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.

168,695 papers · 148 categories

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2 results for “Auto-Pruning”

Estimating the Value-at-Risk by Temporal VAEcs.LG

Temporal VAE improves VaR estimation for financial portfolios.

problem Estimating VaR for large asset portfolios in finance.

method Temporal VAE with annealing regularization to avoid posterior collapse.

result Temporal VAE outperforms classical VaR estimation methods on real data.

VaR estimation Temporal VAE financial data posterior collapse annealing regularization

2021-12-03abs ↗pdf ↗

A Generalised Linear Model Framework for

β

-Variational Autoencoders based on Exponential Dispersion Familiescs.LG

A framework connects VAEs to GLMs for better model initialization and performance.

problem Understanding and optimizing loss function critical points in VAEs.

method Introducing a theoretical framework based on GLM and EDFs.

result Maximum likelihood initialization improves VAE performance.

Variational Autoencoders Generalized Linear Models Exponential Dispersion Families Loss Function Optimization Auto-Pruning

2020-06-11abs ↗pdf ↗