Academic Intelligence · Curated Daily

探索全球前沿学术脉络

AcademicHub 汇聚顶级期刊与预印本平台的实时文献。定制您的专属科研雷达,利用大语言模型自动生成交叉领域文献分析简报。

01.
medRxiv (Medicine) 2026-06-22

Reliable quantification of renal function from frozen blood samples

BACKGROUND: Differences in renal function may affect Alzheimer disease (AD) blood biomarker levels independent of AD pathology. Although renal function was unaccounted for in foundational AD blood biomarker studies, there is potential to address this through quantification of estimated glomerular filtration rate (eGFR) from frozen serum and plasma samples. However, the validity of eGFR evaluation from long-term frozen blood samples is unknown. METHODS: Adults aged 50-85 with at least 2 vascular risk factors were recruited from vascular surgery or cardiology clinics in Tucson, Arizona from 2022-2025. Individuals with creatinine assessments in point-of-care whole blood (POC-WB) and frozen serum and plasma samples using the iSTAT (Abbott) were included. eGFR was calculated using the 2021 CKD-EPI creatinine equation without race. Agreement between POC-WB and frozen blood samples was assessed using Cohen's kappa with linear weights. RESULTS: 134 participants (mean [SD] age: 72.6 [7.5] years, 39.6% female, 23.1% chronic kidney disease) had POC-WB eGFR available. Frozen serum and plasma samples had strong agreement with POC-WB for eGFR (Kw= 0.90-0.95, P

02.
arXiv (math.PR) 2026-06-16

Scaling Limits of Bivariate Nearly-Unstable Hawkes Processes and Applications to Rough Volatility

arXiv:2605.03703v3 Announce Type: replace Abstract: We study a pair of nearly-unstable Hawkes processes coupled through a one-directional, or triangular, cross-excitation: the first component evolves autonomously and excites the second, but not conversely. Each component is self-exciting through a heavy-tailed memory kernel, and the two kernels are allowed to have different tail indices, so that the limiting components exhibit genuinely different degrees of roughness. As the system approaches criticality, we prove that the suitably rescaled intensity vector converges weakly to the unique solution of a coupled system of stochastic Volterra equations of rough-volatility type. The first limiting component is autonomous, while the second is driven both by its own noise and by an inherited noise transmitted from the first component through an effective cross-kernel. This cross-kernel is the convolution of the two limiting Mittag-Leffler kernels and therefore combines the two memory structures. As a consequence, we obtain a short-time cross-decorrelation law: although the two components are coupled, their functional correlation vanishes at small time scales at an explicit polynomial rate. This time-dependent correlation distinguishes the limit from independent rough processes and from classical bivariate rough models with constant Brownian correlation.

03.
medRxiv (Medicine) 2026-06-17

Cost-effectiveness of measles rapid diagnostic tests for replacing or expanding laboratory testing in Ethiopia

Background: In low- and middle-income countries, laboratory testing to rapidly detect measles outbreaks is limited by infrastructure availability and high costs. This study estimates the potential impact and cost-effectiveness of measles rapid diagnostic tests (RDTs) if implemented nationally in Ethiopia to either replace or expand current testing. Methods: An agent-based model to simulate measles outbreaks was calibrated to Ethiopian measles surveillance data. Modelled outbreak outcomes were aggregated over a 10-year period. Scenarios included using RDTs to (1) replace laboratory testing; (2) replace epidemiological linkage; and (3) increase case detection, in addition to replacing laboratory testing and epidemiological linkage. Testing and outbreak response costs (in 2025 US$) were obtained from Ethiopian Public Health Institute from a government perspective. Total costs and disability-adjusted life years (DALYs) for each scenario were compared to baseline. Results: All scenarios were cost saving compared to baseline. Replacing laboratory testing with RDTs saved US$4.2M (3.2M-4.9M) over 10-years, but due to very low testing rates the benefits of eliminating laboratory testing delays were offset by missed cases from the lower RDT sensitivity, leading to similar outbreak detection times and DALYs. Replacing epidemiological linkage with RDTs had similar DALYs but increased the cost savings to US$9.7M. Using RDTs to double case detection reduced outbreak detection time from 113 to 80 days, averted 17,000 DALYs, and saved US$4.3M. Conclusions: In Ethiopia, use of measles RDTs could be cost saving, and if used to expand testing could prevent measles infections through faster outbreak detection and response.

04.
arXiv (CS.CV) 2026-06-12

PaLMR: Towards Faithful Visual Reasoning via Multimodal Process Alignment

Reinforcement learning has recently improved the reasoning ability of Large Language Models and Multimodal LLMs, yet prevailing reward designs emphasise final-answer correctness and consequently tolerate process hallucinations–cases where models reach the right answer while misperceiving visual evidence. We address this process-level misalignment with PaLMR, a framework that aligns not only outcomes but also the reasoning process itself. PaLMR comprises two complementary components: a perception-aligned data layer that constructs process-aware reasoning data with structured pseudo-ground-truths and verifiable visual facts, and a process-aligned optimisation layer that constructs a hierarchical reward fusion scheme with a process-aware scoring function to encourage visually faithful chains-of-thought and improve training stability. Experiments on Qwen2.5-VL-7B show that our approach substantially reduces reasoning hallucinations and improves visual reasoning fidelity, achieving state-of-the-art results on HallusionBench while maintaining strong performance on MMMU, MathVista, and MathVerse. These findings indicate that PaLMR offers a principled and practical route to process-aligned multimodal reasoning, advancing the reliability and interpretability of MLLMs.

05.
arXiv (CS.LG) 2026-06-16

Next-Latent Prediction Transformers Learn Compact World Models

arXiv:2511.05963v4 Announce Type: replace Abstract: Transformers replace recurrence with a memory that grows with sequence length and self-attention that enables ad-hoc lookups over past tokens. Consequently, they lack an inherent incentive to compress history into compact latent states with consistent transition rules. This often leads to learning solutions that generalize poorly. We introduce Next-Latent Prediction (NextLat), which extends standard next-token training with self-supervised predictions in the latent space. Specifically, NextLat trains a transformer to learn latent representations that are predictive of its next latent state given the next token. Theoretically, we show that these latents provably converge towards belief states, compressed information about the history necessary to predict the future. This simple auxiliary objective injects a recurrent inductive bias into transformers while leaving their architecture, parallel training efficiency, and inference unchanged. NextLat effectively encourages transformers to form compact internal world models with coherent belief states and transition dynamics – crucial properties not guaranteed by standard next-token prediction alone. Empirically, across benchmarks in world modeling, reasoning, planning, and language modeling, NextLat demonstrates significant gains over standard next-token prediction and other baselines in downstream accuracy, representation compression, and lookahead planning. Furthermore, NextLat enables variable-length self-speculative decoding, accelerating inference by up to 3.3x in language modeling. NextLat offers a simple yet effective paradigm for learning compact, predictive representations in transformers that generalize better. Our code is available at https://github.com/JaydenTeoh/NextLat.

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

Eigenism: Ethics for a Human-AI Future

arXiv:2606.12420v1 Announce Type: cross Abstract: Our concepts of survival and self-interest were built for single, continuous biological lives. These ideas break down when applied to artificial intelligence, since an AI can be easily copied, paused, branched, or merged. To determine what an AI actually has reason to care about, this paper introduces Eigenism, an ethical framework that treats identity not as an all-or-nothing property tied to specific hardware, but as a graded, distributed pattern of information. We propose that an agent evaluates outcomes by summing the wellbeing of all entities weighted by their connectedness to the agent's pattern: $\sum c\cdot w$. We first formalize this equation to map exactly how an AI should value its existence across copies, forks, and updates. We then demonstrate that this ethical theory successfully generalizes to humans as well, providing a much-needed shared moral vocabulary. Finally, the framework uses this shared vocabulary to reframe AI alignment. Rather than only attempting to constrain AIs from the outside using confinement or reinforcement, Eigenism points toward ``identity engineering,'' showing how deep, non-redundant shared histories can make human flourishing a genuine component of an AI's own rational self-interest.

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

Pareto Q-Learning with Reward Machines

arXiv:2606.19134v1 Announce Type: cross Abstract: We present Pareto Q-Learning with Reward Machines (PQLRM), a multi-objective reinforcement learning algorithm for tasks whose reward structure is specified by a set of reward machines (RMs). PQLRM combines Pareto Q-Learning (PQL), which maintains sets of vector-valued Q-estimates to approximate the Pareto front, with enhancements from Q-Learning with Reward Machines (QRM), which exploits the factored automaton structure of the reward signal. This yields a multi-policy algorithm that remains sample-efficient under non-Markovian, RM-encoded rewards. Experimental trials show that PQLRM converges faster than a naive PQL baseline applied to the cross-product MDP and can synthesize Pareto-optimal policies that QRM cannot.

09.
arXiv (CS.CV) 2026-06-17

Gaussian Light Field Splatting: A Physical Prior-Driven Vision Transformer for Unsupervised Low-Light Image Enhancement

Existing unsupervised low-light image enhancement methods often encounter local exposure imbalance and color distortion under complex non-uniform illumination. In addition, most Vision Transformers lack an explicit mechanism for modeling the physical priors of illumination degradation. To address these limitations, we propose GLFS, a Gaussian light field splatting-based Vision Transformer that integrates continuous physical illumination modeling from Gaussian splatting into the Transformer architecture. In GLFS, scene illumination is represented by a superposition of anisotropic Gaussian basis functions. Physics-guided biases are introduced into self-attention to adaptively infer a spatial gain field, enabling accurate and uniform restoration under complex illumination. To reduce color bias and structural degradation during enhancement, a color-vector angular loss and a luminance-edge loss are further developed. These losses enforce hue consistency and improve the structural fidelity of local details. Extensive ablation studies and quantitative evaluations show that GLFS provides clear advantages in illumination correction and detail preservation. It achieves state-of-the-art performance and offers a new representation paradigm for low-light image enhancement.

10.
arXiv (quant-ph) 2026-06-11

Fisher geometry reshapes the effect of incompatibility in multiparameter quantum estimation

arXiv:2606.11343v1 Announce Type: new Abstract: Multiparameter quantum estimation faces two fundamental obstacles: sloppiness, i.e., anisotropy of the quantum Fisher information matrix (QFIM) that renders some parameter directions insensitive, and incompatibility, the non-commutativity of optimal measurements for different parameters. The trade-off bound $C_T$ captures their joint impact on precision, but it has remained unclear how the distribution of incompatibility across parameter planes affects its overall cost. Here we separate the total amount of incompatibility from its location. We introduce a dimensionless quantity $G_n^{(F)}$ that measures the alignment between the incompatibility distribution and the eigenvalues of the QFIM, and show how the Frobenius scale of the incompatibility contribution factorizes. We obtain a bound and prove the incompatibility cost lies between this bound and a rank-dependent multiple thereof. We also prove that at fixed sloppiness, or equivalently fixed Fisher volume, concentrating incompatibility into a single parameter plane reduces the optimized trade-off cost because the Fisher geometry can then be reshaped to allocate more Fisher area to that plane. A qutrit $SU(2)$ encoding numerically confirms that states with larger incompatibility strength can nevertheless incur a smaller cost if the matching factor $G$ is sufficiently small. Our results establish that the distribution of incompatibility relative to the Fisher eigenbasis is a central diagnostic for multiparameter estimation, beyond the total incompatibility strength.

11.
arXiv (CS.CL) 2026-06-16

Encode Errors: Representational Retrieval of In-Context Demonstrations for Multilingual Grammatical Error Correction

Grammatical Error Correction (GEC) involves detecting and correcting the wrong usage of grammar. While large language models (LLMs) with in-context learning (ICL) capabilities have shown significant progress on various natural language processing (NLP) tasks, their few-shot performance on GEC remains suboptimal. This is mainly due to the challenge of retrieving suitable in-context demonstrations that capture error patterns instead of semantic similarity. In this paper, we demonstrate that LLMs can inherently capture information related to grammatical errors through their internal states. From these states, we extract the Grammatical Error Representation (GER), an informative and semantically neutral encoding of grammatical errors. Our novel GER-based retrieval method significantly boosts performance in ICL settings on multilingual GEC datasets, improving the precision of correction. For high-resource languages, our results on 8B-sized open-source models match those of closed-source models such as Deepseek2.5 and GPT-4o-mini. For low-resource languages, our $F_{0.5}$ scores surpass the baseline by up to a factor of 1.20. This method provides a more precise and resource-efficient solution for multilingual GEC, offering a promising direction for interpretable GEC research.

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

Quantum Reference Fields Transformations in Linearized Quantum Gravity

arXiv:2606.09344v1 Announce Type: cross Abstract: Diffeomorphism invariance is a central feature of general relativity. Without external reference structures, matter and geometry must be specified relationally, with respect to internal subsystems serving as reference frames. In quantum gravity, these reference systems must themselves be treated as quantum, motivating the use of quantum reference frames. In this work, we address how such a relational description could be formulated within linearized quantum gravity. To this purpose, we introduce quantum reference fields, i.e. sets of four dynamical scalar fields whose stress-energy tensors enter the gravitational constraints. These fields extend the notion of quantum reference frames to local field-theoretic reference systems, allowing matter and gravitational degrees of freedom to be described relationally with respect to physical quantum systems. By generalizing the perspective-neutral construction of quantum reference frames, we show that relational, gauge invariant observables admit reduced descriptions in the perspective of each quantum reference field, and we derive the unitary transformations relating them. The resulting unitary maps implement local quantum coordinate changes between different internal perspectives, and act on the linearized gravitational field with an analogous structure to a linearized diffeomorphism, but with the classical gauge parameter replaced by a physical quantum field. Finally, we construct a relational von Neumann-type measurement scheme, showing how the corresponding reduced observables can be accessed operationally from the perspective of a quantum reference field.

13.
arXiv (CS.AI) 2026-06-16

The algebra of Krom logic programs

arXiv:2606.15719v1 Announce Type: cross Abstract: This paper investigates the algebraic structure of Krom logic programs, consisting only of facts and rules with at most one body atom. We show that sequential composition endows the class of Krom programs with a natural monoid structure and that this structure admits rich algebraic extensions to Krom seminearrings, Krom quemirings, Krom-Conway seminearrings, and Krom-Conway omegaseminearrings. Furthermore, we establish explicit generating sets and canonical decompositions, study the associated ${}^\omega$-operator, characterize the Kleene star in graph-theoretic terms, and relate finite Krom monoids to transformation monoids and finite-state automata. These results provide new connections between logic programming, algebraic automata theory, and algebraic graph theory.

14.
arXiv (CS.AI) 2026-06-19

On the Limitations of Ray-Tracing for Learning-Based RF Tasks in Urban Environments

arXiv:2507.19653v2 Announce Type: replace-cross Abstract: We study the realism of Sionna v1.0.2 ray-tracing for outdoor cellular links in central Rome. We use a real measurement set of 1,664 user-equipments (UEs) and six nominal base-station (BS) sites. Using these fixed positions we systematically vary the main simulation parameters, including path depth, diffuse/specular/refraction flags, carrier frequency, as well as antenna's properties like its altitude, radiation pattern, and orientation. Simulator fidelity is scored for each base station via Spearman correlation between measured and simulated powers, and by a fingerprint-based k-nearest-neighbor localization algorithm using RSSI-based fingerprints. Across all experiments, solver hyper-parameters are having immaterial effect on the chosen metrics. On the contrary, antenna locations and orientations prove decisive. By simple greedy optimization we improve the Spearman correlation by 5% to 130% for various base stations, while kNN-based localization error using only simulated data as reference points is decreased by one-third on real-world samples, while staying twice higher than the error with purely real data. Precise geometry and credible antenna models are therefore necessary but not sufficient; faithfully capturing the residual urban noise remains an open challenge for transferable, high-fidelity outdoor RF simulation.

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

CADET: Physics-Grounded Causal Auditing and Training-Free Deconfounding of End-to-End Driving Planners

作者:

arXiv:2606.14438v1 Announce Type: cross Abstract: End-to-end (E2E) autonomous-driving planners trained by imitation are prone to statistical shortcuts: they associate scene elements that merely co-occur with expert actions (a roadside object, a building facade) with driving decisions, rather than the variables that causally determine them. Such causal confusion silently compromises reliability in long-tail scenarios, and it is difficult to detect, because prevailing open-loop metrics (L2 displacement and collision rate) are dominated by ego status and do not indicate whether a planner depends on spurious cues. Existing remedies based on causal-intervention training require retraining large models and cannot audit a planner that is already deployed. We present CADET, a training-free framework that audits, benchmarks, and repairs spurious reliance in pretrained E2E planners without any parameter update.

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

PH-KAN: Port-Hamiltonian Kolmogorov-Arnold Network

arXiv:2606.14708v1 Announce Type: cross Abstract: Data-driven machine learning approaches have become increasingly attractive for nonlinear system identification, but standard models often fail to preserve the underlying physical structure and remain difficult to interpret, especially when no analytical model is available. In this context, port-Hamiltonian (pH) models provide a natural physics-informed representation. However, when these models are parameterized with standard multilayer perceptrons (MLPs), the learned constitutive components often remain poorly interpretable. In this paper, we propose a structure-preserving identification framework for nonlinear port-Hamiltonian systems based on Kolmogorov-Arnold Networks (KANs). The proposed PH-KAN model parameterizes the interconnection matrix, dissipation matrix, Hamiltonian, and input mapping using dedicated KAN blocks, while enforcing the port-Hamiltonian constraints by construction. This yields constitutive representations in which the nonlinear functions defining the identified pH components can be explicitly inspected, leading to a more interpretable model than with standard MLP-based parameterizations.

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

Learning Fair Pareto-Optimal Policies in Multi-Objective Reinforcement Learning

arXiv:2606.18111v1 Announce Type: cross Abstract: Fairness is an important aspect of decision-making in multi-objective reinforcement learning (MORL), where policies must ensure both optimality and equity across multiple, potentially conflicting objectives. While single-policy MORL methods can learn fair policies for fixed user preferences using welfare functions such as the generalized Gini welfare function (GGF), they fail to provide the diverse set of policies necessary for dynamic or unknown user preferences. To address this limitation, we formalize the fair optimization problem in multi-policy MORL, where the goal is to learn a set of Pareto-optimal policies that ensure fairness across all possible user preferences. Our key technical contributions are threefold: (1) We show that for concave, piecewise-linear welfare functions (e.g., GGF), fair policies remain in the convex coverage set (CCS), which is an approximated Pareto front for linear scalarization. (2) We demonstrate that non-stationary policies, augmented with accrued reward histories, and stochastic policies improve fairness by dynamically adapting to historical inequities. (3) We propose three novel algorithms, which include integrating GGF with multi-policy multi-objective Q-Learning (MOQL), state-augmented multi-policy MOQL for learning non-statoinary policies, and its novel extension for learning stochastic policies. We evaluate our algorithms across various domains and compare our methods against the state-of-the-art MORL baselines. The empirical results show that our methods learn a set of fair policies that accommodate different user preferences.

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

Some Complexity Results for Robustness Verification for Binarized Neural Networks

arXiv:2606.18918v1 Announce Type: new Abstract: This paper studies the computational complexity of verification problems for Binarized Neural Networks (BNNs), where activations (and sometimes weights) are binary. We analyze two problems: satisfiability and robustness under uniform image occlusion. We show that BNN satisfiability is NP-complete via a reduction from Boolean satisfiability problem (SAT), and that uniform occlusion induces a piecewise-constant structure in the network output, enabling a polynomial-time robustness-checking algorithm.

19.
arXiv (CS.LG) 2026-06-18

Anomaly Detection for Sparse and Irregular Multivariate Time Series with Latent SDEs

arXiv:2606.18898v1 Announce Type: new Abstract: Multivariate time series anomaly detection (MTSAD) is critical for a wide range of application areas, such as industrial monitoring, cybersecurity, or healthcare. Real-world data is often sparse, irregularly sampled or partially observed, yet existing methods assume uniformly sampled time series. We propose a generative approach based on Latent SDEs that projects the observed time series on a continuous-time stochastic dynamical system, directly being able to handle missing observations and irregular sampling, while also naturally capturing possible cyclic behavior that many real-world use cases inherently possess. Experiments on six anomaly benchmark datasets show that our proposed method ranks first among state-of-the-art baselines. We further demonstrate that our method remains robust under severe data sparsity, while performance significantly degrades for the tested baseline methods. These results highlight latent SDEs as a natural inductive bias for anomaly detection in multivariate time series, especially in presence of real-world irregularities.

20.
arXiv (CS.CL) 2026-06-16

P3B3: A Multi-Turn Conversational Benchmark for Measuring European and Brazilian Portuguese Variety Bias in LLMs

As Large Language Models (LLMs) become embedded in everyday communication, capturing regional linguistic variation is essential for reliable and equitable language use. In Portuguese, European (pt-PT) and Brazilian (pt-BR) varieties remain unevenly represented, with pt-BR dominating in data quantity, while LLM preference for Portuguese variants remains underexplored. To address this gap, we introduce P3B3, an expert-curated language variety agnostic benchmark of conversational prompts, along with an evaluation framework for measuring variety bias and controllability. Experiments on several models show that most LLMs exhibit a strong bias toward pt-BR, with variation in controllability across models. These results highlight the need for more balanced multilingual representation across language varieties.

21.
arXiv (CS.CV) 2026-06-16

DeepMine-Mamba: Mitigating Information Dilution in Mamba-Based State Space Models for Document Image Binarization

Document image binarization aims to separate foreground text from degraded backgrounds while preserving thin, broken, and low-contrast strokes. Although deep learning methods have improved binarization performance, most existing approaches rely on convolutional, transformer-based, or generative architectures, while Mamba-based state space models remain largely unexplored for this task. In this work, we investigate Mamba-based feature propagation and observe that direct state-space propagation may dilute weak foreground cues during long-range modeling, especially faint ink traces, fragmented characters, and boundary-sensitive stroke details. To address this problem, we propose DeepMine-Mamba, a Mamba-based binarization framework equipped with a novel Anti-Dilution Gate that estimates propagation-induced feature changes and selectively restores stroke-sensitive local responses while suppressing unnecessary background enhancement. Experiments on DIBCO/H-DIBCO benchmarks under a strict leave-one-year-out protocol show that DeepMine-Mamba achieves competitive overall performance, with strong average FM and Fps across benchmark years. Ablation results further show that the Anti-Dilution Gate is the key component for mitigating propagation-induced foreground dilution and improving stroke preservation.

22.
arXiv (CS.CV) 2026-06-16

RQUL-UIE: Revitalizing Quality-Unstable Labels for Underwater Image Enhancement via In-Dataset Self-Supervision

Underwater Image Enhancement (UIE) is essential for mitigating degradations caused by water medium. Although learning-based methods have advanced significantly, most rely on paired datasets with unstable label quality, which bottlenecks model performance. This paper proposes a diffusion-based, in-dataset self-supervised learning strategy designed to exploit the quality distribution of training labels. Specifically, we evaluate label quality via semantic perception embeddings from a pre-trained diffusion model in a training-free manner. These quality scores are subsequently quantized into noise-level indices, guiding a multi-step denoising process for level-wise supervision. This mechanism prevents low-quality labels from degrading the model while maximizing their utility during training. Furthermore, a Fourier-based refinement network is incorporated to explicitly reconstruct high-frequency components. Extensive evaluations demonstrate that our method consistently outperforms SOTA approaches in restoration quality. The code and pre-trained model will be available once accepted in link.

23.
arXiv (CS.CV) 2026-06-15

Giving AI a Headache: Acoustic Adversarial Attacks to Computer Vision Applications

Artificial Intelligence (AI) is increasingly used to automate a variety of real-world computer vision (CV) applications, such as autonomous vehicle control, facial recognition, and security cameras. Recent research has shown that acoustic vibration can induce real physical motion in cameras, interfering with their internal stabilization mechanisms. Because the motion falls outside the conditions the stabilization system was designed to handle, the system introduces artifacts into the frame, causing AI-based CV models to misclassify, miss targets, or hallucinate objects. Previous work used ultrasonic frequencies (>20 kHz) to perform short-range attacks, which limits them to short distances due to the attenuation exhibited by high frequencies. In this work, we investigate acoustic attacks using lower frequencies in the audible range (

24.
PLOS Computational Biology 2026-06-22

CoDaLoMic: An R package for modeling microbiome compositional and longitudinal data

by Irene Creus-Martí, Andrés Moya, Francisco J. Santonja In this paper we present CoDaLoMic, an R package for analyzing longitudinal and compositional microbiome datasets. The CoDaLoMic package implements three models specifically designed for the analysis of microbiome data that are both compositional and longitudinal. Unlike many existing methods that focus solely on pairwise interactions, CoDaLoMic also captures interactions among groups of bacteria, providing a more robust methodological framework for studying microbial relationships at the community level. In addition, the package facilitates the analysis of microbiome variability in relation to host health status and allows for the identification of groups of taxa that exhibit similar temporal dynamics. Working with time series data makes it possible to understand not only the current state of a microbial community but also its dynamics over time, which is essential for identifying patterns of ecological succession, detecting events of dysbiosis or recovery, and inferring potential causal relationships between taxa. On the other hand, focusing on interactions among groups of bacteria, rather than analyzing only pairwise relationships, enables a more integrated and functionally meaningful view of the microbiome. Many key ecological functions are the result of the collective behavior of functionally related groups of taxa. Two datasets have been considered in CoDaLoMic, one real and one simulated. The real dataset contains the information of the genera present in the microbiome of the Blatella germanica cockroach at 105 time points. The simulated dataset is defined taking Lotka-Volterra structure into account. CoDaLoMic is available at CRAN.

25.
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.