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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.

168,657 papers · 148 categories

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491317 · Jun 202019922001200920172026
48 results for NP

We prove that for every d2d\geq 2, deciding if a pure, dd-dimensional, simplicial complex is shellable is NP-hard, hence NP-complete. This resolves a question raised, e.g., by Danaraj and Klee in 1978. Our reduction also yields that for every d2d \ge 2 and k0k \ge 0, deciding if a pure, dd-dimensional, simplicial com…

2017-11-22abs ↗pdf ↗

Develops algorithms for multi-class Neyman-Pearson classification with cost sensitivity.

problem Asymmetric misclassification costs in multi-class classification problems.
method Establishes connection with cost-sensitive learning, proposes two algorithms, extends NP oracle properties.
result Proposes algorithms with theoretical guarantees for multi-class Neyman-Pearson classification.

We give a reduction from {\sc clique} to establish that sparse PCA is NP-hard. The reduction has a gap which we use to exclude an FPTAS for sparse PCA (unless P=NP). Under weaker complexity assumptions, we also exclude polynomial constant-factor approximation algorithms.

2015-02-19abs ↗pdf ↗

We show that the problem of recognizing that a knot diagram represents a specific torus knot, or any torus knot at all, is in the complexity class NPco-NP{\sf NP} \cap {\sf co\text{-}NP}, assuming the generalized Riemann hypothesis. We also show that satellite knot detection is in NP{\sf NP} under the same assumption, and t…

2017-06-14abs ↗pdf ↗

Trading system uses NP-hard optimization to select stocks for high Sharpe ratio trading.

problem Finding profitable, uncorrelated stocks for high Sharpe ratio trading.
method NP-hard combinatorial optimization using Ising machine and simulated bifurcation algorithm.
result Trading strategy with FPGA-based system achieves 164 μs response latency.

We prove that the problem of deciding whether a 2- or 3-dimensional simplicial complex embeds into R3\mathbb{R}^3 is NP-hard. Our construction also shows that deciding whether a 3-manifold with boundary tori admits an S3\mathbb{S}^{3} filling is NP-hard. The former stands in contrast with the lower dimensional cases wh…

2017-08-25abs ↗pdf ↗

We show that {\sc Heegaard Genus g\leq g}, the problem of deciding whether a triangulated 3-manifold admits a Heegaard splitting of genus less than or equal to gg, is NP-hard. The result follows from a quadratic time reduction of the NP-complete problem {\sc CNF-SAT} to {\sc Heegaard Genus g\leq g}.

2016-06-05abs ↗pdf ↗

NP-PROV separates mean and variance spaces to improve function uncertainty.

problem Neural Processes fail on out-of-domain tasks due to shared latent space uncertainty.
method Separates mean and variance into function-value-related and position-related latent spaces.
result NP-PROV achieves state-of-the-art likelihood with bounded variance in drifts.

We show that the problem of determining whether a knot in the 3-sphere is non-trivial lies in NP. This is a consequence of the following more general result. The problem of determining whether the Thurston norm of a second homology class in a compact orientable 3-manifold is equal to a given integer is in NP. As a coro…

2016-04-01abs ↗pdf ↗

NP-ODE models FEA simulations with uncertainty, improving accuracy and efficiency.

problem Limitations of FEA in terms of computational cost and uncertainty quantification.
method Physics-informed neural process aided ordinary differential equations (NP-ODE).
result NP-ODE outperforms benchmark methods in uncertainty quantification and prediction accuracy.

We prove that certain problems naturally arising in knot theory are NP--hard or NP--complete. These are the problems of obtaining one diagram from another one of a link in a bounded number of Reidemeister moves, determining whether a link has an unlinking or splitting number kk, finding a kk-component unlink as a sub…

2018-09-27abs ↗pdf ↗

We show that the problem of showing that a cusped 3-manifold M is not hyperbolic is in NP, assuming S3S^3-RECOGNITION is in coNP. To this end, we show that IRREDUCIBLE TOROIDAL RECOGNITION lies in NP. Along the way we unconditionally recover SATELLITE KNOT RECOGNITION lying in NP. This was previously known only assumin…

2019-07-02abs ↗pdf ↗

I prove that if markets are weak-form efficient, meaning current prices fully reflect all information available in past prices, then P = NP, meaning every computational problem whose solution can be verified in polynomial time can also be solved in polynomial time. I also prove the converse by showing how we can "progr…

2010-02-11abs ↗pdf ↗

Rényi Neural Processes replace KL divergence with Rényi divergence to improve NP performance.

problem Parameterization coupling in Neural Processes leads to prior misspecification.
method Propose Rényi Neural Processes (RNP) by replacing KL divergence with Rényi divergence.
result Significant performance improvements in real-world problems, including better log-likelihoods.

NP-iMCMC algorithm for nonparametric models in universal PPLs.

problem Developing inference algorithms for arbitrary nonparametric models in universal PPLs.
method Unifying involutive MCMC framework with a general procedure for state movement.
result Proves the correctness of the NP-iMCMC sampler and shows significant performance improvements.

Neural processes (NPs) learn stochastic processes and predict the distribution of target output adaptively conditioned on a context set of observed input-output pairs. Furthermore, Attentive Neural Process (ANP) improved the prediction accuracy of NPs by incorporating attention mechanism among contexts and targets. In …

2019-10-17abs ↗pdf ↗

Most existing binary classification methods target on the optimization of the overall classification risk and may fail to serve some real-world applications such as cancer diagnosis, where users are more concerned with the risk of misclassifying one specific class than the other. Neyman-Pearson (NP) paradigm was introd…

2015-08-13abs ↗pdf ↗

I describe three geometric approaches to resolving variants of P v. NP, present several results that illustrate the role of group actions in complexity theory, and make a first step towards completely geometric definitions of complexity classes.

2009-10-13abs ↗pdf ↗

GNP models predictive correlations and outperforms NPs.

problem Training and understanding of Neural Processes.
method Proposed a new model, Gaussian Neural Process (GNP), which incorporates translation equivariance and provides universal approximation guarantees.
result Demonstrates encouraging performance and provides universal approximation guarantees.

DSVNP uses global and local latent variables for improved neural process predictions.

problem Limited expressiveness of vanilla neural processes in capturing target-specific local variation.
method Introduces DSVNP combining global and local latent variables for prediction.
result Competitive prediction performance in multi-output regression and uncertainty estimation.

We prove that the three-sphere recognition problem lies in the complexity class NP. Our work relies on Thompson's original proof that the problem is decidable [Math. Res. Let., 1994], Casson's version of her algorithm, and recent results of Agol, Hass, and Thurston [ArXiv, 2002].

2004-07-05abs ↗pdf ↗

Neural Processes (NPs) (Garnelo et al 2018a;b) approach regression by learning to map a context set of observed input-output pairs to a distribution over regression functions. Each function models the distribution of the output given an input, conditioned on the context. NPs have the benefit of fitting observed data ef…

2019-01-17abs ↗pdf ↗

Given a tame knot K presented in the form of a knot diagram, we show that the problem of determining whether K is knotted is in the complexity class NP, assuming the generalized Riemann hypothesis (GRH). In other words, there exists a polynomial-length certificate that can be verified in polynomial time to prove that K…

2011-12-05abs ↗pdf ↗

A neural network (NN) is a parameterised function that can be tuned via gradient descent to approximate a labelled collection of data with high precision. A Gaussian process (GP), on the other hand, is a probabilistic model that defines a distribution over possible functions, and is updated in light of data via the rul…

2018-07-04abs ↗pdf ↗

Paper tackles P vs NP problem in portfolio optimization with cardinality constraints and Black-Scholes derivatives.

problem Operationalizing the P vs NP problem in cardinality-constrained portfolio selection.
method Mixed-integer quadratic program with genetic algorithms, Monte Carlo sampling, and greedy screening.
result Cardinality constraint reshapes efficient frontier, highlighting trade-offs between stability and computational cost.

In this paper we extend the works of Tancer and of Malgouyres and Francés, showing that (d,k)(d,k)-collapsibility is NP-complete for dk+2d\geq k+2 except (2,0)(2,0). By (d,k)(d,k)-collapsibility we mean the following problem: determine whether a given dd-dimensional simplicial complex can be collapsed to some kk-dimensional sub…

2017-03-20abs ↗pdf ↗

MPNPs use message passing to exploit relational structure in stochastic processes.

problem Lack of relational information in NPs limits their effectiveness in tasks with neighborhood rules.
method Introduce MPNPs that explicitly use relational structure through message passing.
result MPNPs outperform NPs in tasks with relational information, showing significant gains in few-shot learning.

Neural Processes (NPs) are a class of models that learn a mapping from a context set of input-output pairs to a distribution over functions. They are traditionally trained using maximum likelihood with a KL divergence regularization term. We show that there are desirable classes of problems where NPs, with this loss, f…

2019-10-01abs ↗pdf ↗

It has recently been shown that the problem of testing global convexity of polynomials of degree four is {strongly} NP-hard, answering an open question of N.Z. Shor. This result is minimal in the degree of the polynomial when global convexity is of concern. In a number of applications however, one is interested in test…

2018-06-16abs ↗pdf ↗

India introduces NPS to manage pension liabilities and promote savings.

problem Managing pension liabilities and promoting savings among employees.
method Comparative analysis of NPS and OPS, addressing stakeholder claims.
result NPS reduces government pension liabilities and promotes disciplined saving.

Recognition of Seifert fibered spaces with boundary is computationally tractable.

problem Recognizing Seifert fibered spaces with boundary.
method Proving the existence of fundamental horizontal surfaces and normal vertical annuli with bounded total weight.
result The decision problem is in NP and the construction problem is in FNP.