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Recent advances in machine learning have shown promising results for financial prediction using large, over-parameterized models. This paper provides theoretical foundations and empirical validation for understanding when and how these…

Statistical Finance · Quantitative Finance 2025-07-08 Hasan Fallahgoul

High-dimensional datasets present substantial challenges in statistical modeling across various disciplines, necessitating effective dimensionality reduction methods. Deep learning approaches, notable for their capacity to distill essential…

Machine Learning · Computer Science 2025-08-12 Ademide O. Mabadeje , Michael J. Pyrcz

We investigate why deep neural networks suffer from loss of plasticity in deep continual learning, failing to learn new tasks without reinitializing parameters. We show that this failure is preceded by Hessian spectral collapse at new-task…

Machine Learning · Computer Science 2025-09-30 Naicheng He , Kaicheng Guo , Arjun Prakash , Saket Tiwari , Ruo Yu Tao , Tyrone Serapio , Amy Greenwald , George Konidaris

We introduce a notion of stability for non-autonomous Hamiltonian flows on two-dimensional annular surfaces. This notion of stability is designed to capture the sustained twisting of particle trajectories. The main Theorem is applied to…

Analysis of PDEs · Mathematics 2024-08-30 Theodore D. Drivas , Tarek M. Elgindi , In-Jee Jeong

Many body models undergoing a quantum phase transition to a broken-symmetry phase that survives up to a critical temperature must possess, in the ordered phase, symmetric as well as non-symmetric eigenstates. We predict, and explicitly show…

Strongly Correlated Electrons · Physics 2015-06-11 Giacomo Mazza , Michele Fabrizio

This work establishes rigorous, novel and widely applicable stability guarantees and transferability bounds for graph convolutional networks -- without reference to any underlying limit object or statistical distribution. Crucially,…

Machine Learning · Computer Science 2023-10-03 Christian Koke

Algorithmic stability is a key characteristic to ensure the generalization ability of a learning algorithm. Among different notions of stability, \emph{uniform stability} is arguably the most popular one, which yields exponential…

Machine Learning · Computer Science 2021-07-14 Zhun Deng , Hangfeng He , Weijie J. Su

Scaling limits, such as infinite-width limits, serve as promising theoretical tools to study large-scale models. However, it is widely believed that existing infinite-width theory does not faithfully explain the behavior of practical…

Machine Learning · Computer Science 2025-10-28 Moritz Haas , Sebastian Bordt , Ulrike von Luxburg , Leena Chennuru Vankadara

We prove a stability threshold theorem for 2D Navier-Stokes on three unbounded domains: the whole plane $\mathbb{R} \times \mathbb{R}$, the half plane $\mathbb{R} \times [0,\infty)$ with Navier boundary conditions, and the infinite channel…

Analysis of PDEs · Mathematics 2025-03-11 Ryan Arbon , Jacob Bedrossian

Algorithmic stability is a central concept in statistics and learning theory that measures how sensitive an algorithm's output is to small changes in the training data. Stability plays a crucial role in understanding generalization,…

Statistics Theory · Mathematics 2026-01-21 Abhinav Chakraborty , Yuetian Luo , Rina Foygel Barber

Reconstructive spectrometers are a promising emerging class of devices that combine complex light scattering with inference to enable compact, high-resolution spectrometry. Thus far, the physical determinants of these devices' performance…

Optics · Physics 2026-03-24 Changyan Zhu , Hsuan Lo , Jianbo Yu , Qijie Wang , Y. D. Chong

We consider the numerical approximation of the filtering problem in high dimensions, that is, when the hidden state lies in $\mathbb{R}^d$ with $d$ large. For low dimensional problems, one of the most popular numerical procedures for…

Computation · Statistics 2014-12-12 Alex Beskos , Dan Crisan , Ajay Jasra , Kengo Kamatani , Yan Zhou

In this paper we consider the uniformity testing problem for high-dimensional discrete distributions (multinomials) under sparse alternatives. More precisely, we derive sharp detection thresholds for testing, based on $n$ samples, whether a…

Statistics Theory · Mathematics 2022-02-17 Bhaswar B. Bhattacharya , Rajarshi Mukherjee

This paper is concerned with estimation and inference for the location of a change point in the mean of independent high-dimensional data. Our change point location estimator maximizes a new U-statistic based objective function, and its…

Methodology · Statistics 2020-02-12 Runmin Wang , Xiaofeng Shao

Fisher's criterion is a widely used tool in machine learning for feature selection. For large search spaces, Fisher's criterion can provide a scalable solution to select features. A challenging limitation of Fisher's criterion, however, is…

Machine Learning · Computer Science 2022-12-20 Ibrahim Alsolami , Tomoki Fukai

The Fisher information matrix (FIM) is a fundamental quantity to represent the characteristics of a stochastic model, including deep neural networks (DNNs). The present study reveals novel statistics of FIM that are universal among a wide…

Machine Learning · Statistics 2019-10-10 Ryo Karakida , Shotaro Akaho , Shun-ichi Amari

Fisher information is a lower bound on the uncertainty in the statistical estimation of classical and quantum mechanical parameters. While some deterministic dynamical systems are not subject to random fluctuations, they do still have a…

Classical Physics · Physics 2023-10-06 Mohamed Sahbani , Swetamber Das , Jason R. Green

In this paper, we study a continuous ocking Cucker-Smale model with noise, which has isotropic and polarized stationary solutions depending on the intensity of the noise. The first result establishes the threshold value of the noise…

Analysis of PDEs · Mathematics 2024-05-13 Xingyu Li

We investigated quantum critical behaviours in the non-equilibrium steady state of a $XXZ$ spin chain with boundary Markovian noise using the Fisher information. The latter represents the distance between two infinitesimally close states,…

Statistical Mechanics · Physics 2017-09-19 Ugo Marzolino , Tomaž Prosen

In this paper, we construct growing modes of the linearized Navier-Stokes equations about generic stationary shear flows of the boundary layer type in a regime of sufficiently large Reynolds number: $R \to \infty$. Notably, the shear…

Analysis of PDEs · Mathematics 2017-02-22 Emmanuel Grenier , Yan Guo , Toan T. Nguyen