Tootfinder

Set Smoothness Unlocks Clarke Hyper-stationarity in Bilevel Optimization
He Chen, Jiajin Li, Anthony Man-cho So
https://arxiv.org/abs/2506.04587 https://…

Set Smoothness Unlocks Clarke Hyper-stationarity in Bilevel Optimization
Solving bilevel optimization (BLO) problems to global optimality is generally intractable. A common alternative is to compute a hyper-stationary point -- a stationary point of the hyper-objective function formed by minimizing/maximizing the upper-level function over the lower-level solution set. However, existing approaches either yield weak notions of stationarity or rely on restrictive assumptions to ensure the smoothness of hyper-objective functions. In this paper, we remove these impractica…

A Statistics-Driven Differentiable Approach for Sound Texture Synthesis and Analysis
Esteban Guti\'errez, Frederic Font, Xavier Serra, Lonce Wyse
https://arxiv.org/abs/2506.04073

A Statistics-Driven Differentiable Approach for Sound Texture Synthesis and Analysis
In this work, we introduce TexStat, a novel loss function specifically designed for the analysis and synthesis of texture sounds characterized by stochastic structure and perceptual stationarity. Drawing inspiration from the statistical and perceptual framework of McDermott and Simoncelli, TexStat identifies similarities between signals belonging to the same texture category without relying on temporal structure. We also propose using TexStat as a validation metric alongside Frechet Audio Dista…

This https://arxiv.org/abs/2408.11315 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_sta…

Smoothing Variances Across Time: Adaptive Stochastic Volatility
We introduce a novel Bayesian framework for estimating time-varying volatility by extending the Random Walk Stochastic Volatility (RWSV) model with Dynamic Shrinkage Processes (DSP) in log-variances. Unlike the classical Stochastic Volatility (SV) or GARCH-type models with restrictive parametric stationarity assumptions, our proposed Adaptive Stochastic Volatility (ASV) model provides smooth yet dynamically adaptive estimates of evolving volatility and its uncertainty. We further enhance the mo…

Genuinely multi-dimensional stationarity preserving global flux Finite Volume formulation for nonlinear hyperbolic PDEs
Wasilij Barsukow, Mirco Ciallella, Mario Ricchiuto, Davide Torlo
https://arxiv.org/abs/2506.21700

Genuinely multi-dimensional stationarity preserving global flux Finite Volume formulation for nonlinear hyperbolic PDEs
Classical Finite Volume methods for multi-dimensional problems include stabilization (e.g. via a Riemann solver), that is derived by considering several one-dimensional problems in different directions. Such methods therefore ignore a possibly existing balance of contributions coming from different directions, such as the one characterizing multi-dimensional stationary states. Instead being preserved, they are usually diffused away by such methods. Stationarity preserving methods use a better s…

This https://arxiv.org/abs/2410.08862 has been replaced.
initial toot: https://mastoxiv.page/@arXiv_…

Test for LISA foreground Gaussianity and stationarity: extreme mass-ratio inspirals
Extreme Mass Ratio Inspirals (EMRIs) are key observational targets for the Laser Interferometer Space Antenna (LISA) mission. Unresolvable EMRI signals contribute to the formation of a gravitational wave background (GWB). Characterizing the statistical features of the GWB from EMRIs is of great importance, as EMRIs will ubiquitously affect large segments of the inference scheme. In this work, we apply a frequentist test for GWB Gaussianity and stationarity, exploring three astrophysically-motiv…

Scale-Dependent Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling
Milan Pontiggia (MAGEFI - University of Bordeaux, France)
https://arxiv.org/abs/2507.00575

Scale-Dependent Multifractality in Bitcoin Realised Volatility: Implications for Rough Volatility Modelling
We assess the applicability of rough volatility models to Bitcoin realised volatility using the normalised p-variation framework of Cont and Das (2024). Applying this model free estimator to high-frequency Bitcoin data from 2017 to 2024 across multiple sampling resolutions, we find that the normalised statistic remains strictly negative throughout, precluding the estimation of a valid roughness index. Stationarity tests and robustness checks reveal no significant evidence of non-stationarity or…

Near-Field Propagation and Spatial Non-Stationarity Channel Model for 6-24 GHz (FR3) Extremely Large-Scale MIMO: Adopted by 3GPP for 6G
Huixin Xu, Jianhua Zhang, Pan Tang, Hongbo Xing, Haiyang Miao, Nan Zhang, Jian Li, Jianming Wu, Wenfei Yang, Zhening Zhang, Wei Jiang, Zijian He, Afshin Haghighat, Qixing Wang, Guangyi Liu
https://

Near-Field Propagation and Spatial Non-Stationarity Channel Model for 6-24 GHz (FR3) Extremely Large-Scale MIMO: Adopted by 3GPP for 6G
Next generation cellular deployments are expected to exploit the 6-24 GHz frequency range 3 (FR3) and extremely large-scale multiple-input multiple-output (XL-MIMO) to enable ultra-high data rates and reliability. However, the significantly enlarged antenna apertures and higher carrier frequencies render the far-field and spatial stationarity assumptions in the existing 3rd generation partnership project (3GPP) channel models invalid, giving rise to new features such as near-field propagation a…

Neuro-Informed Joint Learning Enhances Cognitive Workload Decoding in Portable BCIs
Xiaoxiao Yang, Chan Feng, Jiancheng Chen
https://arxiv.org/abs/2506.23458

Neuro-Informed Joint Learning Enhances Cognitive Workload Decoding in Portable BCIs
Portable and wearable consumer-grade electroencephalography (EEG) devices, like Muse headbands, offer unprecedented mobility for daily brain-computer interface (BCI) applications, including cognitive load detection. However, the exacerbated non-stationarity in portable EEG signals constrains data fidelity and decoding accuracy, creating a fundamental trade-off between portability and performance. To mitigate such limitation, we propose MuseCogNet (Muse-based Cognitive Network), a unified joint …

Enhancing Taiji's Parameter Estimation under Non-Stationarity: a Time-Frequency Domain Framework for Galactic Binaries and Instrumental Noises
Minghui Du, Ziren Luo, Peng Xu
https://arxiv.org/abs/2506.10599

Enhancing Taiji's Parameter Estimation under Non-Stationarity: a Time-Frequency Domain Framework for Galactic Binaries and Instrumental Noises
The data analysis of space-based gravitational wave detectors like Taiji faces significant challenges from non-stationary noise, which compromises the efficacy of traditional frequency-domain analysis. This work proposes a unified framework based on short-time Fourier transform (STFT) to enhance parameter estimation of Galactic binary and characterization of instrumental noise under non-stationarity. Segmenting data into locally stationary intervals, we derive STFT-based models for signals and …

A novel fast short-time root music method for vibration monitoring of high-speed spindles
Huiguang Zhang, Baoguo Liu, Wei Feng, Zongtang Li
https://arxiv.org/abs/2506.17600

A novel fast short-time root music method for vibration monitoring of high-speed spindles
Ultra-high-speed spindle bearings challenge traditional vibration monitoring due to broadband noise, non-stationarity, and limited time-frequency resolution. We present a fast Short-Time Root-MUSIC (fSTrM) algorithm that exploits FFT-accelerated Lanczos bidiagonalization to reduce computational complexity from $\mathcal{O}(N^3)$ to $SN\log_2N+S^2(N+S)+M^2(N+M)$ while preserving parametric super-resolution. The method constructs Hankel matrices from 16 ms signal frames and extracts fault fre…

Over the Stability Space of a Multivariate Time Series
Roberto V\'asquez-Mart\'inez, Graciela Gonz\'alez-Far\'ias, Jos\'e Ulises M\'arquez Urbina, Francisco Corona
https://arxiv.org/abs/2506.22407

Over the Stability Space of a Multivariate Time Series
This paper jointly addresses the challenges of non-stationarity and high dimensionality in analysing multivariate time series. Building on the classical concept of cointegration, we introduce a more flexible notion, called stability space, aimed at capturing stationary components in settings where traditional assumptions may not hold. We examine the parametric Johansen procedure alongside two non-parametric alternatives based on dimensionality reduction techniques: Partial Least Squares and Pri…

Ego-centric Learning of Communicative World Models for Autonomous Driving
Hang Wang, Dechen Gao, Junshan Zhang
https://arxiv.org/abs/2506.08149 https://

Ego-centric Learning of Communicative World Models for Autonomous Driving
We study multi-agent reinforcement learning (MARL) for tasks in complex high-dimensional environments, such as autonomous driving. MARL is known to suffer from the \textit{partial observability} and \textit{non-stationarity} issues. To tackle these challenges, information sharing is often employed, which however faces major hurdles in practice, including overwhelming communication overhead and scalability concerns. By making use of generative AI embodied in world model together with its latent …

R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
Yuante Li, Xu Yang, Xiao Yang, Minrui Xu, Xisen Wang, Weiqing Liu, Jiang Bian
https://arxiv.org/abs/2505.15155

R&D-Agent-Quant: A Multi-Agent Framework for Data-Centric Factors and Model Joint Optimization
Financial markets pose fundamental challenges for asset return prediction due to their high dimensionality, non-stationarity, and persistent volatility. Despite advances in large language models and multi-agent systems, current quantitative research pipelines suffer from limited automation, weak interpretability, and fragmented coordination across key components such as factor mining and model innovation. In this paper, we propose R&D-Agent for Quantitative Finance, in short RD-Agent(Q), the fi…

A universal cutoff phenomenon for mean-field exchange models
Pietro Caputo, Matteo Quattropani, Federico Sau
https://arxiv.org/abs/2506.12816 https://

A universal cutoff phenomenon for mean-field exchange models
We study a broad class of high-dimensional mean-field exchange models, encompassing both noisy and singular dynamics, along with their dual processes. This includes a generalized version of the averaging process as well as some non-reversible extensions of classical exchange dynamics, such as the flat Kac model. Within a unified framework, we analyze convergence to stationarity from worst-case initial data in Wasserstein distance. Our main result establishes a universal cutoff phenomenon at an …