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This paper reviews some of the phenomenological models which have been introduced to incorporate the scaling properties of financial data. It also illustrates a microscopic model, based on heterogeneous interacting agents, which provides a…

Statistical Mechanics · Physics 2009-10-31 Giulia Iori

In this paper we show that a variational reduction procedure can be defined for Lagrangian systems subject to scaling symmetries (i.e. Lagrangian systems defined by a homogenous Lagrangian function), in such a way that the trajectories of…

Differential Geometry · Mathematics 2026-05-08 Javier Fernández , Sergio Grillo , Juan Carlos Marrero , Edith Padrón

This note presents some numerical examples worked out in order to show the reader how to implement, within a widely accessible computational setting, the methodology for achieving zero cancellation in linear multivariable systems discussed…

Systems and Control · Computer Science 2013-12-30 Elena Zattoni

Detectability of failures of linear programming (LP) decoding and the potential for improvement by adding new constraints motivate the use of an adaptive approach in selecting the constraints for the underlying LP problem. In this paper, we…

Information Theory · Computer Science 2007-07-13 Mohammad H. Taghavi , Paul H. Siegel

We develop several efficient algorithms for the classical \emph{Matrix Scaling} problem, which is used in many diverse areas, from preconditioning linear systems to approximation of the permanent. On an input $n\times n$ matrix $A$, this…

Data Structures and Algorithms · Computer Science 2017-04-10 Zeyuan Allen-Zhu , Yuanzhi Li , Rafael Oliveira , Avi Wigderson

A binary liquid near its consolute point exhibits critical fluctuations of the local composition; the diverging correlation length has always challenged simulations. The method of choice for the calculation of critical points in the phase…

Statistical Mechanics · Physics 2021-04-29 Yogyata Pathania , Dipanjan Chakraborty , Felix Höfling

We describe an approximate rational arithmetic with round-off errors (both absolute and relative) controlled by the user. The rounding procedure is based on the continued fraction expansion of real numbers. Results of computer experiments…

Numerical Analysis · Mathematics 2025-10-20 Grigori Litvinov , Anatoli Rodionov , Andrei Chourkin

Large Language Models (LLM) exhibit zero-shot mathematical reasoning capacity as a behavior emergent with scale, commonly manifesting as chain-of-thoughts (CoT) reasoning. However, multiple empirical findings suggest that this prowess is…

Artificial Intelligence · Computer Science 2023-12-20 Subhabrata Dutta , Joykirat Singh , Ishan Pandey , Sunny Manchanda , Soumen Chakrabarti , Tanmoy Chakraborty

We explain the concepts of computational statistical physics which have proven very helpful in the study of Yang-Mills integrals, an ubiquitous new class of matrix models. Issues treated are: Absolute convergence versus Monte Carlo…

Statistical Mechanics · Physics 2007-05-23 Werner Krauth , Matthias Staudacher

We study critical behaviors of the reduced fidelity susceptibility for two neighboring sites in the one-dimensional transverse field Ising model. It is found that the divergent behaviors of the susceptibility take the form of square of…

Quantum Physics · Physics 2008-08-14 Jian Ma , Lei Xu , Xiaoguang Wang

Posterior distributions often feature intractable normalizing constants, called marginal likelihoods or evidence, that are useful for model comparison via Bayes factors. This has motivated a number of methods for estimating ratios of…

Computation · Statistics 2018-10-03 Maxime Rischard , Pierre E. Jacob , Natesh Pillai

Recently, the study of scaling behavior in Yang-Lee edge singularities (YLES) has attracted sustained attention. However, the scaling mechanism for the overlapping critical region between classical and quantum YLES remains unclear. In this…

Statistical Mechanics · Physics 2025-06-03 Yue-Mei Sun , Wen-Jing Yu , Xin-Yu Wang , Liang-Jun Zhai

We consider the O(n) theory in the $n \to 0$ limit. We show that the theory is described by logarithmic conformal field theory, and that the correlation functions have logarithmic singularities. The explicit forms of the two-, three- and…

Disordered Systems and Neural Networks · Physics 2009-11-10 M. Sadegh Movahed , M. Saadat , M. Reza Rahimi Tabar

This paper proposes the use of "multicalibration" to yield interpretable and reliable confidence scores for outputs generated by large language models (LLMs). Multicalibration asks for calibration not just marginally, but simultaneously…

Machine Learning · Statistics 2024-04-09 Gianluca Detommaso , Martin Bertran , Riccardo Fogliato , Aaron Roth

Post-hoc recalibration methods are widely used to ensure that classifiers provide faithful probability estimates. We argue that parametric recalibration functions based on logistic regression can be motivated from a simple theoretical…

Machine Learning · Computer Science 2026-03-11 Eugène Berta , David Holzmüller , Michael I. Jordan , Francis Bach

To elucidate allometric scaling in complex systems, we investigated the underlying scaling relationships between typical three-scale indicators for approximately 500,000 Japanese firms; namely, annual sales, number of employees, and number…

Physics and Society · Physics 2012-12-11 Hayafumi Watanabe , Hideki Takayasu , Misako Takayasu

Controlled Lagrangian and matching techniques are developed for the stabilization of relative equilibria and equilibria of discrete mechanical systems with symmetry as well as broken symmetry. Interesting new phenomena arise in the…

Optimization and Control · Mathematics 2007-05-23 Anthony M. Bloch , Melvin Leok , Jerrold E. Marsden , Dmitry V. Zenkov

The scaling of correlations as a function of system size provides important hints to understand critical phenomena on a variety of systems. Its study in biological systems offers two challenges: usually they are not of infinite size, and in…

Disordered Systems and Neural Networks · Physics 2020-07-17 Daniel A. Martin , Tiago L. Ribeiro , Sergio A. Cannas , Tomas S. Grigera , Dietmar Plenz , Dante R. Chialvo

We introduce a new point of view to present classical notions related to set-theoretic solutions of the Yang-Baxter equation: left skew braces, dirings, left skew rings. The idea is to replace the single multiplication on a left near-ring…

Rings and Algebras · Mathematics 2026-03-18 Alberto Facchini

Self-similar processes are useful in modeling diverse phenomena that exhibit scaling properties. Operator scaling allows a different scale factor in each coordinate. This paper develops practical methods for modeling and simulating…

Probability · Mathematics 2009-12-25 Serge Cohen , Mark M. Meerschaert , Jan Rosinski
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