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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.

168,695 papers · 148 categories

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0111 · Jun 202119922001200920172026
9 results for Locally-balanced

The study identifies assets with local balance deviating from global balance to mitigate financial risk.

problem Selecting outperforming assets during financial crises.
method Investigates deviations of local balance from global balance as a criterion for asset selection.
result Assets with local balance deviating from global balance can mitigate financial risk.

Optimizes Metropolis-Hastings algorithms for efficient sampling in high dimensions.

problem Efficiently sampling from complex target distributions in high-dimensional spaces.
method Analyzes and optimizes the Barker proposal and other locally-balanced algorithms.
result Derives optimal noise distribution and balancing function for the Barker proposal.

Extends Thurston's combinatorial characterization to all branched coverings of the 2-sphere.

problem Characterizing branched coverings of the 2-sphere.
method Generalizing Thurston's local balancing to all branched coverings.
result Provides a new proof for a theorem concerning real rational functions.

Paper develops a gradient-like proposal for discrete distributions without requiring natural differentiability.

problem Lack of natural differentiability in proposal distributions for discrete distributions.
method Locally-balanced proposal combined with Newton's series expansion for efficient exploration.
result Method guarantees convergence rate and outperforms alternatives in various experiments.

The paper develops a stationary-distribution theory for Random Forest ensemble size selection.

problem Determining the optimal number of trees in Random Forests.
method Modeling the ensemble size as a birth-death Markov chain and deriving its stationary distribution.
result The stationary ensemble size BB_* scales as O(ε2)O(\varepsilon^{-2}) as ε0\varepsilon\downarrow 0.

New curvature tensor and matrices for connection graphs derived from Bakry-Émery curvature.

problem Deriving Buser-type bounds on eigenvalues of connection Laplacians.
method Reformulation of Bakry-Émery curvature through curvature matrices and tensor representations.
result Extension of curvature matrices to connection graphs, addressing eigenfunction challenges.