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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.

168,742 papers · 148 categories

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4590135180 · Jun 202019922001200920172026
48 results for Karhunen-Loève transform

We consider a mean curvature flow in a cone, that is, a hypersurface in a cone which moves toward the opening with normal velocity equaling to the mean curvature, and the contact angle between the hypersurface and the cone boundary being ε\varepsilon-periodic in its position. First, by constructing a family of self-si…

2019-07-26abs ↗pdf ↗

F.: Good morning Hermann, I would like to talk with you about infinitesimals. G.: Tell me Pierre. F.: I'm fed up of all these slanders about my attitude to be non rigorous, so I've started to study nonstandard analysis (NSA) and synthetic differential geometry (SDG). G.: Yes, I've read something ... F.: Ok, no problem …

2009-07-10abs ↗pdf ↗

We study how to communicate findings of Bayesian inference to third parties, while preserving the strong guarantee of differential privacy. Our main contributions are four different algorithms for private Bayesian inference on proba-bilistic graphical models. These include two mechanisms for adding noise to the Bayesia…

2015-12-22abs ↗pdf ↗

In this paper, we establish some theoretical connections between Sum-Product Networks (SPNs) and Bayesian Networks (BNs). We prove that every SPN can be converted into a BN in linear time and space in terms of the network size. The key insight is to use Algebraic Decision Diagrams (ADDs) to compactly represent the loca…

2015-01-06abs ↗pdf ↗

Unified framework connects EI and information-theoretic acquisition functions.

problem Distinguish between Expected Improvement and information-theoretic acquisition functions.
method Introduces Variational Entropy Search (VES) to unify EI and information-theoretic approaches.
result EI can be seen as a variational inference approximation of Max-value Entropy Search (MES).

This is a set of expository lecture notes created originally for a graduate course on holomorphic curves taught at ETH Zurich and the Humboldt University Berlin in 2009/2010. The notes are still incomplete, but due to recent requests from readers, I've decided to make a presentable half-finished version available here.…

2010-11-07abs ↗pdf ↗

These notes grew out of two lectures I have given on CAT(0) cube complexes. I've tried to keep the material elementary and self-contained in order to keep the material easily accessible and to provide an elementary introduction on the topic for advanced bachelor students or early master students with little to no previ…

2019-10-15abs ↗pdf ↗

A new method improves estimation of COVID-19 vaccine effectiveness.

problem Estimating vaccine effectiveness under the test-negative design.
method A doubly robust estimator (TNDDR) using cross-fitting and machine learning.
result The TNDDR estimator is n\sqrt{n}-consistent, asymptotically normal, and doubly robust.

This study compares Bitcoin and Litecoin using cryptocurrency metrics and trading strategies.

problem Valuation and trading strategies for cryptocurrencies.
method Metrics like UTXO, STXO, WAL, CDD, and trading strategies based on PU ratio.
result Bitcoin's superior store-of-value proposition compared to Litecoin validated.

Study uses neural processes to predict and classify crack patterns in moving disks.

problem Predicting and classifying crack patterns in moving disks.
method Peridynamic theory, Convolutional Neural Networks (CNNs), and Neural Processes.
result Neural Processes provide accurate predictions even with missing or insufficient data.

The paper analyzes the score field of diffusion models using Burgers dynamics.

problem Understanding the evolution of score fields in diffusion models.
method Analyzes the score field through Burgers-type evolution law for diffusion models.
result Identifies a universal \( anh\) interfacial term in the score field.

We created financial benchmarks for distribution shifts in crude oil prices and volatility.

problem Scarcity of task-labeled time-series benchmarks in finance.
method Transformed asset price data into volatility proxies, generated task labels based on distribution shifts, and made datasets publicly available.
result Inclusion of task labels improves continual learning algorithms' performance on real-world data.

We consider the following singularly perturbed Neumann problem \begin{eqnarray*} \ve^2 Δu -u +u^p = 0 \, \quad u>0 \quad {\mbox {in}} \quad Ω, \quad {\partial u \over \partial ν}=0 \quad {\mbox {on}} \quad \partial Ω, \end{eqnarray*} where p>2p>2 and ΩΩ is a smooth and bounded domain in R2\R^2. We construct a new class…

2015-05-30abs ↗pdf ↗

We derive a new, exact and transparent expansion for option smiles, which lends itself both to analytical approximation and, perhaps more importantly, to congenial numerical treatments. We show that the skew and the curvature of the smile can be computed as exotic options, for which the Hedged Monte Carlo method is par…

2012-03-26abs ↗pdf ↗

A new diffusion sampling method combines Krylov subspace and diffusion models for faster and more efficient inverse problems.

problem Efficiently solving large-scale inverse problems in high-performance computing.
method Proposes a novel diffusion sampling strategy that integrates Krylov subspace methods with diffusion models.
result Demonstrates significant speedup (80x faster inference time) and improved reconstruction quality on real-world medical imaging problems.

Nontrivial boundary Dehn twist found on K3#K3 manifold.

problem Proving nontriviality of a Dehn twist on a specific 4-manifold.
method Algebraic criterion and equivariant topological K-theory to show non-isotopy.
result Boundary Dehn twist is nontrivial in the smooth mapping class group.

Every year, thousands of people receive consumer product related injuries. Research indicates that online customer reviews can be processed to autonomously identify product safety issues. Early identification of safety issues can lead to earlier recalls, and thus fewer injuries and deaths. A dataset of product reviews …

2018-04-27abs ↗pdf ↗

SAIL improves graph node representation learning by distilling knowledge between graphs.

problem Improving graph node representation learning with GNNs in unsupervised scenarios.
method SAIL framework with intra- and inter-graph knowledge distillation.
result SAIL consistently outperforms state-of-the-art baselines on various benchmark datasets.

In distributed ML applications, shared parameters are usually replicated among computing nodes to minimize network overhead. Therefore, proper consistency model must be carefully chosen to ensure algorithm's correctness and provide high throughput. Existing consistency models used in general-purpose databases and moder…

2013-12-30abs ↗pdf ↗

Generative models (GMs) such as Generative Adversary Network (GAN) and Variational Auto-Encoder (VAE) have thrived these years and achieved high quality results in generating new samples. Especially in Computer Vision, GMs have been used in image inpainting, denoising and completion, which can be treated as the inferen…

2018-04-26abs ↗pdf ↗

ICYM2I corrects missingness bias in multimodal learning.

problem Missingness patterns between source and target environments affect multimodal learning performance.
method ICYM2I uses inverse probability weighting to correct missingness bias in predictive performance and information gain.
result ICYM2I improves multimodal learning performance by accounting for missingness.

Surveying strategies for making machine learning models robust against adversarial attacks.

problem Ensuring machine learning models are robust and reliable in real-world applications.
method Taxonomy of adversarial attacks and defenses, Robust Optimization problem formulation, and survey of methods.
result Surveyed recent results in adversarial example generation, defense mechanisms, and formal robustness certificates.

A graph (digraph) G=(V,E)G=(V,E) with a set TVT\subseteq V of terminals is called inner Eulerian if each nonterminal node vv has even degree (resp. the numbers of edges entering and leaving vv are equal). Cherkassky and Lovász showed that the maximum number of pairwise edge-disjoint TT-paths in an inner Eulerian graph $G…

2005-10-21abs ↗pdf ↗

Study of Quillen metric on Riemann surfaces with cusps and compactification.

problem Behavior of Quillen metric on Riemann surfaces with cusps.
method Continuous extension of Quillen metric over singular curves and explicit universal constant.
result Compatibility of Quillen metric with clutching morphisms and analytic torsion.

Study extends geodesic ray transform results to orientable surfaces.

problem Characterize and stabilize mixed and transverse ray transforms on surfaces.
method Algebraic arguments applied to various geometries and ray transforms.
result Characterization of kernel and stability for mixed and transverse ray transforms on orientable surfaces.

This paper investigates efficient Transformers and finds they scale with problem size.

problem Finding suitable replacements for standard Transformers in large-scale tasks.
method Modeling efficient Transformers (Sparse and Linear) as Dynamic Programming problems and analyzing their reasoning capabilities.
result Efficient Transformers scale with problem size, but can be more efficient for certain DP problems.

Data is said to follow the transform (or analysis) sparsity model if it becomes sparse when acted on by a linear operator called a sparsifying transform. Several algorithms have been designed to learn such a transform directly from data, and data-adaptive sparsifying transforms have demonstrated excellent performance i…

2018-03-06abs ↗pdf ↗

Study normal operators of double fibration transforms with conjugate points.

problem Normal operators of double fibration transforms with conjugate points.
method Stable conditions on the distribution of conjugate points, splitting into elliptic and Fourier integral operators.
result Normal operator splits into an elliptic pseudodifferential operator and Fourier integral operators.

Transformer-MGK replaces redundant heads with Gaussian key mixtures, improving efficiency and performance.

problem Redundant attention heads in transformers degrade performance and efficiency.
method Transformer-MGK replaces redundant heads with a mixture of Gaussian keys.
result Transformer-MGK accelerates training and inference, reduces parameters and FLOPs, and achieves comparable or better accuracy.