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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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64127191254 · Jun 202019922001200920172026
48 results for Automatic Smoothing

Multiple generalized additive models (GAMs) are a type of distributional regression wherein parameters of probability distributions depend on predictors through smooth functions, with selection of the degree of smoothness via L2L_2 regularization. Multiple GAMs allow finer statistical inference by incorporating explana…

2018-09-25abs ↗pdf ↗

The paper proposes a method to compute higher infinitesimals in numerical and symbolic analysis.

problem Computing higher-order derivatives with higher infinitesimals.
method Automatic differentiation in terms of C-infinity rings and Weil algebras.
result A unifying theoretical framework for multivariate higher-order derivatives.

New method calibrates LV surfaces for exotic derivatives with smoother, more stable Greeks.

problem Challenges in LV calibration leading to spiky surfaces and unstable Greeks.
method Automatic local regression to pre-process market observables and smooth LV surfaces.
result Significantly smoother LV surfaces and greatly improved Greek stability with negligible additional cost.

A new clustering method uses nonparametric smoothing to estimate cluster membership functions.

problem Clustering with flexible, nonparametric estimation.
method Nonparametric smoothing to estimate cluster membership functions without explicit modelling assumptions.
result The method automatically determines the number of clusters and level of flexibility.

Unified framework for automatic debiased machine learning for various statistical parameters.

problem Inference on smooth functionals of nonparametric M-estimands.
method Unified framework using gradient, Hessian, and linear approximation; solves two risk minimization problems.
result Efficient autoDML estimators with double robustness and robustness to misspecification.

Bayesian nonparametric LABS model adapts to function smoothness in Besov spaces.

problem Estimating functions with unknown smoothness in Besov spaces.
method Lévy Adaptive B-spline (LABS) regression model with automatic smoothness adaptation.
result LABS posterior contracts around true function in Besov classes at nearly minimax-optimal rates.

BASS efficiently learns time-varying graphs with low complexity and automatic tuning.

problem Estimating time-varying graphical models with efficient and automatic parameter tuning.
method BASS uses temporally-dependent spike-and-slab priors and variational inference to learn graph structures efficiently.
result BASS outperforms existing methods in recovering true graphs, especially for high-dimensional cases.

The compact-open topology is minimal on diffeomorphism and homeomorphism groups of most smooth manifolds.

problem The minimality of compact-open topology on diffeomorphism and homeomorphism groups.
method Analyzing the compact-open topology on diffeomorphism and homeomorphism groups of smooth manifolds.
result The compact-open topology is minimal on diffeomorphism and homeomorphism groups of most smooth manifolds.

Efficient algorithms for contextual bandits with smooth regret in continuous action spaces.

problem Efficient learning in large or continuous action spaces.
method Smooth regret notion and efficient algorithms for general function approximation.
result Statistically and computationally efficient algorithms for contextual bandits with smooth regret.

Develops accelerated methods for optimization using low-dimensional projected-gradient information.

problem Optimization with low-dimensional projected-gradient information and Nesterov acceleration.
method Randomized-subspace Nesterov accelerated gradient methods for smooth convex and strongly convex optimization.
result Established accelerated oracle-complexity guarantees and unified basis for comparing sketch families.

We propose a statistical adaptive procedure called SALSA for automatically scheduling the learning rate (step size) in stochastic gradient methods. SALSA first uses a smoothed stochastic line-search procedure to gradually increase the learning rate, then automatically switches to a statistical method to decrease the le…

2020-02-25abs ↗pdf ↗

Let MM be a compact Riemannian manifold, π:M~Mπ:\widetilde{M}\rightarrow M be the universal covering and ωω be a smooth 22-form on MM with πωπ^*ω cohomologous to zero. Suppose the fundamental group π1(M)π_1(M) satisfies certain radial quadratic (resp. linear) isoperimetric inequality, we show that there exists a smooth $…

2017-11-09abs ↗pdf ↗

We investigate and compare the fundamental performance of several distributed learning methods that have been proposed recently. We do this in the context of a distributed version of the classical signal-in-Gaussian-white-noise model, which serves as a benchmark model for studying performance in this setting. The resul…

2017-11-08abs ↗pdf ↗

New method for adaptive estimation and inference in econometric models without knowing smoothness.

problem Adaptive estimation and inference in ill-posed linear inverse problems with unknown smoothness.
method Discrepancy principle-based framework for adaptive hyperparameter selection.
result Achieves optimal rates in weak and strong metrics for linear functionals.

A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with individual guarantees. We close this gap by introducing a black-box modification to …

2019-03-03abs ↗pdf ↗

Adaptive algorithms improve performance in non-convex optimization across various scenarios.

problem Improper handling of noise scales, gradient magnitudes, and smoothness in non-convex optimization.
method Design and analysis of noise-adaptive, scale-free, and generalized algorithms.
result Adaptive algorithms achieve optimal rates and performance in diverse optimization settings.

New adaptive methods for constrained convex optimization and variational inequalities.

problem Optimization of constrained convex problems and variational inequalities.
method AdaACSA and AdaAGD+ are accelerated methods that achieve nearly-optimal convergence rates for smooth and non-smooth functions.
result Achieve nearly-optimal convergence rates for both smooth and non-smooth functions, even with stochastic gradients.

Classifies when homeomorphism groups of stable surfaces have automatic continuity.

problem Determining when homeomorphism groups of stable surfaces are continuous.
method Developed a general framework to prove automatic continuity for homeomorphism groups, applied to stable surfaces and Stone spaces.
result Classification of stable surfaces with respect to automatic continuity of their homeomorphism groups.

The theory of automatic groups is developed, including properties and practical algorithms.

problem Proving and understanding automatic groups and their properties.
method Historical introduction, definitions, basic properties, proofs for specific groups, software development, practical algorithms, and open problems.
result Automatic, biautomatic, and combable groups are defined and their properties are derived.

Smooth Freund-Rubin backgrounds of eleven-dimensional supergravity of the form AdS_4 x X^7 and preserving at least half of the supersymmetry have been recently classified. Requiring that amount of supersymmetry forces X to be a spherical space form, whence isometric to the quotient of the round 7-sphere by a freely-act…

2010-07-27abs ↗pdf ↗

Classifies surfaces for pure mapping class groups with automatic continuity.

problem Determining surfaces for which pure mapping class groups have automatic continuity.
method Completely classified orientable infinite-type surfaces and specific cases of surfaces with finite ends.
result Classification of surfaces for automatic continuity of pure mapping class groups.

In this paper, we consider the tensor completion problem representing the solution in the tensor train (TT) format. It is assumed that tensor is high-dimensional, and tensor values are generated by an unknown smooth function. The assumption allows us to develop an efficient initialization scheme based on Gaussian Proce…

2019-12-11abs ↗pdf ↗