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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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371013 · Jun 202019922001200920172026
48 results for Bernoulli PMF

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

A simple method for estimating PMF on large supports, preserving structure and suppressing noise.

problem Nonparametric estimation of multi-modal, heavy-tailed PMF on large discrete support.
method Data-dependent low-pass filtering on a line graph Laplacian.
result Smooth, multi-modal estimate of PMF that preserves coarse structure and suppresses noise.

This paper presents a Bayesian method for estimating the rank of a low-rank tensor model of joint PMF.

problem Estimating the rank of a low-rank tensor model of joint PMF from observed data.
method Bayesian framework for estimating low-rank components and rank simultaneously, using variational inference.
result Automatic rank detection and improved estimation accuracy compared to cross-validation methods.

CG-BGs combine flow-based models with PMFs to sample large systems efficiently.

problem Sampling equilibrium molecular configurations from the Boltzmann distribution is challenging.
method Coarse-grained Boltzmann Generators (CG-BGs) use flow-based models and learned PMFs for efficient sampling.
result CG-BGs provide a practical route for sampling larger molecular systems efficiently.

Estimates joint probability distribution from 1-way marginals using low-rank tensors and random projections.

problem Nonparametric estimation of joint probability mass function (PMF) from limited data.
method Low-rank tensor decomposition and random projections to link data to PMF estimation.
result Estimates joint density from 1-way marginals using transformed space and novel algorithm.

This work proposes a new method to estimate joint probability from pairwise marginals, reducing sample complexity.

problem Direct nonparametric estimation of high-dimensional joint probability is infeasible due to the curse of dimensionality.
method Developed a coupled nonnegative matrix factorization (CNMF) framework using only pairwise marginals.
result The method provably recovers the joint probability mass function up to bounded error in finite iterations under reasonable conditions.

Paper proves non-arithmetic Teichmüller length spectra for subgroup of mapping class groups.

problem Proving non-arithmetic Teichmüller length spectra for subgroups of mapping class groups.
method Introducing cross-ratios on Teichmüller and projectable mapping classes, studying their geometric and dynamical properties.
result Every non-elementary subgroup of the mapping class group has non-arithmetic Teichmüller length spectrum.

Previous work on recommender systems mainly focus on fitting the ratings provided by users. However, the response patterns, i.e., some items are rated while others not, are generally ignored. We argue that failing to observe such response patterns can lead to biased parameter estimation and sub-optimal model performanc…

2012-10-16abs ↗pdf ↗

Characterizes symmetric Bernoulli distributions with minimal convex sums.

problem Understanding minimal dependence among Bernoulli random vectors.
method Geometric and algebraic representations of multivariate symmetric Bernoulli distributions.
result Characterizes extremal negative dependence and builds minimal dependence copulas.

This project compares MCMC and VI for Bayesian PMF on MovieLens.

problem Intractable posterior distribution in PMF.
method Employed MCMC and VI for Bayesian inference on MovieLens.
result VI converges faster, MCMC provides more accurate estimates.

In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties regarding independence of the nodes are demonstrated. Importantly the model can e…

2012-06-08abs ↗pdf ↗

Finite index solutions to Bernoulli problem are always axially symmetric.

problem Entire solutions to the Bernoulli free boundary problem with finite Morse index in 3D.
method Proof of axial symmetry for finite index solutions.
result Finite index solutions to the Bernoulli problem in 3D are axially symmetric.

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time distribution, and, for smaller data sets, it is found to be preferable over the …

2019-10-15abs ↗pdf ↗

A very simple event frequency approximation algorithm that is sensitive to event timeliness is suggested. The algorithm iteratively updates categorical click-distribution, producing (path of) a random walk on a standard nn-dimensional simplex. Under certain conditions, this random walk is self-similar and corresponds …

2019-05-22abs ↗pdf ↗

For a convex cocompact subgroup G<Mod(S)G<Mod(S), and points x,yTeich(S)x,y \in Teich(S) we obtain asymptotic formulas as RR\to \infty of BR(x)Gy|B_{R}(x)\cap Gy| as well as the number of conjugacy classes of pseudo-Anosov elements in GG of dilatation at most RR. We do this by developing an analogue of Patterson-Sullivan theory for the…

2012-04-08abs ↗pdf ↗

Bayesian autoencoders improve OOD detection by addressing Bernoulli likelihood issues.

problem Out-of-distribution (OOD) detection fails with Bernoulli likelihood for certain datasets.
method Proposes Bayesian autoencoders and alternative likelihood models to fix the issue.
result Bayesian autoencoders and alternative likelihood models improve OOD detection accuracy.

This paper proposed a new regression model called l1l_1-regularized outlier isolation and regression (LOIRE) and a fast algorithm based on block coordinate descent to solve this model. Besides, assuming outliers are gross errors following a Bernoulli process, this paper also presented a Bernoulli estimate model which, …

2014-06-01abs ↗pdf ↗

PRZI traders adapt their quote-prices based on a strategy parameter s, affecting market dynamics.

problem Understanding the dynamics of continuous double auction markets with adaptive traders.
method Introduced a new zero-intelligence trader PRZI that uses a parameterised probability distribution to generate quote-prices. Used a stochastic hill-climber algorithm to adapt strategies based on market conditions.
result The co-evolutionary dynamics of PRZI traders can lead to rich and complex market behaviors, including periods of stability and change.

We solve Euler equations on graph manifolds, classifying steady flows with Morse-Bott Bernoulli functions.

problem Classifying steady Euler flows with Morse-Bott Bernoulli functions.
method Constructing non-vanishing steady solutions using integrable systems and topology.
result Steady Euler flows with Morse-Bott Bernoulli functions exist only on graph three-manifolds.

The paper cleans label noise in supervised classification using Bernoulli sampling.

problem Label noise degrades supervised classifier performance.
method Proposes a label noise cleaning method based on Bernoulli random sampling.
result The method separates clean and noisy observations without prior label information.

This paper tackles open problem of tight bounds for KBs with Bernoulli rewards.

problem Open problem of tight bounds for Kernelized Bandits with Bernoulli rewards.
method Focus on Bernoulli model, not subgaussian noise, and optimize function in RKHS.
result Open problem remains unsolved in this context.

A new method for efficient nonlinear process monitoring using random Bernoulli features.

problem High computational demands and real-time responsiveness in online monitoring systems.
method Random Bernoulli principal component analysis to capture nonlinear patterns efficiently.
result The proposed methods offer excellent scalability and reduced computational complexity.

A new method uses Mean Field Games to optimize mixture models of Bernoulli and categorical distributions.

problem Optimizing parameters of finite mixture models of Bernoulli and categorical distributions.
method Mean Field Games theory applied to multi-population systems.
result The Mean Field Games approach provides a method to compute mixture model parameters.

First order invariants of generic immersions of manifolds of dimension nm-1 into manifolds of dimension n(m+1)-1, m,n>1 are constructed using the geometry of self-intersections. The range of one of these invariants is related to Bernoulli numbers. As by-products some geometrically defined invariants of regular homotopy…

1999-04-08abs ↗pdf ↗

New LL-functions for 3-manifolds connect to Witten invariants and relate to generalized Bernoulli polynomials.

problem Understanding LL-functions for 3-manifolds and their invariants.
method Using Mellin transforms and asymptotic techniques, proving entire functions and their values.
result Linear relations between LL-function values at negative integers, generalizing known zeta functions.

Improved regret bounds for DP-KLUCB and DP-IMED in Bernoulli bandits.

problem Minimizing regret in stochastic bandits under ε-global Differential Privacy.
method Developed DP versions of KLUCB and IMED, proving tighter lower bounds and matching upper bounds.
result DP-KLUCB and DP-IMED achieve asymptotically optimal regret under ε-global DP.

Paper compares credit portfolio risks using robust Bernoulli mixture models.

problem Tackles risk bounds and comparison of credit portfolio losses.
method Uses Bernoulli mixture models with conditional independence and stochastic increasing defaults.
result Provides conditions for comparing conditional default probabilities and portfolio losses.

New acquisition functions improve Bernoulli LSE.

problem Efficiently estimating regions where a Bernoulli function is above or below a threshold.
method Developed new look-ahead acquisition functions for Gaussian process classification models.
result Demonstrated clear benefits of new acquisition functions on benchmark and real-world tasks.

Polytopic Matrix Factorization models data as latent vectors from a polytope, maximizing determinant for identifiability.

problem Data decomposition with semi-structured latent vectors and polytope constraints.
method Model input data as latent vectors from a polytope, using determinant maximization for identifiability.
result Identifiability condition for polytopes with specific symmetry restrictions.