Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

122245367489 · Jun 202019922001200920172026
48 results for Graphics processing unit

GPU speeds up Monte Carlo simulations for large time steps.

problem Slow convergence and inaccurate solutions with large time steps in Monte Carlo simulations.
method Generalizes the Seven League scheme for GPU acceleration.
result Significantly improved computational speed.

A new CNN-based algorithm improves Fourier ptychography for faster, more robust image reconstruction.

problem Slow and inefficient Fourier ptychography reconstruction under system aberrations.
method A CNN-based iterative phase retrieval algorithm trained on GPUs.
result Significantly faster and more robust image reconstruction under system aberrations.

Matrix Factorization (MF) on large scale matrices is computationally as well as memory intensive task. Alternative convergence techniques are needed when the size of the input matrix is higher than the available memory on a Central Processing Unit (CPU) and Graphical Processing Unit (GPU). While alternating least squar…

2019-01-02abs ↗pdf ↗

The paper develops a new simulation technique for estimating conditional expectations in financial models.

problem Estimating conditional expectations in financial models with expensive simulation of endogenous variables.
method Introduces a hierarchical simulation scheme with oversimplified defaults to address variance issues.
result The hierarchical simulation technique significantly improves the success of neural net regression for conditional expectation estimation.

Extensive neural networks eliminate the need for SABR pricing formulas.

problem Lack of exact pricing formulas for the SABR model.
method Used a GPU-based simulation and an extensive neural network to learn implied volatilities.
result Neural networks achieve high accuracy and efficiency comparable to Monte-Carlo simulations.

Surface parameterizations have been widely used in computer graphics and geometry processing. In particular, as simply-connected open surfaces are conformally equivalent to the unit disk, it is desirable to compute the disk conformal parameterizations of the surfaces. In this paper, we propose a novel algorithm for the…

2014-08-29abs ↗pdf ↗

Deep belief networks are a powerful way to model complex probability distributions. However, learning the structure of a belief network, particularly one with hidden units, is difficult. The Indian buffet process has been used as a nonparametric Bayesian prior on the directed structure of a belief network with a single…

2009-12-31abs ↗pdf ↗

Graph neural networks extend neural Bayes estimators to irregular spatial data.

problem Estimating parameters from irregular spatial data with computational efficiency.
method Employing graph neural networks to approximate Bayes estimators for irregular spatial data.
result Extending neural Bayes estimation to irregular spatial data with computational benefits.

DREAM model improves computational efficiency for non-linear effects in relational event models.

problem Efficiently modeling non-linear effects in dynamic relational networks.
method Introduces Deep Relational Event Additive Model (DREAM) using Neural Additive Models.
result Demonstrates superior computational efficiency compared to traditional REM approaches.

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Rgtsvm provides a fast and flexible support vector machine (SVM) implementation for the R language. The distinguishing feature of Rgtsvm is that support vector classification and support vector regression tasks are implemented on a graphical processing unit (GPU), allowing the libraries to scale to millions of examples…

2017-06-17abs ↗pdf ↗

Software frameworks for neural networks play a key role in the development and application of deep learning methods. In this paper, we introduce the Chainer framework, which intends to provide a flexible, intuitive, and high performance means of implementing the full range of deep learning models needed by researchers …

2019-08-01abs ↗pdf ↗

Bayesian method estimates Kronecker graphical models from autoregressive processes.

problem Estimating Kronecker graphical models from autoregressive Gaussian processes.
method Bayesian approach to estimate Kronecker graphical models.
result Effectiveness demonstrated through numerical experiments and real-world data application.

Estimates network causal effects considering contagion and latent confounding.

problem Determining if correlations in network studies are due to contagion or latent confounding.
method Segregated graph representation, likelihood ratio tests, network causal effect estimation strategies.
result Proposes methods to estimate network causal effects under full interference scenarios.

Hierarchical causal models help understand cause and effect in nested data.

problem Learning cause and effect from nested hierarchical data.
method Extend structural causal models and causal graphical models with inner plates, develop graphical identification technique and estimation methods.
result Hierarchical data can enable causal identification even when non-hierarchical data cannot.

The thesis tackles structure learning and parameter estimation for PGMs using penalized maximum likelihood methods.

problem Recovering the true structure of probabilistic graphical models (PGMs) for decision-making and interpretation.
method Penalized maximum likelihood estimation with the LASSO penalty.
result The approach successfully recovers the true structure of PGMs, including Bayesian networks and continuous time Bayesian networks, for both complete and incomplete data.

Motivated by Ilmanen's correspondence, we present an explicit solution to the prescribed Hoffman-Osserman Gauss map problem for non-minimal translators to the mean curvature flow in Euclidean 4-space. We propose a conjecture on the non-existence of Jenkins-Serrin type unit-speed graphical translators.

2012-04-01abs ↗pdf ↗

Paper estimates non-causal graphical models using covariance extension and transportation distance.

problem Estimating non-causal graphical models with smoothing relations.
method Proposes a covariance extension problem and uses transportation distance to minimize error with white noise.
result Solution is a double-sided autoregressive non-causal graphical model.

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a poor approximation of the much more complex true data generating process, leadi…

2019-06-06abs ↗pdf ↗

The paper classifies shapes of translating solitons for a specific flow.

problem Understanding the shapes of translating solitons in a specific flow.
method Analyzing functions on a unit sphere and solving an ODE.
result Classification of the shapes of translating solitons.

Principal component analysis (PCA) is a statistical technique commonly used in multivariate data analysis. However, PCA can be difficult to interpret and explain since the principal components (PCs) are linear combinations of the original variables. Sparse PCA (SPCA) aims to balance statistical fidelity and interpretab…

2013-12-21abs ↗pdf ↗

New method reduces sample complexity for learning Ising model dynamics exponentially.

problem Learning binary graphical models from correlated samples produced by a dynamical process.
method Two estimators based on interaction screening objective and conditional likelihood loss.
result Sample complexity reduces exponentially for samples from a dynamical process far from equilibrium.

Spatial processes with nonstationary and anisotropic covariance structure are often used when modelling, analysing and predicting complex environmental phenomena. Such processes may often be expressed as ones that have stationary and isotropic covariance structure on a warped spatial domain. However, the warping functi…

2019-06-06abs ↗pdf ↗

In many structured prediction problems, complex relationships between variables are compactly defined using graphical structures. The most prevalent graphical prediction methods---probabilistic graphical models and large margin methods---have their own distinct strengths but also possess significant drawbacks. Conditio…

2018-11-07abs ↗pdf ↗