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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.

168,695 papers · 148 categories

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3876114152 · Jun 202019922001200920172026
48 results for Average Localised Proximity

ALP outperforms other data descriptors in one-class classification.

problem Challenges in one-class classification using data descriptors.
method Determined optimal default hyperparameters for data descriptors, proposed ALP, evaluated using leave-one-dataset-out procedure.
result ALP outperforms other data descriptors, including IF and SVM.

Optimizes one-class classification methods for better performance.

problem Improving one-class classification accuracy through hyperparameter optimization.
method Hyperparameter optimization for five one-class classification methods (SVM, NND, LNND, LOF, ALP) using various datasets.
result ALP and SVM perform best after hyperparameter optimization, with ALP being more efficient.

Equivalent bicategories constructed from action Lie groupoids.

problem Equivalence of bicategories constructed from action Lie groupoids.
method Localizing at equivariant weak equivalences, surjective submersive equivariant weak equivalences, and all weak equivalences.
result Weak equivalences between action Lie groupoids are isomorphic to compositions of nice forms of equivariant weak equivalences.

The paper applies S1S^1-localization to symplectic cohomology.

problem Equivariant symplectic cohomology relations.
method Localisation by pseudocycles and moduli space lifting.
result Relations between equivariant symplectic classes and Gromov-Witten invariants.

Iterative procedures for parameter estimation based on stochastic gradient descent allow the estimation to scale to massive data sets. However, in both theory and practice, they suffer from numerical instability. Moreover, they are statistically inefficient as estimators of the true parameter value. To address these tw…

2015-05-10abs ↗pdf ↗

Convolutional neural network localizes OD and fovea in UWFoV-SLO images.

problem Localizing optic disc and fovea centers in ultra-widefield retinal images.
method Convolutional neural network trained on reflectance and autofluorescence images.
result 99.4% OD localisation accuracy and 99.1% fovea localisation accuracy.

Optimal scaling for proximal MALA in high dimensions confirmed.

problem Optimizing sampling efficiency in high-dimensional target densities.
method Introduced and analyzed the proximal MALA algorithm, showing it maintains optimal scaling.
result Proximal MALA achieves optimal scaling in high dimensions with an average acceptance probability of 0.574.

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and the non-smooth part is equipped with a simple proximal mapping. We propose a pr…

2016-01-31abs ↗pdf ↗

We solve 6-DoF localisation and 3D reconstruction using deep state-space models.

problem 6-DoF localisation and dense 3D reconstruction in spatial environments.
method Approximate Bayesian inference in a deep state-space model combining learning and domain knowledge.
result Near state-of-the-art performance on UAV flight data.

Paper establishes lower bounds for finite-sum optimization problems using novel construction methods.

problem Lower complexity bounds for finite-sum optimization problems with various component functions.
method Developed novel approach to construct hard instances and analyzed PIFO algorithms.
result Established lower complexity bounds for convex-concave and nonconvex-strongly-concave objectives.

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned over a dataset that is supposed not to contain any anomaly. We then use the model o…

2016-07-20abs ↗pdf ↗

Efficient solver for nonconvex tensor regularization reduces computational cost.

problem Computational inefficiency in extending nonconvex regularization to tensor learning.
method Proximal average algorithm with adaptive momentum, maintaining sparse plus low-rank structure.
result Shows good statistical performance and accuracy on tensor completion problems.

The OSCAR (octagonal selection and clustering algorithm for regression) regularizer consists of a L_1 norm plus a pair-wise L_inf norm (responsible for its grouping behavior) and was proposed to encourage group sparsity in scenarios where the groups are a priori unknown. The OSCAR regularizer has a non-trivial proximit…

2013-09-24abs ↗pdf ↗

New approach to ZZ-stability and critical metrics on Kähler manifolds.

problem Determining ZZ-stability and existence of ZZ-critical metrics on Kähler manifolds.
method Equivariant localisation applied to integrals over test configurations.
result Existence of ZZ-critical metrics is equivalent to ZZ-stability.

Analytic torsion defined for non-compact Lie groups and discrete subgroups.

problem Defining and calculating analytic torsion for non-compact Lie groups and their discrete subgroups.
method Localised analytic torsion and relative analytic torsion defined for Lie groups of type I, using representations and discrete subgroups.
result Relative analytic torsion of (G,Γ)(G,Γ) coincides with Lott L2L^2 analytic torsion of a covering space.

The equivariant coarse index is well-understood and widely used for actions by discrete groups. We extend the definition of this index to general locally compact groups. We use a suitable notion of admissible modules over CC^*-algebras of continuous functions to obtain a meaningful index. Inspired by work by Roe, we t…

2019-02-20abs ↗pdf ↗

We present a distributed proximal-gradient method for optimizing the average of convex functions, each of which is the private local objective of an agent in a network with time-varying topology. The local objectives have distinct differentiable components, but they share a common nondifferentiable component, which has…

2012-10-08abs ↗pdf ↗

Quantile regression using random forest proximities improves prediction and uncertainty quantification.

problem Forecasting corporate bond volume with uncertainty quantification.
method Introduced a novel approach to compute quantile regressions from random forests using proximity metrics.
result Superior performance in approximating conditional target distributions and prediction intervals.

We propose a new stochastic coordinate descent method for minimizing the sum of convex functions each of which depends on a small number of coordinates only. Our method (APPROX) is simultaneously Accelerated, Parallel and PROXimal; this is the first time such a method is proposed. In the special case when the number of…

2013-12-20abs ↗pdf ↗

Extends robust methods for causal inference, improving estimator performance.

problem Estimating causal effects in the presence of latent confounders.
method Minimax kernel machine learning for doubly robust functionals.
result Proposed method leads to robust and high-performance estimators.

We consider saddle point problems which objective functions are the average of nn strongly convex-concave individual components. Recently, researchers exploit variance reduction methods to solve such problems and achieve linear-convergence guarantees. However, these methods have a slow convergence when the condition n…

2019-09-13abs ↗pdf ↗

This paper explores estimating chaotic dynamics and parameters using local ensemble Kalman filters.

problem Estimating chaotic dynamics and parameters from observations.
method Local ensemble Kalman filters with covariance and local domain localisation.
result Rigorously updating global parameters using a local domain ensemble Kalman filter.

Study SL(2,C)SL(2,\mathbb{C}) connections on Seifert-fibered spaces using gauge theory.

problem Counting SL(2,C)SL(2,\mathbb{C}) connections on Seifert-fibered spaces.
method Introduced perturbations of the SL(2,C)SL(2,\mathbb{C}) Chern--Simons functional and proved a localisation result.
result Formulae for the Euler characteristic and Poincaré polynomial of the stable locus of the SL(2,C)SL(2, \mathbb{C}) character variety of a Seifert-fibered homology 3-sphere.

Improved shuffling gradient methods converge faster for nonsmooth convex optimization.

problem Improving convergence rates for nonsmooth convex optimization problems.
method Analysis of shuffling gradient methods, focusing on Random Reshuffle and Single Shuffle strategies.
result Shuffling gradient methods, particularly Random Reshuffle and Single Shuffle, converge faster than Proximal Gradient Descent for nonsmooth convex optimization.