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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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48 results for Model Characterization

New conditional risk measures called conditional generalized quantiles defined and characterized.

problem Developing new risk measures for dynamic risk assessment.
method Propose and characterize conditional generalized quantiles using expected utility model and equivalent conditions.
result Characterized conditional generalized quantiles as well-defined and equivalent to a conditional first order condition.

Paper characterizes optimal learning trajectories for high-dimensional nonlinear models.

problem Characterizing optimal learning trajectories in high-dimensional nonlinear models.
method Exploits maximum principle and dynamic programming for an optimal control problem of a gradient system.
result Constructs optimal learning trajectories leading to optimal model parameters.

Study characterizes cryospheric spectral feature space using joint PC+t-SNE approach.

problem Characterize cryospheric spectral feature space for remote sensing applications.
method Compare and contrast two approaches for identifying feature space basis vectors via dimensionality reduction (PCA and t-SNE).
result Joint characterization reveals distinct continua and clusters of ice reflectance properties.

This work improves density estimation by characterizing pdf complexity using NL-spectrum.

problem Improving density estimation rates for general probability densities.
method Introducing NL-spectrum to characterize pdf complexity and deriving dimension-independent rates of convergence.
result Dimension-independent rates of convergence for fast density estimation.

New insights into X-ray transform on hyperbolic disk, with functional relations and range characterizations.

problem Understanding the X-ray transform on hyperbolic geometry.
method Derived new singular value decompositions, range characterizations, and intertwining relations with wedge-type differential operators.
result Sharp understanding of boundary behavior and invertibility settings for the X-ray transform.

Efficient synthetic data generation improves model performance on tabular data.

problem Improving model robustness and performance with scarce or low-quality data.
method Hardness characterization to identify high-value training points, generating synthetic data only from these points.
result Synthetic data generated from hardest points outperforms non-targeted methods on tabular datasets.

This paper characterizes VAE training pathologies and their effects on tasks.

problem Characterizing VAE training pathologies and their impact on downstream tasks.
method Concretely characterizing conditions for VAE training pathologies and their connection to specific downstream tasks.
result Connects VAE training pathologies to specific downstream tasks like learning compressed and disentangled representations, adversarial robustness, and semi-supervised learning.

Improves forecasting accuracy and uncertainty characterization for spatio-temporal data.

problem Lack of uncertainty characterization in classical and deep learning models for spatio-temporal data.
method Bayesian inference using particle flow for approximating the posterior distribution of hidden states.
result Our approach provides better uncertainty characterization while maintaining comparable accuracy.

High dimensional superposition models characterize observations using parameters which can be written as a sum of multiple component parameters, each with its own structure, e.g., sum of low rank and sparse matrices, sum of sparse and rotated sparse vectors, etc. In this paper, we consider general superposition models …

2017-05-30abs ↗pdf ↗

This paper proposes a new method to quantify uncertainty in reservoir characterization using invertible neural networks.

problem Quantifying uncertainty in reservoir characterization models.
method Training an invertible neural network to represent the posterior distribution of model parameters.
result The proposed method provides a more efficient and direct way to sample from the posterior distribution.

This paper characterizes how randomized neural networks generalize well in multi-dimensional tasks.

problem Understanding the generalization of randomized neural networks in multi-dimensional tasks.
method Characterizes RSNs as an IGAM formalized by an optimization problem with a regularization functional and loss.
result RSNs generalize well in multi-dimensional tasks, akin to spline regression under certain conditions.

Combines deep generative models with ensemble methods for subsurface property estimation.

problem Estimating spatially distributed subsurface properties from sparse measurements.
method Wasserstein Generative Adversarial Network (WGAN-GP) and Ensemble Smoother with Multiple Data Assimilation (ES-MDA).
result The proposed method outperforms variational inversion methods, especially for channelized and fractured fields.

This paper characterizes projective models in statistical relational learning.

problem Projectivity in statistical relational models is beneficial for inference and learning.
method Representation theorems for infinite exchangeable arrays to characterize projective models.
result A class of directed graphical latent variable models correspond to projective relational models.

We extend Howie's characterization of alternating knots to give a topological characterization of toroidally alternating knots, which were defined by Adams. We provide necessary and sufficient conditions for a knot to be toroidally alternating. We also give a topological characterization of almost-alternating knots whi…

2016-08-01abs ↗pdf ↗

In this paper we introduce a simple model for a financial market characterized by a single stock or good and an interplay between two different traders populations, chartists and fundamentalists, which determine the price dynamic of the stock. The model has been inspired by the microscopic Lux-Marchesi model (T.Lux, M.…

2010-09-28abs ↗pdf ↗

We characterize distributional equivalence in latent-variable models with cycles.

problem Lack of an equivalence characterization for latent-variable causal models with cycles.
method Established graphical criterion for distributional equivalence and developed edge rank constraints.
result First equivalence characterization without structural assumptions for latent-variable models with cycles.

The study provides homological characterizations for QQ-manifolds and l2l_2-manifolds.

problem Density of maps in characterizing QQ-manifolds and l2l_2-manifolds.
method Investigates weakening the density of ZnZ_n-maps and ZZ-maps to homological maps.
result Obtains homological characterizations for QQ-manifolds and l2l_2-manifolds.

The paper characterizes Alexander quandles of finite groups.

problem Characterizing Alexander quandles of finite groups.
method Using group theory and automorphism groups, the paper provides characterizations of Alexander quandles.
result Generalized Alexander quandles of finite groups are characterized in terms of automorphism groups and underlying groups.

No single parameter characterizes the learnability of probability distributions.

problem Finding a parameter to characterize the learnability of probability distributions.
method Analyzing various notions of learnability and showing impossibility results.
result No such parameter exists for characterizing learnability of probability distributions.

Generative models characterized through learning theory.

problem Characterizing generative models using learning theory.
method Formalized Gold, Angluin, and Kleinberg's results; introduced uniform and non-uniform generation; characterized closure dimension.
result Incompatibility between generatability and predictability for certain hypothesis classes.