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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.

168,694 papers · 148 categories

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3807611,1411,521 · Jun 202019922001200920172026
48 results for Narrowest-Over-Threshold (NOT) method

New method selects recent similar periods for better electricity price forecasting.

problem Improving accuracy in forecasting electricity prices.
method Change-point detection (NOT method) to select calibration periods; estimating autoregressive models only for selected data.
result Significant improvement in forecasting accuracy compared to existing methods.

This work addresses missing data imputation for MNAR scenarios with identifiable deep generative models.

problem Missing data with complex missingness mechanisms (MNAR) leading to biased imputation results.
method Systematic analysis and proposal of an identifiable deep generative model.
result Proposed model provides identifiability guarantees under mild assumptions for various MNAR mechanisms.

New method improves level set estimation with theoretical guarantees.

problem Efficiently estimating level sets of expensive-to-evaluate functions.
method Randomized straddle algorithm for level set estimation.
result The method provides theoretical guarantees and better practical performance.

New hyperbolic 3-manifolds with multiple cusps are found that sound the same but look different.

problem Finding hyperbolic 3-manifolds with multiple cusps that are isospectral but not isometric.
method Used Sunada's method and the Strong Approximation Theorem of Nori and Weisfeiler.
result Constructed hyperbolic 3-manifolds with multiple cusps that are isospectral but not isometric.

Supervised learning requires a sufficient training dataset which includes all label. However, there are cases that some class is not in the training data. Zero-Shot Learning (ZSL) is the task of predicting class that is not in the training data(target class). The existing ZSL method is done for image data. However, the…

2020-01-16abs ↗pdf ↗

Saliency methods aim to explain the predictions of deep neural networks. These methods lack reliability when the explanation is sensitive to factors that do not contribute to the model prediction. We use a simple and common pre-processing step ---adding a constant shift to the input data--- to show that a transformatio…

2017-11-02abs ↗pdf ↗

Deep generative models can learn to generate realistic-looking images, but many of the most effective methods are adversarial and involve a saddlepoint optimization, which requires a careful balancing of training between a generator network and a critic network. Maximum mean discrepancy networks (MMD-nets) avoid this i…

2018-05-31abs ↗pdf ↗

In this short note we use methods of Friedl, Livingston and Zentner to show that there are knots that are not algebraically concordant to a connected sum of positive and negative L-space knots.

2019-05-07abs ↗pdf ↗

Bayesian method improves multivariate periodontal outcome modeling.

problem Modeling periodontal outcomes is challenging and requires consideration of demographic differences.
method Jointly models multivariate outcomes using an online Bayesian transfer learning framework.
result Significant improvement over univariate RECaST method demonstrated.

In this paper we introduce two new methods for constructing harmonic morphisms from solvable Lie groups. The first method yields global solutions from any simply connected nilpotent Lie group and from any Riemannian symmetric space of non-compact type and rank r3r\ge 3. The second method provides us with global solutio…

2007-08-01abs ↗pdf ↗

A major challenge in reinforcement learning is exploration, when local dithering methods such as epsilon-greedy sampling are insufficient to solve a given task. Many recent methods have proposed to intrinsically motivate an agent to seek novel states, driving the agent to discover improved reward. However, while state-…

2019-06-19abs ↗pdf ↗

We describe a method for parameter estimation in bipartite probabilistic graphical models for joint prediction of clinical conditions from the electronic medical record. The method does not rely on the availability of gold-standard labels, but rather uses noisy labels, called anchors, for learning. We provide a likelih…

2016-08-02abs ↗pdf ↗

Advanced and effective collaborative filtering methods based on explicit feedback assume that unknown ratings do not follow the same model as the observed ones (\emph{not missing at random}). In this work, we build on this assumption, and introduce a novel dynamic matrix factorization framework that allows to set an ex…

2015-07-23abs ↗pdf ↗

Method controls treatment risk in learning beneficial allocations.

problem Learning beneficial treatment allocations with risk control in precision medicine.
method Proposes a certifiable learning method that controls treatment risk with finite samples in the partially identified setting.
result Illustrates method using both simulated and real data.

Kernel learning methods are among the most effective learning methods and have been vigorously studied in the past decades. However, when tackling with complicated tasks, classical kernel methods are not flexible or "rich" enough to describe the data and hence could not yield satisfactory performance. In this paper, vi…

2019-10-07abs ↗pdf ↗

This work analyzes the statistical properties of adaptive gradient methods.

problem Lack of understanding of the statistical properties of adaptive gradient methods.
method Theoretical analyses and experiments on the variance of update magnitudes.
result The variance of update magnitudes is an increasing and bounded function of time, not diverging.

Robust PCA, the problem of PCA in the presence of outliers has been extensively investigated in the last few years. Here we focus on Robust PCA in the column sparse outlier model. The existing methods for column sparse outlier model assumes either the knowledge of the dimension of the lower dimensional subspace or the …

2018-04-13abs ↗pdf ↗

Developed scalable Monte Carlo method for VIX option pricing.

problem VIX option pricing in stochastic Volterra rough volatility models with non-Markovian vol-of-vol.
method Infinite dimensional Markovian representation to devise scalable least squares Monte Carlo.
result Efficient VIX option pricing method for generalized models.

In recent years, it has been found that neural networks can be easily fooled by adversarial examples, which is a potential safety hazard in some safety-critical applications. Many researchers have proposed various method to make neural networks more robust to white-box adversarial attacks, but an effective method have …

2018-04-20abs ↗pdf ↗

We introduce new obstructions to topological knot concordance. These are obtained from amenable groups in Strebel's class, possibly with torsion, using a recently suggested L2L^2-theoretic method due to Orr and the author. Concerning (h)(h)-solvable knots which are defined in terms of certain Whitney towers of height $h…

2010-10-06abs ↗pdf ↗

We start recalling with critical eyes the mathematical methods used in gauge theory and prove that they are not coherent with continuum mechanics, in particular the analytical mechanics of rigid bodies or hydrodynamics, though using the same group theoretical methods and despite the well known couplings existing betwee…

2013-10-17abs ↗pdf ↗

Unsupervised classification methods learn a discriminative classifier from unlabeled data, which has been proven to be an effective way of simultaneously clustering the data and training a classifier from the data. Various unsupervised classification methods obtain appealing results by the classifiers learned in an uns…

2012-10-02abs ↗pdf ↗

In this letter, we introduce a distributed Nesterov method, termed as ABN\mathcal{ABN}, that does not require doubly-stochastic weight matrices. Instead, the implementation is based on a simultaneous application of both row- and column-stochastic weights that makes this method applicable to arbitrary (strongly-connected…

2019-01-21abs ↗pdf ↗

The article examines in some detail the convergence rate and mean-square-error performance of momentum stochastic gradient methods in the constant step-size and slow adaptation regime. The results establish that momentum methods are equivalent to the standard stochastic gradient method with a re-scaled (larger) step-si…

2016-03-14abs ↗pdf ↗

In the past years, many new explanation methods have been proposed to achieve interpretability of machine learning predictions. However, the utility of these methods in practical applications has not been researched extensively. In this paper we present the results of a human-grounded evaluation of SHAP, an explanation…

2019-07-07abs ↗pdf ↗