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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.

168,878 papers · 148 categories

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1234 · May 201919922001200920172026
48 results for NES

We introduce two approaches for combining neural evolution strategy (NES) and proximal policy optimization (PPO): parameter transfer and parameter space noise. Parameter transfer is a PPO agent with parameters transferred from a NES agent. Parameter space noise is to directly add noise to the PPO agent`s parameters. We…

2019-05-23abs ↗pdf ↗

NES optimizes discrete structured VAEs effectively without gradient propagation.

problem Learning high-dimensional discrete latent spaces in generative models.
method Natural Evolution Strategies (NES) for gradient-free optimization of discrete structures.
result NES effectively optimizes discrete structured VAEs, comparable to gradient-based methods.

In this paper we propose and analyze a class of NN-player stochastic games that include finite fuel stochastic games as a special case. We first derive sufficient conditions for the Nash equilibrium (NE) in the form of a verification theorem. The associated Quasi-Variational-Inequalities include an essential game comp…

2018-09-10abs ↗pdf ↗

Save for some special cases, current training methods for Generative Adversarial Networks (GANs) are at best guaranteed to converge to a `local Nash equilibrium` (LNE). Such LNEs, however, can be arbitrarily far from an actual Nash equilibrium (NE), which implies that there are no guarantees on the quality of the found…

2018-06-18abs ↗pdf ↗

Let M be a Riemannian manifold and R its curvature tensor. For a unit vector X tangent to M at a point p, the Jacobi operator is defined by R_X = R(X, .) X$. The manifold M is called pointwise Osserman if, for every point p, the spectrum of the Jacobi operator does not depend of the choice of X, and is called globally …

2002-04-22abs ↗pdf ↗

This paper presents Natural Evolution Strategies (NES), a recent family of algorithms that constitute a more principled approach to black-box optimization than established evolutionary algorithms. NES maintains a parameterized distribution on the set of solution candidates, and the natural gradient is used to update th…

2011-06-22abs ↗pdf ↗

We show that the second greatest possible dimension of the group of (local) almost isometries of a Finsler metric is n2n2+1\frac{n^2 -n}{2} +1 for n=dim(M)4n= dim(M)\ne 4 and n2n2+2=8\frac{n^2 -n}{2} +2 =8 for n=4n=4. If a Finsler metric has the group of almost isometries of dimension greater than n2n2+1\frac{n^2 -n}{2} +1, then the Finsle…

2012-07-30abs ↗pdf ↗

Transformer adapts to multi-instrumental music generation using NES and Lakh MIDI datasets.

problem Generating multi-instrumental music scores with Transformers.
method Adapted Transformer architecture to multi-instrumental setting, used NES-MDB and Lakh MIDI datasets for pre-training.
result Pre-training with Lakh MIDI dataset improves performance for multi-instrumental music generation.

In this study, firstly, Mannheim curves with κ1(s)0κ_1 (s) \ne 0, κ2(s)0κ_2 (s) \ne 0 are considered and the conditions are obtained for Mannheim curve to be slant helix. Moreover, the necessary and sufficient conditions are investigated for Mannheim curve to be AW(2), AW(3) and weak AW(2)-types, respectively. Lastly, it is sh…

2010-01-08abs ↗pdf ↗

We study a generalization of the Heston model, which consists of two coupled stochastic differential equations, one for the stock price and the other one for the volatility. We consider a cubic nonlinearity in the first equation and a correlation between the two Wiener processes, which model the two white noise sources…

2005-10-06abs ↗pdf ↗

Algorithm learns NE in imperfect information games with imperfect feedback.

problem Learning Nash equilibrium in imperfect information games with bandit feedback.
method IXOMD algorithm for model-free learning with 1/T1/\sqrt{T} convergence rate.
result IXOMD achieves 1/T1/\sqrt{T} convergence rate to NE.

Pessimistic Minimax Value Iteration finds efficient NE policies from offline data.

problem Finding an approximate Nash equilibrium in offline Markov games with non-uniform coverage.
method Pessimistic Minimax Value Iteration (PMVI) constructs pessimistic value function estimates and solves NEs.
result Established a nearly minimax optimal result for offline Markov games with function approximation.

Network Embeddings (NEs) map the nodes of a given network into dd-dimensional Euclidean space Rd\mathbb{R}^d. Ideally, this mapping is such that `similar' nodes are mapped onto nearby points, such that the NE can be used for purposes such as link prediction (if `similar' means being `more likely to be connected') or c…

2018-05-19abs ↗pdf ↗

Given a generic PL map or a generic smooth fold map f:NnMmf:N^n\to M^m, where mnm\ge n and 2(m+k)3(n+1)2(m+k)\ge 3(n+1), we prove that ff lifts to a PL or smooth embedding NM×RkN\to M\times\mathbb R^k if and only if its double point locus {(x,y)N×Nf(x)=f(y),xy}\{(x,y)\in N\times N\mid f(x)=f(y),\,x\ne y\} admits an equivariant map to Sk1S^{k-1}. As a coro…

2017-11-09abs ↗pdf ↗

This paper tackles global Nash equilibrium in non-convex multi-player games.

problem Challenges in finding global Nash equilibrium due to non-convexity.
method Conjugate transformation and variational inequality formulation to prove existence and design algorithms.
result Designs an ODE-based algorithm with exponential convergence rate and proves its effectiveness in practical scenarios.

Paper establishes NE existence and efficient algorithms for weakly monotone GMFGs.

problem Existence and efficient learning of Nash Equilibrium in λλ-regularized GMFGs.
method Establishes existence of NE for any λλ-regularized GMFGs. Proposes efficient algorithms for weakly monotone GMFGs.
result Efficient algorithms for weakly monotone GMFGs with provable convergence.

We reconsider the training objective of Generative Adversarial Networks (GANs) from the mixed Nash Equilibria (NE) perspective. Inspired by the classical prox methods, we develop a novel algorithmic framework for GANs via an infinite-dimensional two-player game and prove rigorous convergence rates to the mixed NE, reso…

2018-10-23abs ↗pdf ↗

NESS improves neighbor embedding for smooth cell-state transitions in single-cell data.

problem Challenges in extracting smooth, low-dimensional representations from noisy single-cell data.
method Builds on PCS framework to develop NESS, a stable machine learning approach.
result NESS consistently yields useful biological insights across diverse single-cell datasets.

Generative Adversarial Networks (GAN) have become one of the most successful frameworks for unsupervised generative modeling. As GANs are difficult to train much research has focused on this. However, very little of this research has directly exploited game-theoretic techniques. We introduce Generative Adversarial Netw…

2017-12-02abs ↗pdf ↗

Let MM be a closed, connected, orientable topological four-manifold with H1(M)H_1(M) nontrivial and free abelian, b2(M)0,2b_2(M)\ne 0, 2, and χ(M)0χ(M)\ne 0. We show that if GG is a finite group of 2-rank 1\le 1 which admits a homologically trivial, locally linear, effective action on MM, then GG must be cyclic. With addition…

2007-07-25abs ↗pdf ↗

If (M,g)(M,g) is a compact Riemannian manifold of dimension n2n\ge 2 we give necessary and sufficient conditions for improved Lp(M)L^p(M)-norms of eigenfunctions for all 2<ppc=2(n+1)n12<p\ne p_c=\tfrac{2(n+1)}{n-1}, the critical exponent. Since improved Lpc(M)L^{p_c}(M) bounds imply improvement all other exponents, these conditions are nece…

2016-10-21abs ↗pdf ↗

Study on Carathéodory metric discrepancies on Teichmüller spaces.

problem Determine if Carathéodory metric agrees with Teichmüller metric on Teichmüller spaces.
method Analyzed general case of Teichmüller spaces, proving metric discrepancies except for seven specific spaces.
result Proved Carathéodory metric disagrees with Teichmüller metric on all Teichmüller spaces except seven specific ones.

This is the second paper of two in a series under the same title ([CRX]); both study the quantitative volume space form rigidity conjecture: a closed nn-manifold of Ricci curvature at least (n1)H(n-1)H, H=±1H=\pm 1 or 00 is diffeomorphic to a HH-space form if for every ball of definite size on MM, the lifting ball on th…

2016-06-17abs ↗pdf ↗

A special Kähler-Ricci potential on a Kähler manifold is any nonconstant CC^\infty function ττ such that J(τ)J(\nablaτ) is a Killing vector field and, at every point with dτ0dτ\ne 0, all nonzero tangent vectors orthogonal to τ\nablaτ and J(τ)J(\nablaτ) are eigenvectors of both dτ\nabla dτ and the Ricci tensor. For instan…

2002-04-27abs ↗pdf ↗

Computing Nash equilibrium (NE) of multi-player games has witnessed renewed interest due to recent advances in generative adversarial networks. However, computing equilibrium efficiently is challenging. To this end, we introduce the Gradient-based Nikaido-Isoda (GNI) function which serves: (i) as a merit function, vani…

2019-05-15abs ↗pdf ↗

Simple algorithms identify best items or full rankings from choice-based feedback.

problem Learning to identify the best item or full ranking from choice-based feedback.
method Nested Elimination (NE) and Nested Partition (NP) algorithms.
result NE is worst-case asymptotically optimal, NP is optimal up to a constant factor.

New assumptions and algorithm solve offline two-player zero-sum Markov games.

problem Solving offline two-player zero-sum Markov games under insufficient assumptions.
method Proposed unilateral concentration assumption and pessimism-type algorithm.
result Algorithm efficiently learns Nash equilibrium under unilateral concentration.

Tractable model explains market dynamics using Langevin and SUSY QM.

problem Understanding non-linear market dynamics and option pricing.
method Langevin dynamics mapped to QM, using SUSY to find solutions.
result NES model provides accurate option pricing with a single volatility parameter.

EPINE enhances network embedding by improving adjacency matrix-based high-order proximity.

problem Inaccurate and poorly designed calculation of high-order proximity in network embedding.
method EPINE redefines high-order proximity intuitively and proposes a scalable algorithm for accurate calculation.
result EPINE outperforms existing methods in network reconstruction, link prediction, and node classification.

Study examines pricing strategies in competitive supply chains with discrete prices.

problem Inaccurate assumptions in traditional SC models for pricing decisions.
method Examines a SC model with one supplier and two manufacturers, considering customer demand segmentation and discrete price setting.
result Nash equilibria among manufacturers are not unique, and low denomination factors can lead to instability.

The paper proves non-existence results for λ-biharmonic submersions from curved manifolds.

problem Proving non-existence of λ-biharmonic submersions from curved manifolds.
method Analyzing λ-biharmonic Riemannian submersions from (n + 1)-dimensional Riemannian manifolds with constant sectional curvature c.
result Critical value λ= 2(n - 1)c plays a decisive role in the non-existence of λ-biharmonic submersions.

An algebraic curvature tensor is called Osserman if the eigenvalues of the associated Jacobi operator are constant on the unit sphere. A Riemannian manifold is called conformally Osserman if its Weyl conformal curvature tensor at every point is Osserman. We prove that a conformally Osserman manifold of dimension $n \ne…

2008-10-31abs ↗pdf ↗

In this paper we de ne conditional random elds in reproducing kernel Hilbert spaces and show connections to Gaussian Process classi cation. More speci cally, we prove decomposition results for undirected graphical models and we give constructions for kernels. Finally we present e cient means of solving the optimization…

2012-07-11abs ↗pdf ↗

We prove the following vanishing theorem. Let M be an irreducible symmetric space of noncompact type whose dimension exceeds 2 and $M\ne SO_0(2,2)/SO(2)\tm SO(2).$ Let E be any vector bundle over M, Then any E-valued L2L^2 harmonic 1-form over M vanishes. In particular we get the vanishing theorem for harmonic maps fro…

2006-09-28abs ↗pdf ↗

Consider the wreath product HGH\wr G, where H1H\ne 1 is finite and GG is finitely generated. We show that the Assouad-Nagata dimension dimAN(HG)\dim_{AN}(H\wr G) of HGH\wr G depends on the growth of GG as follows: If the growth of GG is not bounded by a linear function, then dimAN(HG)=\dim_{AN}(H\wr G)=\infty, otherwise $\dim_{AN}…

2006-11-11abs ↗pdf ↗