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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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54108162216 · Jun 202019922001200920172026
48 results for Gaussian integers

Generalized Steinberg module presentation for Gaussian and Eisenstein integers.

problem Presenting Steinberg modules for specific number rings.
method Generalization of Bykovskii's presentation to Gaussian and Eisenstein integers.
result Generalization does not yield a presentation for all Euclidean number rings.

Discrete Gaussian noise preserves privacy and accuracy in differential privacy.

problem Finite computers cannot represent continuous Gaussian noise, leading to privacy breaches and loss of interpretability.
method Introduced and analyzed discrete Gaussian noise, providing privacy and accuracy guarantees similar to continuous Gaussian noise.
result Discrete Gaussian noise offers the same privacy and accuracy as continuous Gaussian noise, with efficient sampling algorithms.

The paper proves that symmetric sets with minimal Gaussian surface area are nearly convex cylinders.

problem Finding the shape of symmetric sets with minimal Gaussian surface area.
method Analyzing the boundary of symmetric sets and applying isoperimetric inequalities.
result Symmetric sets with minimal Gaussian surface area are nearly convex cylinders.

New method learns DAGs from noisy data without identifiability assumptions.

problem Learning DAGs from non-identifiable Gaussian models with heteroscedastic noise.
method Mixed-integer programming framework for medium-sized problems.
result Asymptotically optimal solution with early stopping criterion.

ExDAG solves DAG learning problems with low structural Hamming distance.

problem Learning DAGs with low structural Hamming distance under identifiability assumptions.
method Mixed-integer quadratic programming (MIQP) with branch-and-bound-and-cut algorithm and lazy constraints.
result ExDAG guarantees global convergence and provides a real-time quality assessment.

Proposes a method to learn both constraints and objective functions from data.

problem Data-driven inverse optimization for mixed-integer linear programs (MILPs).
method Two-stage approach: first learns constraints, then estimates objective-function weights conditioned on learned constraints.
result Proposes and validates a method for learning both objective functions and constraints from data.

Introduces CCR for constructing confidence regions from conformal predictions.

problem Challenges in constructing confidence regions for model parameters.
method Combines conformal prediction intervals for model outputs to establish confidence regions for parameters under minimal assumptions.
result Valid coverage guarantees for finite sample regime, applicable to various model types.

New method optimizes mixed integer optimization for hierarchical modeling of clustered and longitudinal data.

problem Optimizing subset selection in hierarchical models with clustered and longitudinal data.
method Distribution-free mixed-integer optimization approach for cluster-aware regression.
result The method efficiently solves problems within minutes and outperforms traditional models in generating sparse solutions with high predictive power.

The paper analyzes financial networks with default charges and defines a model using fixpoint problems.

problem Modeling systemic risk in interbank networks with crossholdings and default charges.
method Mixed integer-linear programming and Gaussian elimination algorithm for computing clearing pairs.
result Developed methods to compute maximal and minimal clearing pairs.

Paper speeds up Gaussian process inference using Matérn kernels.

problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.

Paper tackles BNSL with IP, improving quality of solutions.

problem Bayesian Network Structure Learning (BNSL) with IP formulations.
method Inexact column generation using difference-of-submodular optimization.
result Improved solutions quality compared to state-of-the-art approaches.

This paper recovers smooth functions from noisy modulo samples using a three-stage strategy.

problem Recovering Hölder smooth functions from noisy modulo samples.
method Three-stage strategy: denoising with local polynomial estimators, unwrapping, and spline-based quasi-interpolant.
result Uniform error rates for Hölder class functions with high probability.

Efficiently calculates privacy guarantees for 2020 Census data.

problem Evaluate privacy guarantees for 2020 U.S. Census data releases.
method Sieve-accelerated quadrature method to evaluate tail probabilities of high-dimensional convolutions.
result Achieves 1,824-fold speedup over prior methods while maintaining error tolerances.

We call a learner super-teachable if a teacher can trim down an iid training set while making the learner learn even better. We provide sharp super-teaching guarantees on two learners: the maximum likelihood estimator for the mean of a Gaussian, and the large margin classifier in 1D. For general learners, we provide a …

2018-02-25abs ↗pdf ↗

Exact and scalable algorithm for Gaussian process regression with Matérn correlations.

problem Efficient Gaussian process regression with Matérn correlations.
method Novel kernel packet theory and sparse representation of covariance matrix.
result Significantly superior to existing alternatives in computational time and predictive accuracy.

The paper tackles online resource allocation with uncertain coefficients and chance constraints.

problem Online stochastic resource allocation problem with chance constraints.
method Linearization and primal-dual algorithms with heuristic corrections.
result Optimality gap and constraint violation are on the order of √n.

New q-deformed integers help compute Jones polynomials efficiently.

problem Computing Jones polynomials of rational links efficiently.
method Defining q-deformed integers from pairs of coprime integers and using them to compute Jones polynomials.
result Efficient algorithm for computing Jones polynomials of rational links.

We construct the term structure of the (forward-looking, US market) equity risk premium from SPX option chains. The method is "model-light". Risk-neutral probability densities are estimated by fitting NN-component Gaussian mixture models to option quotes, where NN is a small integer (here 4 or 5). These densities are…

2019-10-31abs ↗pdf ↗

Surgery obstructions extended to integer homology spheres using Heegaard Floer homology.

problem Obstructing knots in integer homology spheres using surgery.
method Extending Heegaard Floer homology obstructions to all integer homology spheres for both positive and negative surgeries.
result Deduced a lower bound on b2(W)b_2(W) for smooth cobordism between integer homology spheres.

IDF++ improves integer discrete flows for lossless compression.

problem Theoretical limitations of integer discrete flows for lossless compression.
method Investigated and improved integer discrete flows, addressing gradient bias and architecture modifications.
result Different architecture modifications improve integer discrete flows for lossless compression.

Count data take on non-negative integer values and are challenging to properly analyze using standard linear-Gaussian methods such as linear regression and principal components analysis. Generalized linear models enable direct modeling of counts in a regression context using distributions such as the Poisson and negati…

2020-01-10abs ↗pdf ↗

The study finds multiple maxima for eigenfunctions on positively curved spheres.

problem Finding multiple non-degenerate maxima for eigenfunctions on positively curved surfaces.
method Proving the existence of a smooth closed Riemannian surface with positive Gaussian curvature and specific eigenfunction properties.
result There exist surfaces with at least m distinct non-degenerate local maxima for the first nonzero eigenfunction.

We use Nathanson's gg-adic representation of integers to relate metric properties of Cayley graphs of the integers with respect to various infinite generating sets SS to problems in additive number theory. If SS consists of all powers of a fixed integer gg, we find explicit formulas for the smallest positive intege…

2017-11-02abs ↗pdf ↗

We propose a mixed integer programming (MIP) model and iterative algorithms based on topological orders to solve optimization problems with acyclic constraints on a directed graph. The proposed MIP model has a significantly lower number of constraints compared to popular MIP models based on cycle elimination constraint…

2017-01-20abs ↗pdf ↗

New method for probabilistic modeling of integer submodular functions.

problem Lack of probabilistic modeling for integer submodular functions.
method Proposed Generalized Multilinear Extension and block-coordinate ascent algorithm.
result Demonstrated effectiveness and viability on real-world datasets.

A hybrid model for Bayesian optimization handles mixed variables using MCTS for categorical and GP for continuous.

problem Optimizing functions with mixed variable types (continuous, integer, categorical).
method Merges MCTS for categorical and GP for continuous variables, integrates UCTS search strategy, and dynamically selects kernels.
result Hybrid models outperform traditional methods in Bayesian optimization.

Proposes a method to select variables for kernel two-sample tests.

problem Determining whether two samples have the same distribution using informative variables.
method A framework based on kernel maximum mean discrepancy (MMD) for selecting a subset of variables.
result The sample size requirements for the three kernels depend on the number of selected variables, not the data dimension.

Neural networks with integer weights approximate continuous functions efficiently.

problem Approximating continuous functions using neural networks with integer weights.
method Integrates superexpressive activation functions and integer weights.
result Convergence rate of order n2β2β+dlog2nn^{\frac{-2β}{2β+d}}\log_2n for neural network regression.

Estimates sparse Gaussian graphical models using discrete optimization.

problem Learning a sparse graph from Gaussian graphical models.
method Proposes GraphL0BnB, an 0\ell_0-penalized MIP solved with a custom BnB framework.
result Significant runtime and statistical performance improvements over existing methods.

We employ the sl(2) foam cohomology to define a cohomology theory for oriented framed tangles whose components are labelled by irreducible representations of U_q(sl(2)). We show that the corresponding colored invariants of tangles can be assembled into invariants of bigger tangles. For the case of knots and links, the …

2012-07-13abs ↗pdf ↗

The integer hull of a polyhedron is the convex hull of the integer points contained in it. We show that the vertices of the integer hulls of a rational family of polyhedra of size O(n) have quasipolynomial coordinates. As a corollary, we show that the stable commutator length of elements in a surgery family is a ratio …

2010-11-05abs ↗pdf ↗