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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.

168,657 papers · 148 categories

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84167251334 · Jun 202019922001200920172026
48 results for Arbitrary Weights

The paper explores weight systems and their applications to graph and embedded graph invariants.

problem Developing weight systems for graphs and embedded graphs.
method Construction of weight systems from graph invariants and metrized Lie algebras, and extending to arbitrary embedded graphs.
result Explicit forms of generating functions and recurrence relations for weight systems on chord diagrams and embedded graphs.

Constructs geometric models for moduli spaces of Higgs bundles over Riemann sphere.

problem Construction of moduli spaces for Higgs bundles with specific properties.
method Elementary geometric and combinatorial techniques, focusing on orbit stability of automorphism groups.
result Explicit geometric models for moduli spaces of parabolic Higgs bundles over Riemann sphere.

In this letter, we introduce a distributed Nesterov method, termed as ABN\mathcal{ABN}, that does not require doubly-stochastic weight matrices. Instead, the implementation is based on a simultaneous application of both row- and column-stochastic weights that makes this method applicable to arbitrary (strongly-connected…

2019-01-21abs ↗pdf ↗

Two-layer neural networks must be robust, even with arbitrary weights.

problem Proving the robustness of two-layer neural networks with arbitrary weights.
method Developed a new function-space covering method to prove the robustness law, replacing parameter-space covering.
result Proved the conjectured law for two-layer networks with arbitrary real weights, biases, and affine skip connections.

It is well known that Expected Shortfall (also called Average Value-at-Risk) is a convex risk measure, i. e. Expected Shortfall of a convex linear combination of arbitrary risk positions is not greater than a convex linear combination with the same weights of Expected Shortfalls of the same risk positions. In this shor…

2019-10-01abs ↗pdf ↗

The Penrose theorem and Hawking's topology theorem are extended to weighted spacetimes.

problem Extending Penrose's singularity theorem and Hawking's topology theorem to weighted spacetimes.
method Using weighted null energy condition and synthetic dimension to generalize the theorems.
result Generalized versions of the Penrose and Hawking theorems hold under a weighted null energy condition.

Optimal weight windows are symmetric rectangles centered at peak.

problem Finding the best weight windows for weighted least squares.
method Investigated symmetric and tapered rectangle window weights, showing the best rectangle window is optimal.
result The best rectangle window is optimal for all tapered rectangle window definitions.

We present a Bayesian formulation of weighted stochastic block models that can be used to infer the large-scale modular structure of weighted networks, including their hierarchical organization. Our method is nonparametric, and thus does not require the prior knowledge of the number of groups or other dimensions of the…

2017-08-04abs ↗pdf ↗

The paper connects Lie bialgebras, Rota-Baxter Lie algebras, and their properties.

problem Exploring connections between Lie bialgebras and Rota-Baxter Lie algebras.
method Introducing quadratic Rota-Baxter Lie algebras, matched pairs, bialgebras, and Manin triples.
result Established a correspondence between factorizable Lie bialgebras and quadratic Rota-Baxter Lie algebras.

New inequalities for convex hypersurfaces in various spaces.

problem Deriving inequalities for hypersurfaces under convex weight.
method Sharp weighted Alexandrov-Fenchel and Minkowski inequalities for smooth, closed hypersurfaces in Euclidean, spherical, and hyperbolic spaces.
result Incorporates convex, non-decreasing positive functions as weights, yielding a broad family of geometric inequalities.

Establishes Yau-Tian-Donaldson conjecture for weighted metrics.

problem Constant scalar curvature Kähler metrics on polarized projective manifolds.
method Extends Chi Li's work to weighted case, uses a priori estimates and slope formulas.
result Proves Yau-Tian-Donaldson conjecture for weighted extremal Kähler metrics.

The paper analyzes prediction error in nonstationary settings using weighted risk minimization.

problem Prediction under distribution drift and nonstationary conditions.
method General decomposition of excess risk into learning and drift terms, proving oracle inequalities under mixing conditions.
result Oracle inequalities for the learning error, providing bounds that hold uniformly over arbitrary weight classes.

Gradient descent with random weights in linear regression analyzed for various noise types.

problem Analyzing the impact of random noise on gradient descent in linear regression.
method Gradient descent with randomly weighted data points, various weighting distributions, geometric moment contraction.
result Characterization of implicit regularization and non-asymptotic convergence bounds.

Power-law portfolios improve diversification by scaling weights sub-linearly.

problem Optimization methods struggle with unstable pair correlations and non-Gaussian risk measures.
method Construct portfolios with penalty proportional to arbitrary order moment of returns, leading to sub-linear weight scaling.
result Infinite order power-law portfolios are perfectly diversified, improving diversification over Kelly portfolios.

Derives Selberg trace formula on Riemann surfaces and generalizes to other spaces.

problem Deriving and generalizing the Selberg trace formula.
method Supersymmetric localization principle and path integral derivation.
result Derives Selberg trace formula on arbitrary compact Riemann surfaces and generic compact locally symmetric spaces.

Study Gaussian approximation for deep neural networks with random weights.

problem Understanding the distribution of deep neural networks with random weights.
method Established Gaussian approximation bounds in Wasserstein-1 norm.
result Convergence rates of order n(1/6)L1+εn^{-({1}/{6})^{L-1} + ε} for deep networks with proportional layer widths.

Maximizes probability of completing investment schedules with optimal portfolio weights.

problem Optimizing probability of completing investment schedules with optimal portfolio weights.
method Computing maximum probability and optimal portfolio weight functions for various rebalancing schedules.
result Noticeable improvements in probability to complete schedules with optimal portfolio weights.

Heuristic weighting improves denoising score matching without requiring noise distribution assumptions.

problem Improving denoising score matching without assuming noise distribution.
method Demonstrated heteroskedasticity, derived optimal weighting functions, and provided theoretical and empirical comparisons.
result Heuristical weighting function can achieve lower variance than optimal weighting, facilitating more stable and efficient training.

We consider weighted parallel spinors in Lorentzian Weyl geometry in arbitrary dimensions, choosing the weight such that the integrability condition for the existence of such a spinor, implies the geometry to be Einstein-Weyl. We then use techniques developed for the classification of supersymmetric solutions to superg…

2011-07-05abs ↗pdf ↗

Classifies self-shrinkers in arbitrary dimensions under specific curvature conditions.

problem Classifying self-shrinkers with quadratic pinching conditions.
method Purely elliptic approach using weighted parabolicity, tailored to self-shrinkers.
result Generalized self-shrinking cylinders as solutions under quadratic pinching.

We prove that the evolution of weight vectors in online gradient descent can encode arbitrary polynomial-space computations, even in very simple learning settings. Our results imply that, under weak complexity-theoretic assumptions, it is impossible to reason efficiently about the fine-grained behavior of online gradie…

2018-07-03abs ↗pdf ↗

Gaussian Processes improve data interpolation from diverse experiments.

problem Interpolation of sparse and inconsistent datasets from various experiments.
method Used Gaussian Processes (GP) for data interpolation, including uncertainty quantification.
result GPs successfully interpolate data and quantify uncertainties, demonstrating consistency across different sources.

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 propose weighted inner product similarity\textit{weighted inner product similarity} (WIPS) for neural network-based graph embedding. In addition to the parameters of neural networks, we optimize the weights of the inner product by allowing positive and negative values. Despite its simplicity, WIPS can approximate arbitrary general similarities in…

2019-02-27abs ↗pdf ↗

Researchers develop method to protect against 'weight poisoning' attacks on pre-trained models.

problem The security threat of downloading untrusted pre-trained weights that can be manipulated after fine-tuning.
method RIPPLe regularization method and Embedding Surgery initialization procedure.
result Demonstrated that weight poisoning attacks are possible even with limited knowledge of the dataset and fine-tuning procedure.

The paper examines when importance weighting is needed for nonparametric and misspecified models.

problem When is importance weighting correction needed for covariate shift adaptation?
method Analysis of IW-corrected kernel ridge regression in various settings.
result The importance weighting correction is needed for nonparametric and misspecified models to obtain the best approximation of the true unknown function.

Proposes a new RL method to fine-tune flow-based models with arbitrary rewards.

problem Challenges in fine-tuning continuous flow-based generative models with arbitrary reward functions.
method Online Reward-Weighted Conditional Flow Matching with Wasserstein-2 Regularization (ORW-CFM-W2)
result Achieves optimal policy convergence with controllable trade-offs between reward maximization and diversity preservation.

The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.

problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.

Finite-order invariants of knots in arbitrary 3-manifolds (including non-orientable ones) are constructed and studied by methods of the topology of discriminant sets. Obstructions to the integrability of admissible weight systems to well-defined knot invariants are identified as 1-dimensional cohomology classes of gene…

1997-03-20abs ↗pdf ↗

New algorithm for learning mixtures with mostly uniform weights, improving on previous bounds.

problem Learning mixtures of Gaussians with uniform weights and mostly uniform component weights.
method Statistical Query (SQ) lower bound and quasi-polynomial upper bound for testing.
result Quasi-polynomial upper bound for testing mixtures with mostly uniform weights.

On a complete manifold, such as Euclidean 3-space or hyperbolic 3-space, the limit at infinity of the norm of the Higgs field is called the mass of the monopole. We show the existence, on hypebolic 3-space, of monopoles with given magnetic charge and arbitrary mass. Previously, aside from charge one monopoles, existenc…

2012-10-02abs ↗pdf ↗

For each cardinal κκ, each natural number nn and each simplicial complex KK we construct a space νκn(K)ν^n_κ(K) and a map π ⁣:νκn(K)Kπ\colon ν^n_κ(K) \to K such that the following conditions are satisfied. 1. νκn(K)ν^n_κ(K) is a complete metric nn-dimensional space of weight κκ. 2. νκn(K)ν^n_κ(K) is an absolute neighborhood extensor i…

2017-11-22abs ↗pdf ↗

WBCP improves conformal prediction for distribution shifts using weighted Dirichlet posteriors.

problem Handling distribution shifts in conformal prediction.
method Generalizes Bayesian Quadrature Conformal Prediction (BQ-CP) to arbitrary importance-weighted settings.
result WBCP maintains coverage guarantees while providing richer uncertainty information.

We show that integration over a GG-manifold MM can be reduced to integration over a minimal section ΣΣ with respect to an induced weighted measure and integration over a homogeneous space G/NG/N. We relate our formula to integration formulae for polar actions and calculate some weight functions. In case of a compact …

2009-01-16abs ↗pdf ↗