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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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4691137182 · Jun 202019922001200920172026
48 results for Monotonic behavior

The study calculates Weyl entropy in spacetime regions and shows its monotonic behavior.

problem Calculating and understanding Weyl entropy in spacetime regions.
method Introducing a candidate density for Weyl entropy in perfect fluid regions and analyzing its behavior in compact spacetime regions.
result Weyl entropy is shown to be monotonic in time and maximal in vacuum static metrics.

Framework mitigates risk non-monotonicity in high-dimensional predictions.

problem Risk non-monotonicity in high-dimensional predictions.
method Model-agnostic framework using cross-validation and data-driven methodologies (zero- and one-step).
result Modified prediction procedures achieve monotonic asymptotic risk behavior.

Learning performance can show non-monotonic behavior. That is, more data does not necessarily lead to better models, even on average. We propose three algorithms that take a supervised learning model and make it perform more monotone. We prove consistency and monotonicity with high probability, and evaluate the algorit…

2019-11-25abs ↗pdf ↗

Plotting a learner's average performance against the number of training samples results in a learning curve. Studying such curves on one or more data sets is a way to get to a better understanding of the generalization properties of this learner. The behavior of learning curves is, however, not very well understood and…

2019-07-11abs ↗pdf ↗

We prove a monotonicity formula for mean curvature flow with surgery. This formula differs from Huisken's monotonicity formula by an extra term involving the mean curvature. As a consequence, we show that a surgically modified flow which is sufficiently close to a smooth flow in the sense of geometric measure theory is…

2013-12-01abs ↗pdf ↗

This paper benchmarks monotone-constrained models for credit PD across datasets and finds constraints are mostly costless.

problem Aligning machine learning model behavior with domain knowledge in credit risk.
method Benchmarked monotone-constrained versus unconstrained gradient boosting models across five datasets and three libraries, defining the Price of Monotonicity (PoM) as the relative change in AUC.
result Monotonicity constraints are almost costless on large datasets and most costly on smaller datasets, with PoM ranging from essentially zero to about 2.9 percent.

In this paper, we establish a general monotonicity formula of the following elliptic system $$ Δu_i+f_i(u_1,...,u_m)=0 \quad {\rm in} Ω, \label{0.1} $$ where ΩRnΩ\subset\subset \mathbb{R}^n is a bounded domain, (fi(u1,...,um))=F(u)(f_i(u_1,...,u_m))=\nabla F(\vec{u}), and F(u)F(\vec{u}) is a given smooth function of u=(u1,...,um)\vec{u}=(u_1,...,u_m)

2005-10-10abs ↗pdf ↗

A number of machine learning (ML) methods have been proposed recently to maximize model predictive accuracy while enforcing notions of group parity or fairness across sub-populations. We propose a desirable property for these procedures, slack-consistency: For any individual, the predictions of the model should be mono…

2019-10-04abs ↗pdf ↗

Gradient descent on neural nets often operates at the Edge of Stability, where loss behavior is complex but loss decreases over time.

problem Understanding the optimization dynamics of neural networks at the Edge of Stability.
method Empirical demonstration of gradient descent behavior in neural network training.
result Gradient descent on neural networks typically occurs at the Edge of Stability, where loss behavior is non-monotonic but loss decreases over time.

Develops methods to analyze feature-outcome associations in subpopulations.

problem Challenges in understanding feature-outcome associations in high-dimensional data.
method Geometric decomposition framework using gradient flow and co-monotonicity decomposition.
result Identifies context-dependent patterns and improves statistical power and interpretability.

This paper classifies solutions for a specific geometric problem.

problem Classifying solutions for the planar isotropic LpL_p dual Minkowski problem.
method Converted the ODE for the solution into an integral and studied its asymptotic behavior, duality, and monotonicity.
result Complete classification of solutions for the equation.

Develops a two-level monotonic multistage recommender system for better user-specific prediction.

problem Leveraging user-item-stage dependencies in a monotonic chain of events for enhanced prediction accuracy.
method A multistage recommender system with a two-level monotonic property, using a large-margin classifier based on a nonnegative additive latent factor model.
result The proposed method outperforms existing methods in simulations and an article sharing dataset.

The paper improves PCS approximation for ranking and selection under limited simulation budgets.

problem Improving finite sample performance in Ranking and Selection.
method Develops a Bahadur-Rao type expansion for PCS, proposes a novel FCBA policy.
result FCBA policy achieves superior PCS performance compared to traditional methods.

Efficient algorithms find optimal monotone transforms for calibration under strictly convex losses.

problem Calibrating estimations to improve performance with monotone transforms.
method Proposed linear-time and space algorithm for finding optimal monotone transforms for specific loss functions. Also proposed an anytime algorithm with linear space and pseudo-linearithmic time complexity.
result Optimal monotone transforms are unique and can be found efficiently for various strictly convex loss functions.

This paper studies how adding leaves to a tree affects its spectral properties.

problem Investigating the asymptotic behavior of tree spectra under leaf attachment.
method Analyzing the Ricci matrix and its largest eigenvalue for trees with pendant edges added.
result The sequence of largest eigenvalues converges to a limit that depends on local branch data.

The paper examines how the first Steklov-Dirichlet eigenvalue changes with the distance between two concentric circles.

problem Investigating the monotonicity of the first Steklov-Dirichlet eigenvalue on eccentric annuli.
method The approach involves showing differentiability, deriving integral expressions for the derivative, and using variational formulations to find upper and lower bounds.
result The paper proves the monotonicity of the first Steklov-Dirichlet eigenvalue on eccentric annuli with respect to the distance between the centers of the inner and outer boundaries.

Extends tracking guarantees for time-varying variational inequalities.

problem Tracking solutions of time-varying variational inequalities.
method Extends existing results to sublinear solution paths and periodic problems.
result Discrete dynamical systems of periodic time-varying VI can exhibit chaotic behavior or converge to the solution.

This work explains how large neural networks generalize well despite overparameterization.

problem Understanding the generalization behavior of large neural networks.
method Theoretical analysis of approximation and generalization errors in regression and classification tasks.
result Deep overparameterized neural networks are statistically consistent across different tasks when regularization is applied.

In this note we discuss how several results characterizing the qualitative behavior of solutions to the nonlinear Poisson equation can be generalized to harmonic maps with potential between complete Riemannian manifolds. This includes gradient estimates, monotonicity formulas and Liouville theorems under curvature and …

2016-09-23abs ↗pdf ↗

The paper extends the avoidance principle for mean curvature flows, proving new intersection dimension monotonicity results.

problem Understanding the behavior of intersections in mean curvature flows.
method Proving new intersection dimension monotonicity results for mean curvature flows, Brakke flows, and level set flows.
result The dimension of the intersection of mean curvature flows is non-increasing over time.

In this paper we define the torsion flow, a CR analogue of the Ricci flow. For homogeneous CR manifolds we give explicit solutions to the torsion flow illustrating various kinds of behavior. We also derive monotonicity formulas for CR entropy functionals. As an application, we classify torsion breathers.

2013-05-23abs ↗pdf ↗

In this paper, we study the evolving behaviors of the first eigenvalue of Laplace-Beltrami operator under the normalized Ricci flow of model geometries. In every Bianchi class, we estimate the derivative of the eigenvalue. Then we construct monotonic quantities under the Ricci flow and obtain upper and lower bounds for…

2016-02-15abs ↗pdf ↗

Study the long-time behavior of Hermitian-Yang-Mills flow on non-Kähler manifolds.

problem Understanding the long-time behavior of Hermitian-Yang-Mills flow on non-Kähler manifolds.
method Monotonicity of eigenvalues of mean curvature, convergence to geometric invariants.
result Eigenvalues of mean curvature converge to geometric invariants in the Gauduchon case.

New findings show privacy affects generalization error in a non-monotonic way.

problem Privacy and robustness in distributed learning.
method Theoretical analysis and matching lower/upper bounds on algorithmic stability.
result Generalization error is non-monotonically affected by privacy, depending on noise level.

In this paper, by modifying the arguments in \cite{WY}, we get some rigidity theorems on compact manifolds with nonempty boundary. The results in this paper are similar with those in \cite{ST} and \cite{WY}. Like \cite{ST} and \cite{WY}, we still use quasi-spherical metrics introduced by \cite{Ba} to get monotonicity o…

2006-11-09abs ↗pdf ↗

Monotonic improvement in uncertainty estimation with Gaussian processes as dimension increases.

problem Uncertainty quantification in machine learning models, especially with Gaussian processes, is challenging and poorly understood.
method Analyzing the behavior of marginal likelihood and cross-validation metrics as input dimension increases, and exploring the effects of cold posteriors.
result The marginal likelihood improves monotonically with input dimension, while cross-validation metrics exhibit double descent behavior.

BL learns interpretable optimization structures from data.

problem Learning interpretable optimization structures from data.
method BL parameterizes a compositional utility function from intrinsically interpretable modular blocks.
result BL supports architectures from single to hierarchical compositions, modeling hierarchical optimization structures.

Exploiting low-rank structure of the user-item rating matrix has been the crux of many recommendation engines. However, existing recommendation engines force raters with heterogeneous behavior profiles to map their intrinsic rating scales to a common rating scale (e.g. 1-5). This non-linear transformation of the rating…

2018-10-31abs ↗pdf ↗

Deep learning models can have low bias and variance, contrary to classical theory.

problem Understanding the performance of deep learning models at high complexity.
method Developed a fine-grained bias-variance decomposition for random feature kernel regression, analyzing the effects of sampling, initialization, and labels.
result The variance terms exhibit non-monotonic behavior and can diverge at the interpolation boundary, even in the absence of label noise.

Consider the following coupled elliptic system of equations \begin{equation*} \label{} (-Δ)^s u_i = (u^2_1+\cdots+u^2_m)^{\frac{p-1}{2}} u_i \quad \text{in} \ \ \mathbb{R}^n , \end{equation*} where 0<s20<s\le 2, p>1p>1, m1m\ge1, u=(ui)i=1mu=(u_i)_{i=1}^m and ui:RnRu_i:\mathbb R^n\to \mathbb R. The qualitative behavior of solutions of…

2015-09-27abs ↗pdf ↗