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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.

168,742 papers · 148 categories

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28 results for FF

FF layers in transformers are nearly as interpretable as sparse autoencoders.

problem Comparing interpretability of feature vectors in FF layers vs. sparse autoencoders.
method Revisited interpretability of FF layers as key-value memories using modern benchmarks.
result FF and SAE feature vectors are similarly interpretable, but FFs can be better in some aspects.

We construct a new family of exact quantum field theories modeled on hyperbolic geometry, called {\it quantum hyperbolic field theories} (QHFTs). The QHFTs are defined for a (2+1)(2+1)-bordism category based on the set of compact oriented 3-manifolds YY, equipped with properly embedded framed links $L_\Ff$ and with flat …

2004-09-16abs ↗pdf ↗

This paper introduces LR-FFS for robust feature screening in federated learning under label shift.

problem Label shift challenges in federated learning for high-dimensional classification.
method Unified feature screening framework, label-shift robust federated feature screening (LR-FFS), federated estimation procedure.
result LR-FFS outperforms existing methods in diverse client environments with varying class distributions, sample sizes, and missing data.

Let μμ be a probability measure on Out(FN)\text{Out}(F_N) with finite first logarithmic moment with respect to the word metric, finite entropy, and whose support generates a nonelementary subgroup of Out(FN)\text{Out}(F_N). We show that almost every sample path of the random walk on (Out(FN),μ)(\text{Out}(F_N),μ), when realized in Culle…

2014-05-30abs ↗pdf ↗

FF algorithm uses goodness as a likelihood-ratio test for scalar normalization.

problem Training each layer locally with scalar goodness.
method FF algorithm uses a likelihood-ratio test with squared goodness as the sufficient statistic.
result The FF algorithm generalizes to anisotropic and heavy-tailed populations.

FF algorithm uses goodness as a measure of input quality, derived from likelihood-ratio tests.

problem Training each layer locally with a goodness measure.
method FF algorithm uses a likelihood-ratio test to define goodness, which is the sum of squared activations normalized between layers.
result The goodness measure is a sufficient statistic for a likelihood-ratio test, explaining the FF algorithm's performance.

We construct a new family, indexed by the odd integers N1N\geq 1, of (2+1)(2+1)-dimensional quantum field theories called {\it quantum hyperbolic field theories} (QHFT), and we study its main structural properties. The QHFT are defined for (marked) (2+1)(2+1)-bordisms supported by compact oriented 3-manifolds YY with a prop…

2006-11-16abs ↗pdf ↗

On a large class of Riemannian manifolds with boundary, some dimension-free Harnack inequalities for the Neumann semigroup is proved to be equivalent to the convexity of the boundary and a curvature condition. In particular, for pt(x,y)p_t(x,y) the Neumann heat kernel w.r.t. a volume type measure μμ and for KK a constant,…

2009-08-20abs ↗pdf ↗

A new algorithm solves minimax problems without needing parameters.

problem Convex-concave minimax optimization problems in machine learning.
method Proposes a fully parameter-free LF-CR and FF-CR algorithms for solving these problems.
result The FF-CR algorithm achieves the best iteration complexity under gradient norm termination criterion.

We observe that any regular Lie groupoid G over an manifold M fits into an extension KGEK \to G \to E of a foliation groupoid E by a bundle of connected Lie groups K. If $\FF$ is the foliation on M given by the orbits of E and T is a complete transversal to $\FF$, this extension restricts to T, as an extension $K_{T}\to…

2002-03-11abs ↗pdf ↗

Given a countable group GG splitting as a free product G=G1GkFNG=G_1\ast\dots\ast G_k\ast F_N, we establish classification results for subgroups of the group Out(G,F)Out(G,\mathcal{F}) of all outer automorphisms of GG that preserve the conjugacy classes of each GiG_i. We show that every finitely generated subgroup $H\subseteq Ou…

2019-01-15abs ↗pdf ↗

We show that in the first sub-Riemannian Heisenberg group there are intrinsic graphs of smooth functions that are both critical and stable points of the sub-Riemannian perimeter under compactly supported variations of contact diffeomorphisms, despite the fact that they are not area-minimizing surfaces. In particular, w…

2016-11-22abs ↗pdf ↗

This paper studies iteration convergence of Kronecker graphical lasso (KGLasso) algorithms for estimating the covariance of an i.i.d. Gaussian random sample under a sparse Kronecker-product covariance model and MSE convergence rates. The KGlasso model, originally called the transposable regularized covariance model by …

2012-04-03abs ↗pdf ↗

Starting from a sequence of independent Wright-Fisher diffusion processes on [0,1][0,1], we construct a class of reversible infinite dimensional diffusion processes on $\DD_\infty:= \{{\bf x}\in Let $MbeacompleteRiemnnianmanifoldand be a complete Riemnnian manifold and μthedistributionofthediffusionprocessgeneratedby the distribution of the diffusion process generated by \ff 1 2\DD+Zwhere where Z$…

2007-12-19abs ↗pdf ↗

PBN combines generative and discriminative capabilities in a neural network.

problem Combining generative and discriminative capabilities in neural networks.
method Convolutional PBN, sharing FF-NN embodiment, combining generative and discriminative qualities.
result PBN shows excellent qualities from either generative or discriminative viewpoint.

The study explores harmonic vector fields on a specific type of Riemannian Lie group.

problem Characterizing harmonic vector fields on a warped product of a line and a 3D Riemannian Lie group.
method Using a characteristic variational condition, the study applies to the case of a 3D Riemannian Lie group equipped with a left-invariant metric.
result Examples of harmonic vector fields on the warped product that are not left-invariant are provided.

We characterise the link of derivatives in measure, which are introduced in [AKR,Card,ORS] respectively by different means, for functions on the space M\mathbb M of finite measures over a Riemannian manifold MM. For a reasonable class of functions ff, the extrinsic derivative DEfD^Ef coincides with the linear functio…

2019-08-10abs ↗pdf ↗

The paper tackles pricing vulnerable options via generalized BSDEs and penalization schemes.

problem Pricing options in a general hazard process setup.
method Establishes well-posedness and comparison theorems for generalized BSDEs and RBSDEs, studies penalization schemes.
result Well-posedness results and comparison theorems for generalized BSDEs and RBSDEs, extended penalization schemes.

The paper connects a second order ODE to Sasakian structures and bi-Hamiltonian systems.

problem Defining and analyzing Sasakian structures associated with second order ODEs.
method Defining contact metric structures and Poisson structures, showing compatibility with bi-Hamiltonian systems.
result A compatible bi-Hamiltonian structure for the Reeb vector field is found, and conditions for the vanishing of the first Chern class are derived.

Designs an MLP from LDA for multi-Gaussian class classification.

problem Classifying inputs with multiple Gaussian distributions.
method Interprets MLP as generalized LDA, using LDAs for half-space partitioning, neurons for subspace isolation, and merging for class-wise representation.
result Automatic feedforward design for MLP architecture and weights.

Study predicts risk of true-lumen narrowing after ATAAD surgery using CT data.

problem Early post-surgery risk assessment for aortic dissection patients.
method Retrospective study with CT data, derived cross-sectional shapes, form factor (FF) for morphology assessment, linear discriminant analysis (LDA) for risk classification, LOPO-CV for prediction.
result Machine-learning model accurately predicts risk for all high-risk patients and low-risk patients, potentially reducing hospital visits.

This paper compares two stock factor models in China's A-share market.

problem Contradicting results in existing research on stock factor models.
method Empirical analysis using China's A-share data from 2005-2020, orthogonalizing redundant factors, and 25-group portfolio returns calculation.
result The five-factor model outperforms the three-factor model in explaining excess return rates.