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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for Adaptive PI

Adaptive PI by reweighting nonconformity scores improves model uncertainty reflection.

problem CP methods using a constant correction for all test points ignore individual uncertainties.
method QRF learns distribution of nonconformity scores and assigns weights to samples.
result PI lengths more aligned with model uncertainty and improved adaptiveness.

This paper presents a method to automatically generate high-quality prediction intervals for neural networks.

problem Accurate uncertainty quantification for deep learning models in real-world applications.
method Dual neural network approach with a novel loss function to balance prediction interval width and coverage.
result Our method produces significantly narrower prediction intervals with higher probability coverage compared to state-of-the-art methods.

Recently, there has been rising interest in Bayesian optimization -- the optimization of an unknown function with assumptions usually expressed by a Gaussian Process (GP) prior. We study an optimization strategy that directly uses an estimate of the argmax of the function. This strategy offers both practical and theore…

2015-10-21abs ↗pdf ↗

Paper proves PI consensus algorithm converges exponentially under restricted secant inequality.

problem Proving convergence of PI consensus algorithm without convexity.
method Lyapunov theory, restricted secant inequality, rate-matching discretization, local pre-conditioning.
result Exponential convergence of PI consensus algorithm for non-convex functions.

We show that the triangle with angles Pi/12, Pi/3 and 7*Pi/12 has the lattice property and compute this triangle's Veech group.

2011-07-25abs ↗pdf ↗

A palindrome in a free group F_n is a word on some fixed free basis of F_n that reads the same backwards as forwards. The palindromic automorphism group ΠA_n of the free group F_n consists of automorphisms that take each member of some fixed free basis of F_n to a palindrome; the group ΠA_n has close connections with h…

2014-06-20abs ↗pdf ↗

TQA improves prediction intervals for time series data by adjusting quantiles for both cross-sectional and longitudinal coverage.

problem Constructing reliable prediction intervals for cross-sectional time series data.
method Temporal Quantile Adjustment (TQA) method that adjusts the quantile in Conformal Prediction to account for both cross-sectional and longitudinal coverage.
result TQA improves longitudinal coverage while preserving cross-sectional coverage, as validated through extensive experimentation.

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive certainty in regression tasks, and has been widely applied to solve many practical…

2019-05-24abs ↗pdf ↗

SBI provides more accurate pole positions than chi-squared minimization in model misspecification.

problem Accurate pole position estimation in pi-pi scattering models.
method Simulation Based Inference (SBI) method compared to chi-squared minimization.
result SBI leads to more robust predictions of pole positions in models of pi-pi scattering.

New research suggests privileged information doesn't improve model performance.

problem Challenges in transferring knowledge using privileged information in machine learning.
method Critical examination of existing theoretical and empirical analyses of LUPI methods.
result LUPI methods often fail to effectively transfer knowledge from privileged information.

The neural network (NN)-based direct uncertainty quantification (UQ) methods have achieved the state of the art performance since the first inauguration, known as the lower-upper-bound estimation (LUBE) method. However, currently-available cost functions for uncertainty guided NN training are not always converging and …

2019-12-30abs ↗pdf ↗

Every torus knot can be represented as a Fourier-(1,1,2) knot which is the simplest possible Fourier representation for such a knot. This answers a question of Kauffman and confirms the conjecture made by Boocher, Daigle, Hoste and Zheng. In particular, the torus knot T(p,q) can be parameterized as x(t)=cos(pt), y(t)=c…

2007-08-27abs ↗pdf ↗

This study evaluates methods for constructing prediction intervals with neural networks.

problem Lack of confidence measures in neural network predictions limits their applicability.
method Two-step experiment using bootstrapping and conformal inference methods.
result Cross-conformal method provides best performance with reasonable computational burden.

Let K be a knot of genus g. If K is fibered, then it is well known that the knot group pi(K) splits only over a free group of rank 2g. We show that if K is not fibered, then pi(K) splits over non-free groups of arbitrarily large rank. Furthermore, if K is not fibered, then pi(K) splits over every free group of rank at …

2013-08-29abs ↗pdf ↗

Lower bounds for PI on multi-action MDPs are established, showing complexity grows with action count.

problem Establishing the minimum number of iterations for PI to converge on MDPs with multiple actions.
method Developed lower bounds for a specific PI variant on multi-action MDPs, scaling with action count.
result A particular PI variant can take Ω(kn/2)Ω(k^{n/2}) iterations to terminate, scaling with action count.

A K(pi,1)-foliation is one for which the universal covers of all leaves are contractible (thus all leaves are K(pi,1)'s for some pi). In the first part of the paper we show that the tangential Lusternik--Schnirelmann category cat F of a K(pi,1)-foliation F on a manifold M is bounded from below by t-codim F for any t wi…

2009-04-12abs ↗pdf ↗

New Ricci curvature means derived from plane curvatures.

problem Understanding Ricci curvature in geometric contexts.
method Introducing intrinsic and normal mean Ricci curvatures via Jacobi-field expansions and applying Bochner-Weitzenboeck identity.
result Derives a Bochner-Weitzenboeck identity for simple d-vectors.

Gromov and Lawson conjectured that a closed spin manifold M of dimension n with fundamental group pi admits a metric with positive scalar curvature if and only if an associated element in KO_n(B pi) vanishes. In this note we present counter examples to the `if' part of this conjecture for groups pi which are torsion fr…

2002-08-02abs ↗pdf ↗

Proposes a method to generate prediction intervals using weighted asymmetric loss functions.

problem Generating reliable prediction intervals for neural network models.
method Uses a weighted asymmetric loss function to estimate prediction intervals.
result The method produces reliable prediction intervals in complex machine learning scenarios.

PI-SAC agents learn predictive information to improve RL efficiency.

problem Improving sample efficiency in reinforcement learning.
method PI-SAC agents use a contrastive version of Conditional Entropy Bottleneck to learn predictive information from past and future states.
result PI-SAC agents significantly improve sample efficiency on challenging continuous control tasks.

In this article we construct a minimal symplectic 4-manifold R that has small Euler characteristic (e(R)=8) and two essential Lagrangian tori with nice properties. These properties make R particularly suitable for constructing interesting examples of symplectic manifolds with small Euler characteristic. In particular, …

2007-01-15abs ↗pdf ↗

Given a closed manifold N and a self-indexing Morse function f: N --> R with up to four distinct Morse indices, we construct a symplectic Lefschetz fibration pi: E --> C which models the complexification of f on the disk cotangent bundle, f_C : D(T*N) --> C, when f is real analytic. By construction, pi: E --> C comes w…

2009-06-08abs ↗pdf ↗

Proposes PI-VAE for solving SDEs with limited measurements.

problem Solving SDEs with limited measurements of system parameters.
method Physics-informed Variational Autoencoder (PI-VAE) integrating VAE and governing equations.
result Satisfactory accuracy and efficiency compared to PI-WGAN.

A framework to explain decoder-only sequence classification models using intermediate predictions.

problem Explaining predictions of decoder-only sequence classification models.
method Progressive Inference framework with Single Pass-Progressive Inference and Multi Pass-Progressive Inference methods.
result Significantly better attributions compared to prior work on text classification tasks.

Infinite rank groups found in 3-manifolds with infinite fundamental groups.

problem Understanding the structure of diffeomorphism and homeomorphism groups of 3-manifolds with infinite fundamental groups.
method Analyzing actions of barbell diffeomorphisms on spaces of embedded arcs and configuration spaces.
result Groups of diffeomorphisms and homeomorphisms have infinite rank.

Given k>=2, we construct a (2k-2)-parameter family of properly embedded minimal surfaces in H^2 x R invariant by a vertical translation T, called Saddle Towers, which have total intrinsic curvature 4 pi(1-k), genus zero and 2k vertical Scherk-type ends in the quotient by T. As limits of those Saddle Towers, we obtain J…

2009-10-29abs ↗pdf ↗

Let S be a closed, oriented surface of genus at least 2, and consider the extension 1 -> pi_1 S -> MCG(S,p) -> MCG(S) -> 1, where MCG(S) is the mapping class group of S, and MCG(S,p) is the mapping class group of S punctured at p. We prove that any quasi-isometry of MCG(S,p) which coarsely respects the cosets of the no…

2003-08-07abs ↗pdf ↗

Let Pi: M -> B be an onto maximal rank map or a Riemannian submersion between Riemannian manifolds M and B. Initially, we prove necessary and sufficient conditions for any fiber F to be roughly isometric to M. Then, we prove necessary and sufficient conditions for Pi to be a rough isometry. As a corollary M is roughly …

2006-06-04abs ↗pdf ↗

Given any knot k, there exists a hyperbolic knot tilde k with arbitrarily large volume such that the knot group pi k is a quotient of pi tilde k by a map that sends meridian to meridian and longitude to longitude. The knot tilde k can be chosen to be ribbon concordant to k and also to have the same Alexander invariant …

2005-03-08abs ↗pdf ↗

Given a closed orientable Euclidean cone 3-manifold C with cone angles less than or equal to pi, and which is not almost product, we describe the space of constant curvature cone structures on C with cone angles less than pi. We establish a regeneration result for such Euclidean cone manifolds into spherical or hyperbo…

2005-10-20abs ↗pdf ↗

Physics-informed GCRL tackles sparse feedback learning with hybrid dynamics.

problem Sparse feedback learning with high-dimensional, hybrid, or contact-dependent dynamics.
method Introduces physics-informed inductive biases into goal-conditioned value learning.
result Contact-rich manipulation tasks degrade existing Pi-GCRL methods.

SINDy-PI robustly identifies implicit dynamics from noisy data.

problem Accurately modeling nonlinear dynamics from noisy data.
method Parallel, implicit SINDy algorithm with multiple optimization algorithms and model selection.
result Significantly more noise robust than previous SINDy approaches.

A new causal deepset framework improves off-policy evaluation under complex interference.

problem Handling spatio-temporal interference in off-policy evaluation.
method Permutation invariance assumption and novel algorithms incorporating it.
result Significantly more precise estimations than existing methods.