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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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120240359479 · Jun 202019922001200920172026
48 results for Dynamic Fréchet Regression

The asymptotic concentration of the Fr{é}chet mean of IID random variables on a Rieman-nian manifold was established with a central limit theorem by Bhattacharya \& Patrangenaru (BP-CLT) [6]. This asymptotic result shows that the Fr{é}chet mean behaves almost as the usual Euclidean case for sufficiently concentrated di…

2019-06-18abs ↗pdf ↗

The paper introduces new geometric methods to analyze radar electromagnetic wave statistics.

problem Analyzing spatio-temporal and polarimetric fluctuations of radar electromagnetic waves.
method Using statistical mechanics and Information Geometry, the paper defines a Fréchet barycentre and maximum entropy density for radar measurements.
result New tools for describing radar electromagnetic wave fluctuations, including a distance on covariance matrices.

In [16], a new family of vector-valued risk measures called multivariate expectiles is introduced. In this paper, we focus on the asymptotic behavior of these measures in a multivariate regular variations context. For models with equivalent tails, we propose an estimator of these multivariate asymptotic expectiles, in …

2017-04-24abs ↗pdf ↗

New metrics defined for full-rank correlation matrices, ensuring unique operations.

problem No suitable problem statement as the abstract does not describe a problem to be solved.
method New Riemannian metrics defined on full-rank correlation matrices, providing unique operations.
result Unique Riemannian logarithm and Fréchet mean defined for full-rank correlation matrices.

Proves FR-NGD optimally approximates evolutionary dynamics and continuous Bayesian inference.

problem Optimizing continuous time replicator equations and continuous Bayesian inference.
method Fisher-Rao natural gradient descent (FR-NGD) and its correspondence with evolutionary dynamics.
result FR-NGD optimally approximates continuous time replicator equations and continuous Bayesian inference.

New formulas for geodesics on Stiefel and flag manifolds using trust-region method.

problem Computing geodesics and logarithms on Stiefel and flag manifolds.
method Closed-form geodesic formulas, trust-region solver, Fréchet derivatives.
result Efficient computation of geodesic distance and logarithm map.

This study provides an explicit expansion of KL divergence's gradient flow in Fisher-Rao geometry.

problem Sampling techniques struggle to traverse between modes in non-convex potential functions.
method Explicit expansion of KL divergence's gradient flow in Fisher-Rao geometry.
result The convergence rate to π is independent of the potential function.

Let GG be a compact connected simple Lie group and let $M=G^{\bb{C}}/P=G/K$ be a generalized flag manifold. In this article we focus on an important invariant of G/KG/K, the so called $\fr{t}$-root system $R_{\fr{t}}$, and we introduce the notion of symmetric $\fr{t}$-triples, that is triples of $\fr{t}$-roots $ξ, ζ, η…

2010-10-19abs ↗pdf ↗

We introduce \texttt{pycobra}, a Python library devoted to ensemble learning (regression and classification) and visualisation. Its main assets are the implementation of several ensemble learning algorithms, a flexible and generic interface to compare and blend any existing machine learning algorithm available in Pytho…

2017-04-25abs ↗pdf ↗

A new method for estimating large-scale linear models with improved precision.

problem Estimating large-scale linear statistical models efficiently.
method Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), integrating Sketch-and-Solve and Iterative-Sketching methods.
result SLSE-FRS produces high-precision estimators, outperforming state-of-the-art methods.

Many tasks in modern machine learning can be formulated as finding equilibria in \emph{sequential} games. In particular, two-player zero-sum sequential games, also known as minimax optimization, have received growing interest. It is tempting to apply gradient descent to solve minimax optimization given its popularity a…

2019-10-16abs ↗pdf ↗

Study shows splitting schemes can approximate WFR flows faster than the exact flow.

problem Improving sampling efficiency in Wasserstein-Fisher-Rao gradient flows.
method Investigates operator splitting techniques to numerically approximate WFR flows.
result A judicious choice of step size and operator ordering can lead to faster convergence of split schemes to the target distribution.

Phishing as one of the most well-known cybercrime activities is a deception of online users to steal their personal or confidential information by impersonating a legitimate website. Several machine learning-based strategies have been proposed to detect phishing websites. These techniques are dependent on the features …

2019-03-13abs ↗pdf ↗

FR-Train improves fair and robust AI training by detecting and reducing poisoned data.

problem Training AI models that are fair and robust in the presence of data bias and poisoning.
method Mutual information-based adversarial training with an additional discriminator.
result FR-Train maintains fairness and accuracy even in the presence of poisoned data.

Unified framework for discrete diffusion modeling with flexible noising processes.

problem Efficient modeling of large discrete state spaces with arbitrary corruption dynamics.
method Generalized Discrete Diffusion from Snapshots (GDDS) framework that supports uniformization for fast noising and snapshot-based ELBO for reverse process.
result GDDS outperforms existing discrete diffusion methods in training efficiency and generation quality.

FR-LUX optimizes portfolio management by learning cost-aware policies robust to market conditions.

problem Transaction costs and regime shifts cause failure in live trading portfolios.
method Integrates three ingredients: microstructure-consistent execution model, trade-space trust region, and explicit regime conditioning.
result Achieves top average Sharpe ratio, maintains flat cost-performance slope, and superior risk-return efficiency.

Consider an anchored bundle (E,ρ)(E,ρ), i.e. a vector bundle EME\to M equipped with a bundle map ρ ⁣:ETMρ\colon E \to TM covering the identity. M.~Kapranov showed in the context of Lie-Rinehard algebras that there exists an extension of this anchored bundle to an infinite rank universal free Lie algebroid FR(E)EFR(E)\supset E. We …

2019-04-11abs ↗pdf ↗

We study geodesics of the form γ(t)=π(exp(tX)exp(tY))γ(t)=π(\exp(tX)\exp(tY)), $X,Y\in \fr{g}=\operatorname{Lie}(G)$, in homogeneous spaces G/KG/K, where π:GG/Kπ:G\rightarrow G/K is the natural projection. These curves naturally generalise homogeneous geodesics, that is orbits of one-parameter subgroups of GG (i.e. γ(t)=π(exp(tX))γ(t)=π(\exp (tX)), $X\in …

2016-11-14abs ↗pdf ↗

We study geodesics in generalized Wallach spaces which are expressed as orbits of products of three exponential terms. These are homogeneous spaces M=G/KM=G/K whose isotropy representation decomposes into a direct sum of three submodules m=m1m2m3\frak{m}=\frak{m}_1\oplus\frak{m}_2\oplus\frak{m}_3, satisfying the relations $[\fr…

2015-03-14abs ↗pdf ↗

This article follow the article {http://hal.archives-ouvertes.fr/hal-00361030/fr/} in which the author characterize the fact of being of finite volume for a convex projective surface. We show here that the moduli space βf(Σg,p)β_f(Σ_{g,p}) of the convex projective structure on the surface Σg,pΣ_{g,p} of genius gg with pp pun…

2009-10-30abs ↗pdf ↗

Study reveals centralization in Bitcoin transactions involving retail users.

problem Centralization and bias in Bitcoin transaction data.
method Heuristic classification of Bitcoin users, weekly activity pattern analysis.
result Most real transactions involve Frequent Receivers, centralizing the ecosystem.

We construct examples of finitely generated groups L that have non-trivial actions on R\mathbb{R}-trees but which cannot act, without fixing a vertex, on any simplicial tree. Moreover, any finitely presented group mapping onto L does have a fixed point-free action on some simplicial tree.

2012-03-15abs ↗pdf ↗

Improved action recognition in live videos with hybrid FR-DL method.

problem High computational costs and lack of temporal information in conventional action recognition.
method Automated selection of representative frames, feature extraction, background subtraction, HOG, deep neural network, LSTM, Softmax-KNN classifier.
result Significant improvement in accuracy and speed compared to state-of-the-art methods.

New algorithm for multi-armed bandits with delayed, partially observed rewards.

problem Sequential decision-making with delayed feedback.
method Proposed multi-armed bandits with generalized temporally-partitioned rewards, introducing β-spread property.
result Upper bound on performance of TP-UCB-FR-G algorithm improves state of the art.

Sprays on Frechet manifolds connect connections and tangent structures.

problem Characterizing linear symmetric connections on Frechet manifolds.
method Constructing connection maps and linear symmetric connections on tangent and second-order tangent bundles using sprays.
result A bijective correspondence exists between linear symmetric connections on tangent bundles and sprays.

Study uses ML to analyze how interest rates affect fund returns, finding gradient boosting is effective.

problem Understanding how interest rate changes impact fund returns.
method Combines Machine Learning and causal inference, using Double Machine Learning framework.
result Gradient boosting is useful for predicting fund returns, showing a significant negative effect of interest rate increases.

A new model explains relative spreads between economies using dynamic Nelson-Siegel and functional regression.

problem Analyzing and predicting relative spreads between economies in fixed income markets.
method State-space functional regression model incorporating dynamic Nelson-Siegel model and kernel PCA.
result The new model outperforms the dynamic Nelson-Siegel model in explaining relative spreads.

Most of real-world graphs are dynamic, i.e., they change over time by a sequence of update operations. While the regression problem has been studied for static graphs and temporal graphs, it is not investigated for general dynamic graphs. In this paper, we study regression over dynamic graphs. First, we present the not…

2019-03-26abs ↗pdf ↗

Develops a regression model for partially observed dynamic tensor data.

problem Characterizing the relationship between dynamic tensor data and external covariates when data is only partially observed.
method Introduces low-rank, sparsity, and fusion structures on the regression coefficient tensor, and uses a loss function projected over observed entries. Developed an efficient non-convex alternating updating algorithm.
result Derived finite-sample error bounds for the estimator.

PySR method automates discovering equations from data in chaotic dynamics and epidemics.

problem Discovering equations from complex data in dynamical systems.
method Symbolic regression methods, focusing on PySR.
result PySR method efficiently infers equations from chaotic dynamics and epidemic models, matching original forms.

A novel Bayesian method for dynamic sparsity in Gaussian dynamic linear regression.

problem Variable selection and shrinkage in time-varying regression models.
method Time-varying sparsity via Markov switching priors for coefficients' variances, extending spike-and-slab priors.
result Induces smoothness or shrinkage towards zero at each time point, leading to improved model performance.

Study dynamics of alternating minimization for bilinear regression under large system limits.

problem Understanding the time evolution of alternating minimization for bilinear regression.
method Replica method applied to a multi-temperature glassy system.
result Dynamics of alternating minimization can be described by a two-dimensional discrete stochastic process.

Efficiently predicts long-time dynamics of quantum spin models using MLP regression.

problem Challenges in calculating long-time expectation values for quantum spin models.
method Utilized a multi-layer perceptron (MLP) model for regression on matrix product states (MPS) expectation values.
result Significantly reduced computational cost for generating long-time dynamics while maintaining high accuracy.

This research develops an evolutionary approach to discover non-Gaussian stochastic dynamical systems.

problem Discovering explicit governing equations of stochastic dynamical systems with Lévy noise from data.
method ESSR approach using genetic programming, sparse regression, and nonlocal Kramers-Moyal formulas.
result The approach effectively extracts non-Gaussian stochastic dynamical systems from sample path data.