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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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17 results for L^2-kernel

Improved outlier detection in hierarchical Gaussian Processes using Wasserstein-2 kernels.

problem Outlier detection limitations in stacked Gaussian Processes.
method Proposed a hybrid kernel combining Euclidean and Wasserstein-2 distances, emphasizing variance in Wasserstein-2 computations.
result Improved performance and enhanced out-of-distribution detection on various datasets.

We propose a new analytical approximation to the χ2χ^2 kernel that converges geometrically. The analytical approximation is derived with elementary methods and adapts to the input distribution for optimal convergence rate. Experiments show the new approximation leads to improved performance in image classification and …

2012-06-18abs ↗pdf ↗

The paper proves conditions for the triviality of L2L^2-harmonic forms on Riemannian manifolds.

problem Conditions for the triviality of L2L^2-harmonic forms on Riemannian manifolds.
method Study of a covariant Schrödinger operator HX,VH_{X,V} and its L2L^2-kernel.
result Sufficient conditions for the triviality of the L2L^2-kernel of HX,VH_{X,V}.

In this paper, we compare 5 different nonlinear kernels: min-max, RBF, fRBF (folded RBF), acos, and acos-χ2χ^2, on a wide range of publicly available datasets. The proposed fRBF kernel performs very similarly to the RBF kernel. Both RBF and fRBF kernels require an important tuning parameter (γγ). Interestingly, for a …

2016-03-21abs ↗pdf ↗

Laplace kernel feature selection offers statistical guarantees for nonparametric models with few samples.

problem Statistical guarantees for kernel-based feature selection in nonconvex optimization problems.
method Sharp characterization of the gradient of the objective function for Laplace kernel feature selection.
result Model-selection consistency for Laplace kernel-based feature selection in nonparametric settings with nlogpn \sim \log p samples.

The paper characterizes Eguchi-Hanson space and its higher-dimensional analogs using Lichnerowicz Laplacian.

problem Characterizing complete Ricci-flat ALE orbifolds.
method Analytical proof using Lichnerowicz Laplacian and dimension constraints.
result Uniqueness of Eguchi-Hanson space and its higher-dimensional analogs among Ricci-flat Kähler ALE orbifolds.

We prove that many complete, noncompact, constant mean curvature (CMC) surfaces f:ΣR3f:Σ\to \R^3 are nondegenerate; that is, the Jacobi operator Δf+Af2Δ_f + |A_f|^2 has no L2L^2 kernel. In fact, if ΣΣ has genus zero and f(Σ)f(Σ) is contained in a half-space, then we find an explicit upper bound for the dimension of the L2L^2 j…

2004-07-09abs ↗pdf ↗

New method for optimizing risk in financial models using Fourier transforms.

problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.

We study the use of "sign αα-stable random projections" (where 0<α20<α\leq 2) for building basic data processing tools in the context of large-scale machine learning applications (e.g., classification, regression, clustering, and near-neighbor search). After the processing by sign stable random projections, the inner pr…

2015-04-27abs ↗pdf ↗

Paper proposes a new GPR-HS framework for accurate VCV estimation in global equity indices.

problem Accurate forecasting of Volatility-Covariance Matrix (VCV) for regulatory processes.
method Hybrid Gaussian Process Regression-Historical Simulation (GPR-HS) framework.
result GPR-HS framework achieves regulatory compliance and outperforms static VaR benchmarks.

This study evaluates Bayesian optimization algorithms on a wide range of problems.

problem Assessing the performance of Bayesian optimization algorithms across diverse problems.
method A comprehensive investigation using the COCO benchmark, comparing various design choices.
result Optimizing acquisition criteria and initial budget can significantly improve BO performance.