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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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97193290386 · May 202619922001200920172026
48 results for Cesáro condition

The paper develops a method to optimize individualized treatment rules for cost-effectiveness.

problem Developing cost-effective individualized treatment rules for healthcare policy.
method Using conditional random forest and net-monetary-benefit (NMB) to estimate optimal CE-ITR.
result The approach optimizes healthcare resource allocation by maximizing health gains and minimizing costs.

Causal discovery is a fundamental problem in statistics and has wide applications in different fields. Transfer Entropy (TE) is a important notion defined for measuring causality, which is essentially conditional Mutual Information (MI). Copula Entropy (CE) is a theory on measurement of statistical independence and is …

2019-10-10abs ↗pdf ↗

Estimates calibration error under label shift without labels.

problem Ensuring model reliability in the face of dataset shift without access to labels.
method Importance re-weighting of the labeled source distribution to estimate calibration error under label shift.
result Effective and reliable CE estimation with respect to the shifted target distribution.

New spectral estimates for minimal surfaces with boundary conditions.

problem Quantifying the Morse index of free boundary minimal surfaces.
method Adapted Montiel-Ros partitioning methods to compact manifolds with boundary, accounting for mixed and group actions.
result Explicit two-sided linear bounds on the Morse index for minimal surfaces.

CE improves climate uncertainty quantification using GCM ensembles and observational data.

problem Uncertainty in climate projections due to model inadequacies and variability.
method Conformal ensembles integrating GCM ensembles and observational data.
result CE generates statistically rigorous, easy-to-interpret uncertainty estimates.

Study spectral flow on a warped cylinder with special boundary conditions.

problem Analyzing spectral flow on a warped cylinder with specific boundary conditions.
method Complexifying the twisting bundle, diagonalizing the orthogonal twist, and regrouping conjugate and reflection-paired blocks.
result Explicit formula for RO(O(2))RO(O(2))-valued spectral flow, refining ordinary spectral flow.

We present the Tamed Cross Entropy (TCE) loss function, a robust derivative of the standard Cross Entropy (CE) loss used in deep learning for classification tasks. However, unlike other robust losses, the TCE loss is designed to exhibit the same training properties than the CE loss in noiseless scenarios. Therefore, th…

2018-10-11abs ↗pdf ↗

Paper generalizes Bloch-Ros principle to various surface classes.

problem Understanding the relationship between normal family theory, value distribution theory, and surface theory.
method Formulation and generalization of Bloch-Ros principle to different surface classes.
result Effective criterion for determining Gaussian curvature estimates for various surface classes.

The paper provides a uniform convergence bound for smooth calibration error and its relationship with functional gradient.

problem Limited theoretical understanding of learning algorithms achieving high accuracy and good calibration.
method Focuses on smooth calibration error, providing a uniform convergence bound and proving the relationship with functional gradient.
result Derives conditions for simultaneous classification and calibration guarantees in gradient boosting trees, kernel boosting, and neural networks.

A novel deep learning method for real-time EEG signal compression.

problem Efficient processing of noisy EEG signals in real-time BCI systems.
method Deep convolutional autoencoders integrated with ROS-Neuro framework.
result Minimal jitter and preservation of original information in compressed EEG signals.

Stochastic momentum methods trade compute efficiency for serial runtime.

problem Stochastic momentum methods trade compute efficiency for serial runtime.
method Stochastic HB and ASGD for consistent linear regression with Gaussian covariates.
result HB preserves SGD-level CE over a larger batch-size window, allowing larger batches to reduce serial runtime until HB reaches its deterministic accelerated scale.

We review the properties of transversality of distributions with respect to submersions. This allows us to construct a convolution product for a large class of distributions on Lie groupoids. We get a unital involutive algebra $\cE\_{r,s}'(G,Ω^{1/2})$ enlarging the convolution algebra C_c(G,Ω1/2)C^\infty\_c(G,Ω^{1/2}) associate…

2015-02-06abs ↗pdf ↗

New insights into CE dynamics reveal how Hadamard initialization simplifies softmax.

problem Understanding the dynamics of cross-entropy training loss in deep learning.
method Analyzing a two-layer linear neural network with standard-basis vectors as inputs.
result Gradient flow on cross-entropy converges to neural collapse geometry, proving global convergence.

Variable selection is of significant importance for classification and regression tasks in machine learning and statistical applications where both predictability and explainability are needed. In this paper, a Copula Entropy (CE) based method for variable selection which use CE based ranks to select variables is propo…

2019-10-28abs ↗pdf ↗

Many applications of Bayesian data analysis involve sensitive information, motivating methods which ensure that privacy is protected. We introduce a general privacy-preserving framework for Variational Bayes (VB), a widely used optimization-based Bayesian inference method. Our framework respects differential privacy, t…

2016-11-01abs ↗pdf ↗

Generative Cross-Entropy improves classification with fewer labels.

problem Limited sample efficiency of cross-entropy loss in data-scarce scenarios.
method Proposes Generative Cross-Entropy (GenCE), a new loss function that incorporates generative principles into a standard discriminative network.
result Generative Cross-Entropy outperforms traditional cross-entropy loss across various datasets and conditions.

Meeks, Pérez and Ros conjectured that a closed Riemannian 33-manifold which does not admit any closed embedded minimal surface whose two-sided covering is stable, must be diffeomorphic to a quotient of the 33-sphere. We give an counterexample to this conjecture. Also, we show that if we consider immersed surfaces ins…

2018-06-11abs ↗pdf ↗

The Bergman space and conformally flat 2-disk operads are linked to vertex operator algebras.

problem Understanding invariants of 2D Riemannian manifolds using algebraic structures.
method Introducing a suboperad and showing algebraic structures, using conformally flat factorization homology.
result The Bergman space is identified with the ind-Hilbert space completion of the affine Heisenberg vertex operator algebra.

Ensembles of neural networks improve training dynamics and performance.

problem Improving neural network performance through model size increase.
method Defining collegial ensembles (CE) as multiple independent models trained as a single model, and using theoretical results on NTK to optimize architecture search.
result CE dynamics simplify and scale favorably, resembling wide models, and can be efficiently implemented using group convolutions and block diagonal layers.

Robust optimization improves portfolio selection by accounting for deep uncertainties.

problem Managing deep uncertainties in future asset returns for successful portfolio selection.
method Robust optimization (RO) models incorporating general assumptions on uncertain risk parameters.
result RO models outperform traditional models in comprehensive empirical assessments.

Our previous exploration of the $\cE_g^{PD}$-geometry has shown that the field is promising. Namely, the $\cE_g^{PD}$-approach is amenable to development of novel trends in relativistic and metric differential geometry and can particularly be effective in context of the Finslerian or Minkowskian Geometries. The main po…

2003-10-13abs ↗pdf ↗

Sector specific multifactor CES elasticity of substitution and the corresponding productivity growths are jointly measured by regressing the growths of factor-wise cost shares against the growths of factor prices. We use linked input-output tables for Japan and the Republic of Korea as the data source for factor price …

2016-08-03abs ↗pdf ↗

New method improves model calibration by adjusting confidence based on prediction correctness.

problem Improving model confidence alignment with true class probabilities.
method Post-hoc calibration objective using transformed samples for training.
result Competitive calibration performance on in-distribution and out-of-distribution test sets.

In this article we study the limiting behavior of the Kähler Ricci flow on complete non-compact Kähler manifolds. We provide sufficient conditions under which a complete non-compact gradient Kähler-Ricci soliton is biholomorphic to $\ce^n$. We also discuss the uniformization conjecture by Yau \cite{Y} for complete non-…

2003-10-14abs ↗pdf ↗

In this paper, we consider the task of designing a Kalman Filter (KF) for an unknown and partially observed autonomous linear time invariant system driven by process and sensor noise. To do so, we propose studying the following two step process: first, using system identification tools rooted in subspace methods, we ob…

2019-12-27abs ↗pdf ↗

Proposes CE-BASS for robust Kalman filtering with innovative and additive outliers.

problem Robustness to both innovative and additive outliers in Kalman filtering.
method Particle mixture Kalman filter with re-sampling of past states.
result CE-BASS efficiently handles multi-modality and trend changes in hidden state distributions.

We solve a continuous-time game-theoretic problem for Kihlstrom-Mirman preferences.

problem Dynamic inconsistency in preferences due to multiattribute utility theory.
method Formalized an equilibrium control theory for continuous-time Markov processes.
result Equilibrium strategy and value function as solution to extended HJB system.

Training accurate deep neural networks (DNNs) in the presence of noisy labels is an important and challenging task. Though a number of approaches have been proposed for learning with noisy labels, many open issues remain. In this paper, we show that DNN learning with Cross Entropy (CE) exhibits overfitting to noisy lab…

2019-08-16abs ↗pdf ↗

ReQuestNet simplifies 5G channel estimation with a unified model.

problem Complex channel estimation in 5G systems with varying conditions.
method Unified neural architecture that handles dynamic resource blocks and transmit layers.
result Significantly outperforms legacy methods, achieving up to 10dB gain at high SNRs.

Unified approach to totally ramified values in various surface theories.

problem Totally ramified values in value distribution theory, normal family theory, and Gauss maps of surfaces.
method Bloch--Ros principle applied to various surface theories.
result Unified approach to phenomena concerning totally ramified values.

Novel CE-method variants reduce local minima convergence with fewer function evaluations.

problem Local minima and expensive function evaluations in optimization.
method Surrogate model-based CE-method variants to reduce local minima convergence.
result Surrogate model-based approach reduces local minima convergence using fewer function evaluations.

This note (originally from 2015) provides a proof of a 1985 conjecture of Montiel and Ros concerning the conformal volume of tori. This updated version adds a proof of the claim made in Remark 5 about the value of the conformal volume of tori in the cases not covered by the conjecture of Montiel and Ros. Originally, I …

2015-07-06abs ↗pdf ↗