SearcharxivSearch

arXiv subjects

Stefano Grassi

Publications and source records attributed to Stefano Grassi.

7 recordsLinked to original sources

Feedback-Coupled Memory Systems in Continuous Time

The Feedback-Coupled Memory Systems (FCMS) architecture formalizes closed-loop coordination through four abstract operators, two of which - the agent update operator $f_i$ and the environmental update operator $\Psi$ - are left axiomatically undefined in the original framework. To address this, $f_i$ is defined by Mechanism-Based Intelligence (MBI), where agents update locally through a decentralized price mechanism and economic principles, and $\Psi$ is defined by the Coupled Memory Graph Process (CMGP), a non-Markovian framework where the environment is treated as a physical substrate that records and responds to trajectory history coherently without external forcing. The resulting continuous-time FCMS instantiation achieves Lyapunov global dissipativity governed by the computable threshold $4\beta^2 < 2\eta\mu\gamma^2$. This generalizes both the discrete FCMS stability condition $4\eta\beta^2 < \gamma$ and CMGP's physical bifurcation threshold $\alpha_c = 1/K$, confirming that memory dissipation must outpace feedback gain as a universal organizing principle. Numerical simulation with $N=2$ agents and mean-field validation at $N=10^6$ confirm the stability threshold and the self-reinforcing coordination cascade that emerges when it is violated.

cs.AI

Feedback-Coupled Memory Systems: A Dynamical Model for Adaptive Coordination

This paper develops a dynamical framework for adaptive coordination in systems of interacting agents referred to here as Feedback-Coupled Memory Systems (FCMS). Instead of framing coordination as equilibrium optimization or agent-centric learning, the model describes a closed-loop interaction between agents, incentives, and a persistent environment. The environment stores accumulated coordination signals, a distributed incentive field transmits them locally, and agents update in response, generating a feedback-driven dynamical system. Three main results are established. First, under dissipativity, the closed-loop system admits a bounded forward-invariant region, ensuring dynamical viability independently of global optimality. Second, when incentives depend on persistent environmental memory, coordination cannot be reduced to a static optimization problem. Third, within the FCMS class, coordination requires a bidirectional coupling in which memory-dependent incentives influence agent updates, while agent behavior reshapes the environmental state. Numerical analysis of a minimal specification identifies a Neimark-Sacker bifurcation at a critical coupling threshold ($\beta_c$), providing a stability boundary for the system. Near the bifurcation threshold, recovery time diverges and variance increases, yielding a computable early warning signature of coordination breakdown in observable time series. Additional simulations confirm robustness under nonlinear saturation and scalability to populations of up to $N = 10^{6}$ agents making it more relevant for real-world applications. The proposed framework offers a dynamical perspective on coordination in complex systems, with potential extensions to multi-agent systems, networked interactions, and macro-level collective dynamics.

cs.MA

Mechanism-Based Intelligence (MBI): Differentiable Incentives for Rational Coordination and Guaranteed Alignment in Multi-Agent Systems

Autonomous multi-agent systems are fundamentally fragile: they struggle to solve the Hayekian Information problem (eliciting dispersed private knowledge) and the Hurwiczian Incentive problem (aligning local actions with global objectives), making coordination computationally intractable. I introduce Mechanism-Based Intelligence (MBI), a paradigm that reconceptualizes intelligence as emergent from the coordination of multiple "brains", rather than a single one. At its core, the Differentiable Price Mechanism (DPM) computes the exact loss gradient $$ \mathbf{G}_i = - \frac{\partial \mathcal{L}}{\partial \mathbf{x}_i} $$ as a dynamic, VCG-equivalent incentive signal, guaranteeing Dominant Strategy Incentive Compatibility (DSIC) and convergence to the global optimum. A Bayesian extension ensures incentive compatibility under asymmetric information (BIC). The framework scales linearly ($\mathcal{O}(N)$) with the number of agents, bypassing the combinatorial complexity of Dec-POMDPs and is empirically 50x faster than Model-Free Reinforcement Learning. By structurally aligning agent self-interest with collective objectives, it provides a provably efficient, auditable and generalizable approach to coordinated, trustworthy and scalable multi-agent intelligence grounded in economic principles.

cs.GT

Sentiment Classification of Thai Central Bank Press Releases Using Supervised Learning

Central bank communication plays a critical role in shaping economic expectations and monetary policy effectiveness. This study applies supervised machine learning techniques to classify the sentiment of press releases from the Bank of Thailand, addressing gaps in research that primarily focus on lexicon-based approaches. My findings show that supervised learning can be an effective method, even with smaller datasets, and serves as a starting point for further automation. However, achieving higher accuracy and better generalization requires a substantial amount of labeled data, which is time-consuming and demands expertise. Using models such as Na\"ive Bayes, Random Forest and SVM, this study demonstrates the applicability of machine learning for central bank sentiment analysis, with English-language communications from the Thai Central Bank as a case study.

cs.LG

Sequential Monte Carlo for Noncausal Processes

This paper proposes a Sequential Monte Carlo approach for the Bayesian estimation of mixed causal and noncausal models. Unlike previous Bayesian estimation methods developed for these models, Sequential Monte Carlo offers extensive parallelization opportunities, significantly reducing estimation time and mitigating the risk of becoming trapped in local minima, a common issue in noncausal processes. Simulation studies demonstrate the strong ability of the algorithm to produce accurate estimates and correctly identify the process. In particular, we propose a novel identification methodology that leverages the Marginal Data Density and the Bayesian Information Criterion. Unlike previous studies, this methodology determines not only the causal and noncausal polynomial orders but also the error term distribution that best fits the data. Finally, Sequential Monte Carlo is applied to a bivariate process containing S$\&$P Europe 350 ESG Index and Brent crude oil prices.

econ.EM

Simultaneous Bandwidths Determination for DK-HAC Estimators and Long-Run Variance Estimation in Nonparametric Settings

We consider the derivation of data-dependent simultaneous bandwidths for double kernel heteroskedasticity and autocorrelation consistent (DK-HAC) estimators. In addition to the usual smoothing over lagged autocovariances for classical HAC estimators, the DK-HAC estimator also applies smoothing over the time direction. We obtain the optimal bandwidths that jointly minimize the global asymptotic MSE criterion and discuss the trade-off between bias and variance with respect to smoothing over lagged autocovariances and over time. Unlike the MSE results of Andrews (1991), we establish how nonstationarity affects the bias-variance trade-o?. We use the plug-in approach to construct data-dependent bandwidths for the DK-HAC estimators and compare them with the DK-HAC estimators from Casini (2021) that use data-dependent bandwidths obtained from a sequential MSE criterion. The former performs better in terms of size control, especially with stationary and close to stationary data. Finally, we consider long-run variance estimation under the assumption that the series is a function of a nonparametric estimator rather than of a semiparametric estimator that enjoys the usual T^(1/2) rate of convergence. Thus, we also establish the validity of consistent long-run variance estimation in nonparametric parameter estimation settings.

econ.EM

Planck-LFI radiometers tuning

"This paper is part of the Prelaunch status LFI papers published on JINST: http://www.iop.org/EJ/journal/-page=extra.proc5/jinst" This paper describes the Planck Low Frequency Instrument tuning activities performed through the ground test campaigns, from Unit to Satellite Levels. Tuning is key to achieve the best possible instrument performance and tuning parameters strongly depend on thermal and electrical conditions. For this reason tuning has been repeated several times during ground tests and it has been repeated in flight before starting nominal operations. The paper discusses the tuning philosophy, the activities and the obtained results, highlighting developments and changes occurred during test campaigns. The paper concludes with an overview of tuning performed during the satellite cryogenic test campaign (Summer 2008) and of the plans for the just started in-flight calibration.

astro-ph.IM