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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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12.5%25.0%37.5%50.0% · Nov 199319922001200920172026
48 results for Metric identification

Improved performance in shape identification tasks using elastic metrics in t-SNE and UMAP.

problem Improper metrics in dimensionality reduction techniques lead to poor performance in machine learning applications.
method Incorporating elastic metrics into t-SNE and UMAP for functional data.
result Improved F1 scores on shape identification tasks for three benchmark datasets.

New method estimates model performance bounds without ground truth labels.

problem Evaluation of weakly supervised models without direct access to ground truth labels.
method Formulates model evaluation as a partial identification problem and uses Fréchet bounds for performance estimation.
result Derives accurate and computationally efficient bounds for key metrics like accuracy, precision, recall, and F1-score.

Paper studies geometric properties of nonlinear Lebesgue spaces.

problem Geometric and analytic properties of nonlinear Lebesgue spaces.
method Formalizes pointwise description of geometric properties using a nonlinear Fubini-Lebesgue theorem.
result Definition of length structure, Alexandrov curvature bounds, and speed for absolutely continuous curves in nonlinear Lebesgue spaces.

Emputation learns imputation models guided by missingness assumptions.

problem Learning imputation models for missing data given observed data.
method Guided by specific missingness assumptions, Emputation trains a deep generative model to learn the extrapolation distribution of missing variables.
result The population minimizer of the emputation risk recovers the target extrapolation distribution under various identification assumptions.

A formula for the Riemannian metric tensor of differentiable manifolds of linear dynamical systems of same McMillan degree is presented in terms of their transfer function matrices. The necessary calculations for its application to ARMA and state space overlapping parametrizations are drafted. The importance of this ap…

2002-09-25abs ↗pdf ↗

The paper introduces metrics to rank potential outcomes for better decision-making.

problem Optimal action selection in uncertain situations using causal reasoning.
method Introducing two new metrics: probabilities of potential outcome ranking (PoR) and probability of achieving the best potential outcome (PoB). Establishing identification theorems and deriving bounds for these metrics, and presenting estimation methods.
result The estimators' finite-sample properties and their application to a real-world dataset are demonstrated.

Graph Laplace operators uniquely identify metrics and densities on manifolds.

problem Identifying Riemannian metrics and sampling densities from graph Laplace operators.
method Analyzing intrinsic and extrinsic graph Laplace operators on compact Riemannian manifolds.
result Graph Laplace operators uniquely determine metrics and densities under certain conditions.

We develop a natural and geometric way to realize the hyperbolic plane as the moduli space of marked genus 1 Riemann surfaces. To do so, a metric is defined on the Teichmüller space of the torus, inspired by Thurston's Lipschitz metric for the case of hyperbolic surfaces. Based on extremal Lipschitz maps, the Teichmüll…

2017-07-04abs ↗pdf ↗

Let M=(M,OM)\mathcal M= (M,\mathcal O_\mathcal M) be a smooth supermanifold with connection \nabla and Batchelor model OMΓΛE\mathcal O_\mathcal M\congΓ_{ΛE^\ast}. From (M,)(\mathcal M,\nabla) we construct a connection on the total space of the vector bundle EME\to{M}. This reduction of \nabla is well-defined independently of …

2014-06-23abs ↗pdf ↗

This chapter covers methods for identifying and inferring graph topologies.

problem Identifying and inferring graph topologies from multidimensional relational data.
method Overview of methods including correlation metrics, covariance selection, kernels, structural equations, and vector autoregressions.
result Supports both batch and online learning with convergence guarantees and leverages high-order statistical information.

Using the identification of the symmetric space SL(n,R)/SO(n)\mathrm{SL}(n,\mathbb{R})/\mathrm{SO}(n) with the Teichmüller space of flat nn-tori of unit volume, we explore several metrics and compactifications of these spaces, drawing inspiration both from Teichmüller theory and symmetric spaces. We define and study analogs of t…

2019-03-26abs ↗pdf ↗

Photo-identification (photo-id) of dolphin individuals is a commonly used technique in ecological sciences to monitor state and health of individuals, as well as to study the social structure and distribution of a population. Traditional photo-id involves a laborious manual process of matching each dolphin fin photogra…

2019-01-09abs ↗pdf ↗

In its most general form, the recognition problem in Riemannian geometry asks for the identification of an unknown Riemannian manifold via measurements of metric invariants on the manifold. We introduce a new infinite sequence of invariants, the first term of which is the usual diameter, and illustrate the role of thes…

1992-10-01abs ↗pdf ↗

A new clustering method for vector time series using autoregressive dynamics.

problem Clustering of vector time series based on their dynamics is challenging.
method System identification approach using mixture autoregressive models.
result Developed a computationally manageable algorithm k-LMVAR for clustering vector time series.

Paper explores using EEG for better speaker identification, even in noisy environments.

problem Speaker identification performance degrades in background noise.
method Uses EEG signals to enhance speaker identification systems, comparing with acoustic features.
result Speaker identification system using only EEG features outperforms one using only acoustic features in high background noise.

Algorithm identifies Pareto optimal designs efficiently for noisy, multi-objective functions.

problem Optimizing multi-objective functions with noisy data and large design spaces.
method Adaptive discretization and tree-based approach to identify Pareto optimal designs.
result Algorithm identifies Pareto optimal designs with fewer evaluations than exhaustive search.

Activity and motion analysis has the potential to be used as a diagnostic tool for mental disorders. However, to-date, little work has been performed in turning stratification measures of activity into useful symptom markers. The research presented in this thesis has focused on the identification of objective activity …

2019-08-14abs ↗pdf ↗

Study improves machine learning models for GI tract disease detection using comprehensive evaluations and cross-dataset testing.

problem Incomplete or incorrect evaluation of machine learning models for GI tract diseases.
method Comprehensive evaluations of five machine learning models using Global Features and Deep Neural Networks, introducing performance hexagons and cross-dataset testing.
result Demonstrates the need for more sophisticated performance metrics and evaluation methods to build generalizable models.

In the present paper we study interval identification systems of order three. We prove that the Rauzy induction preserves symmetry: for any symmetric interval identification system of order three after finitely many iterations of the Rauzy induction we always obtain a symmetric system. We also provide an example of sym…

2010-10-09abs ↗pdf ↗

Simplified identification methods for causal inference with arbitrary interventional distributions.

problem Estimating cause-effect relationships from data with experimental interventions.
method Using Single World Intervention Graphs and nested model factorization, we provide algorithms for identifying causal parameters from mixed observational and interventional distributions.
result Our algorithms are complete for certain types of interventional marginal distributions.

Study on identifying and inferring nonlinear dynamics on unknown networks.

problem Identifying network structure in nonlinear dynamic systems with unknown interactions.
method Showed network structure is not generically identified, requiring sufficient spectral heterogeneity. Developed necessary and sufficient conditions for identification and proposed a semiparametric estimator.
result Necessary and sufficient conditions for identification of network structure in nonlinear dynamic systems.

New findings on complexity limits in fixed budget bandit identification.

problem Determining the best possible error rate for fixed budget bandit identification.
method Analyzing the best non-adaptive sampling procedures and showing the existence of complexities.
result No fixed complexity for certain bandit identification tasks.

Wi-Fi signals-based person identification attracts increasing attention in the booming Internet-of-Things era mainly due to its pervasiveness and passiveness. Most previous work applies gaits extracted from WiFi distortions caused by the person walking to achieve the identification. However, to extract useful gait, a p…

2018-10-06abs ↗pdf ↗

Bayesian methods reduce variance in subspace identification for small data sets.

problem High variance in traditional subspace identification methods for large models or small sample sizes.
method Investigation of Bayesian estimation solutions (regularized and shrinkage estimators) for subspace identification.
result Bayesian estimators reduce estimation risk by up to 40% compared to traditional methods.

Driver identification has emerged as a vital research field, where both practitioners and researchers investigate the potential of driver identification to enable a personalized driving experience. Within recent years, a selection of studies have reported that individuals could be perfectly identified based on their dr…

2019-09-09abs ↗pdf ↗

DeepSupp detects financial support levels using attention mechanisms.

problem Traditional SR identification methods fail to adapt to modern markets.
method Multi-head attention mechanisms, dynamic correlation matrices, DBSCAN clustering.
result DeepSupp outperforms six baseline methods across six financial metrics.

A new algorithm identifies one of several nearly optimal arms in linear bandits.

problem Identifying one arm that is close to the best arm in linear bandits.
method Developed a procedure to adapt best-arm identification algorithms for ε\varepsilon-best-answer identification in transductive linear stochastic bandits.
result Proposed an asymptotically optimal algorithm for ε\varepsilon-best-answer identification.

A distributed system identification method for LTI systems using reverse experience replay.

problem Online system identification of LTI systems over multi-agent networks.
method DSGD-RER, a distributed variant of SGD-RER with backward updates.
result The estimation error decreases as the network size grows.

dynoGP uses deep Gaussian processes for dynamic system identification.

problem System identification for complex dynamical systems.
method Interconnecting linear dynamic GPs and static GPs to model dynamic and static nonlinearities.
result Demonstrates effectiveness of the approach using both simulated and real-world data.

Proposes SPCA to incorporate structural constraints in model identification.

problem Model identification with partial structural knowledge.
method Structural Principal Component Analysis (SPCA) that leverages structural information.
result Demonstrates improved model estimates using synthetic and industrial data.

ADSGD method speeds up model identification in sparse optimization.

problem Implicit model identification in sparse optimization problems.
method Accelerated Doubly Stochastic Gradient Method (ADSGD) for faster explicit model identification.
result ADSGD achieves faster explicit model identification and improved algorithm efficiency.