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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.

169,341 papers · 148 categories

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1223 · Sep 202019922001200920182026
48 results for EGS

In Peña (2007), MCMC sampling is applied to approximately calculate the ratio of essential graphs (EGs) to directed acyclic graphs (DAGs) for up to 20 nodes. In the present paper, we extend that work from 20 to 31 nodes. We also extend that work by computing the approximate ratio of connected EGs to connected DAGs, of …

2013-01-30abs ↗pdf ↗

Unified analysis of gradient-based methods for finding Nash equilibria in games.

problem Finding Nash equilibria in games using gradient-based methods.
method Unified analysis of extragradient (EG), optimistic gradient (OG), and consensus optimization (CO) methods.
result Unified convergence rates for EG, OG, and CO across different game types.

Paper generalizes extragradient methods for solving equations and inclusions with improved convergence rates.

problem Solving equations and inclusions using extragradient methods.
method Unified and generalized extragradient methods for a broader class of algorithms, analyzing sublinear convergence rates.
result Unified and improved convergence results for various extragradient variants.

New analysis shows convergence rate of 1/k for gradient and extra-gradient methods.

problem Finding saddle points in convex-concave problems.
method Interpreted as proximal point method approximations, showing iterates remain bounded.
result Primal dual gap converges at rate O(1/k).

Last iterate of Extragradient algorithm converges slower than averaged iterates in saddle point problems.

problem Smooth convex-concave saddle point problems
method Analysis of Extragradient (EG) algorithm convergence rates
result The last iterate of EG converges at a rate of O(1/√T), compared to O(1/T) for averaged iterates

Survey on extragradient methods for solving nonlinear equations and inclusions.

problem Approximating solutions of nonlinear equations and inclusions.
method Unified convergence analysis of extragradient and its variants.
result Sublinear convergence rates for different classes of algorithms.

Unified analysis of EG and OGDA for saddle point problems using proximal point method.

problem Solving saddle point problems in bilinear and strongly convex-strongly concave settings.
method Unified analysis as approximations of the proximal point method.
result Unified analysis of EG and OGDA for saddle point problems.

Smooth classifying spaces for groups defined using diffeological spaces.

problem Classifying smooth principal bundles for a smooth group GG.
method Developed the theory of smooth principal bundles using diffeological spaces, defining DD-numerable bundles and proving classification results.
result Smooth structures on Milnor's spaces EGEG and BGBG classify all DD-numerable principal bundles over any diffeological space.

Enhanced visual feature attribution via adaptive baseline weighting.

problem IG's sensitivity to baseline images leads to noisy or unstable explanations.
method Weighted Integrated Gradients (WG) evaluates and weights baselines for improved reliability.
result WG improves over Expected Gradients (EG) by up to 36% across various models.

New algorithms identify Pareto optimal sets in multi-objective bandit problems.

problem Identifying Pareto optimal sets in multi-objective bandit problems.
method Empirical Gap Elimination (EGE) algorithms combining hardness estimation and elimination schemes.
result Two EGE algorithms have exponentially decaying error probabilities with budget.

Given a compact Riemannian manifold together with a group of isometries, we discuss MCF of the orbits and some applications: eg, finding minimal orbits. We then specialize to Lagrangian orbits in Kaehler manifolds. In particular, in the Kaehler-Einstein case we find a relation between MCF and moment maps which, for exa…

2002-07-16abs ↗pdf ↗

ROMs predict thermal power output in EGS systems, accounting for uncertainties.

problem Predicting transient thermal power output in enhanced geothermal systems (EGS) with subsurface uncertainties.
method Developed regression-based ROMs using physics-based simulations and Latin Hypercube Sampling.
result Three ROMs (1, 2, 3) accurately describe power production curves, with ROM-2 and ROM-3 outperforming ROM-1 for typical EGS applications.

Unified analysis of online optimization with self-concordant barriers, improving regret bounds.

problem Online convex optimization with specific loss functions.
method Online mirror descent with self-concordant barriers and logarithmic loss.
result Improved regret bounds for online portfolio selection and quantum state learning.

Traditional nearest points methods use all the samples in an image set to construct a single convex or affine hull model for classification. However, strong artificial features and noisy data may be generated from combinations of training samples when significant intra-class variations and/or noise occur in the image s…

2014-03-03abs ↗pdf ↗

Configuration spaces of distinct labeled points on the plane are of practical relevance in designing safe control schemes for Automated Guided Vehicles (robots) in industrial settings. In this announcement, we consider the problem of the construction and classification of configuration spaces for graphs. Topological da…

1999-05-05abs ↗pdf ↗

This work aims to reduce inexplicable errors in deep neural networks by obtaining class-level semantics and penalizing misclassifications.

problem Deep neural networks misclassify images, leading to inexplicable errors that can harm trust and societal impact.
method Obtain class-level semantics, propose Weighted Loss Functions (WLFs), and train classifiers with these methods.
result Trained networks have more explicable failure modes and comparable accuracy to existing methods.

We consider magnetic flows on 2-step nilmanifolds M=Γ\GM = Γ\backslash G, where the Riemannian metric gg and the magnetic field σσ are left-invariant. Our first result is that when σσ represents a rational cohomology class and its restriction to g=TeG\mathfrak{g} = T_eG vanishes on the derived algebra, then the associated…

2015-12-08abs ↗pdf ↗

Develops a new method for equivariant Lagrangian Floer homology using symplectic homotopy quotients.

problem Constructing equivariant Lagrangian Floer homology for symplectic manifolds with group actions.
method Using symplectic homotopy quotients involving cotangent bundles of an approximation of EGEG, and Wehrheim and Woodward's theory of quilts.
result Shows that the constructed groups are independent of auxiliary choices and are H(BG)H^*(BG)-bimodules.

A Lorentzian flat Lie group is a Lie group GG with a flat left invariant metric μμ with signature (1,n1)=(,+,,+)(1,n-1)=(-,+,\ldots,+). The Lie algebra g=TeG\mathfrak{g}=T_eG of GG endowed with   ,  =μ(e)\langle\;,\;\rangle=μ(e) is called flat Lorentzian Lie algebra. It is known that the metric of a flat Lorentzian Lie group is geodesical…

2014-01-05abs ↗pdf ↗

The paper extends Chern-Weil theory to simplicial principal bundles.

problem Calculating characteristic classes on simplicial manifolds.
method Using the classifying bundle EGoBGEG o BG to compute characteristic classes.
result First Pontryagin class on Lie matrix groups equals symplectic form up to a constant.

Let (Mn,g,f)(M^n,g,\nabla f), n3n\geq 3, be an expanding gradient Ricci soliton with nonnegative sectional curvature whose asymptotic cone is isometric to C(Sn1(c))C(\mathbb{S}^{n-1}(c)) where Sn1(c)\mathbb{S}^{n-1}(c) is the standard (n1)(n-1)-sphere of curvature 1/c21/c^2, with c(0,1)c\in(0,1). We prove that if the convergence to the asympto…

2013-03-14abs ↗pdf ↗

We describe the Cartan and Weil models of twisted equivariant cohomology together with the Cartan homomorphism among the two, and we extend the Chern-Weil homomorphism to the twisted equivariant cohomology. We clarify that in order to have a cohomology theory, the coefficients of the twisted equivariant cohomology must…

2008-09-12abs ↗pdf ↗

This is the first in a series of four papers (with research announcement posted on this arXiv) that together develop a decomposition theory for subgroups of Out(F_n). In this paper we develop further the theory of geometric EG strata of relative train track maps originally introduced in the work of Bestvina, Feighn, an…

2013-02-10abs ↗pdf ↗

We introduce O-systems (Definition \ref{DO}) of orthogonal transformations of Rm{\Bbb R}^{m}, and establish 111-1 correspondences both between equivalence classes of Clifford systems and that of O-systems, and between O-systems and orthogonal multiplications of the form $μ:{\Bbb R}^{n} \times {\Bbb R}^{m} \longrightarr…

1995-11-03abs ↗pdf ↗

We describe the moduli space of extensions in the model category of simplicial presheaves. This article can be seen as a generalization of Blomgren-Chacholski results in the case of simplicial sets. Our description of the moduli space of extensions treat the equivariant and the nonequivariant case in the same setting. …

2012-11-20abs ↗pdf ↗

We study Kahler manifolds-with-boundary, not necessarily compact, with weakly pseudoconvex boundary, each component of which is compact. If such a manifold KK has l2l\ge2 boundary components (possibly l=l=\infty), then it has first betti number at least l1l-1, and the Levi form of any boundary component is zero. If $K…

2011-10-20abs ↗pdf ↗

DFMs generalize neural networks for topological layer design.

problem Designing neural networks that can handle high-resolution data without parameter dependence.
method Introducing deep function machines (DFMs) that are invariant to input dimensionality.
result DFMs can approximate bounded non-linear operators between function spaces.

Efficient semi-analytic methods for pricing double barrier options with time-dependent parameters.

problem Pricing and calibration of double barrier options with time-dependent parameters.
method Two approaches: General Integral transform method and Heat Potential method.
result Semi-analytic techniques are more efficient for pricing double barrier options than traditional numerical methods.

In this paper we consider a version of the zero-shot learning problem where seen class source and target domain data are provided. The goal during test-time is to accurately predict the class label of an unseen target domain instance based on revealed source domain side information (\eg attributes) for unseen classes. …

2015-09-15abs ↗pdf ↗

The study uses ML and AI to forecast pension fund mortality, outperforming traditional methods.

problem Incorporating longevity risk into pension fund financial assessments.
method Employed actuarial learning with ML/AI techniques (regression trees, random forest, boosting, XGBoost, CatBoost, neural networks) on actuarial data.
result ML/AI algorithms outperform the Lee-Carter model in mortality forecasting for pension funds.

A new method for discrete data normalizing flows using latent transformations.

problem Challenges in parameterizing bijective transformations for discrete data.
method Predict a distribution over latent transformations to make the marginal likelihood differentiable.
result Discrete-data normalizing flows can be trained using gradient-based learning with unbiased score function estimation.

Left invariant affine structures in a Lie group GG are in one-to-one correspondence with left-symmetric algebras over its Lie algebra g=TeG\mathfrak g=T_eG (``over'' means that the commutator [x,y]=xyyx[x,y]=xy-yx coincides with the Lie bracket; left-symmetric algebras can be defined as Lie-admissible algebras such that the mult…

2005-12-24abs ↗pdf ↗

Defends classifiers from adversarial attacks using self-supervised data estimation.

problem Protecting classifiers from adversarial attacks with full attacker access.
method RIDE, a self-supervised learning algorithm for individual data estimation.
result Significant improvement in adversarial defense performance (98%, 76%, 43% test accuracy on MNIST, CIFAR-10, and ImageNet datasets respectively).

Automates treatment recommendation decisions by learning cost-effective and interpretable rules.

problem Making optimal treatment decisions for patients based on diagnostic test results.
method Formulated as a decision list problem, optimized using a Markov Decision Process and UCT strategy.
result Demonstrated effectiveness in real-world asthma patient data.

The paper highlights AI brittleness and the need for robust testing out-of-distribution performance.

problem The brittleness of AI systems, especially Deep Neural Networks, limits their reliability and certification.
method Analysis of AI brittleness and OOD performance, emphasizing the need for resilience and improved evaluation methods.
result AI systems are more failure-prone than certified in critical systems, and OOD performance falls off gradually.