For metric spaces with curvature less than or equal to x, x<0, it is shown that a recurrent geodesic can be approximated by closed geodesics. A counter example is provided for the converse.
On-device research index
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.
169,051 papers · 148 categories
Trend · papers per month
48 results for “Approximate counters”
Exploration is a fundamental aspect of Reinforcement Learning, typically implemented using stochastic action-selection. Exploration, however, can be more efficient if directed toward gaining new world knowledge. Visit-counters have been proven useful both in practice and in theory for directed exploration. However, a m…
Efficient algorithms learn non-binary concepts from random counter-examples.
problem Learning non-binary concepts from random counter-examples efficiently.
method Two simple LRC algorithms: deterministic and randomized.
result Both algorithms achieve optimal average learning time of O(log|H|).
Cincer cleans both new and past data by identifying and relabeling suspicious and counter-examples.
problem Sequential learning under label noise, especially in applications with human supervision.
method Cincer uses example-based explanations to identify and relabel suspicious and counter-examples, leveraging Fisher information matrix approximation.
result Cincer achieves better data and models by clarifying the model's suspicions, especially with FIM approximation.
Sketching reduces memory usage for large Bayesian models.
problem Large parameter values in Bayesian models are expensive to store.
method Combines count-min sketch and approximate counters for efficient parameter representation.
result Sketches used during inference converge to exact chain equilibrium.
Pairwise counter-monotonicityq-fin.RM
Study on pairwise counter-monotonicity, a type of negative dependence.
problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.
In [1] Zawadoski introduces a banking network model in which the asset and counter-party risks are treated separately and the banks hedge their assets risks by appropriate OTC contracts. In his model, each bank has only two counter-party neighbors, a bank fails due to the counter-party risk only if at least one of its …
The motivations for using variational inference (VI) in neural networks differ significantly from those in latent variable models. This has a counter-intuitive consequence; more expressive variational approximations can provide significantly worse predictions as compared to those with less expressive families. In this …
This paper shows how to calculate risk measures for sums of two counter-monotonic risks.
problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.
ARCHER counters bias in HER to improve sample efficiency in RL.
problem Sample inefficiency in deep RL due to biased replay buffer experiences.
method ARCHER extends HER with aggressive hindsight rewards to counter bias.
result ARCHER increases sample efficiency in RL applications with limited computing budget.
We give a counter example to a conjecture of E. Bueler stating the equality between the DeRham cohomology of complete Riemannian manifold and a weighted cohomology where the weight is the heat kernel.
We construct Zero-Coupon Bond markets driven by a cylindrical Brownian motion in which the notion of generalized portfolio has important flaws: There exist bounded smooth random variables with generalized hedging portfolios for which the price of their risky part is at each time. For these generalized portfol…
Asynchronous stochastic approximations (SAs) are an important class of model-free algorithms, tools and techniques that are popular in multi-agent and distributed control scenarios. To counter Bellman's curse of dimensionality, such algorithms are coupled with function approximations. Although the learning/ control pro…
Multiple-step lookahead policies have demonstrated high empirical competence in Reinforcement Learning, via the use of Monte Carlo Tree Search or Model Predictive Control. In a recent work \cite{efroni2018beyond}, multiple-step greedy policies and their use in vanilla Policy Iteration algorithms were proposed and analy…
Over-the-counter markets are at the center of the postcrisis global reform of the financial system. We show how the size and structure of such markets can undergo rapid and extensive changes when participants engage in portfolio compression, a post-trade netting technology. Tightly-knit and concentrated trading structu…
Counterexample disproves Yashiro's theorem on surface knots.
problem Yashiro's theorem on pseudo-cycles of surface knots is not universally true.
method Provided a counterexample to Yashiro's theorem.
result Yashiro's theorem is disproven for pseudo-cycles of surface knots.
The paper studies risk-sharing allocations for risk-seeking agents using a common distortion risk measure.
problem Characterizing Pareto-optimal risk-sharing allocations for risk-seeking agents.
method Modeling preferences with a common distortion risk measure and analyzing three settings: risk-averse, risk-seeking, and inverse S-shaped distortion.
result Pareto-optimal allocations for risk-seeking agents are counter-monotonic, not comonotonic.
We review the Burghelea conjecture, which constitutes a full computation of the periodic cyclic homology of complex group rings, and its relation to the algebraic Baum-Connes conjecture. The Burghelea conjecture implies the Bass conjecture. We state two conjectures about groups of finite asymptotic dimension, which tog…
A new SNN model explains decision-making with learning and spiking neurons.
problem Lack of learning mechanism in existing models for decision-making.
method Proposes a Spiking Neural Network (SNN) model that incorporates a learning mechanism and uses multivariate Hawkes processes.
result Shows a coupling between DDM and Poisson counter models and derives a DDM from a Hawkes network of spiking neurons.
A new method for estimating adversarial strategies in nonlinear systems.
problem Inferring an intelligent adversarial agent's strategy in highly nonlinear systems.
method Formulated inverse cognition as a nonlinear Gaussian state-space model and developed an inverse UKF (IUKF) system.
result The estimation error of IUKF converges and closely follows the recursive Cramér-Rao lower bound.
Study risk sharing among agents with varying risk preferences.
problem Risk sharing among agents with heterogeneous risk measures.
method Derive explicit solutions for inf-convolution and counter-monotonic inf-convolution under varying risk seeking.
result Explicit solutions for inf-convolution and counter-monotonic inf-convolution can be represented by a generalization of distortion risk measures.
Paper finds a counter-example invalidating a spectral asymptotic algorithm.
problem Invalidation of spectral asymptotic algorithm for elastic eigenvalues.
method Discussion of a counter-example for elastic eigenvalues.
result Most conclusions in Yu. Safarov and D. Vassiliev's book are fundamentally wrong.
We study two classes of over-the-counter markets specified by systems of ODE's, in the spirit of Duffie-Garleanu-Pedersen, Econometrica, 2005. We first compute the steady states for many of these ODE's. Then we obtain the prices at which investors trade with each other at these steady states. Finally, we study the stab…
We provide here a counter-example to the second inequality of Corollary (19.10) in the Clay Institute Monograph by J.Morgan and G.Tian entitled "Ricci Flow and the Poincare Conjecture". We had announced the existence of this counter-example in our paper "Five Gaps in Mathematics", Advanced Non-linear Studies, vol 15, N…
In this paper, we have studied the pricing of a continuously collateralized CDS. We have made use of the "survival measure" to derive the pricing formula in a straightforward way. As a result, we have found that there exists irremovable trace of the counter party as well as the investor in the price of CDS through thei…
Revises a theorem by Thurston, finding a counter-example and a weaker version.
problem The bounded image theorem in Haken manifolds.
method Providing a counter-example and a weaker version of the second statement of Thurston's theorem.
result A counter-example and a weaker version of the second statement of Thurston's theorem are presented.
Paper uses reinforcement learning to optimize bid-ask spreads in OTC markets.
problem Optimizing bid-ask spreads in over-the-counter markets with dynamic order sizes.
method Reinforcement learning to solve high-dimensional stochastic control problem.
result Optimal bid-ask spreads follow a Gaussian distribution under certain conditions.
Forward-Euler fails for simulating Wasserstein gradient flows with KL divergence.
problem Simulating Wasserstein gradient flows with forward-Euler discretization fails for KL divergence.
method Forward-Euler discretization for Wasserstein gradient flows with KL divergence.
result Forward-Euler discretization can be incorrect for Wasserstein gradient flows with KL divergence.
Researchers create a framework to value player actions in CSGO.
problem Lack of accessible data and analytical frameworks for esports players.
method Data model, graph distance measure, context-aware framework.
result Demonstrated framework's consistency and independence compared to existing methods.
The paper disproves a generalized toral rank conjecture with various counter-examples.
problem The conjecture that the sum of Betti numbers of a compact manifold with a torus action is bounded by .
method Provided counter-examples of smooth nilpotent fibre bundles of nilmanifolds with torus fibres of rank .
result There are sequences of torus fibrations with total space cohomology dimensions converging to 0 as rank increases.
In this paper, we consider the stochastic iterative counterpart of the value iteration scheme wherein only noisy and possibly biased approximations of the Bellman operator are available. We call this counterpart as the approximate value iteration (AVI) scheme. Neural networks are often used as function approximators, i…
The paper analyzes greedy algorithms for MMD minimization, showing their efficiency and approximation error.
problem Minimizing Maximum Mean Discrepancy (MMD) for probability measure quantization.
method Iterative algorithms including kernel herding, greedy MMD minimization, and Sequential Bayesian Quadrature (SBQ).
result The greedy algorithms have a lower approximation error than SBQ, but are significantly faster.
Researchers found a counterexample disproving a 1962 conjecture.
problem Disproving the Homogeneity Conjecture for Lie groups.
method Constructing a specific counterexample on the Lie group Sp(2).
result The Riemannian quotient of the group is not homogeneous.
Randomized neural networks improve function approximation on manifolds.
problem Slow learning in neural networks on manifolds.
method Random vector functional link networks for function approximation.
result Theoretical guarantees for function approximation on manifolds with high probability.
In this note, we will show one example of hamiltonian Lie algebra action which has no invariant star product.
Solves the invariant linearization problem for Lie groupoids.
problem Understanding invariant linearization for Lie groupoids.
method Introduced a counter-example and a sufficient criterion using compatible complete metrics and covers of proper group actions.
result Proved a sufficient criterion for invariant linearization of Lie groupoids.
Backward SDEs help price XVA for OTC derivatives.
problem XVA valuation for OTC derivatives with default risk.
method Review and apply BSDEs with random horizon.
result Explicit formula for XVA correction terms.
Study curvature operators with sectional curvature bounds using convex algebraic geometry.
problem Characterize algebraic curvature operators with sectional curvature bounds.
method Apply convex algebraic geometry techniques, including spectrahedra and hierarchies of inner and outer approximations.
result For , the set of curvature operators is a spectrahedron or a spectrahedral shadow, providing counter-examples to the Helton--Nie Conjecture.
Optimal risk sharing found for heterogeneous risk attitudes using distortion risk measures.
problem Risk sharing in economies with diverse risk attitudes.
method Modeling preferences with distortion risk measures, using comonotonic and counter-monotonic principles.
result Optimal risk sharing strategies identified based on risk attitudes, reducing the -agent problem to a two-agent formulation.
TRASHFIRE improves model robustness by analyzing training rates and costs.
problem Understanding and predicting model robustness under adversarial conditions.
method Survival models, worst-case examples, cost-aware analysis.
result Deeper models offer marginal robustness gains due to inference time, not inherent robustness.
We give an explicit counter-example to a conjecture of Kyusik Hong and Joonyeong Won about -invariants of polarized smooth del Pezzo surfaces of degree one.
Paper calculates robust FVA for OTC derivatives under distributional uncertainty.
problem Distributional uncertainty in over the counter derivatives valuation.
method Wasserstein distance as ambiguity measure, dual formulation of robust FVA optimization.
result Additional FVA charge due to distributional uncertainty measured under various configurations.
Paper connects sampling and labeling biases in large-output spaces.
problem Efficient training in large-output spaces with label imbalance.
method Unified approach to address sampling and labeling biases.
result Different negative sampling schemes trade-off performance on dominant and rare labels.
Case-based Explainability for Random Forest: Prototypes, Critics, Counter-factuals and Semi-factualscs.LG
New methods for explaining Random Forest predictions using case-based reasoning.
problem Lack of explainability for black-box machine learning models like Random Forests.
method Extracting distance metric from Random Forests to identify prototypes, critics, counter-factuals, and semi-factuals.
result Identified special points from training datasets to explain Random Forest predictions.
Study on heavy tails in closing auction returns, explaining imbalance through limit order submission.
problem Understanding heavy tails in closing auction return distributions.
method Used the stochastic call auction model of Derksen et al. (2020a) to derive and verify a relation between tail exponents.
result Large closing price fluctuations are not caused by large market orders, but by imbalance in limit orders.
Proposes a method to improve graph embedding by removing least frequent nodes.
problem Capturing global graph structure in random walk-based embeddings.
method Extends random walk-based graph embedding by removing least frequent nodes.
result Improves predictive performance slightly, if at all.
Counterexamples show no simple generalization of Hasimoto transform for higher-dimensional Euler fluids.
problem No straightforward generalization of Hasimoto transform for higher-dimensional Euler fluids.
method Derivation of evolution equations for mean curvature and torsion form for membranes.
result Existence of counterexamples implies no simple generalization of Hasimoto transform.
By considering suitable axially symmetric slices on the Kruskal spacetime, we construct counterexamples to a recent version of the Penrose inequality in terms of so-called generalized apparent horizons.