Research
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.

168,657 papers · 148 categories

Trend · papers per month

100200299399 · Jun 202019922001200920172026
48 results for Arbitrary Dependence

Paper tackles matrix estimation under arbitrary noise, achieving minimax optimality.

problem Noisy low-rank-plus-sparse matrix recovery under arbitrary dependence.
method Incoherent-constrained least-square estimator, novel energy spreading result.
result Achieves minimax optimality in estimating structured Markov transition kernels.

We introduce the notion of "special superpolynomials" by putting q=1 in the formulas for reduced superpolynomials. In this way we obtain a generalization of special HOMFLY polynomials depending on one extra parameter t. Special HOMFLY are known to depend on representation R in especially simple way: as |R|-th power of …

2012-08-17abs ↗pdf ↗

We prove a new lower bound for the dilatation of an arbitrary pseudo-Anosov map on a surface of genus g with n punctures. Our bound improves the former super-exponential dependence on the genus by a polynomial dependence.

2016-10-13abs ↗pdf ↗

We study the problem of learning graphical models with latent variables. We give the first algorithm for learning locally consistent (ferromagnetic or antiferromagnetic) Restricted Boltzmann Machines (or RBMs) with {\em arbitrary} external fields. Our algorithm has optimal dependence on dimension in the sample complexi…

2019-06-15abs ↗pdf ↗

We introduce the Randomized Dependence Coefficient (RDC), a measure of non-linear dependence between random variables of arbitrary dimension based on the Hirschfeld-Gebelein-Rényi Maximum Correlation Coefficient. RDC is defined in terms of correlation of random non-linear copula projections; it is invariant with respec…

2013-04-29abs ↗pdf ↗

Paper improves signal proportion estimation by accounting for variable dependence.

problem Traditional estimators assume independence, limiting applicability in real-world scenarios.
method Integrates arbitrary covariance dependence information using principal factor approximation.
result Method outperforms state-of-the-art estimators in accuracy and detection of weaker signals.

We consider the problem of asynchronous online testing, aimed at providing control of the false discovery rate (FDR) during a continual stream of data collection and testing, where each test may be a sequential test that can start and stop at arbitrary times. This setting increasingly characterizes real-world applicati…

2018-12-12abs ↗pdf ↗

Monotone aggregation of dependent random vectors has an absolutely continuous distribution under certain conditions.

problem Monotone aggregation of dependent random vectors
method Coordinatewise monotonicity and uniform lower-increment conditions
result One-dimensional push-forwards of dependent random vectors have an absolutely continuous distribution

We introduce a class of dependence structures, that we call the Multiple Risk Factor (MRF) dependence structures. On the one hand, the new constructions extend the popular CreditRisk+ approach, and as such they formally describe default risk portfolios exposed to an arbitrary number of fatal risk factors with condition…

2016-07-16abs ↗pdf ↗

The quadric ansatz solves dKP equations in arbitrary dimensions, leading to Einstein-Weyl structures.

problem Characterizing solutions of the dispersionless KP equation in arbitrary dimensions.
method Quadric ansatz for the dKP equation, constructing Einstein-Weyl spaces.
result Explicit new family of Einstein-Weyl spaces constructed and characterized.

We present a unified derivation of covariant time derivatives, which transform as tensors under a time-dependent coordinate change. Such derivatives are essential for formulating physical laws in a frame-independent manner. Three specific derivatives are described: convective, corotational, and directional. The covaria…

2001-02-28abs ↗pdf ↗

We classify invariant Lagrangians of the form L(gij,gij,k,gij,kl,DI,DI,j)L(g_{ij},g_{ij,k},g_{ij,kl},D_I,D_{I,j}) depending at most quadratically on the variables gij,k,gij,klg_{ij,k},g_{ij,kl} and DI,DI,jD_I,D_{I,j}, where gg is a Lorentz metric and DD is a tensor field of arbitrary rank on a smooth manifold. As a corollary, we prove a conjecture of Bray'…

2014-08-18abs ↗pdf ↗

Non-Euclidean, or incompatible elasticity is an elastic theory for pre-stressed materials, which is based on a modeling of the elastic body as a Riemannian manifold. In this paper we derive a dimensionally-reduced model of the so-called membrane limit of a thin incompatible body. By generalizing classical dimension red…

2014-10-10abs ↗pdf ↗

Optimizes insurance pricing to minimize ruin probability under various claim dependencies.

problem Determining optimal insurance premiums in the presence of dependencies between claim occurrences.
method Analyzes both independent and dependent claim processes, considering single and multiple risks.
result Optimal insurance premiums depend on initial reserve and claim dependencies.

The Fu-Yau equation is an equation introduced by J. Fu and S.T. Yau as a generalization to arbitrary dimensions of an ansatz for the Strominger system. As in the Strominger system, it depends on a slope parameter αα'. The equation was solved in dimension 22 by Fu and Yau in two successive papers for α>0α'>0, and for $…

2016-02-29abs ↗pdf ↗

The study examines MCMC methods for arbitrary objectives and finds likelihood sharpness impacts performance and regularization.

problem Limitations of MCMC methods for arbitrary objective functions.
method Two-block MCMC framework with Metropolis-Hastings and Gibbs sampling, exploring likelihood curvature and sharpness.
result Likelihood sharpness governs in-sample performance and regularization inferred by training data.

We compute Vassiliev invariants up to order six for arbitrary pretzel knots, which depend on g+1g+1 parameters n1,,ng+1n_1,\ldots,n_{g+1}. These invariants are symmetric polynomials in n1,,ng+1n_1,\ldots,n_{g+1} whose degree coincide with their order. We also discuss their topological and integer-valued properties.

2015-12-22abs ↗pdf ↗

In this work we prove the fact that, for a short time, it is possible to construct a smooth parametrized family of isometric embeddings of an arbitrary smooth parametrized family of Riemannian metrics on a smooth closed manifold into an Euclidean space. In order to prove this statement we work out stability estimates w…

2017-12-07abs ↗pdf ↗

We introduce a copula mixture model to perform dependency-seeking clustering when co-occurring samples from different data sources are available. The model takes advantage of the great flexibility offered by the copulas framework to extend mixtures of Canonical Correlation Analysis to multivariate data with arbitrary c…

2012-06-27abs ↗pdf ↗

A new tree-based estimator, FastPD, efficiently estimates PD functions for machine learning models.

problem Efficiently estimating Partial Dependence functions for machine learning models.
method Proposes a new tree-based estimator, FastPD, to estimate PD functions.
result FastPD consistently estimates the desired population quantity and improves complexity from quadratic to linear.

We exhibit large classes of local actions for the vacuum Einstein equations. In presence of fermions, or more generally of matter which couple to the connection, these actions lead to inequivalent equations revealing an arbitrary number of parameters. Even in the pure gravitational sector, any corresponding quantum the…

2009-07-17abs ↗pdf ↗

We examine the dependence of the deformation obtained by bending quasi-Fuchsian structures on the bending lamination. We show that when we consider bending quasi-Fuchsian structures on a closed surface, the conditions obtained by Epstein and Marden to relate weak convergence of arbitrary laminations to the convergence …

1998-10-27abs ↗pdf ↗

Understanding the dependencies among features of a dataset is at the core of most unsupervised learning tasks. However, a majority of generative modeling approaches are focused solely on the joint distribution p(x)p(x) and utilize models where it is intractable to obtain the conditional distribution of some arbitrary sub…

2019-09-13abs ↗pdf ↗

Randomly initialized neural networks can linearly separate arbitrary sets.

problem Mapping two arbitrary sets to linearly separable sets.
method Randomly initialized one-layer neural networks with sufficient width.
result With high probability, these networks can transform two sets into linearly separable sets.

We introduce the nonparametric metadata dependent relational (NMDR) model, a Bayesian nonparametric stochastic block model for network data. The NMDR allows the entities associated with each node to have mixed membership in an unbounded collection of latent communities. Learned regression models allow these memberships…

2012-06-27abs ↗pdf ↗

Proves positive mass theorem for spin initial data sets with arbitrary ends and dominant energy shields.

problem Proving the positive mass theorem for spin initial data sets with various ends and energy shields.
method Modification of Witten's approach involving an additional independent timelike direction in the spinor bundle.
result Positive mass theorem for spin initial data sets with arbitrary ends and dominant energy shields.

PED-ANOVA efficiently calculates HP importance in arbitrary subspaces.

problem Understanding the role of different hyperparameters in arbitrary subspaces.
method Derive a novel f-ANOVA formulation for arbitrary subspaces and use Pearson divergence (PED) for a closed-form calculation of HP importance.
result Demonstrates successful identification of important HPs in different subspaces.

We prove Noether's direct and inverse second theorems for Lagrangian systems on fiber bundles in the case of gauge symmetries depending on derivatives of dynamic variables of an arbitrary order. The appropriate notions of reducible gauge symmetries and Noether's identities are formulated, and their equivalence by means…

2004-11-03abs ↗pdf ↗

We prove that the variance swap rate (fair strike) equals the price of a co-terminal European-style contract when the underlying is an exponential Markov process, time-changed by an arbitrary continuous stochastic clock, which has arbitrary correlation with the driving Markov process, provided that the payoff function …

2017-05-02abs ↗pdf ↗

Paper presents robust confidence sequences for means with known moment bounds and arbitrary corruption.

problem Tackles robustness to outliers and adversarial corruptions in mean estimation.
method Designs new robust exponential supermartingales to create confidence sequences.
result Achieves optimal width and shows smaller margin of error compared to fixed-time robust methods.

New quantum algorithm simplifies complex financial derivatives pricing.

problem Complex financial derivatives pricing with high dimensionality.
method Quantum-inspired variational algorithms combined with neural-network quantum states.
result Simplified pricing of European options with many correlated assets.

Study generalizes Möbius energy to non-smooth sets in arbitrary dimensions.

problem Investigate Möbius-invariant energies on non-smooth subsets of arbitrary dimensions.
method Show local finite energy implies embedded Lipschitz submanifold, and low fractional Sobolev regularity guarantees finite energy.
result Local graph structure of low fractional Sobolev regularity on a set is sufficient to guarantee finite energy.