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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.

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48 results for Flexible Models

Polyhedra called Siamese dipyramids are known to be non-flexible, however their physical models behave like physical models of flexible polyhedra. We discuss a simple mathematical method for explaining the model flexibility of the Siamese dipyramids.

2017-12-26abs ↗pdf ↗

Frengression models causal data flexibly and faithfully.

problem Challenges in robust benchmarking and evaluation of causal inference with real-world data.
method Introduces frengression, a deep generative model for joint distribution of covariates, treatments, and outcomes.
result Frengression provides accurate estimation and flexible simulation of multivariate, time-varying data.

Extends Hawkes process for flexible residual modeling in point processes.

problem Modeling high-frequency financial data with complex residual distributions.
method Introduces self and mutually exciting point process with discretely Markovian dynamics.
result Flexible residual distributions improve intensity modeling and high-frequency data estimation.

TM-VI uses flexible transformation models to approximate complex posteriors in Bayesian models.

problem Approximating complex posteriors in Bayesian models with limited flexibility.
method Transformation models for variational inference (TM-VI).
result TM-VI allows accurate approximation of complex posteriors in models with one parameter and works in a mean-field fashion for multi-parameter models.

Combines MCTM and NF for flexible multivariate density regression with interpretable marginals.

problem Difficult interpretation of flexible NF models and limitations of MCTM in flexibility.
method Hybrid approach combining MCTM for interpretable marginals and NF for complex joint distributions.
result Demonstrates versatility and improved performance compared to MCTM and other NF models.

In this paper we define and study flexible links and flexible isotopy in projective space. Flexible links are meant to capture the topological properties of real algebraic links. We classify all flexible links up to flexible isotopy using Ekholms interpretation of Viros encomplexed writhe.

2012-12-15abs ↗pdf ↗

The authors characterize flexibility in power and energy markets considering time, spatiality, resource, and risk.

problem Evaluating and maximizing flexibility in power systems and markets.
method Characterization of flexibility dimensions (time, spatiality, resource, risk) and their interrelations with flexibility assets, products, and services.
result Flexibility should be evaluated based on multiple dimensions for efficient power systems and markets.

Flexible Hawkes model with Gaussian process self-effects for time-dependent data.

problem Modeling time-dependent point processes with history dependence and self-effects.
method Extended Hawkes process with Gaussian process self-effects for both excitatory and inhibitory types, using Bayesian inference and mean-field variational approximation.
result Efficient approximate Bayesian inference achieved via data augmentation and mean-field variational approach.

A new HP model balances interpretability and flexibility for EHR event sequences.

problem Balancing interpretability and flexibility in modeling diagnostic event sequences.
method Proposes a neural network-based HP with flexible impact kernel and transformer layers.
result Accurately recovers impact functions, competitive performance, and clinically meaningful interpretation.

TriTPP models enable faster and more flexible event data modeling.

problem Inflexibility and slow sampling in traditional TPP models.
method Triangular Maps and Normalizing Flows for parallel sampling and likelihood computation.
result TriTPP models achieve orders of magnitude faster sampling while maintaining flexibility.

Proposes a variational autoencoder for long-term customer revenue forecasting.

problem Predicting long-term customer revenue from sparse and irregular transaction data.
method Variational Autoencoder (VAE) with flexible latent representation.
result Improves upon latest benchmarks in multiple real-world datasets.

Flexible spatial models improve predictive performance over nonstationary alternatives.

problem Improving predictive performance in nonstationary spatial modeling.
method Introduces a modular parametric covariance function that extends nonstationary spatial models.
result The proposed covariance function outperforms nonparametric methods in predictive performance.

Labels distilled from images improve model training efficiency and flexibility.

problem Creating synthetic labels for a small set of real images to train models effectively.
method Introduce a more robust and flexible meta-learning algorithm for distillation and an effective first-order strategy based on convex optimization layers.
result Label distillation leads to improved results and greater flexibility in neural architectures.

GPDFlow models extreme threshold exceedance with flexible dependence using normalizing flows.

problem Challenges in modeling multivariate threshold exceedance probabilities due to infinite parametrizations.
method GPDFlow uses normalizing flows to flexibly represent dependence without explicit parametric assumptions.
result GPDFlow significantly improves modeling accuracy and flexibility compared to traditional parametric methods.

We present any-precision deep neural networks (DNNs), which are trained with a new method that allows the learned DNNs to be flexible in numerical precision during inference. The same model in runtime can be flexibly and directly set to different bit-widths, by truncating the least significant bits, to support dynamic …

2019-11-17abs ↗pdf ↗

Bayesian model improves classification performance with flexible uncertainty modeling.

problem Improving classification performance with flexible uncertainty modeling.
method Combines Gaussian process and Dirichlet process priors for latent function and link function, respectively.
result Outperforms standard logistic regression on simulated data.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

New inequality for odd-degree flexible curves using surface doubling.

problem Bounding the number of non-empty ovals of odd-degree flexible curves.
method Defining an Arnold surface for odd-degree flexible curves and using it to derive a Viro--Zvonilov-type inequality.
result Upper bound on the number of non-empty ovals of odd-degree flexible curves.

Develops deep probabilistic graphical modeling for better flexibility and interpretability.

problem Lack of flexibility in probabilistic graphical models and interpretability in deep learning.
method Combines deep learning and probabilistic graphical modeling to create flexible models with interpretable latent structures.
result Solves problems in probabilistic topic models and introduces new learning algorithms.

Automates detection of fast-ramped flexibility events for DSOs.

problem Monitoring and supervising flexibility activations in power systems.
method Unsupervised detection and open-set classification.
result Automatically identifies critical flexibility activations for early intervention.

New framework identifies strongly identifiable models from flexible generators.

problem Indeterminacies in generative models that prevent unique latent codes.
method Theoretical framework for analyzing latent variable models, excluding certain indeterminacies.
result Strong identifiability possible even with flexible nonlinear generators.

Flexible DNN for survival data, avoiding proportional hazards assumption.

problem Survival analysis with complex interactions and non-proportional hazards.
method Partially linear DNN model with a flexible nonparametric component.
result FLEXI-Haz achieves optimal convergence rates and asymptotic efficiency.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

Flexible evidential deep learning improves uncertainty quantification in machine learning.

problem Overconfident predictions in machine learning models can lead to serious consequences.
method Proposes flexible evidential deep learning (F-EDL) to model uncertainty over class probabilities using a flexible Dirichlet distribution.
result Empirically demonstrates state-of-the-art uncertainty quantification performance across diverse scenarios.

One popular approach to option pricing in Lévy models is through solving the related partial integro differential equation (PIDE). For the numerical solution of such equations powerful Galerkin methods have been put forward e.g. by Hilber et al. (2013). As in practice large classes of models are maintained simultaneous…

2016-03-27abs ↗pdf ↗

In this paper we study infinitesimal and finite flexibility for generic semidiscrete surfaces. We prove that generic 2-ribbon semidiscrete surfaces have one degree of infinitesimal and finite flexibility. In particular we write down a system of differential equations describing isometric deformations in the case of exi…

2010-04-14abs ↗pdf ↗

ACE models allow flexible conditioning and prediction of latent variables.

problem Lack of flexibility in conditioning and prediction of latent variables in probabilistic models.
method Introduces Amortized Conditioning Engine (ACE) that explicitly represents latent variables and allows runtime conditioning and prediction.
result ACE models outperform existing methods in diverse tasks like image completion, classification, Bayesian optimization, and simulation-based inference.

We present a flexible approach for the valuation of interest rate derivatives based on Affine Processes. We extend the methodology proposed in Keller-Ressel et al. (2009) by changing the choice of the state space. We provide semi-closed-form solutions for the pricing of caps and floors. We then show that it is possible…

2012-03-21abs ↗pdf ↗

In this paper we study geometric, algebraic, and computational aspects of flexibility and infinitesimal flexibility of Kokotsakis meshes. A Kokotsakis mesh is a mesh that consists of a face in the middle and a certain band of faces attached to the middle face by its perimeter. In particular any 3x3-mesh made of quadran…

2008-12-16abs ↗pdf ↗

Flexible tree ensemble learning framework supports arbitrary loss functions and multi-task learning.

problem Limited modeling capabilities of existing tree ensemble learning toolkits.
method Differentiable tree ensembles with tensor-based formulation for efficient training.
result Our framework leads to 100x more compact and 23% more expressive tree ensembles.

This paper proposes an agent-based model that combines both spot and balancing electricity markets. From this model, we develop a multi-agent simulation to study the integration of the consumers' flexibility into the system. Our study identifies the conditions that real-time prices may lead to higher electricity costs,…

2017-09-08abs ↗pdf ↗