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01.
arXiv (CS.AI) 2026-06-18

The More the Merrier: Combining Properties for ABox Abduction under Repair Semantics for ELbot

arXiv:2606.19197v1 Announce Type: cross Abstract: Abduction is a central approach to explain missing entailments from a knowledge base by providing a hypothesis, that would, if added to the knowledge base, make the missing entailment become true. Abduction under repair semantics has recently been investigated in detail, where several desirable properties and optimality criteria were considered, such as signature-restrictions and minimality in size and of introduced conflicts. Naturally, hypotheses that satisfy more than one of these properties or combine a property with an optimality criterion would be even more desirable for applications. So far, such hypotheses have not been investigated in the literature. In the present paper, we consider the ABox abduction problem for hypotheses satisfying more than one property or additional optimality criteria, for EL_bot under brave and AR semantics. Our main observation is that often requiring additional properties for hypotheses does not lead to an increase of complexity.

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

Lect\=uraAgents: A Multi-Agent Framework for Adaptive Personalized AI-Assisted Learning and Embodied Teaching

Effective personalized AI-assisted learning demands systems that can not only generate accurate learner-specific educational materials, but also dynamically adapt their instruction to diverse learners. However, existing educational agents have primarily focused on lecture content automation and simulations, which often fall short of modelling multimodal and embodied instructional methods tailored for the individual learner. To this end, we propose Lect\=uraAgents - a multi-agent framework that enables personalized learning through end-to-end adaptive embodied teaching. At its core, Lect\=uraAgents mirrors a professor-student relationship, in which a ProfessorAgent leads a collaborative team of specialized subordinate agents through research, planning, review, and embodied delivery of lecture contents that adapt to a learner's needs. The framework offers three main contributions: (1) a hierarchical multi-agent architecture for end-to-end personalized learning; (2) an adaptive embodied teaching mechanism, wherein the ProfessorAgent executes visible and pedagogically motivated teaching actions (e.g., handwrite, highlight, underline, etc.) over contents in a teaching environment; and (3) a Teaching Action-Speech Alignment (TASA) algorithm that employs salience-based heuristics and temporal semantic segmentation to generate coherent teaching action sequences aligned with learner profiles. We evaluate Lect\=uraAgents on diverse courses at high school, undergraduate, and graduate levels using sample-specific rubric-based analysis; with generated lecture materials and teaching actions assessed and validated by expert educators. Experimental results show consistent gains in lecture content quality, embodied teaching quality, assessment, and personalization over existing approaches, positioning Lect\=uraAgents as a pedagogically well-grounded framework for personalized learning at scale.

03.
arXiv (CS.AI) 2026-06-19

FM-Agent: Scaling Formal Methods to Large Systems via LLM-Based Hoare-Style Reasoning

arXiv:2604.11556v2 Announce Type: replace-cross Abstract: LLM-assisted software development has become increasingly prevalent, and can generate large-scale systems, such as compilers. It becomes crucial to strengthen the correctness of the generated code. However, automated reasoning for large-scale systems remains challenging due to code complexity. Hoare logic offers an approach to decomposing a large system into smaller components and reasoning about them separately (i.e., compositional reasoning). However, existing works still struggle to scale, because Hoare logic requires writing formal specifications for each function, imposing a heavy human burden. The problem is exacerbated when code is generated by LLMs, as developers lack a deep understanding of each function's expected behavior. This paper presents FM-Agent, the first framework that realizes automated compositional reasoning for large-scale systems. Leveraging LLMs, FM-Agent introduces a top-down paradigm to automatically generate function-level specifications. Specifically, FM-Agent derives the specification of a function from how its callers expect the function to behave, so the generated specifications can reflect the developer's intent of a function even if the implementation is buggy. Developers' intent is usually expressed in natural language, while existing verifiers only support formulas. Therefore, FM-Agent generalizes Hoare-style inference to reason about functions against natural-language specifications. Finally, to confirm bug existence and explain bug causes, FM-Agent automatically generates test cases to trigger potential bugs. In our evaluation, FM-Agent successfully reasons about large-scale systems within 2 days, each of which has up to 143k LoC. These systems have already been tested by their developers, but FM-Agent still finds 522 newly discovered bugs. These bugs can cause serious consequences, including system crashes and incorrect execution results.

04.
arXiv (CS.CL) 2026-06-19

From Construction to Injection: Edit-Based Fingerprints for Large Language Models

Reliable model fingerprints are essential for protecting large language models (LLMs) against unauthorized redistribution and commercial misuse. In black-box deployment, verification is hindered by defensive filtering of suspected fingerprint queries, as well as by downstream model modifications that may weaken embedded ownership evidence. These risks require fingerprints to be robust in both construction and injection. For construction, prior paradigms face an imperceptibility trade-off: natural-language fingerprints may be accidentally activated, whereas garbled fingerprints are statistically exposed and easier to filter. For injection, existing methods struggle to preserve persistent trigger–target behaviors under model modification. We propose an end-to-end injected fingerprinting framework to address these challenges. Code-mixing Fingerprints (CF) use lowest-perplexity code-mixing under a high-complexity constraint to mitigate this two-sided imperceptibility trade-off. Multi-Candidate Editing (MCEdit) constructs structurally redundant, margin-separated trigger–target mappings to enable graceful degradation under model modification. Extensive evaluations on imperceptibility, detectability, and harmlessness demonstrate robust ownership verification with negligible impact on utility.

05.
bioRxiv (Bioinfo) 2026-06-20

MIRATS framework: Normative multiscale characterization of brain regulatory systems across sex and age using multimodal MRI

作者:

Deep brain systems involved in arousal, autonomic regulation, sensory integration, and homeostatic control remain underrepresented in conventional whole-brain neuroimaging frameworks. In particular, diencephalic and brainstem nuclei are often insufficiently represented in cortex-centered analyses, limiting the normative references needed to interpret systems-level variation in health and disease. To address this gap, we developed a unified multiscale framework with explicit representation of deep nuclei. By integrating cerebral, cerebellar, diencephalic, and brainstem atlases in standard space, we constructed a 220-region whole-brain parcellation and extracted complementary features at three analytical scales: nodal properties, edge-wise connectivity, and persistent-homology-based topological descriptors. We applied this framework to healthy adults from the Human Connectome Project-Aging cohort to characterize normative multiscale organization and test sex- and age-related variation. Applied to this cohort, our framework revealed pronounced heterogeneity across anatomical systems. Brainstem and diencephalic nuclei showed multiscale feature profiles distinct from those of cerebral and cerebellar regions across nodal, edge-wise, and higher-order topological scales. Sex comparisons identified selective differences across different scales, whereas age modeling revealed widespread but feature- and system-dependent variation across adulthood. Together, these findings show that normative whole-brain organization in this deep-system-aware space is structured by system-specific rather than globally uniform patterns. These findings establish a normative multiscale framework for characterizing brainstem-diencephalic-cerebellar-cerebral organization in healthy adults and provide a quantitative reference for future translational studies of disease-related abnormalities in deep regulatory systems.

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

How fast can you find a good hypothesis?

arXiv:2509.03734v3 Announce Type: replace-cross Abstract: In the hypothesis selection problem, we are given sample and query access to finite set of candidate distributions (hypotheses), $\mathcal{H} = \{H_1, \ldots, H_n\}$, and samples from an unknown distribution $P$, both over a domain $\mathcal{X}$. The goal is to output a distribution $Q$ whose distance to $P$ is comparable to that of the nearest hypothesis in $\mathcal{H}$. Specifically, if the minimum distance is $\mathsf{OPT}$, we aim to output $Q$ such that, with probability at least $1-\delta$, its total variation distance to $P$ is at most $C \cdot \mathsf{OPT} + \varepsilon$. The optimal approximation for proper algorithms (where $Q \in \mathcal{H}$) is $C=3$ using $\Theta(\log(n/\delta)/\varepsilon^2)$ samples from $P$ and for improper algorithms (where $Q$ is not necessarily in $\mathcal{H}$) is $C=2$ using $\tilde{\Theta}(\log(n/\delta)/\varepsilon^2)$ samples from $P$. In the improper setting, the algorithm achieving $C=2$ [Bousquet, Braverman, Kol, Efremenko, Moran, FOCS 2021] runs in time which grows polynomially with $|\mathcal{X}|$ – it does not run in finite time for real-valued distributions. A promising path towards improved runtime is to consider improper algorithms which output a mixture $Q$ of the hypotheses as such a distribution can be represented in $n$ words of memory. We show (1) a lower bound that no algorithm which outputs a mixture can achieve approximation better than $C = 3-2/n$ unless the number of samples is polynomial in $|\mathcal{X}|$, as well as (2) an algorithm which runs in time $poly(n)$ and achieves the same approximation guarantee. In the proper setting, [Aliakbarpour, Bun, Smith, NeurIPS 2024] provided an algorithm with $C=3$ running in $\tilde{O}(n/(\delta^3\varepsilon^3))$ time. We improve this time complexity to $\tilde{O}(n/(\delta \varepsilon^2))$, significantly reducing the dependence on the confidence and error parameters.

07.
arXiv (CS.CV) 2026-06-19

Training-Free Metrics for Synthetic Object Detection Data: A Proxy for Detector Performance

With the recent advent of image generative models, synthetic data are increasingly being used to supplement limited real datasets for training computer vision models. However, not all synthetic datasets improve performance equally, and their effectiveness can only be assessed by training a downstream model, which is computationally expensive and time-consuming. This problem is pronounced in the task of object detection, where the required annotations are much more dense due to bounding boxes. In this paper, we propose a pre-computable metric family, dubbed Conditional-Composition Domain Match (CCDM), which serves as a proxy for the relative utility of candidate synthetic training sets for downstream detection. Experiments on the VisDrone-DET dataset show that the CCDM metric families achieve a Spearman correlation of 1.0 with the downstream performance of YOLOv8, clearly outperforming existing metrics for synthetic image evaluation.

08.
arXiv (CS.CV) 2026-06-15

SMART: Scalable Mesh-free Aerodynamic Simulations from Raw Geometries using a Transformer-based Surrogate Model

Machine learning-based surrogate models have emerged as more efficient alternatives to numerical solvers for physical simulations over complex geometries, such as car bodies. Many existing models incorporate the simulation mesh as an additional input, thereby reducing prediction errors. However, generating a simulation mesh for new geometries is computationally costly. In contrast, mesh-free methods, which do not rely on the simulation mesh, typically incur higher errors. Motivated by these considerations, we introduce SMART, a neural surrogate model that predicts physical quantities at arbitrary query locations using only a point-cloud representation of the geometry, without requiring access to the simulation mesh. The geometry and simulation parameters are encoded into a shared latent space that captures both structural and parametric characteristics of the physical field. A physics decoder then attends to the encoder's intermediate latent representations to map spatial queries to physical quantities. Through this cross-layer interaction, the model jointly updates latent geometric features and the evolving physical field. Extensive experiments show that SMART is competitive with and often outperforms existing methods that rely on the simulation mesh as input, demonstrating its capabilities for industry-level simulations.

09.
arXiv (CS.AI) 2026-06-24

AutoSpec: Safety Rule Evolution for LLM Agents via Inductive Logic Programming

arXiv:2606.24245v1 Announce Type: cross Abstract: Large language model (LLM) agents increasingly automate complex tasks by integrating language models with external tools and environments. However, their autonomy poses significant safety risks: agents may execute destructive commands, leak sensitive data, or violate domain constraints. Existing safety approaches face a fundamental tradeoff: hand-crafted rules are interpretable but brittle, with overly conservative rules blocking safe operations (high false positives) while permissive rules miss unsafe behaviors (high false negatives). Neural classifiers lack the interpretability required for safety-critical deployments. We present AutoSpec, a framework that automatically evolves deployed expert-designed safety rules from user safe/unsafe annotations through counterexample-guided inductive synthesis (CEGIS) guided by inductive logic programming (ILP). Starting from the expert rules and a stream of annotated traces, AutoSpec iteratively evaluates rules, mines false-positive and false-negative counterexamples, uses ILP to learn which predicates discriminate them, generates candidate rule edits, and verifies candidates to select the best revision. The key insight is that ILP efficiently identifies predicates that appear frequently in false negatives but rarely in false positives (or vice versa), dramatically pruning the exponential search space of rule edits. This continues until convergence, producing interpretable rules that balance precision and recall. We evaluate AutoSpec on 291 execution traces spanning code execution and embodied agent domains. AutoSpec raises rule F1 to 0.98 and 0.93 across the two domains, achieving up to 94% false positive reduction while maintaining high recall, and converges within 4-5 iterations. The ILP-guided approach achieves up to 4.8x higher F1 than heuristic CEGIS. The learned rules are human-readable, auditable, and generalize to unseen scenarios.

10.
bioRxiv (Bioinfo) 2026-06-21

Antibody-Antigen Affinity Prediction with Chain-Aware Protein Language Modeling

Motivation: Antibody-antigen affinity determines which antibodies advance in therapeutic discovery, repertoire analysis and affinity maturation, but experimental measurements are sparse relative to the scale of sequence libraries. Structure-based predictors can exploit interface geometry when reliable complexes are available, yet early discovery often requires ranking many heavy-light chain pairs against antigens for which no complex structure exists. Existing sequence-based models are scalable, but frequently compress heavy and light chains into a single antibody representation or concatenate antibody and antigen features obscuring the chain-specific and epitope-specific signals that drive binding. Results: We present AbAffinity, a sequence-only chain-aware three-stream architecture that maintains heavy chain, light chain and antigen as distinct streams. It integrates frozen ESM-2 embeddings with heavy-chain CDR-focused pooling, heavy-light self-attention, adaptive fusion gating and gated cross-attention, training only a compact interaction module. On the SAAINT-DB benchmark, AbAffinity achieves strong predictive performance under ten-fold cross-validation and maintains robust accuracy on novel antigens. It consistently outperforms recent sequence-based models across external benchmarks including SAbDab, AB-Bind and SKEMPI 2.0. Ablation studies highlight the contributions of chain-specific representations, CDR-focused pooling and the gated interaction pathway. Integrated Gradients attributions recover known paratope and epitope residues at structurally validated interfaces. AbAffinity provides a lightweight, explainable sequence-first framework for antibody triage and prioritisation when structural information is limited or unavailable.

11.
arXiv (quant-ph) 2026-06-16

Encoding parameters by measurement: Forgetting can be better in quantum metrology

arXiv:2512.10541v2 Announce Type: replace Abstract: We introduce quantum parameter estimation with the encoding being via a quantum measurement. We quantify the precision for estimating parameters characterizing a general two-outcome qubit measurement, considering two cases: when the outcomes of the encoding measurement are recorded and when the same are ignored. We find that in a large variety of such estimation scenarios, forgetting the outcomes yields higher precision. We derive a necessary criterion under which remembering the measurement outcomes provides better precision in comparison to the outcome-forgotten strategy. Furthermore, we establish a necessary and sufficient criterion for the simultaneous estimation of multiple parameters encoded by an arbitrary quantum process, including those involving measurements, using qubit probes, and find when the quantum Cramér$-$Rao bound is valid and achievable. For simultaneous estimation of two parameters characterizing the measurement, we find that the achievable quantum Cramér$-$Rao bound can be a valid precision bound only when the measurement direction depends on the parameters of interest.

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

SDQM: Synthetic Data Quality Metric for Object Detection Dataset Evaluation

The performance of machine learning models depends heavily on training data. The scarcity of large-scale, well-annotated datasets poses significant challenges in creating robust models. To address this, synthetic data generated through simulations and generative models has emerged as a promising solution, enhancing dataset diversity and improving the performance, reliability, and resilience of models. However, evaluating the quality of this generated data requires an effective metric. We introduce the Synthetic Dataset Quality Metric (SDQM) to assess data quality for object detection tasks without requiring model training to converge. This metric enables more efficient generation and selection of synthetic datasets, addressing a key challenge in resource-constrained object detection tasks. In our experiments, SDQM demonstrated a strong correlation with the mean average precision (mAP) scores of YOLO11, a leading object detection model, whereas previous metrics only exhibited moderate or weak correlations. In addition, it provides actionable insights into improving dataset quality, minimizing the need for costly iterative training. This scalable and efficient metric sets a new standard for evaluating synthetic data. The code for SDQM is available at https://github.com/ayushzenith/SDQM

13.
arXiv (CS.CL) 2026-06-11

APEX: Automated Prompt Engineering eXpert with Dynamic Data Selection

Large Language Models are highly sensitive to prompt formulation, necessitating automatic prompt optimization to unlock their full potential. While evolutionary algorithms have emerged as the dominant paradigm, they suffer from a critical bottleneck: data efficiency. Current methods treat the development dataset as a static benchmark, wasting significant compute budget on uninformative data. In this work, we introduce APEX (Automatic Prompt Engineering eXpert), a novel framework that optimizes the data usage alongside the prompt search. APEX dynamically stratifies the dataset into Easy, Hard, and Mixed tiers based on the optimization lineage. By prioritizing the Mixed tier, which identifies the data where the LLM has mixed performance, we identify two high-leverage subsets: the addressable frontier for generating informative mutations and the rank-sensitive frontier for distinguishing candidate quality. We evaluate APEX across three diverse benchmarks: IFBench, SimpleQA Verified, and FACTS Grounding. Under a fixed budget of 5,000 evaluation calls, due to its data efficiency, APEX outperforms the initial prompt by an average of 11.2% on Gemini 2.5 Flash and 6.8% on Gemma 3 27B, demonstrating that a data-centric approach is key to efficient and effective prompt optimization.

14.
arXiv (CS.CV) 2026-06-17

CIAN: Multi-Stage Framework for Event-Enriched Image Captioning via Retrieval-Augmented Generation

Event-enriched image captioning describes not only visible content but also the broader context of events, including timing, location, and participants, capabilities missing in most pixel-bound models. We propose the Contextual Image-Article Narrator (CIAN), a multi-stage framework that enriches captions with external narratives. CIAN retrieves relevant articles using SigLIP, summarizes them to guide a Narrative Generation stage with a LoRA-fine-tuned Qwen model, and applies N-Gram-based Refinement for fluency and coherence. On the OpenEvents-V1 benchmark, CIAN achieves high retrieval performance (mAP 0.979) and improves caption quality, increasing CIDEr from 0.030 to 0.094. These results highlight the effectiveness of retrieval-augmented reasoning combined with linguistic refinement for generating context-aware, human-like captions.

15.
arXiv (CS.CL) 2026-06-16

CoBit: Language Modeling with Bitstream Diffusion

Diffusion language models (DLMs) promise parallel, order-agnostic generation, but on standard benchmarks they have historically lagged behind autoregressive models in sample quality and diversity. Recent continuous flow and diffusion approaches have narrowed this gap. In this work, we further close the autoregressive gap by modeling text as a continuous diffusion process over fixed-width binary bitstreams. We refer to the resulting model as CoBit (Continuous Bitstream Diffusion). Our approach represents semantic tokens as analog bit sequences and uses a matched-filter residual parameterization to isolate contextual learning from analytic independent-bit posteriors. Crucially, we adopt a stochastic sampler that applies Langevin-type corrections gated by the entropy-rate profile, concentrating stochasticity in high-information regions while remaining nearly deterministic elsewhere. On LM1B, our 130M-parameter model reaches a generative perplexity (GenPPL) of 59.76 at matched real-data entropy (4.31) using 256 neural function evaluations (NFEs), outperforming prior DLM baselines and reaching the autoregressive reference. On OpenWebText (OWT), our sampler establishes a new continuous-DLM Pareto frontier, achieving GenPPL 27.06 at entropy 5.26 using 4x fewer steps than previous 1024-NFE baselines. Scaling the same recipe to a 462M-parameter model (CoBit-M) further improves the OWT GenPPL-entropy frontier over the 130M model (CoBit-S) and over medium-scale continuous and discrete DLM baselines, reaching GenPPL 19.5 at entropy 5.40, near real-data entropy (5.44), and approaching pretrained GPT-2 Medium over the high-quality region. As an additional benefit, bitstream diffusion removes the O(V) vocabulary scaling bottleneck of standard DLMs: by predicting O(log V) bitwise logits via semantic bit-patching, it lowers memory and raises throughput, a scalable paradigm as vocabulary sizes grow.

16.
arXiv (CS.LG) 2026-06-15

SemPiper: Interactive Code Synthesis for Semantic Operators in Machine Learning Pipelines

arXiv:2606.14361v1 Announce Type: new Abstract: Machine learning (ML) pipelines require extensive data preparation, feature engineering, and integration across heterogeneous sources, making them tedious and error-prone to develop. While large language models (LLMs) have recently shown promise for assisting programming tasks, chat-based interfaces provide limited control over pipeline behavior and often produce code that is difficult to optimize or integrate into production systems. We demonstrate SemPipes, a novel programming model that extends ML pipelines with declarative, LLM-powered semantic data operators. SemPipes allows developers to specify high-level natural language instructions for data-centric operations, while seamlessly combining these operators with arbitrary Python code from standard data science libraries. For the semantic operators, it synthesizes specialized implementations at pipeline training time, conditioned on dataset characteristics and pipeline context, enabling the flexible yet controlled integration of LLM capabilities. We demonstrate SemPipes through SemPiper, an interactive interface that visualizes computational graphs of the pipelines, synthesized operator implementations, and optimization trajectories produced by an evolutionary search procedure. Attendees can explore three end-to-end scenarios, modify pipelines, inspect generated code, and observe how semantic operators are synthesized and iteratively optimized. The demonstration highlights how declarative semantic operators enable controllable, optimizable, and practical integration of LLMs into ML pipeline development.

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

My Chemical Harness: Evolutionary Molecular Design over Synthetic Pathways with Large Language Model Agents

arXiv:2606.11256v1 Announce Type: cross Abstract: Designing molecules with target properties is most useful when candidate structures are accompanied by feasible synthetic routes. We introduce My Chemical Harness, a route-native evolutionary framework for goal-directed molecular design in which the search population consists of executable synthetic pathways rather than isolated molecular graphs. Each route is built from purchasable building blocks and reaction templates, executed by deterministic chemistry tools, and scored through task-specific molecular oracles. Large language models (LLMs) are used only as strategy controllers that select high-level preferences over route length, move type, reaction families, motifs, and exploration pressure, while local code performs route construction, validation, deduplication, scoring, selection, and memory updates. This separation lets the LLM guide exploration without allowing it to introduce hallucinated products or unsupported reaction steps. On a soluble epoxide hydrolase proxy task, our LLM agent improves over single pass LLM and deterministic controllers, reaching state-of-the-art performance across the sEH score, synthetic accessibility score, and AiZynthFinder success rate metrics. These results suggest that constrained LLM agents can play a significant role in molecular discovery without requiring training, fine-tuning, or dedicated generative models.

19.
arXiv (CS.CL) 2026-06-19

Beyond Uniform Forgetting: A Study of Sequential Direct Preference Optimization Across Preference Settings

Aligning language models with human preferences often requires optimising multiple behavioural objectives. A practical approach is to apply these objectives sequentially using preference optimisation methods such as Direct Preference Optimisation (DPO), but it remains unclear whether later training uniformly degrades preferences learned earlier or whether the effect depends on the relationship between objectives. We study sequential DPO across four preference settings covering distributional conflict, multi-attribute interaction, strong safety signal, and compatible response-quality objectives. Using Llama-3.1-8B-Instruct with LoRA adapters, we evaluate all objectives after every stage with a fixed base-model reference. We find that sequential DPO does not produce a single forgetting pattern; preference change ranges from partial degradation to stability, pair-level redistribution, or positive transfer depending on objective relationship, signal strength, and training order. Pair-level analysis using length-normalised policy margins shows that aggregate metrics can mask heterogeneous changes across preference pairs, whereas quartile decomposition reveals that high-confidence pairs can either degrade or improve depending on the setting. Mechanistic diagnostics show that Stage~2 gradients and adapter updates are near-orthogonal to the previous objective across all settings, providing little evidence that direct gradient opposition is the primary driver. These findings suggest that future sequential alignment pipelines should account for objective compatibility and signal strength, rather than assuming that later objectives affect earlier preferences uniformly.

20.
arXiv (math.PR) 2026-06-17

Convergence Analysis of the Random Bisection Method

arXiv:2603.20483v2 Announce Type: replace-cross Abstract: We propose a generalized version of the bisection method where the cutting point between the two subintervals is chosen at random following an arbitrary distribution. We compute expected convergence rates with respect to any arbitrary a priori distribution for the position of the root in the initial interval and proved that it depends only on the the expectation $\mathbb{E}[c(1-c)]$ of the cut $c$. We also provide a generalization of the method for $K$ random cuts and study its convergence properties. Most probabilistic derivations are kept fairly simple for the ease of understanding of a larger audience. Our theoretical results are then validated numerically using statistical simulation.

21.
arXiv (math.PR) 2026-06-17

Extreme value theory for geometric Brownian motion and pricing of short maturity options

作者:

arXiv:2505.08036v2 Announce Type: replace Abstract: We investigate the limiting distribution of geometric Brownian motion conditional on its running maximum taking large values. The Freidlin-Wentzell large deviations theory predicts that the conditional distribution of the sample paths converge weakly to a deterministic exponential curve. We complement this result by showing that the conditional sample paths in fact converge in strong sense, and obtain quantitative bounds on the rate of convergence. As an application of our results to financial mathematics, we obtain new closed form asymptotic formulae for the fair price of barrier options with general path dependent payoff in the short maturity limit, with quantitative error estimates. We provide exact formulae for Asian and lookback style payoffs.

22.
medRxiv (Medicine) 2026-06-11

The impact of pre-stroke statin use on baseline corrected infarct volume and collateral perfusion

Stroke is a leading cause of disability and mortality worldwide, with ischaemic stroke the most prevalent type. Statins, used for cholesterol management, have demonstrated benefits in reducing stroke risk and improving outcomes in preclinical studies. However, the impact of pre-stroke statin use on stroke outcomes remain inconsistent. In this study, we aim to evaluate whether pre-stroke statin use is associated with greater volume of salvaged tissue and improved cerebral collateral perfusion. A retrospective analysis was conducted using data from 281 patients presenting with acute ischemic stroke to the John Hunter Hospital between May 2015 and May 2020. Patients were grouped based on pre-stroke statin use, and clinical variables, including infarct volume and collateral perfusion, were assessed. The primary outcome was salvage volume derived from baseline perfusion lesion volume minus infarct volume at follow-up. Collateral perfusion was measured by the hypoperfusion volume defined by delay time (DT)>6 seconds divided by the hypoperfusion volume defined by DT >2 seconds. Patients on statins at admission were significantly older and had more comorbidities. No significant association was found between pre-stroke statin use and salvage volume or collateral perfusion after adjusting for covariates. Larger initial infarct core was a significant predictor of salvage volume due to larger salvageable tissue volume at baseline. These findings indicate that pre-morbid statin use is not associated with larger salvage volume or improved cerebral collateral perfusion.

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

Phase-Aware Guidance Injection for Recurrent MAPPO in Assembly-Line Disruption Recovery

arXiv:2606.16330v1 Announce Type: new Abstract: Disruption recovery in industrial assembly lines requires timely decisions under machine faults, worker absence, and emergency orders. Existing methods either rely on rigid handcrafted recovery logic or learn adaptive policies that do not readily exploit heterogeneous external recovery knowledge at decision time to reduce abnormal recovery time (ART) and preserve on-time delivery (OTD). To address this gap, we propose a phase-aware guidance injection framework that augments a trained recurrent MAPPO (RMAPPO) scheduling policy through logit-level action bias during evaluation. The framework provides a unified decision-time interface for rule-based, replay-based, and online LLM-based guidance, while activating intervention only during abnormal and recovery phases. Experiments on a custom AssemblyLineEnv show that high-quality rule guidance yields the strongest gains, replay-based guidance degrades smoothly under imperfect availability, and online LLM guidance still provides useful intermediate improvements. These results show that decision-time guidance injection can exploit heterogeneous recovery hints without redesigning the actor.

24.
arXiv (quant-ph) 2026-06-11

Quantum iterative approach to the Traveling Salesman Problem

arXiv:2606.11843v1 Announce Type: new Abstract: The Traveling Salesman Problem (TSP) is a classical NP-hard problem in combinatorial optimization, where determining the shortest route among a set of cities becomes computationally prohibitive as the problem size increases. This work explores quantum computing as an alternative approach to address this complexity. Unlike existing methods that primarily rely on quantum annealing, we propose a quantum iterative framework integrating Quantum Phase Estimation (QPE) and Grover's search algorithm. Route costs are encoded as quantum phases, enabling QPE to efficiently evaluate them, while Amplitude Amplification, implemented via the Grover-Long algorithm, iteratively refines the solution space toward the optimal route. A proof-of-concept case study on a small-scale TSP instance demonstrates the feasibility of this approach and its potential for scaling to larger optimization problems. Furthermore, under an expectation-based analysis, the algorithm exhibits an expected computational complexity of $O(\frac{m^2\log_2(m)\log_2(1/\epsilon)}{\sqrt{\epsilon}})$ which depends on the error tolerance parameter $\epsilon$. This estimation omits the initialization term, which we expect future refinements to render subdominant to Phase Estimation.