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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.

168,657 papers · 148 categories

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4118231,2341,645 · Jun 202019922001200920172026
48 results for Local Learning Coefficient

Study shows LLC correlates with neural network compressibility.

problem Evaluating limits of neural network compression.
method Extended minimum description length principle using singular learning theory.
result Complexity estimates based on LLC are linearly correlated with compressibility.

Existence of calibrated local stochastic volatility models proven for non-regular coefficients.

problem Existence of calibrated local stochastic volatility models in finance.
method Investigation of McKean--Vlasov equations with minimal continuity assumptions on coefficients, providing existence and propagation of chaos results.
result Existence of calibrated local stochastic volatility models for appropriate stochastic volatility parameters.

Let M,N and B\subset N be compact smooth manifolds of dimensions n+k,n and \ell, respectively. Given a map f from M to N, we give homological conditions under which g^{-1}(B) has nontrivial cohomology (with local coefficients) for any map g homotopic to f. We also show that a certain cohomology class in H^j(N,N-B) is P…

2009-04-27abs ↗pdf ↗

In this paper we study Morse homology and cohomology with local coefficients, i.e. "twisted" Morse homology and cohomology, on closed finite dimensional smooth manifolds. We prove a Morse theoretic version of Eilenberg's Theorem, and we prove isomorphisms between twisted Morse homology, Steenrod's CW-homology with loca…

2019-11-18abs ↗pdf ↗

We study the theoretical properties of learning a dictionary from NN signals xiRK\mathbf x_i\in \mathbb R^K for i=1,...,Ni=1,...,N via l1l_1-minimization. We assume that xi\mathbf x_i's are i.i.d.i.i.d. random linear combinations of the KK columns from a complete (i.e., square and invertible) reference dictionary $\mathbf D_0 \in…

2015-05-17abs ↗pdf ↗

Develops local elliptic regularity for geometrically-natural operators with low regularity coefficients.

problem Local elliptic regularity for operators with low regularity coefficients in Sobolev-type spaces.
method Rescaling estimates and multiplication results for function spaces.
result Unified set of interior estimates and regularity inference for operators with Sobolev-type coefficients.

Locality regularized reconstruction finds sparse coefficients for sparse and structured data.

problem Finding sparse coefficients for linear representations of data.
method Solves a regularized least squares regression problem with a locality function promoting use of columns close to the target vector.
result Optimal coefficients have at most d+1d+1 non-zero entries, and can be supported on the vertices of the Delaunay simplex.

Defines Floer homology with DG coefficients for symplectic manifolds.

problem Computing Floer homology with DG coefficients for symplectic manifolds.
method Develops DG Floer toolset, defines spectral invariants, and proves Viterbo isomorphism theorem.
result Establishes almost existence of contractible periodic orbits on cotangent bundles.

Let PP be a non-negative self-adjoint Laplace type operator acting on sections of a hermitian vector bundle over a closed Riemannian manifold. In this paper we review the close relations between various PP-related coefficients such as the mollified spectral counting coefficients, the heat trace coefficients, the reso…

2015-09-01abs ↗pdf ↗

We study EγE_γ-divergence contraction and its privacy implications.

problem Analyzing privacy in data processing and algorithms.
method Generalizing Dobrushin's coefficient to EγE_γ-divergence and deriving contraction coefficients.
result Local differential privacy can be expressed in terms of EγE_γ-divergence contraction, leading to precise sample size reductions.

Existing nonnegative matrix factorization methods focus on learning global structure of the data to construct basis and coefficient matrices, which ignores the local structure that commonly exists among data. In this paper, we propose a new type of nonnegative matrix factorization method, which learns local similarity …

2019-07-09abs ↗pdf ↗

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…

2018-10-29abs ↗pdf ↗

We consider the dictionary learning problem, where the aim is to model the given data as a linear combination of a few columns of a matrix known as a dictionary, where the sparse weights forming the linear combination are known as coefficients. Since the dictionary and coefficients, parameterizing the linear model are …

2019-02-28abs ↗pdf ↗

Continuity of roots of hyperbolic polynomials with smooth coefficients.

problem Continuity of the solution map for hyperbolic polynomials.
method Proving continuity of the solution map from hyperbolic polynomials of degree d with C^d coefficients to their increasingly ordered roots.
result Continuity of the solution map for hyperbolic polynomials with C^d coefficients.

LDP is equivalent to contraction of E_γ-divergence, impacting privacy and utility.

problem Analyzing trade-offs between privacy and utility in estimation problems.
method Equivalence of LDP constraints to contraction coefficients of E_γ-divergence, using f-divergences and estimation-theoretic tools.
result LDP guarantees can be expressed in terms of contraction coefficients of arbitrary f-divergences.

Farrell and Hsiang noticed that the geometric surgery groups defined By Wall, Chapter 9, do not have the naturality Wall claims for them. They were able to fix the problem by augmenting Wall's definitions to keep track of a line bundle. The definition of geometric Wall groups involves homology with local coefficients a…

2006-06-26abs ↗pdf ↗

Study reconstructs Faber-Schauder coefficients from antiderivative observations.

problem Reconstructing Faber-Schauder coefficients from discrete antiderivative observations.
method Piecewise quadratic spline interpolation and closed-form solution.
result Final-generation coefficients are unstable; others are robust.

The study provides bounds for geodesic diameter in Euclidean space.

problem Finding bounds for geodesic diameter in Euclidean space.
method Develops a geometric approach using locally rectifiable chains and complete normed commutative group bundles.
result Provides a new method for calculating geodesic diameter bounds.

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for t0+t\to 0^+ and characterize the coefficients aka_k of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

2001-05-17abs ↗pdf ↗

Global information is essential for dense prediction problems, whose goal is to compute a discrete or continuous label for each pixel in the images. Traditional convolutional layers in neural networks, initially designed for image classification, are restrictive in these problems since the filter size limits their rece…

2020-02-15abs ↗pdf ↗

Formula for Hadamard coefficients from Green's operators on spacetimes.

problem Calculating Hadamard coefficients from Green's operators on spacetimes.
method Developed formulas for diagonal values and integrals over the diagonal of Hadamard coefficients.
result Formulated analogues of Hadamard expansions and resolvents for Green's operators.

New method for MTL with varying sparsity patterns across tasks.

problem Jointly training multiple linear models with differing sparsity patterns.
method Mixed-integer programming formulation and scalable algorithms.
result Our methods leverage shared support information to improve variable selection.

Recently, Cochran and Harvey defined torsion-free derived series of groups and proved an injectivity theorem on the associated torsion-free quotients. We show that there is a universal construction which extends such an injectivity theorem to an isomorphism theorem. Our result relates injectivity theorems to a certain …

2006-09-14abs ↗pdf ↗

We investigate the local deformation space of 3-dimensional cone-manifold structures of constant curvature κ{1,0,1}κ\in \{-1,0,1\} and cone-angles π\leq π. Under this assumption on the cone-angles the singular locus will be a trivalent graph. In the hyperbolic and the spherical case our main result is a vanishing theorem fo…

2005-04-06abs ↗pdf ↗

We consider the class of differential equations that describe pseudo-spherical surfaces of the form u_t=F(u,u_x,u_xx)u\_t=F(u,u\_x,u\_{xx}) and u_xt=F(u,u_x)u\_{xt}=F(u, u\_x) given in Chern-Tenenblat \cite{ChernTenenblat} and Rabelo-Tenenblat \cite{RabeloTenenblat90}. We answer the following question: Given a pseudo-spherical surface determine…

2013-08-29abs ↗pdf ↗

We exhibit sufficient conditions such that components of a multidimensional SDE giving rise to a local martingale MM are strict local martingales or martingales. We assume that the equations have diffusion coefficients of the form σ(Mt,vt),σ(M_t,v_t), with vtv_t being a stochastic volatility term.

2019-03-06abs ↗pdf ↗

Interactive privacy mechanisms improve spectral density estimation under local differential privacy.

problem Estimating spectral density of Gaussian time series with local differential privacy constraints.
method Two-stage process: Laplace mechanism followed by privatized sample analysis.
result Interactive mechanisms achieve faster rates for spectral density estimation.

This study uses local Gaussian correlation to analyze stock return tails, revealing more sensitive network properties.

problem Misleading results from Pearson correlation in financial networks.
method Local Gaussian correlation coefficient for capturing nonlinear dependence and heavy-tailed distributions.
result Local Gaussian correlation network among negative tails is more sensitive to stock market risks.

We simplify complex regression coefficients using linearization and feature comparison.

problem Interpreting high-dimensional regression coefficients from nonlinear responses.
method Developed a linearization method to derive feature coefficients and compare them with regression coefficients.
result Shows how regression coefficients relate to linearized feature coefficients and how they change under regularization.

We study the first uniformly finite homology group of Block and Weinberger for uniformly locally finite graphs, with coefficients in Z\mathbb{Z} and Z2\mathbb{Z}_2. When the graph is a tree, or coefficients are in Z2\mathbb{Z}_2, a characterisation of the group is obtained. In the general case, we describe three pheno…

2020-01-14abs ↗pdf ↗

Machine learning is used more and more often for sensitive applications, sometimes replacing humans in critical decision-making processes. As such, interpretability of these algorithms is a pressing need. One popular algorithm to provide interpretability is LIME (Local Interpretable Model-Agnostic Explanation). In this…

2020-01-10abs ↗pdf ↗

A new model for forward curves captures behavior through a single equation.

problem Modeling forward curves in a complex function space.
method Developed a stochastic partial differential equation with locally state-dependent coefficients.
result The model retains simplicity while capturing entire forward curve behavior.