Research
On-device research index

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

Trend · papers per month

202403605806 · Jun 202019922001200920172026
48 results for Neural Entropic MOT

Improved neural framework for scaling entropic MOT with significant computational gains.

problem High computational overhead in multimarginal optimal transport.
method Neural Entropic MOT (NEMOT) using mini-batch training to reduce complexity.
result Significant speedups and feasibility improvements for multimarginal data.

New algorithms compute robustness bounds for multiclass classification models.

problem Computing robustness of deep learning models in multiclass classification.
method Optimal transport and linear programming/entropic regularization.
result Tractable algorithms for computing robustness bounds.

TreeDSB solves mOT problems on tree-structured costs for Wasserstein barycenters.

problem Optimal transport with multiple marginals and tree-structured quadratic costs.
method Tree-based Diffusion Schrödinger Bridge (TreeDSB) for continuous and dynamic solutions.
result TreeDSB efficiently computes Wasserstein barycenters in high dimensions.

Hybrid Bayesian MOT uses neural networks to improve model aspects, achieving state-of-the-art performance.

problem Improving multiobject tracking performance across various scenarios.
method Hybrid approach combining neural network enhancements with Bayesian estimation and belief propagation.
result State-of-the-art performance in autonomous driving dataset evaluation.

We establish numerical methods for solving the martingale optimal transport problem (MOT) - a version of the classical optimal transport with an additional martingale constraint on transport's dynamics. We prove that the MOT value can be approximated using linear programming (LP) problems which result from a discretisa…

2017-10-22abs ↗pdf ↗

A drone-based MOT algorithm tracks vehicles using neural network detections and TPMBM filter.

problem Tracking multiple vehicles from drone-mounted cameras.
method Neural network for object detection, TPMBM filter for trajectory estimation, von-Mises Fisher distribution for DOA.
result TPMBM filter optimally estimates vehicle trajectories.

Enhances MOT with causality constraints for better option pricing.

problem Limited applicability of traditional martingale optimal transport (MOT) for option pricing.
method Integrates causality constraints into MOT and proposes McCormick relaxations for computational tractability.
result Empirically, McCormick MOT yields significant price reductions for basket and digital options compared to classic MOT.

Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets

problem Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets
method Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets
result Prove area-charge inequalities for free boundary MOTS in initial data sets for the Einstein-Maxwell equations with vanishing magnetic fields

We prove in this paper that, under suitable coinditions on an initial data set, we can obtain Area and Curvature Estimates for simple marginally outer trapped surfaces (or MOTS). Using this estimates, we derive a Compactness Theorem for MOTS. Moreover, the Compactness Theorem will allow us to adapt the recent Degree Th…

2011-05-29abs ↗pdf ↗

The study examines the index of MOTS in Kerr-Newman-de Sitter spacetime and its relation to mass and charge.

problem Investigating the index of MOTS in Kerr-Newman-de Sitter spacetime.
method Analyzing the spatial cross section of the cosmological horizon in the Kerr-Newman-de Sitter spacetime, proving index bounds and establishing area-charge estimates.
result Established bounds on the index of MOTS and a connection between MOTS with index one and General Relativity.

New method to find surfaces in null cones with constant curvature near black hole indicators.

problem Finding surfaces in null cones with constant curvature near black hole indicators.
method Flow techniques to foliate null cones by surfaces of constant spacetime mean curvature.
result A neighbourhood of stable MOTS in a null cone can be foliated by hypersurfaces of constant spacetime mean curvature.

The paper explains emergent phenomena in deep learning using entropic forces.

problem Understanding the cause of emergent phenomena in deep learning and large language models.
method Proposes a rigorous entropic-force theory for neural networks trained with SGD and variants.
result Shows that representation learning is governed by emergent entropic forces that break continuous symmetries and preserve discrete ones.

Paper proves rigidity of initial data sets with boundary and capillary MOTS.

problem Rigidity of initial data sets with boundary and capillary MOTS.
method Estimates area of MOTS, proves rigidity for 3D, extends to high dimensions using Yamabe constant.
result Rigidity results for initial data sets with boundary and capillary MOTS.

Neural networks' optimization dynamics are confined to a single basin despite connected basins in the loss landscape.

problem Neural networks' optimization dynamics are confined to a single basin despite connected basins in the loss landscape.
method Identifying entropic barriers arising from the interplay between curvature variations along low-loss paths and noise in optimization dynamics.
result Curvature-induced entropic forces bias noisy dynamics back toward the endpoints, explaining the confinement and connectivity of solutions.

The aim of this paper is to collect some facts about the blowup of Jang's equation. First, we discuss how to construct solutions that blow up at an outermost MOTS. Second, we exclude the possibility that there are extra blowup surfaces in data sets with non-positive mean curvature. Then we investigate the rate of conve…

2007-11-29abs ↗pdf ↗

A new relaxed framework for pricing illiquid derivatives using bid-ask spreads.

problem Pricing illiquid derivatives with realistic bounds and hedging prices.
method Introducing Bid--Ask Martingale Optimal Transport (BAMOT) that relaxes the exact calibration of model marginals to mid-prices of vanilla options.
result BAMOT yields realistic price bounds and superhedging prices for illiquid derivatives.

MOT uses RL with OT to adapt to different market conditions for algorithmic trading.

problem Adapting to varying market conditions in algorithmic trading.
method MOT uses multiple actors with disentangled representation learning and Optimal Transport to model different market patterns.
result MOT outperforms in real futures market data with excellent profit capabilities and risk balancing.

We study the evolution of hypersurfaces in spacetime initial data sets by their null mean curvature. A theory of weak solutions is developed using the level-set approach. Starting from an arbitrary mean convex, outer untapped hypersurface Ω0\partialΩ_0, we show that there exists a weak solution to the null mean curvatu…

2015-03-13abs ↗pdf ↗

Study stability of surfaces in spacetimes, proving new estimates and theorems.

problem Stability of surfaces in spacetime and their applications.
method Variational techniques, Christodoulou-Yau estimate, Cohn-Vossen inequality, global theorem, capillary stability, area inequality, diameter estimate.
result Established new estimates and theorems for stable surfaces in spacetime.

Small deformations of marginally outer trapped surfaces (MOTS) are studied by using the stability operator introduced by Andersson-Mars-Simon. Novel formulae for the principal eigenvalue are presented. A characterization of the many marginally outer trapped tubes (MOTT) passing through a given MOTS is given, and the po…

2012-11-26abs ↗pdf ↗

MERLIN tackles multi-objective task scheduling with hierarchical DRL, outperforming existing methods.

problem Optimizing multiple conflicting constraints in multi-objective task scheduling with varying queue sizes.
method Hierarchical deep reinforcement learning approach to manage large queues efficiently.
result MERLIN outperforms existing methods by a large margin (>22%) on multiple queue sizes.

We prove dual attainment for multi-asset financial derivatives pricing.

problem Model-independent pricing and hedging of complex financial derivatives.
method Established duality and attained optimizers for multimarginal, multi-asset martingale optimal transport.
result Existence of dual optimizers under mild conditions for arbitrary numbers of assets and time periods.

The problem of Multiple Object Tracking (MOT) consists in following the trajectory of different objects in a sequence, usually a video. In recent years, with the rise of Deep Learning, the algorithms that provide a solution to this problem have benefited from the representational power of deep models. This paper provid…

2019-07-18abs ↗pdf ↗

Study stability and rigidity of axisymmetric marginally outer trapped surfaces.

problem Stability and rigidity of axisymmetric marginally outer trapped surfaces.
method Refined results from initial data sets with Killing vector fields, using new foliation lemma.
result Conditions for the stability of axisymmetric MOTS and new foliation lemma.

Study examines stability of MOTS in symmetric initial data sets.

problem Stability of marginally outer trapped surfaces in symmetric initial data sets.
method Characterizes instability through vector decomposition and properties of normal and tangent components.
result Characterizes instability of MOTS by the nature of zero sets and divergences.

We study the complexity of approximating the multimarginal optimal transport (MOT) distance, a generalization of the classical optimal transport distance, considered here between mm discrete probability distributions supported each on nn support points. First, we show that the standard linear programming (LP) represe…

2019-09-30abs ↗pdf ↗

We introduce a new geometric evolution equation for hypersurfaces in asymptotically flat spacetime initial data sets, that unites the theory of marginally outer trapped surfaces (MOTS) with the study of inverse mean curvature flow in asymptotically flat Riemannian manifolds. A theory of weak solutions is developed usin…

2012-11-22abs ↗pdf ↗

Constructs initial data leading to apparent horizons and tests Penrose Inequality.

problem Testing Penrose Inequality in dynamical spacetimes.
method Scale critical initial data for Einstein vacuum system, constructing Cauchy data.
result Penrose Inequality holds in an open region of the future of initial data.

Batch normalization with regularization turns deterministic autoencoders into generative models.

problem Creating generative models from deterministic autoencoders.
method Using batch normalization as a source of non-determinism and adding entropic regularization.
result Deterministic autoencoders can be transformed into generative models with similar performance to variational autoencoders.

In [5], a rigidity result was obtained for outermost marginally outer trapped surfaces (MOTSs) that do not admit metrics of positive scalar curvature. This allowed one to treat the "borderline case" in the author's work with R. Schoen concerning the topology of higher dimensional black holes [8]. The proof of this rigi…

2017-12-06abs ↗pdf ↗

Unified Kantorovich duality for multimarginal optimal transport on Polish spaces.

problem Optimal transport of multiple probability distributions.
method Unified Kantorovich duality theory for multimarginal optimal transport on general Polish product spaces.
result Unified duality theory for multimarginal optimal transport, extending classical two-marginal conjugacy.