shared semantic environment mapping across an AR headset and robot that visualizes detected landmarks in AR to support landmark-grounded go-to commands, (ii) a context-aware world-in-miniature representation of the shared environment for fine-grained path authoring, and (iii) vision-language-model driven AR view management that jointly adapts virtual content color, size, and orientation to maintain legibility in large visually diverse environments. We implement fARfetch with a Meta Quest 3 headset and Unitree Go2 quadruped robot, and conduct a within-subjects user study (N=13) on a real-world large-scale (30.5m) outdoor inspection task. fARfetch yielded significantly faster completion times than a non-AR baseline (66%) and significantly lower workload in mental demand (-43%), temporal demand (-34%), and frustration (-66%). A custom legibility survey indicated fARfetch effectively maintained virtual content legibility in the large outdoor environment.

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

Models That Know How Evaluations Are Designed Score Safer

The validity of AI safety evaluations depends on models behaving consistently across controlled and deployment settings. Prior work has identified test-time contextual cues, such as hypothetical scenarios, as a source of verbalized evaluation awareness and subsequent behavioral shift. In this paper, we investigate a potential explanation of this phenomenon: evaluation meta-knowledge, defined as parametric knowledge about the structural traits that characterize evaluations. Similar to dataset contamination, where benchmark exposure leads to higher performance through memorization, we hypothesize that models trained on texts describing evaluation practices may implicitly learn to recognize and respond to evaluation-like contexts, for instance, through exposure to scientific articles or social media posts about AI benchmarking. To test this, we fine-tune models on synthetic documents describing evaluation traits such as verifiable structures or moral dilemmas. Evaluating this fine-tuned model on six safety benchmarks, we find that it is significantly safer than the base model and control model. This behavioral shift persists even when restricting the analysis to responses lacking explicit verbalization of evaluation awareness. Our results demonstrate that evaluation meta-knowledge may inflate safety benchmark performance, introducing a novel confounder that is independent of explicit memorization or verbalized evaluation awareness, thus, challenging to detect. These findings have important implications for the design and interpretation of AI safety evaluations. Our code and models are available at https://github.com/compass-group-tue/arxiv2026_evaluation_meta_knowledge.

21.
arXiv (CS.LG) 2026-06-15

Free Heavy-Tailed Lunch for Muon: A Theoretical Justification of Empirical Success

arXiv:2606.14560v1 Announce Type: cross Abstract: Non-Euclidean optimisation methods with matrix-valued updates, such as Muon and Scion, have recently shown strong empirical performance for training Transformer models, yet their theoretical advantages over Euclidean methods remain poorly understood. We address this gap in the heavy-tailed non-convex regime, where stochastic gradients have bounded $p$-th central moments, $p \in (1,2]$. We show that certain non-Euclidean methods achieve optimal sample complexity under stronger stationarity measures, while Euclidean methods incur additional dimension-dependent costs. As a consequence, for $m \times n$ matrices, Muon finds an $\varepsilon$-stationary point in nuclear norm within $\mathcal{O}\left(\min\{m, n\} \frac{\Delta_1 L}{\varepsilon^2} \left(\frac \sigma \varepsilon \right)^{\frac p {p-1}}\right)$ samples, absorbing heavy-tailed noise without extra dimension dependence, unlike Euclidean methods. We further prove this sample complexity, including its dimension dependence, is optimal for all first-order methods under nuclear-norm stationarity. Experiments on large language models support our theory. Surprisingly, our results suggest that other Schatten geometries beyond the spectral geometry of Muon can perform competitively in certain settings.

22.
arXiv (CS.AI) 2026-06-11

LSTM-Based Detection of Structural Breaks in Property Insurance Loss Reserving: A Climate-Informed Approach

arXiv:2606.11463v1 Announce Type: cross Abstract: Accurate loss reserving is foundational to insurer solvency, yet accelerating climate driven catastrophes systematically violate the stability assumptions on which traditional actuarial methods depend. This white paper presents a research program testing whether Long Short Term Memory (LSTM) neural networks can detect and adapt to these structural breaks faster and more accurately than Chain Ladder, Bornhuetter Ferguson, and Cape Cod methods. Using 15 plus years of regulatory development triangle data from Florida and Louisiana, enriched with NOAA hurricane intensity indices and sea surface temperatures, we hypothesize a targeted improvement of 15, 20% in reserve accuracy for catastrophe exposed years, a threshold grounded both in the prior neural network reserving literature and in the formal convergence results developed here. Beyond empirical validation, we develop a theoretical framework grounding LSTM structural break detection in probabilistic terms, providing formal performance guarantees that compensate for the limited number of catastrophe events in the test period. We document the research design, methodology, expected contributions, and a candid assessment of limitations.

23.
arXiv (math.PR) 2026-06-11

A Hybrid LSMC-PDE Method for Bermudan Option Pricing under the Gatheral Double Mean-Reverting Model

arXiv:2606.11237v1 Announce Type: cross Abstract: We study Bermudan option pricing under the Gatheral Double Mean-Reverting (GDMR) stochastic volatility model. The model features a variance process together with a stochastic long-run mean variance process and allows Constant Elasticity of Variance (CEV)-type exponents in the diffusion coefficients. This model is attractive since it provides a flexible specification for volatility dynamics. However, the pricing of early-exercise derivatives under the GDMR model remains largely unexplored in the literature. To address this challenge, we adapt a Hybrid Least-Squares Monte Carlo-Partial Differential Equation (LSMC-PDE) framework to the GDMR model and provide a detailed model-specific implementation. Conditioning on simulated variance paths, the pricing problem reduces to a one-dimensional problem in the asset price, which is solved by a Fourier-based approach, while the remaining dependence on the variance variables is approximated by least-squares regression. Our numerical experiments demonstrate that the Hybrid LSMC-PDE approach yields accurate pricing estimates and often lower pricing errors than plain LSMC, particularly for low and moderate numbers of simulation paths, showing the benefit of using the model structure in early-exercise option pricing.

25.
Nature Medicine 2026-06-15

Adaptive deep brain stimulation for dynamic gait control in Parkinson’s disease: a randomized feasibility trial

A randomized crossover study of five patients with Parkinson’s disease (PD) demonstrates that gait-synchronized adaptive deep brain stimulation is feasible and safe, and reduces falls compared with continuous stimulation. Gait dysfunction in PD is a major source of disability and is often insufficiently treated by continuous deep brain stimulation (cDBS). Although adaptive DBS (aDBS) has shown efficacy for other motor symptoms using β-based, state-driven neural signals, gait is a dynamic, cyclical behavior that may require temporally precise modulation. Here we evaluated a behavior-contingent aDBS approach that synchronizes stimulation to gait phase. We reported a single-center, blinded, randomized, crossover study evaluating the feasibility of identifying patient-specific biomarkers to drive aDBS. The primary outcome was feasibility of successful identification of gait-phase biomarkers to implement aDBS. Five participants with PD undergoing pallidal DBS and subdural electrode paddle implantation were enrolled. We successfully identified personalized gait-phase biomarkers from cortical or pallidal field potentials in all five patients and embedded them into a bidirectional neurostimulator. During acute in-clinic testing, aDBS improved step variability and step symmetry versus cDBS. Three participants subsequently completed a double-blinded, multi-day crossover phase. In this setting, aDBS maintained general motor symptom control, reduced falls and yielded patient-specific gait improvements. No adverse events occurred and aDBS was well tolerated. These findings establish the feasibility of biomarker-driven, movement-synchronized neuromodulation and support the development of a larger randomized trial to determine clinical efficacy. ClinicalTrial.gov registration: NCT04675398 . A randomized crossover study shows that gait-phase-synchronized adaptive deep brain stimulation is feasible and safe, and reduces falls compared to continuous stimulation in Parkinson’s disease.