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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.

169,051 papers · 148 categories

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3977116154 · May 202619922001200920172026
48 results for Julia programming language

Julia package for Gaussian processes offers fast, flexible, and scalable tools.

problem Modeling complex data sources in various sciences and industries.
method Utilizes Julia's computational benefits for fast, flexible, and user-friendly Gaussian processes.
result Fast, scalable, and user-friendly Gaussian processes package for Julia.

This paper describes Convex, a convex optimization modeling framework in Julia. Convex translates problems from a user-friendly functional language into an abstract syntax tree describing the problem. This concise representation of the global structure of the problem allows Convex to infer whether the problem complies …

2014-10-17abs ↗pdf ↗

Extends DCP framework to Hadamard manifolds for geodesically convex functions.

problem Verifying convexity in nonlinear programs on Hadamard manifolds.
method Introduces Disciplined Geodesically Convex Programming (DGCP) framework, defining compositions and transformations for geodesically convex functions.
result Allows verification of geodesic convexity for a broader range of functions, including statistical estimators and matrix-valued optimization.

We present POLO --- a C++ library for large-scale parallel optimization research that emphasizes ease-of-use, flexibility and efficiency in algorithm design. It uses multiple inheritance and template programming to decompose algorithms into essential policies and facilitate code reuse. With its clear separation between…

2018-10-08abs ↗pdf ↗

The presentation of supergravity theories of our previous paper "Super-Poincare' algebras, space-times and supergravities (I)" is re-formulated in the language of Berezin-Leites-Kostant theory of supermanifolds. It is also shown that the equations of Cremmer, Julia and Scherk's theory of 11D-supergravity are equivalent…

2011-08-31abs ↗pdf ↗

CoinTossX is a low-latency, open-source matching engine for financial trading.

problem Efficiently matching orders in financial markets with low latency and high throughput.
method Developed in Java, orders submitted via UDP SBE, low-latency message transport (Aeron Media Driver). Separates order generation and matching.
result Demonstrated low-latency, high-throughput performance in various deployment scenarios.

The task of translating between programming languages differs from the challenge of translating natural languages in that programming languages are designed with a far more rigid set of structural and grammatical rules. Previous work has used a tree-to-tree encoder/decoder model to take advantage of the inherent tree s…

2018-07-04abs ↗pdf ↗

Determining the programming language of a source code file has been considered in the research community; it has been shown that Machine Learning (ML) and Natural Language Processing (NLP) algorithms can be effective in identifying the programming language of source code files. However, determining the programming lang…

2018-09-21abs ↗pdf ↗

Forward inference techniques such as sequential Monte Carlo and particle Markov chain Monte Carlo for probabilistic programming can be implemented in any programming language by creative use of standardized operating system functionality including processes, forking, mutexes, and shared memory. Exploiting this we have …

2014-03-03abs ↗pdf ↗

JULIA combines multi-linear and nonlinear models for tensor completion.

problem Complex patterns in real-world tensors require a unified model.
method JULIA unifies multi-linear and nonlinear models with flexible component assignment and efficient alternating optimization.
result JULIA outperforms existing methods in large-scale tensor completion.

This work offers a broad perspective on probabilistic modeling and inference in light of recent advances in probabilistic programming, in which models are formally expressed in Turing-complete programming languages. We consider a typical workflow and how probabilistic programming languages can help to automate this wor…

2018-10-02abs ↗pdf ↗

This book is a graduate-level introduction to probabilistic programming. It not only provides a thorough background for anyone wishing to use a probabilistic programming system, but also introduces the techniques needed to design and build these systems. It is aimed at people who have an undergraduate-level understandi…

2018-09-27abs ↗pdf ↗

SLM models code syntax as trees to generate any programming language code.

problem Generating any piece of code in a given language without restrictions.
method Structural language modeling (SLM) decomposes code into ASTs and estimates probabilities over nodes.
result SLM model generates arbitrary code in any language, outperforming previous methods.

Paper introduces a new Poisson kernel for strongly pseudoconvex domains.

problem Developing a new mathematical tool for strongly pseudoconvex domains.
method Introducing a maximal plurisubharmonic function called the pluricomplex Poisson kernel.
result The pluricomplex Poisson kernel shares properties with the classical Poisson kernel and reproduces pluriharmonic functions.

We extend a result regarding the Random Backward Iteration algorithm for drawing Julia sets (known to work for certain rational semigroups containing a non-Möbius element) to a class of Möbius semigroups which includes certain settings not yet been dealt with in the literature, namely, when the Julia set is not a thick…

2015-11-09abs ↗pdf ↗

DiffTaichi enables fast, differentiable physical simulations with shorter code.

problem Building efficient differentiable physical simulators.
method Differentiable programming language (DiffTaichi) that generates gradients using source code transformations and a light-weight tape.
result Differentiable physical simulators written in DiffTaichi are faster and more concise than existing methods.

New method for efficient probabilistic inference using masked language modeling.

problem Efficient posterior inference in probabilistic programs with many hyper-parameters.
method Formulate inference as masked language modeling, train a neural network to unmask random values.
result Foundation posterior for zero-shot inference and fine-tuning across a range of programs.

We show that if PP is a quadratic polynomial with a fixed Cremer point and Julia set JJ, then for any monotone map $\ph:J\to A$ from JJ onto a locally connected continuum AA, AA is a single point.

2008-09-06abs ↗pdf ↗

PATOIS synthesizes code from natural language using learned code idioms.

problem Synthesizing general-purpose source code from natural language specifications is challenging.
method PATOIS uses a neural synthesizer that interleaves high-level and low-level reasoning, incorporating learned code idioms from a corpus.
result Using learned code idioms improves the synthesizer's accuracy on semantic parsing datasets.

Seq2Seq models perform well in generating If-Then programs from natural language.

problem Creating If-Then programs for business process automation without technical expertise.
method Modeling If-Then programs as a sequence learning task using Seq2Seq approaches.
result Seq2Seq models can effectively generate If-Then programs from natural language.

TreeCaps improves code comprehension for software developers.

problem Processing code efficiently for software developers.
method Tree-based capsule networks for capturing code syntactical structures and dependencies.
result TreeCaps outperforms other approaches in classifying program functionalities.

Hamiltonian Monte Carlo (HMC) is arguably the dominant statistical inference algorithm used in most popular "first-order differentiable" Probabilistic Programming Languages (PPLs). However, the fact that HMC uses derivative information causes complications when the target distribution is non-differentiable with respect…

2018-04-07abs ↗pdf ↗

Study dynamics of automorphisms on cubic surfaces and their connection to Painlevé 6.

problem Dynamics of holomorphic automorphisms on cubic surfaces and their relation to Painlevé 6.
method Defined Julia and Fatou sets, studied locally discrete and non-discrete dynamics, and proved existence of non-empty Fatou and Julia sets.
result Existence of non-empty Fatou and Julia sets for the group action.

New methodology controls synthetic data bias for neural program synthesis.

problem Deep networks generalize poorly to certain data distributions when trained on synthetic examples.
method Proposes a new methodology to control and evaluate the bias of synthetic data distributions over programs and specifications.
result Training deep networks on controlled synthetic data distributions leads to improved cross-distribution generalization performance.

We introduce a method for using deep neural networks to amortize the cost of inference in models from the family induced by universal probabilistic programming languages, establishing a framework that combines the strengths of probabilistic programming and deep learning methods. We call what we do "compilation of infer…

2016-10-31abs ↗pdf ↗

This paper deals with both complex dynamical systems and conformal iterated function systems. We study finitely generated expanding semigroups of rational maps with overlaps on the Riemann sphere. We show that if a dd-parameter family of such semigroups satisfies the transversality condition, then for almost every par…

2011-09-12abs ↗pdf ↗

It is time-consuming and error-prone to implement inference procedures for each new probabilistic model. Probabilistic programming addresses this problem by allowing a user to specify the model and having a compiler automatically generate an inference procedure for it. For this approach to be practical, it is important…

2013-12-12abs ↗pdf ↗