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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.

169,181 papers · 148 categories

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1223 · Oct 201919922001200920182026
48 results for PE header

New analysis shows PE in Transformers increases generalization gap and vulnerability.

problem Understanding the impact of PE on Transformer generalization and robustness.
method Generalization analysis and adversarial Rademacher bounds for a single-layer Transformer with trainable PE.
result PE systematically enlarges the generalization gap and makes models more vulnerable to attacks.

PE-GQNN improves spatial data prediction and uncertainty quantification.

problem Poor calibration of predictive distributions in spatial data models.
method Combines PE-GNNs with Quantile Neural Networks and recalibration techniques.
result PE-GQNN outperforms existing methods in predictive accuracy and uncertainty quantification.

Paper explores how non-neural simulators can enhance DP synthetic data generation.

problem Generating differentially private synthetic data without access to foundation models.
method Private Evolution (PE) framework using inference APIs and simulators.
result Sim-PE framework improves downstream classification accuracy and FID scores.

K-nearest neighbors (KNN) method is used in many supervised learning classification problems. Potential Energy (PE) method is also developed for classification problems based on its physical metaphor. The energy potential used in the experiments are Yukawa potential and Gaussian Potential. In this paper, I use both app…

2012-11-05abs ↗pdf ↗

PES method reduces bias in gradient estimation for unrolled graphs.

problem High variance and bias in gradient estimation for unrolled computation graphs.
method Divide graph into unrolls, apply ES update, accumulate correction terms.
result PES provides unbiased, low-variance gradient estimates.

New method for directed graphs using learnable spectral positional encodings.

problem Challenges in magnetic Laplacians and unitary gauge invariance for directed graphs.
method Learnable spectral PEs of the form hθ(Aq)R, computed in Hermitian block Krylov subspace.
result Gauge-invariant and computationally efficient solution for directed graphs.

A new method for spectral positional encodings in directed graphs using Hermitian block Krylov subspaces.

problem Challenges in spectral positional encodings for directed graphs, including computational complexity and gauge invariance issues.
method Learnable spectral positional encodings of the form hθ(Aq)Rh_θ(A_q)R, computed in a Hermitian block Krylov subspace from sparse matrix-vector products.
result The method is gauge-invariant and converges to the exact eigendecomposition oracle as the depth grows.

SPADE improves demand forecasting accuracy by 4.5% for post-promotion periods.

problem Overreacting to peak events in demand forecasting leads to biased forecasts.
method SPADE splits forecasting into two tasks: one for peak events and another for post-peak events, using masked convolution filters and a specialized Peak Attention module.
result Overall PPE improvement of 4.5%, 30% improvement for most affected forecasts after promotions and holidays, and 3.9% improvement in PE accuracy.

Sherlock uses deep learning to accurately detect data types from column headers.

problem Detecting accurate semantic types of data columns for data science tasks.
method Sherlock is a multi-input deep neural network trained on a corpus of 686,765 data columns.
result Sherlock achieves a support-weighted F1 score of 0.89, outperforming existing methods.

ES-Single uses ES to estimate gradients in unrolled graphs, reducing variance and improving performance.

problem Estimating gradients in unrolled computation graphs with low variance and stability.
method Evolution strategies (ES) applied to unrolled graphs, with a single perturbation per particle.
result ES-Single reduces variance compared to PES, leading to better performance in various tasks.

Discrete conformal maps on surfaces with vertex decorations are studied.

problem Discrete conformal equivalence for decorated piecewise Euclidean surfaces.
method Intimate relationship between decorated PE-surfaces, canonical tessellations of hyperbolic surfaces, and convex hyperbolic polyhedra; concave variational principle.
result Proof of discrete uniformization theorem for decorated PE-surfaces.

This work introduces an integrative approach based on Q-analysis with machine learning. The new approach, called Neural Hypernetwork, has been applied to a case study of pulmonary embolism diagnosis. The objective of the application of neural hyper-network to pulmonary embolism (PE) is to improve diagnose for reducing …

2014-09-19abs ↗pdf ↗

Bayesian optimization with binary auxiliary info for faster target function optimization.

problem Optimizing target functions with expensive binary auxiliary information.
method Mixed-type Gaussian process (MOGP) and information-based acquisition functions (MT-ES, MT-PES).
result Efficient approximation of mixed-type predictive ES via random features.

Packed-Ensembles improve uncertainty estimation in constrained hardware.

problem Hardware limitations restrict the size of ensembles and network capacity, degrading performance.
method Packed-Ensembles (PE) design and train lightweight structured ensembles by modulating encoding space and parallelizing into a single backbone.
result PE accurately preserves diversity and maintains performance on key metrics like accuracy, calibration, and out-of-distribution detection.

We employ random geometric digraphs to construct semi-parametric classifiers. These data-random digraphs are from parametrized random digraph families called proximity catch digraphs (PCDs). A related geometric digraph family, class cover catch digraph (CCCD), has been used to solve the class cover problem by using its…

2017-05-22abs ↗pdf ↗

The paper develops a model to predict IPO events in private equity investments.

problem Lack of publicly available quantitative information for predicting IPO events.
method Combines neural network and survival analysis for predicting IPO probability.
result The neuro-survival model accurately predicts IPO events across various sectors.

Improved GP bandit algorithms for noiseless, varying noise, and RKHS norms.

problem Minimizing regret in Gaussian process bandits with unknown reward functions.
method New upper bound on maximum posterior variance, refined MVR and PE algorithms.
result Optimal regret bounds for noiseless, varying noise, and RKHS norms.

The study finds obstructions for certain Weyl curvature tensors on manifolds.

problem Can manifolds admit metrics with purely electric or magnetic Weyl tensors?
method Analyzes algebraic curvature tensors and their Pontryagin classes on scalar product spaces.
result Obstructions to the existence of metrics with PE or PM Weyl tensors in top-degree cohomology.

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the argmax\arg\max of the unknown function; yet, both are plagued by the expensive computatio…

2017-03-06abs ↗pdf ↗

PE-SVI reduces SVI inference complexity by finding a suitable start point.

problem Complex posterior inference in graphical models leads to suboptimal learning.
method PE-SVI uses a pseudo-encoded start point to reduce gradient steps and step sizes.
result PE-SVI achieves the same ELBo objective as SVI with less than 1% of the required steps.

Enhancing malware detection with icon features.

problem Improving accuracy in detecting malware.
method Extract icon features using summary statistics, HOG, and a convolutional autoencoder. Cluster icons and integrate these clusters into machine learning models.
result Significant increase in malware prediction model accuracy (10%) when icon clusters are used.

Gaussian Process Regression accurately models daily pan evaporation in humid climates.

problem Precise estimation of pan evaporation in humid climates using data-based methods.
method Gaussian Process Regression and other machine learning techniques were used to estimate pan evaporation.
result GPR models with specific meteorological parameters performed best in estimating pan evaporation.

Neural networks for stock price prediction often misrepresent model performance due to flawed error metrics.

problem Flawed prediction error metrics lead to unreliable model evaluations in the securities market.
method Used data from 20 stock datasets across multiple markets and evaluated with four prediction error measures.
result Prediction error value only partially reflects model accuracy and fails to represent stock price direction.

We provide an alternative, simpler proof of the existence of thick triangulations for noncompact C1\mathcal{C}^1 manifolds. Moreover, this proof is simpler than the original one given in \cite{pe}, since it mainly uses tools of elementary differential topology. The role played by curvatures in this construction is also…

2008-12-02abs ↗pdf ↗

New model predicts sales of new products with short life cycles.

problem Forecasting sales of new products with short lead times and life cycles.
method Developed an exponential factorization machine (EFM) to consider attributes and pairwise interactions.
result EFM model outperforms existing models in terms of MAPE and MAE.

We consider statistical as well as algorithmic aspects of solving large-scale least-squares (LS) problems using randomized sketching algorithms. For a LS problem with input data (X,Y)Rn×p×Rn(X, Y) \in \mathbb{R}^{n \times p} \times \mathbb{R}^n, sketching algorithms use a sketching matrix, SRr×nS\in\mathbb{R}^{r \times n} with $r \…

2014-06-23abs ↗pdf ↗

Study policy gradient and actor-critic methods for continuous-time reinforcement learning.

problem Continuous-time reinforcement learning with policy gradient and actor-critic approaches.
method Regularized exploratory formulation, martingale approach, simultaneous policy and value function updates.
result Proposed two types of actor-critic algorithms for online and offline learning.