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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.

169,051 papers · 148 categories

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25.0%50.0%75.0%100.0% · Feb 199419922001200920182026
48 results for Bi-linear Modeling

For a Coxeter group WW we have an associating bi-linear form BB on suitable real vector space. We assume that BB has the signature (n1,1)(n-1,1) and all the bi-linear form associating rank n(3)n' (\ge 3) Coxeter subgroups generated by subsets of SS has the signature (n,0)(n',0) or (n1,1)(n'-1,1). Under these assumptions, we see…

2013-12-11abs ↗pdf ↗

For a Coxeter group WW we have an associating bi-linear form BB on a real vector space. We assume that BB has the signature (n1,1)(n-1,1). In this case we have the Cannon-Thurston map for WW, that is, a WW-equivariant continuous surjection from the Gromov boundary of WW to the limit set of WW. We focus on the case w…

2013-12-18abs ↗pdf ↗

Approximate linear programming (ALP) represents one of the major algorithmic families to solve large-scale Markov decision processes (MDP). In this work, we study a primal-dual formulation of the ALP, and develop a scalable, model-free algorithm called bilinear ππ learning for reinforcement learning when a sampling or…

2018-04-27abs ↗pdf ↗

The volume distance from a point p to a convex hypersurface M of the (N+1)-dimensional space is defined as the minimum (N+1)-volume of a region bounded by M and a hyperplane H through the point. This function is differentiable in a neighborhood of M and if we restrict its hessian to the minimizing hyperplane H(p) we ob…

2010-07-14abs ↗pdf ↗

New algorithm reduces regret in graphical bilinear bandits.

problem Optimizing decisions in a network of agents playing bilinear games.
method Optimism in the face of uncertainty principle applied to combinatorial NP-hard problem.
result Upper bound of ildeO(T) ilde{O}(\sqrt{T}) on αα-regret demonstrated.

This paper offers a new algebraic perspective of GCCA using subspace intersection.

problem Finding common variables across multiple feature representations.
method Subspace intersection approach based on a (bi-)linear generative model.
result GCCA is equivalent to subspace intersection, with conditions for identifiable common subspace.

We address the issue of limit cycling behavior in training Generative Adversarial Networks and propose the use of Optimistic Mirror Decent (OMD) for training Wasserstein GANs. Recent theoretical results have shown that optimistic mirror decent (OMD) can enjoy faster regret rates in the context of zero-sum games. WGANs …

2017-10-31abs ↗pdf ↗

We consider in this paper a class of composite optimization problems whose objective function is given by the summation of a general smooth and nonsmooth component, together with a relatively simple nonsmooth term. We present a new class of first-order methods, namely the gradient sliding algorithms, which can skip the…

2014-06-04abs ↗pdf ↗

Alternating minimization represents a widely applicable and empirically successful approach for finding low-rank matrices that best fit the given data. For example, for the problem of low-rank matrix completion, this method is believed to be one of the most accurate and efficient, and formed a major component of the wi…

2012-12-03abs ↗pdf ↗

Spectral algorithm reduces samples needed for multitask regression.

problem Jointly recover shared and task-specific components in low-rank multitask regression.
method Common mechanism regression (CMR) model with a non-iterative spectral algorithm.
result Provable non-convex bi-linear structure is overcome with spectral algorithm.

A meta-learning approach improves the performance of alternating minimization for non-convex optimization problems.

problem Optimizing non-convex problems with multiple variables using alternating minimization.
method Meta-learning based alternating minimization (MLAM) to replace handcrafted updating rules.
result The proposed MLAM method outperforms traditional AM-based methods in various non-convex optimization problems.

Unified clustering model handles both pairwise and cardinality constraints for better performance.

problem Clustering with specific constraints (pairwise and cardinality) to improve clustering quality.
method Unified integer programming formulation, binary and quadratic constraints, reformulated as continuous constraints, solved using ADMM.
result Unified model outperforms single category constraints and achieves better clustering performance.

Epoch-GDA achieves optimal convergence rate for SCSC min-max problems.

problem Solving stochastic min-max problems with strong convexity and strong concavity.
method Epoch-wise stochastic gradient descent ascent method (Epoch-GDA) without additional assumptions.
result Achieves the optimal rate of O(1/T)O(1/T) for the duality gap of general SCSC min-max problems.

Study develops time-continuous models and probabilistic descriptions for agent-based economic market models.

problem Formulating and describing agent-based economic market models in a time-continuous and probabilistic manner.
method Derived time-continuous formulations, discussed impact of time-scaling, proved stability, presented probabilistic descriptions using kinetic theory.
result Time-continuous formulations and probabilistic descriptions for agent-based economic market models.

Hybrid model combines interpretable and black-box models for better transparency and performance.

problem Balancing interpretability and predictive performance in machine learning models.
method Proposes a Hybrid Predictive Model (HPM) integrating an interpretable model with a black-box model, using principled objective functions and customized training algorithms.
result Hybrid models achieve an efficient trade-off between transparency and predictive performance.

Boosts generative models by combining multiple meta-models.

problem Challenges in creating a single generative model that accurately represents complex data.
method Cascades multiple meta-models (like RBM and VAE) to create a stronger generative model.
result Derives a decomposable variational lower bound for training and evaluating the boosted model.

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

MALC combines interpretable linear models with black-box models for better predictions and transparency.

problem Combining interpretability with black-box models for better predictions.
method Formulates MALC as a convex optimization problem and uses accelerated proximal gradient method for training.
result MALC provides an efficient frontier balancing prediction accuracy and transparency.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Proposes a decision-theoretic approach for enhancing model interpretability in Bayesian frameworks.

problem Challenges the traditional approach of restricting model structure for interpretability in Bayesian frameworks.
method Introduces an interpretability utility function and a two-step method involving a reference model and a proxy model.
result Demonstrates that the proposed method generates more accurate models with the same level of interpretability.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗

Matryoshka hides secret models in a carrier model, achieving high capacity and robustness.

problem Stealing functionality of private ML data by hiding models in a carrier model.
method Parameter sharing approach exploiting the learning capacity of the carrier model.
result Hides a 26x larger secret model or 8 secret models in the carrier model.

Semi-parametric models improve robot dynamics modeling accuracy.

problem Improving inverse dynamics model accuracy in robotics.
method Comparison of semi-parametric Gaussian process regression and a novel model-based neural network.
result Semi-parametric Gaussian process regression yields the most accurate models.

A novel kernel approach for model selection in simulator-based models.

problem Model selection for simulator-based statistical models with limited prior knowledge.
method Iteratively updates model weights and parameters using Bayes' rule and kernel recursive ABC algorithm.
result Demonstrates effectiveness on dynamical systems in ecology and epidemiology.

This work develops scalable model selection methods with fast update and selection.

problem Efficient model selection for large pools of candidate models.
method Isolated model embedding, which supports asymptotically fast update and selection.
result Standardized Embedder achieves competitive model selection performances.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

This paper distills a complex travel mode choice model into simpler, interpretable models.

problem Lack of interpretability in complex machine learning models for travel behavior.
method Model distillation combined with market segmentation.
result Generated interpretable models that closely match the predictions of the original complex model.

BayesBlend blends multiple models' predictions for better insurance loss predictions.

problem Improving insurance loss predictions by combining multiple models.
method Pseudo-Bayesian model averaging, stacking, and hierarchical stacking.
result BayesBlend provides a user-friendly way to blend model predictions and estimate weights.

The paper identifies when larger models improve predictions and proposes a switcher model.

problem Understanding when larger models benefit from added complexity.
method Numerical studies on T5 architecture to analyze predictive uncertainty and model performance.
result Large models improve on examples where small models are uncertain, but not on certain examples.

Aggregates models from different datasets using shared latent structures.

problem Aggregating models from heterogeneous datasets with shared latent structures.
method Bayesian nonparametrics for identifying correspondences among local model parameterizations.
result Framework successfully aggregates various model types across different applications.