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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.

168,932 papers · 148 categories

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3927841,1751,567 · Jun 202019922001200920172026
48 results for Non-standard Machine Learning

This paper addresses GE estimation in non-standard settings using various resampling methods.

problem Biased GE estimates in non-standard settings like clustered data and concept drift.
method Tailored resampling methods for clustered, spatial, unequal sampling, concept drift, and hierarchically structured outcomes.
result Standard resampling methods often yield biased GE estimates in non-standard settings.

The paper proposes an algorithm to enumerate K best models with distinct support vectors for SVM.

problem Finding multiple models with distinct support vectors for non-standard machine learning applications.
method A K-best model enumeration algorithm for SVM that efficiently finds models with distinct support vectors in the dual SVM problem.
result The algorithm efficiently finds the next best model with small latency, useful for interactive examination of requirements.

ProSper learns data components with non-standard priors and superpositions.

problem Learning complex data components with non-standard priors and superpositions.
method Probabilistic algorithms for sparse coding with non-standard priors and superpositions.
result Library supports scalable and parallelizable dictionary learning for large-scale applications.

Unified approach to non-standard classification tasks.

problem Non-standard classification tasks like semi-supervised, positive-unlabelled, multi-positive-unlabelled and noisy-label learning.
method Probabilistic, unified approach training a classifier to predict label-distributions, then inferring class-distributions.
result Unified model for various non-standard classification tasks.

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

Information that is stored in an encrypted format is, by definition, usually not amenable to statistical analysis or machine learning methods. In this paper we present detailed analysis of coordinate and accelerated gradient descent algorithms which are capable of fitting least squares and penalised ridge regression mo…

2017-03-02abs ↗pdf ↗

Study non-standard bi-orders on punctured torus bundles, matching standard ones in key subgroups.

problem Investigate non-standard bi-orders on punctured torus bundles.
method Analyze various bi-orderings and compare them to standard ones formed by the lower central series.
result For every bi-ordering, the largest and second largest proper convex subgroups match those of a standard bi-ordering. Third largest subgroup matches if it exists.

We accelerate Bayesian inference for neutrino physics experiments by 100-60x.

problem Complex posterior geometries in multi-dimensional parameter spaces.
method GPU acceleration, automatic differentiation, neural-network-guided reparameterization.
result Significant performance improvements in Bayesian inference for direct detection experiments.

We develop a new statistical test for comparing variables with varying scales.

problem Comparing variables with different scales in multidimensional spaces.
method Order based on expectations of random variables, generalized stochastic dominance (GSD) order, regularized statistical test, linear optimization, imprecise probability models.
result Validated through multidimensional data from various fields.

The linear slice of quasi-Fuchsian once-punctured torus groups is defined by fixing the complex length of some simple closed curve to be a fixed positive real number. It is known that the linear slice is a union of disks, and it always has one standard component containing Fuchsian groups. Komori and Yamashita proved t…

2014-12-29abs ↗pdf ↗

Blang simplifies Bayesian analysis for non-standard data types.

problem Bayesian inference for non-standard data structures.
method Bayesian declarative language, distribution continua, sequential Monte Carlo, non-reversible MCMC.
result Bayesian analysis on arbitrary data types is feasible and efficient.

New algorithm for reinforcement learning reduces complexity and guarantees convergence.

problem Reinforcement learning problems with convex occupancy measures.
method MD-CURL, inspired by mirror descent, uses non-standard regularization.
result Achieves convergence guarantees and simple closed-form solution.

New framework for DNN training guarantees convergence to global minimum.

problem Training deep neural networks to converge to global minimum.
method Reformulated minimization problem with recursive algorithmic framework, using bounded style assumptions.
result Convergence to an ε-(global) minimum with O(1/ε^3) gradient computations.

The process of designing neural architectures requires expert knowledge and extensive trial and error. While automated architecture search may simplify these requirements, the recurrent neural network (RNN) architectures generated by existing methods are limited in both flexibility and components. We propose a domain-s…

2017-12-20abs ↗pdf ↗

Study parabolicity of Riemann surfaces via Fenchel-Nielsen parameters.

problem Determine conditions for a Riemann surface to be of parabolic type.
method Use Fenchel-Nielsen parameters and non-standard half-collars to study parabolicity.
result Obtain sufficient conditions for parabolicity in terms of Fenchel-Nielsen parameters.

Unified signSGD and gradient descent analysis for neural networks.

problem Performance of sign-based optimization methods in neural networks.
method Unified analysis of separable smoothness and \ell_\infty-smoothness, isolating geometric properties affecting performance.
result Sign-based methods are preferable over gradient descent under specific Hessian properties in deep networks.

A famous result of Bennequin states that for any braid representative of the unknot the Bennequin number is negative. We will extend this result to all n-trivial closed n-braids. This is a class of infinitely many knots closed under taking mirror images. Our proof relies on a non-standard parametrization of the Homfly …

2000-10-27abs ↗pdf ↗

New econometric results for financial duration models under varying tail behaviors.

problem Estimation and inference challenges in financial durations models with random event counts.
method Analysis of likelihood estimators for ACD models, focusing on tail behavior and stationarity.
result Asymptotic normality breaks down for tail indices smaller than one, leading to mixed Gaussian estimators with non-standard rates of convergence.

We show that the members of a large class of unbalanced four-manifold trisections are standard, and we present a family of trisections that is likely to include non-standard trisections of the four-sphere. As an application, we prove a stable version of the Generalized Property R Conjecture for cc-component links with…

2015-07-23abs ↗pdf ↗

Noisy labeled data represent a rich source of information that often are easily accessible and cheap to obtain, but label noise might also have many negative consequences if not accounted for. How to fully utilize noisy labels has been studied extensively within the framework of standard supervised machine learning ove…

2019-02-20abs ↗pdf ↗

In this technical paper, we present a new formulation of higher parallel transport in strict higher gauge theory required for the rigorous construction of Wilson lines and surfaces. Our approach is based on an original notion of Lie crossed module cocycle and cocycle 1- and 2-gauge transformation with a non standard do…

2014-10-03abs ↗pdf ↗

We revisit the classical decision-theoretic problem of weighted expert voting from a statistical learning perspective. In particular, we examine the consistency (both asymptotic and finitary) of the optimal Nitzan-Paroush weighted majority and related rules. In the case of known expert competence levels, we give sharp …

2013-12-02abs ↗pdf ↗

We propose a new approach to inverse reinforcement learning (IRL) based on the deep Gaussian process (deep GP) model, which is capable of learning complicated reward structures with few demonstrations. Our model stacks multiple latent GP layers to learn abstract representations of the state feature space, which is link…

2015-12-26abs ↗pdf ↗

PPI uses survey sampling methods for inference, bridging ML and statistics.

problem Combining machine learning predictions with small labeled data for valid inference.
method Equivalence of PPI estimators to survey sampling methods.
result PPI estimators are algebraically equivalent to survey sampling methods.

We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…

2009-02-18abs ↗pdf ↗

The standard actions of finite groups on spheres S^d are linear actions, i.e. by finite subgroups of the orthogonal group O(d+1). We prove that, in each dimension d>5, there is a finite group G which admits a faithful, topological action on a sphere S^d but is not isomorphic to a subgroup of O(d+1). The situation remai…

2016-02-15abs ↗pdf ↗

We construct, somewhat non-standard, Legendrian surgery diagrams for some Stein fillable contact structures on some plumbing trees of circle bundles over spheres. We then show how to put such a surgery diagram on the pages of an open book for S3,S^3, with relatively low genus. Thus we produce open books with low genus p…

2006-07-14abs ↗pdf ↗

Study calculates Mather β-function for ellipses and applies it to rigidity problems.

problem Calculating Mather β-function for ellipses and its application to rigidity.
method Used non-standard generating function of billiard problem to derive Mather β-function for ellipses. Applied to rigidity problems.
result Explicit formula for Mather β-function for ellipses and its application to rigidity.

We study holonomy algebras generated by an algebraic element of the Clifford algebra, or equivalently, the holonomy algebras of certain spin connections in flat space. We provide series of examples in arbitrary dimensions and establish general properties of the holonomy algebras under some mild conditions on the genera…

2006-08-21abs ↗pdf ↗

The paper develops methods to identify stable associations across multiple studies.

problem Identifying stable associations across multiple studies with possible distributional shifts.
method Modeling heterogeneous multi-source data with multiple high-dimensional regressions and devising a novel sampling method for valid confidence intervals of maximin effects.
result Significant maximin effects indicate stable associations that can be generalized to target populations.

Deep Neural Networks (DNNs) have become very popular for prediction in many areas. Their strength is in representation with a high number of parameters that are commonly learned via gradient descent or similar optimization methods. However, the representation is non-standardized, and the gradient calculation methods ar…

2016-10-05abs ↗pdf ↗

Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutely continuous requirement in [Adachi and Ryu, 2019]. In this paper, we develop a binomial asset pricing model based on Prob. We introduce gen…

2019-05-06abs ↗pdf ↗

In \cite{BSV}, Borisov, Salamon and Viaclovsky constructed non-standard orthogonal complex structures on flat tori TR2nT^{2n}_{\mathbb R} for any n3n\geq 3. We will call these examples BSV-tori. In this note, we show that on a flat 66-torus, all the orthogonal complex structures are either the complex tori or the BSV-to…

2016-04-19abs ↗pdf ↗

Efficient strategies for online learning against bandit algorithms solve minimax problems.

problem Solving min-max problems in convex-linear settings with empirical distributions.
method Designing online learning algorithms that play against bandit algorithms, leveraging properties of the set of empirical distributions.
result High-probability convergence guarantees to minimax values for a specific family of sets.