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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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74149223297 · May 202619922001200920172026
48 results for Marginal means

Overview of marginally trapped surfaces in various spacetimes.

problem Understanding marginally trapped surfaces in different spacetimes.
method Differential geometric study of marginally trapped surfaces in Minkowski, de Sitter, anti-de Sitter, and Robertson-Walker spacetimes.
result General local descriptions and classifications of these surfaces.

The paper introduces canonical parameters for marginally trapped surfaces in Minkowski space.

problem Determining marginally trapped surfaces in Minkowski space.
method Introducing canonical parameters and proving existence and uniqueness theorems.
result Every marginally trapped surface is determined by three smooth functions.

We investigate the geometric properties of marginally trapped surfaces (surfaces which have null mean curvature vector) in the spaces of oriented geodesics of Euclidean 3-space and hyperbolic 3-space, endowed with their canonical neutral Kaehler structures. We prove that every rank one surface in these four manifolds i…

2013-05-28abs ↗pdf ↗

New integrable systems for marginally trapped surfaces in 4D Lorentz-Minkowski space.

problem Constructing new representations for marginally trapped surfaces in L4{\mathbb{L}}^{4}.
method Developed new Weierstrass-type representations to solve a linear PDE.
result Explicit examples of marginally trapped surfaces with non-vanishing mean curvature.

A new sampler for FLMs improves token-level decoding controls.

problem Sampling from FLMs using standard methods collapses marginals and produces invalid sequences.
method Samples clean one-hot endpoints from FLM token marginals and uses Ornstein-Uhlenbeck bridges conditioned on these endpoints.
result The method preserves token-wise posterior-predictive marginals and improves quality-diversity tradeoff.

Standard methods for anomaly detection assume that all features are observed at both learning time and prediction time. Such methods cannot process data containing missing values. This paper studies five strategies for handling missing values in test queries: (a) mean imputation, (b) MAP imputation, (c) reduction (redu…

2018-09-05abs ↗pdf ↗

In this paper, we reformulate the forest representation learning approach as an additive model which boosts the augmented feature instead of the prediction. We substantially improve the upper bound of generalization gap from O(lnmm)\mathcal{O}(\sqrt\frac{\ln m}{m}) to O(lnmm)\mathcal{O}(\frac{\ln m}{m}), while λλ - the margin r…

2019-05-07abs ↗pdf ↗

Proves existence of solutions to Einstein constraints with specific boundary conditions and verifies Penrose inequality.

problem Existence of asymptotically hyperbolic solutions to Einstein constraints with marginally outer trapped boundaries.
method Constant mean curvature conformal method.
result Verification of Penrose inequality for certain Schwarzschild-AdS black hole perturbations.

The paper addresses portfolio allocation with uncertain covariance matrices, finding a logarithmic risk dependence.

problem Portfolio allocation with uncertain covariance matrices.
method Calculates the expected value of CARA utility function over a distribution of covariance matrices, considering uncertainty in future returns and covariances.
result Marginalization introduces a logarithmic dependence on risk, leading to lower allocation levels for higher uncertainties.

This paper identifies and bounds ICE central moments using PO marginal central moments.

problem Identifying and characterizing treatment effect heterogeneity.
method Using only marginal central moments of potential outcomes, the paper identifies and bounds central moments of individual causal effects.
result Identification and bounding of central moments of ICE using marginal moments of POs.

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod embedding problem to the case of finitely-many marginal constraints. Using the classic…

2015-06-12abs ↗pdf ↗

We address the problem of learning the parameters in graphical models when inference is intractable. A common strategy in this case is to replace the partition function with its Bethe approximation. We show that there exists a regime of empirical marginals where such Bethe learning will fail. By failure we mean that th…

2012-02-14abs ↗pdf ↗

A spacelike surface SS14S\subset \mathbb{S}^4_1 is marginally trapped if its mean curvature vector is lightlike. On any oriented spacelike surface SS14S \subset \mathbb{S}^4_1 we show that a choice of orientation of the normal bundle ν(S)ν(S) determines a smooth map G:SS3G: S \to \mathbb{S}^3 which we call the null Gauss map of…

2015-03-14abs ↗pdf ↗

Marginal MAP problems are notoriously difficult tasks for graphical models. We derive a general variational framework for solving marginal MAP problems, in which we apply analogues of the Bethe, tree-reweighted, and mean field approximations. We then derive a "mixed" message passing algorithm and a convergent alternati…

2012-02-14abs ↗pdf ↗

New method optimizes expensive simulations for complex systems.

problem Optimizing complex systems with limited expensive experiments.
method Black-box Optimization via Marginal Means (BOMM) approach.
result BOMM improves optimization performance in high dimensions.

We propose an active learning method for discovering low-dimensional structure in high-dimensional Gaussian process (GP) tasks. Such problems are increasingly frequent and important, but have hitherto presented severe practical difficulties. We further introduce a novel technique for approximately marginalizing GP hype…

2013-10-24abs ↗pdf ↗

This paper presents a margin-based multiclass generalization bound for neural networks that scales with their margin-normalized "spectral complexity": their Lipschitz constant, meaning the product of the spectral norms of the weight matrices, times a certain correction factor. This bound is empirically investigated for…

2017-06-26abs ↗pdf ↗

Max-margin learning is a powerful approach to building classifiers and structured output predictors. Recent work on max-margin supervised topic models has successfully integrated it with Bayesian topic models to discover discriminative latent semantic structures and make accurate predictions for unseen testing data. Ho…

2013-10-10abs ↗pdf ↗

Study shows uniform-time chaos propagation in mean field Langevin dynamics.

problem Understanding the convergence of marginal distributions in mean field dynamics.
method Assumed functional convexity of energy, used LpL^p-convergence and Wasserstein metrics.
result Uniform-in-time propagation of chaos proved in both L2L^2-Wasserstein and relative entropy.

Novel approach to OT using kernel mean embeddings controls overfitting and achieves dimension-free sample complexity.

problem Consistently estimate optimal transport plan from samples.
method Pose OT as learning kernel mean embedding, employ MMD regularization.
result ε-optimal recovery of transport plan and map with dimension-free sample complexity.

Kernel methods are one of the mainstays of machine learning, but the problem of kernel learning remains challenging, with only a few heuristics and very little theory. This is of particular importance in methods based on estimation of kernel mean embeddings of probability measures. For characteristic kernels, which inc…

2016-03-07abs ↗pdf ↗

New method to find surfaces in null cones with constant curvature near black hole indicators.

problem Finding surfaces in null cones with constant curvature near black hole indicators.
method Flow techniques to foliate null cones by surfaces of constant spacetime mean curvature.
result A neighbourhood of stable MOTS in a null cone can be foliated by hypersurfaces of constant spacetime mean curvature.

Identifying components and estimating mixing weights in unlabeled finite mixtures under marginal independence.

problem Identifying components and estimating mixing weights in unlabeled finite mixtures.
method Proving structural results and extending them to observable mixtures.
result Identifying components and estimating mixing weights under marginal independence.

Copulas outperform marginal models in multivariate risk forecasting, reducing model risk by narrowing down the set of models.

problem Model risk in multivariate risk forecasting, especially during crises.
method Comprehensive empirical study comparing Copula-GARCH models with fixed marginals, copulas, or neither.
result Model risk is almost entirely due to copula choice, not marginal models.

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various multivariate risk measures significantly. In this contribution we derive precise approxim…

2018-03-14abs ↗pdf ↗

New bound on neural network generalization error using geometric complexity.

problem Understanding the generalization capabilities of deep neural networks.
method Derive a new upper bound on generalization error using margin-normalized geometric complexity.
result Empirical validation of the bound for ResNet-18 on CIFAR-10 and CIFAR-100 datasets.

Efficiently marginalizes over Gaussian Process kernels for better model flexibility and uncertainty.

problem Inefficient marginalization over Gaussian Process kernels for large datasets.
method Bayesian Quadrature scheme with maximum mean discrepancies and invariances between Spectral Mixture kernels.
result Achieves more accurate predictions and better calibrated uncertainty than state-of-the-art baselines.

Link prediction is a fundamental task in statistical network analysis. Recent advances have been made on learning flexible nonparametric Bayesian latent feature models for link prediction. In this paper, we present a max-margin learning method for such nonparametric latent feature relational models. Our approach attemp…

2016-02-24abs ↗pdf ↗

Study approximates operators on labelled conditional distributions for non-exchangeable systems.

problem Approximating operators on constrained probability measures for non-exchangeable systems.
method Combines cylindrical approximations and DeepONet-type neural architecture for finite-dimensional representations.
result Establishes a universal approximation theorem for continuous operators on Mλ\cal M_λ.

I unravel the basic long run dynamics of the broker call money market, which is the pile of cash that funds margin loans to retail clients (read: continuous time Kelly gamblers). Call money is assumed to supply itself perfectly inelastically, and to continuously reinvest all principal and interest. I show that the rela…

2019-06-24abs ↗pdf ↗

Optimizes AIS hyperparameters for efficient marginal likelihood estimation.

problem Limited computation budget affects AIS performance.
method Flexible intermediary distributions defined by residual density, parameter sharing, and fix linear schedule.
result Optimized-Path AIS reduces sampling iterations and improves performance.

Conditional kernel mean embeddings form an attractive nonparametric framework for representing conditional means of functions, describing the observation processes for many complex models. However, the recovery of the original underlying function of interest whose conditional mean was observed is a challenging inferenc…

2019-06-01abs ↗pdf ↗

Proposes a new portfolio optimization method considering reward, dispersion, and asymmetry.

problem Capturing fat-tails and asymmetry in asset return distributions.
method Market model with tempered stable distribution; extended mean-variance optimization.
result Closed-form solutions for VaR and CVaR; efficient frontier extended to three dimensions.