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01.
arXiv (CS.LG) 2026-06-16

Simulation-Augmented Multi-Step Split Conformal Prediction for Aggregated Forecasts

arXiv:2606.16356v1 Announce Type: new Abstract: We study uncertainty quantification for aggregated forecasting tasks such as annual totals and year-over-year growth rates. We propose SA-MSCP, a simulation-augmented multi-step split conformal method that generates future paths from cross-validated residuals using a block bootstrap and constructs prediction intervals from empirical quantiles. Experiments show that SA-MSCP improves empirical coverage over a simulated-path baseline for aggregated and growth-rate targets. Our results demonstrate that simulation-enhanced conformal calibration is an effective and general framework for uncertainty quantification in aggregated time-series forecasting.

02.
arXiv (CS.AI) 2026-06-11

A Resilient Solution for Sewer Overflow Monitoring across Cloud and Edge

arXiv:2605.10592v2 Announce Type: replace Abstract: Aging combined sewer systems in many historical cities are increasingly stressed by extreme rainfall events, which can trigger combined sewer overflows (CSO) with significant environmental and public health impacts. Forecasting the filling dynamics of overflow basins is critical for anticipating capacity exceedance and enabling timely preventive actions for CSO. We present a web-based demonstrator that integrates Deep Learning forecasting methods in both cloud and edge settings into an interactive monitoring dashboard for overflow monitoring, resilient to network outages. A video showcase is available online (https://cloud.bht-berlin.de/index.php/s/b9xt4T3SdiLBiFZ).

03.
arXiv (quant-ph) 2026-06-19

Topological Quantum Interferometry

arXiv:2606.19730v1 Announce Type: new Abstract: Structured light provides high-dimensional Hilbert spaces holding tremendous potential for fundamental quantum optics and quantum technologies. However, existing characterization methods, like Hong-Ou-Mandel (HOM) interference, typically assume perfectly tuned conditions, overlooking the geometric physics governing spatial mode evolution. Here, we establish topological quantum interferometry driven by an interaction-based geometric phase, the exchange Berry phase (BPX). Our formalism generalizes $q$-plate state generation and characterization to arbitrary topological charges and (de)tuning conditions, demonstrating that BPX acts as a geometric marker governing spatial interference. We show BPX serves as a deterministic control parameter, decomposing two-photon spatial patterns into geometry-dictated fundamental modes. This mapping reveals topological invariants and phase singularities that function as a non-tomographic witness for state dimensionality estimation, circumventing full-state reconstruction. Being device-independent and highly scalable, this approach enables scalable high-dimensional characterization and topologically protected state selection, with direct applicability to quantum metrology and high-capacity quantum networks.

04.
medRxiv (Medicine) 2026-06-15

Data-Driven Stochastic Model for Detecting Patientswith Alzheimer's Disease

Alzheimer s disease (AD) is a critical neurological disorder that causes the brain to shrink and leads to the eventual death of brain cells, adversely affecting a person s ability to function. AD is a fast-growing disease in the United States and was the fifth leading cause of death among Americans 65 years of age or older in 2023. In the United States 6.9 million people aged 65 or older were diagnosed with AD, along with a high rate of undiagnosed patients. Thus, the objective of our study is to develop a real data-driven predictive model to identify a patient with AD based on eight risk factors: Age, Gender, ADAS-Cog13, Entorhinal, Fusiform, Intracranial Volume (ICV), Amyloid-Beta, and Tau Protein, with a high degree of accuracy. The quality of the model was evaluated using well-established and sophisticated statistical measures: the area under the receiver operating characteristic curve, calibration plot, Hosmer-Lemeshow goodness-of-fit test, and K-fold cross-validation. If a patient is given information on the above risk factors, our proposed binary logistic regression model can classify the patient as having AD or not with at least 98% accuracy.

05.
arXiv (CS.LG) 2026-06-11

PianoKontext: Expressive Performance Rendering from Deadpan Context

arXiv:2606.12282v1 Announce Type: cross Abstract: Expressive performance rendering (EPR) aims to generate realistic performances constrained on sequences of notes. However, flow matching audio editing models manipulate only synchronized music samples of the same duration, limiting their understanding of expressive timing. We introduce PianoKontext, a flow matching rendering model for classical piano music that generates variable-length performances in the latent space of a pretrained Music2Latent model. We synthesize MIDI scores into deadpan audio and employ Dynamic Time Warping (DTW) in the latent space to construct paired data for training. The aligned embeddings are concatenated in DiT blocks, allowing for a simple and effective learning of the dependencies between the score and performances. Audio samples are available at our demo page: https://realfolkcode.github.io/pianokontext_demo/.

06.
medRxiv (Medicine) 2026-06-15

Beyond the Apnea-Hypopnea Index: Physiological and Demographic Predictors of Excessive Daytime Sleepiness in Obstructive Sleep Apnea

Excessive daytime sleepiness (EDS) is a common but inconsistently predicted symptom of obstructive sleep apnea (OSA). OSA is typically diagnosed with polysomnography (PSG), and the current standard for severity assessment is the apnea-hypopnea index (AHI). AHI has many limitations, including its inability to explain physiological mechanisms or reflect variability in patient symptoms, such as EDS. This retrospective study aims to find physiological and demographic parameters that better predict EDS in patients with OSA and to evaluate whether these parameters outperform AHI using PSG data from the Mount Sinai Integrative Sleep Center. Clinical variables used to predict EDS included arousal index (AI), average oxygen desaturation during sleep, average heart rate during sleep, and AHI, along with demographic variables including age, sex, and BMI. Hypothesis tests, logistic regression models, and decision tree classifier models were performed on the data to discriminate sleepy from nonsleepy patients as determined by an Epworth Sleepiness Scale (ESS) score [≥] 10. AI and oxygen desaturation were found to be the most predictive physiological variables, and sex and BMI were found to be the most predictive demographic variables. The final decision tree model with these four variables outperformed the AHI in predicting EDS. These findings suggest that daytime sleepiness in OSA can be better explained by measures of apnea burden, oxygenation impairment, and patient demographics than by AHI alone, although these remain only modestly predictive. Future studies should focus on investigating more comprehensive physiological markers, multi-night sleep data, and more objective assessments of sleepiness.

07.
arXiv (math.PR) 2026-06-16

Collapsibility in Multiparametric Models of Random Simplicial Complexes

Authors:

arXiv:2606.15276v1 Announce Type: cross Abstract: We study collapsibility in the multiparametric models of random simplicial complexes, namely the lower and upper models. In the upper model, we improve upon a result of Farber and Nowik, and assert that the homology is a.a.s concentrated in a single dimension by proving that the complex collapses to that \di. In the lower model, we prove that the complex a.a.s collapses to the \di\ with maximal non-trivial cohomology. We then compare this threshold to the ones derived previously for the special cases of the clique complex (by Kahle) and the Linial-Meshulam model.

08.
arXiv (CS.AI) 2026-06-18

Scalable Batch Bayesian Optimization Via Subspace Acquisition Functions

arXiv:2411.16206v3 Announce Type: replace-cross Abstract: Extending Bayesian optimization to batch evaluation can enable the designer to make the most use of parallel computing technology. However, most of current batch approaches do not scale well with the batch size. That is, their optimization efficiencies often deteriorate as the batch size increases. To address this issue, we propose a simple and efficient approach to extend Bayesian optimization to large-scale batch evaluation in this work. Different from existing batch approaches, the idea of the new approach is to draw a batch of axis-aligned subspaces of the original problem and select one point from each subspace using existing acquisition functions. Numerical experiments show that our proposed approach speedups the convergence significantly when compared with the sequential Bayesian optimization algorithm, and performs very competitively when compared with ten batch Bayesian optimization algorithms. The implementation of our proposed approach is available at https://github.com/zhandawei/SubSpace_Acquisition_Functions.

09.
arXiv (CS.AI) 2026-06-11

Autoregressive Direct Preference Optimization

arXiv:2602.09533v2 Announce Type: replace Abstract: Direct preference optimization (DPO) has emerged as a promising approach for aligning large language models (LLMs) with human preferences. However, the widespread reliance on the response-level Bradley-Terry (BT) model may limit its full potential, as the reference and learnable models are assumed to be autoregressive only after deriving the objective function. Motivated by this limitation, we revisit the theoretical foundations of DPO and propose a novel formulation that explicitly introduces the autoregressive assumption prior to applying the BT model. By reformulating and extending DPO, we derive a novel variant, termed Autoregressive DPO (ADPO), that explicitly integrates autoregressive modeling into the preference optimization framework. Without violating the theoretical foundations, the derived loss takes an elegant form: it shifts the summation operation in the DPO objective outside the log-sigmoid function. Furthermore, through theoretical analysis of ADPO, we show that there exist two length measures to be considered when designing DPO-based algorithms: the token length $\mu$ and the feedback length $\mu'$. To the best of our knowledge, we are the first to explicitly distinguish these two measures and analyze their implications for preference optimization in LLMs.

10.
arXiv (CS.LG) 2026-06-11

Fixed-Parameter Tractability of Private Synthetic Data Generation

arXiv:2606.11283v1 Announce Type: cross Abstract: We study the problem of generating synthetic data under differential privacy. We establish fixed-parameter tractability (FPT) for this problem where the parameter is the treewidth of the query family's incidence graph. Our algorithms attain optimal error rates across all regimes and are realized by two different approaches: the first is based on linear programming (LP) and the FPT of the separation problem for the LP dual; the second is based on a subsampled private multiplicative weights method, where we obtain FPT for sampling from Gibbs distributions. Both approaches are unified by a dynamic programming framework over a tree decomposition.

11.
arXiv (CS.AI) 2026-06-19

Can In-Context Learning Support Intrinsic Curiosity?

arXiv:2606.19476v1 Announce Type: cross Abstract: Effective machine learning depends not only on how we model data, but also on what data we choose to collect. While large sequence models have revolutionized data modeling, the problem of automated data selection, or "intrinsic curiosity", remains a significant challenge. Classic approaches incentivize exploration by rewarding an agent based on its "learning progress", which measures how much a newly acquired observation improves a world model's predictive ability. However, evaluating these rewards traditionally requires expensive inner loops of gradient descent updates within each trajectory, rendering them computationally impractical at scale. In this work, we investigate whether the emergent in-context learning (ICL) capabilities of sequence models can eliminate this bottleneck by serving as immediate, update-free world models. Specifically, we evaluate whether an exploration policy can be trained to maximize learning progress, using solely the prediction errors and counterfactual context manipulations of an in-context learner. We first prove that in general Markov decision processes, this is in fact impossible in an unbiased way: the resulting intrinsic rewards either suffer from nuisance terms that bias their estimation of true learning progress, or they cannot be implemented using an in-context learner's prediction errors. Conversely, we prove a positive result for a broad subclass of non-temporal settings, encompassing active learning and Bayesian Experimental Design: here, ICL-derived rewards successfully bound and asymptotically converge to the true learning progress. We corroborate our theory with controlled experiments across continuous and symbolic environments, demonstrating that our ICL-driven framework successfully trains curious data-collection policies that explore optimally.

12.
arXiv (CS.LG) 2026-06-19

Benign overfitting beyond prediction: The ordinary least squares interpolator

arXiv:2309.15769v3 Announce Type: replace-cross Abstract: Recent advances in deep learning have highlighted the phenomenon of benign overfitting in overparameterized statistical models, sparking significant interest in understanding its foundations. Owing to its simplicity and practical relevance, the ordinary least squares (OLS) interpolator has become a key object of study for gaining theoretical insight into this phenomenon. While the properties of OLS are well understood in classical underparameterized settings, its behavior in the overparameterized regime – unlike that of ridge regression or the lasso – remains comparatively less explored. We contribute to this growing literature by deriving new algebraic and statistical results for the minimum $\ell_2$-norm OLS interpolator. In contrast to much of the existing work, which focuses on prediction risk, we center our analysis on parameter estimation and inference, which are fundamental for many statistics and causal inference applications. Specifically, we establish overparameterized analogues of (i) the leave-$k$-out formulas, (ii) the omitted variable bias formula, and (iii) the Frisch-Waugh-Lovell theorem. Under the Gauss-Markov model, we further extend the Gauss-Markov theorem and analyze variance estimation under homoskedasticity in the overparameterized setting. Collectively, these results provide a systematic framework for studying parameter estimation and inference in overparameterized linear models, offering a novel perspective on benign overfitting beyond its implications for prediction.

13.
arXiv (quant-ph) 2026-06-15

Tamed Feynman-Kac diffusion processes: Killing-branching intertwine

arXiv:2605.07824v2 Announce Type: replace-cross Abstract: Relaxation to equilibrium of a drifted Brownian motion is quantified by a transition probability density function, whose main (multiplicative) entry is an inferred Feynman-Kac kernel of the Schr\"{o}dinger semigroup operator. Although seemingly devoid of a natural probabilistic significance (except for its explicit path integral definition), the pertinent kernel relaxes to equilibrium as well. The implicit Feynman-Kac potential ${\cal{V}}(x)$, continuous, confining and bounded from below, may take negative values. If positive, ${\cal{V}}(x)$ can be interpreted as the killing rate of the decaying diffusion process. In case of relaxing F-K kernels the killing effects are tamed (often overcompensated). The taming inavoidably appears in conjunction with the existence of the negativity subdomains of ${\cal{V}}(x)$ in $R$. If locally ${\cal{V}}(x) < 0$, its sign inversion $- {\cal{V}}(x)$ can be interpreted as the branching (cloning, alternatively bifurcation) rate in the course of the other wise free random motion. The arising killed diffusion processes with branching, we interpret as the possible path-wise background of tamed (relaxing) Feynman-Kac diffusions. We present acomputer-assisted path-wise arguments, towards a consistency of the killing/branching taming scenario, for a number of nonlinear model systems in one space dimension. Special attention is paid to Feynman-Kac potential shapes in the double well form, where an analytic access to eigenvalues and eigenfunctions is scarce. Throughout the paper the dynamics refers to the positive real time. Since the Newton-type equations of motion for admissible classical trajectories have a Euclidean form (due to the sign inverted force term), we give a brief resume of a couple of their explicit solutions, without recourse to the Euclidean time intuitions, and the instanton lore of related quantum model systems.

14.
arXiv (quant-ph) 2026-06-16

Magnetic control of an exciton-polariton condensate in a van der Waals magnet

arXiv:2506.06010v3 Announce Type: replace-cross Abstract: Quasiparticle condensates are among the most spectacular solid-state manifestations of quantum physics. Coupling macroscopic real-space wavefunctions to additional degrees of freedom, such as the electron spin, would add valuable control knobs for quantum applications. While creating spin-carrying superconducting condensates has attracted enormous attention, man-made condensates of light-matter hybrids known as exciton-polaritons have lacked an analogous spin-based perspective. Here we open a new door by demonstrating magnetically tunable exciton-polariton condensation in the van der Waals magnet CrSBr. Under photoexcitation, CrSBr microwires embedded in an optical cavity show the hallmarks of polariton condensation: a dramatic increase of the emission intensity from an excited laterally confined polariton state by multiple orders of magnitude, spectral narrowing of the emission line, and a continuous shift of the peak energy. Interferometry evidences an increase in spatial and temporal coherence. Owing to the strong coupling between the spin order and excitonic correlation, the energy of the condensate can be tuned by up to 10.5 meV by an external magnetic field of only 2 Tesla. Our results establish CrSBr microcavities as a powerful platform for exploring magnetic control of polariton condensates and mark a significant step toward spin-controlled coherent quantum light sources.

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

Any2Any: Efficient Cross-Embodiment Transfer for Humanoid Whole-Body Tracking

arXiv:2605.23733v2 Announce Type: replace-cross Abstract: Whole-body tracking (WBT) models have become a key foundation for humanoid robots, enabling them to imitate diverse motions with high fidelity. Training such models from scratch requires large-scale data and computation, making rapid deployment on new humanoid platforms costly. This raises a natural question: Can pretrained WBT models transfer across embodiments with minimal adaptation? To answer this question, we propose Any2Any, a paradigm that efficiently transfers an existing WBT specialist to a new humanoid embodiment with only a small amount of data and compute. Any2Any first performs kinematic alignment between source and target humanoids, aligning their input and output spaces so that the pretrained source policy can be meaningfully reused on the target embodiment.Any2Any then performs dynamics adaptation by applying lightweight parameter-efficient fine-tuning (PEFT) components to selected dynamics-sensitive modules, preserving useful behavioral priors while enabling targeted adaptation to the target robot. Extensive experiments on multiple humanoid platforms and pretrained backbones show that Any2Any substantially accelerates convergence and reduces training cost compared with training from scratch, while achieving competitive or superior tracking performance. Notably, using only 1% of the compute and data required for full training, Any2Any successfully transfers Sonic models pre-trained on Unitree G1 to LimX Oli and LimX Luna. These results suggest that pretrained WBT specialists can be efficiently reused across embodiments, providing a scalable path toward deploying humanoid whole-body control on new robots.

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

FinBalance: A Multi-Document Accounting Reconciliation Benchmark

Existing financial-NLP benchmarks mostly evaluate prepared artifacts such as filings, tables, or extracted values. Real accounting begins earlier: source documents must be reconciled into cited journal entries, aggregated into a balance sheet, and checked for contradictions. We introduce FinBalance, a multi-document accounting reconciliation benchmark built from source-document bundles across eight industries, three period types, and five difficulty levels. Human-authored business scenarios, accounting policies, tax/FX treatments, document schemas, distractors, and inconsistency templates are composed by a deterministic generator whose ledger produces journal entries,balance sheets, and 23 inconsistency-code labels. On a 710-record evaluation split, six contemporary LLMs reach at most 46% exact final-balance-sheet accuracy. Four models show a 26-41 pp gap between BS_exact, the model's reported balance sheet, and BS_recon, the balance sheet obtained by replaying its entries through our ledger. Models often recover numerically plausible entries but fail to bind them to supporting documents and aggregate them consistently. Citation-pressure prompting barely changes document-linking errors, while ledger-feedback ablations substantially improve reported balance sheets and expose inconsistency-detection trade-offs. Expert finance reviewers validate the benchmark design and labels.

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

When Do We Need LLMs? A Diagnostic for Language-Driven Bandits

arXiv:2604.05859v2 Announce Type: replace Abstract: We study Contextual Multi-Armed Bandits (CMABs) for non-episodic decision-making problems where the context includes both textual and numerical information (e.g., recommendation systems, dynamic portfolio adjustments, offer selection; all frequent problems in finance). While Large Language Models (LLMs) are increasingly applied to these settings, utilizing LLMs for reasoning at every decision step is computationally expensive, and uncertainty estimates are difficult to obtain. To address this, we introduce LLMP-UCB, a bandit algorithm that derives uncertainty estimates from LLMs via repeated inference. However, our experiments demonstrate that lightweight numerical bandits operating on text embeddings (dense or Matryoshka) match or exceed the accuracy of LLM-based solutions at a fraction of their cost. We further show that embedding dimensionality is a practical lever on the exploration-exploitation balance, enabling cost-performance tradeoffs without prompt complexity. Finally, to guide practitioners, we propose a geometric diagnostic based on the arms' embeddings to decide when to use LLM-driven reasoning versus a lightweight numerical bandit. Our results provide a principled deployment framework for cost-effective, uncertainty-aware decision systems with broad applicability across AI use cases.

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

Evaluation of AutoML Frameworks for IDS under Imbalanced Data Conditions of the NSL-KDD Dataset

arXiv:2606.12611v1 Announce Type: new Abstract: This work investigates the impact of severe class imbalance on the performance of automated machine learning (AutoML) frameworks for multiclass network intrusion detection using the NSL-KDD dataset. Unlike previous studies that simplify the problem through binary classification or minority-class removal, we preserve the original five-class distribution, including highly underrepresented attacks such as R2L and U2R, enabling a realistic evaluation of imbalance-sensitive learning behavior. Nine open-source AutoML frameworks were analyzed under a unified and reproducible experimental protocol, considering differences in architectural design, ensemble strategies, validation procedures, hyperparameter optimization, and imbalance-handling mechanisms. The results demonstrate that frameworks incorporating ensemble learning and imbalance-aware optimization achieve better minority-class discrimination. PyCaret obtained the best overall performance, reaching 66\% macro-F1, followed by AutoGluon with 55\%, whereas frameworks lacking native balancing support exhibited significant degradation in minority-class detection capability. The analysis further shows that accuracy-oriented optimization alone is insufficient for highly imbalanced IDS scenarios, since high-weighted metrics may coexist with poor generalization on rare attack categories. As a contribution, this work establishes a standardized benchmark for AutoML-based intrusion detection under severe multiclass imbalance, highlighting current architectural limitations and the need for native integration of imbalance-aware optimization, resampling, and stratified evaluation strategies into automated learning pipelines. The source code is publicly available.

20.
arXiv (CS.AI) 2026-06-19

Stabilizing the Q-Gradient Field for Policy Smoothness in Actor-Critic Methods

arXiv:2601.22970v2 Announce Type: replace-cross Abstract: Policies learned via continuous actor-critic methods often exhibit erratic, high-frequency oscillations, making them unsuitable for physical deployment. Current approaches attempt to enforce smoothness by directly regularizing the policy's output. We argue that this approach treats the symptom rather than the cause. In this work, we theoretically establish that policy non-smoothness is fundamentally governed by the differential geometry of the critic. By applying implicit differentiation to the actor-critic objective, we prove that the sensitivity of the optimal policy is bounded by the ratio of the Q-function's mixed-partial derivative (noise sensitivity) to its action-space curvature (signal distinctness). To empirically validate this theoretical insight, we introduce PAVE (Policy-Aware Value-field Equalization), a critic-centric regularization framework that treats the critic as a scalar field and stabilizes its induced action-gradient field. PAVE rectifies the learning signal by minimizing the Q-gradient volatility while preserving local curvature. Experimental results demonstrate that PAVE achieves smoothness comparable to policy-side smoothness regularization methods, while maintaining competitive task performance, without modifying the actor.

21.
medRxiv (Medicine) 2026-06-12

Conversational Artificial Intelligence-Enabled Precision Oncology Reveals Context-Specific TGFβ and JAK/STAT Alterations in Pancreatic Cancer

Background: Pancreatic ductal adenocarcinoma (PDAC) is characterized by extensive molecular complexity, profound stromal remodeling, and limited responsiveness to systemic therapies. Although gemcitabine-based regimens remain widely utilized, the molecular pathways that influence treatment-associated biological variation are incompletely understood. The TGF{beta} and JAK/STAT signaling networks are recognized regulators of tumor progression, immune modulation, and therapeutic resistance; however, their genomic architecture in clinically stratified PDAC populations remains poorly defined. Methods: We employed a conversational artificial intelligence-driven analytical framework to investigate TGF{beta} and JAK/STAT pathway alterations in a cohort of 184 PDAC patients. Clinical and molecular data were integrated to generate age- and treatment-stratified cohorts, enabling pathway-level and gene-level analyses according to gemcitabine exposure. Findings generated through AI-assisted interrogation were subsequently evaluated using conventional statistical approaches. Results: TGF{beta} pathway alterations were identified in approximately one-quarter to one-third of tumors across clinical subgroups and demonstrated relatively stable frequencies regardless of age at diagnosis or gemcitabine treatment status. Gene-level analyses revealed that pathway disruption was predominantly driven by recurrent alterations in SMAD4, with additional low-frequency events involving TGFBR1 and TGFBR2. Notably, TGFBR2 mutations were significantly more frequent among late-onset PDAC patients receiving gemcitabine compared with untreated late-onset patients (8.8% vs. 1.4%; p = 0.04), suggesting a potential treatment-associated enrichment. In contrast, JAK/STAT pathway alterations were rare throughout the cohort, with only isolated mutations observed in pathway components including JAK1, JAK2, JAK3, STAT1, STAT3, and related regulatory genes. No significant differences in JAK/STAT alteration frequencies were identified according to age or treatment exposure. Conclusions: TGF{beta} and JAK/STAT pathways exhibit distinct genomic architectures in PDAC. TGF{beta} pathway disruption represents a recurrent feature of disease biology, largely driven by SMAD4 alterations, while TGFBR2 enrichment in gemcitabine-treated late-onset tumors suggests a potential context-specific association worthy of further investigation. Conversely, genomic alterations within the JAK/STAT pathway are uncommon, indicating that pathway activity may be regulated predominantly through non-genomic mechanisms. These findings demonstrate the utility of conversational artificial intelligence agents for rapid, scalable, and clinically contextualized pathway interrogation and support future studies integrating multi-omic data to refine precision medicine strategies in PDAC.

22.
arXiv (math.PR) 2026-06-11

The Geometry of Admissible Short Selling in Discrete-Time Stochastic Portfolio Theory

arXiv:2606.11191v1 Announce Type: cross Abstract: While discrete-time Stochastic Portfolio Theory (SPT) provides a robust framework for market analysis, existing work on functional generation has predominantly focused on long-only portfolios defined on the entire unit simplex. This paper extends the geometric framework of functional generation to the broader class of bankruptcy-proof long-short portfolios defined on local market state spaces. We establish that, within this admissible setting, pseudo-arbitrage is fully characterized by the concavity of the generating function on the market state space, thereby relaxing the usual global domain requirement. A central contribution of this work is a geometric characterization of the short-selling mechanism. We prove that the presence of short selling is equivalent to the negativity of the maximal concave extension of the generating potential. This phenomenon is linked to the steepness of the logarithmic gradient as the market approaches a zero boundary nested inside the simplex. To systematically exploit this mechanism, we introduce the barycentric scaling transformation, a constructive methodology that maps classical long-only generating functions onto restricted domains to engineer admissible strategies with controlled short-selling exposure. Finally, through the analysis of specific shrunken portfolios, we identify a geometric phase transition: under suitable boundary conditions, admissible strategies exhibit a long-only core and a short-selling region in a qualitative sense (without asserting an exact partition of the state space). This provides a unified geometric perspective on relative arbitrage beyond the long-only constraint.

23.
arXiv (math.PR) 2026-06-16

Layerwise Terminal Discrepancy in Chen's Reverse-Heat Coupling on the Boolean Cube

arXiv:2606.04573v2 Announce Type: replace-cross Abstract: Recently, Chen [Chen2026] proved that Talagrand's Boolean convolution conjecture holds up to the dimension-free factor \((\log\log\eta)^{3/2}\), namely for every fixed \(\tau>0\), \[ \mu\{P_\tau f>\eta\|f\|_1\} \le C_\tau \frac{(\log\log\eta)^{3/2}}{\eta\sqrt{\log\eta}}, \qquad \eta>e^3. \] We revisit the terminal testing-discrepancy step in Chen's perturbed reverse-heat coupling. Chen estimates this discrepancy globally in terms of the remaining gap to the terminal level. We keep the same coupling and the same reverse-heat formulations, but localize the terminal discrepancy on each remaining-gap layer before summing the layers. This changes the fixed-time anti-concentration cost from order \((\log L)^{3/2}/\sqrt L\) to order \((\log L)/\sqrt L\), where \(L=\log\eta\). Consequently, we obtain a \((\log\log\eta)^{1/2}\) improvement as \[ \mu\{P_\tau f>\eta\|f\|_1\} \le C_\tau \frac{\log\log\eta}{\eta\sqrt{\log\eta}}, \qquad \eta>e^3. \]

24.
arXiv (CS.AI) 2026-06-12

The Theory of Mind Utility: Formal Specification of a Mentalizing Mechanism

arXiv:2606.12721v1 Announce Type: new Abstract: Inferring others' beliefs requires more than reading surface signals; it requires tracking who told them what, in what order, and how credibly. The Theory of Mind Utility (ToM-U) formalizes this epistemic state inference problem at the computational level of analysis, specifying what mentalizing computes and why without commitment to algorithmic or neural implementation. ToM-U achieves this by constructing Local Epistemic World Models (LEWMs) – directed typed graphs that represent agents, state nodes, and the epistemic relationships among them – and evaluating discrete candidate LEWMs against observed behavior until one achieves sufficient confidence. Five formal definitions specify the LEWM structure, agent node properties including ordered information access history, a bounded proliferation mechanism for recursive mentalizing, three inference procedures, and a residue function that captures the structured trace left by failed mentalizing attempts. ToM-U differs from Bayesian Theory of Mind and adjacent formal accounts, which presuppose rather than derive belief states, and from simulation theory and theory-theory, which lack a formal apparatus for epistemic state inference. The architecture generates directional, falsifiable predictions about mentalizing failure that follow from structural properties of the model rather than auxiliary assumptions, and positions ToM-U as a domain-agnostic mechanism upstream of goal inference and other downstream social cognitive processes.

25.
arXiv (CS.AI) 2026-06-15

TRACE: Trajectory-Routed Causal Memory for Delayed-Evidence Visuomotor Imitation

arXiv:2606.14551v1 Announce Type: cross Abstract: Robots under autonomous operation may require decisions based on evidence that is no longer visible. We study delayed-evidence tasks, where an early cue disappears before a later decision point, so visually similar observations can require different actions. In these settings, the current observation is not a sufficient state for control. We introduce TRAjectory-routed Causal Evidence (TRACE), a memory framework for visuomotor imitation policies. TRACE stores task-relevant visual and robot-state evidence, such as object identity, target choice, or route-dependent state, in a fixed-size latent memory that remains bounded over long episodes. Instead of indexing memory by raw time or manually provided task labels, TRACE uses path signatures: compact, order-sensitive features of the executed robot-state trajectory. These signatures do not store the visual cue itself; rather, they provide trajectory-conditioned keys for writing and retrieving the evidence stored when the cue was visible. When the robot later reaches an ambiguous observation, the policy conditions on TRACE memory to recover the missing context and choose the correct branch. TRACE attaches through lightweight adapters to policies, without changing the policy backbone, action head, or imitation objective. Across real-world long-horizon manipulation tasks with visually ambiguous branch points, TRACE improves branch selection and task success over alternative baselines, including short-history and recurrent memory. Project page: https://jeong-zju.github.io/trace