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.
Knowledge distillation (KD) is a popular method for reducing the computational overhead of deep network inference, in which the output of a teacher model is used to train a smaller, faster student model. Hint training (i.e., FitNets) extends KD by regressing a student model's intermediate representation to a teacher mo…
We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option pricing in polynomial diffusion models. In this setting a discretization process pro…
The central discovery of 2d conformal theory was holomorphic factorization, which expressed correlation functions through bilinear combinations of conformal blocks, which are easily cut and joined without a need to sum over the entire huge Hilbert space of states. Somewhat similar, when a link diagram is glued from t…
We consider the problem of estimating the location of a single change point in a dynamic stochastic block model. We propose two methods of estimating the change point, together with the model parameters. The first employs a least squares criterion function and takes into consideration the full structure of the stochast…
In this paper, we propose a new method called ProfWeight for transferring information from a pre-trained deep neural network that has a high test accuracy to a simpler interpretable model or a very shallow network of low complexity and a priori low test accuracy. We are motivated by applications in interpretability and…
This paper introduces a novel approach to measuring privacy risks in deep computer vision models based on intermediate outputs.
problem The exposure of intermediate results in hidden layers of deep computer vision models poses significant privacy concerns.
method The approach leverages Degrees of Freedom (DoF) to evaluate the amount of information retained in each layer and combines this with the rank of the Jacobian matrix to assess sensitivity to input variations.
result The proposed framework provides deeper insights into privacy risks associated with intermediate representations without requiring adversarial attack simulations.
This paper presents a method for solving the supervised learning problem in which the output is highly nonlinear and discontinuous. It is proposed to solve this problem in three stages: (i) cluster the pairs of input-output data points, resulting in a label for each point; (ii) classify the data, where the correspondin…
In this work, we introduce the Global Planar Convolution module as a building-block for fully-convolutional networks that aggregates global information and, therefore, enhances the context perception capabilities of segmentation networks in the context of brain tumor segmentation. We implement two baseline architecture…
We use a local argument to prove if an r-dimensional torus acts isometrically and effectively on a connected n-dimensional manifold which has positive kth-intermediate Ricci curvature at some point, then r≤⌊2n+k⌋. This symmetry rank bound generalizes those established by Gr…
We give a homological construction of aperiodic tiles for certain open Riemannian surfaces admitting actions of Grigorchuk groups of intermediate growth.
This work tackles representation learning by introducing stochastic competition-based activations.
problem Learning diversified representations in deep learning models.
method Combining information-theoretic arguments with stochastic competition-based activations, using Stochastic Local Winner-Takes-All (LWTA) units.
result The proposed method yields significant discriminative representation learning abilities and allows for a principled investigation of intermediate network representations.
This paper proposed a new regression model called l1-regularized outlier isolation and regression (LOIRE) and a fast algorithm based on block coordinate descent to solve this model. Besides, assuming outliers are gross errors following a Bernoulli process, this paper also presented a Bernoulli estimate model which, …
Study estimates heterogeneous principal causal effects with binary treatments and intermediate variables.
problem Estimating subgroup effects within strata defined by potential values of an intermediate variable.
method Proposes a framework for estimating and forming confidence intervals for heterogeneous principal causal effects under principal ignorability assumption. Develops several estimators with varying robustness properties.
result Established large-sample theory and analyzed bias contributions of each approach.
Log-Sobolev inequality proven for submanifolds in specific types of manifolds.
problem Proving Log-Sobolev inequality for submanifolds in asymptotic non-negative intermediate Ricci curvature manifolds.
method Extending previous results, proving inequality for submanifolds in specific types of manifolds.
result Sharp Log-Sobolev inequality proven for submanifolds in complete non-compact Riemannian manifolds with asymptotic non-negative intermediate Ricci curvature and Euclidean volume growth.
We study an optimal execution problem in the presence of market impact where the security price follows a geometric Ornstein-Uhlenbeck process, which implies the mean-reverting property, and show that the optimal strategy is a mixture of initial/terminal block liquidation and gradual intermediate liquidation. The mean-…