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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

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481216 · Jun 201919922001200920172026
48 results for PI consensus

Paper proves PI consensus algorithm converges exponentially under restricted secant inequality.

problem Proving convergence of PI consensus algorithm without convexity.
method Lyapunov theory, restricted secant inequality, rate-matching discretization, local pre-conditioning.
result Exponential convergence of PI consensus algorithm for non-convex functions.

We show that the triangle with angles Pi/12, Pi/3 and 7*Pi/12 has the lattice property and compute this triangle's Veech group.

2011-07-25abs ↗pdf ↗

By seeking the narrowest prediction intervals (PIs) that satisfy the specified coverage probability requirements, the recently proposed quality-based PI learning principle can extract high-quality PIs that better summarize the predictive certainty in regression tasks, and has been widely applied to solve many practical…

2019-05-24abs ↗pdf ↗

SBI provides more accurate pole positions than chi-squared minimization in model misspecification.

problem Accurate pole position estimation in pi-pi scattering models.
method Simulation Based Inference (SBI) method compared to chi-squared minimization.
result SBI leads to more robust predictions of pole positions in models of pi-pi scattering.

New research suggests privileged information doesn't improve model performance.

problem Challenges in transferring knowledge using privileged information in machine learning.
method Critical examination of existing theoretical and empirical analyses of LUPI methods.
result LUPI methods often fail to effectively transfer knowledge from privileged information.

The neural network (NN)-based direct uncertainty quantification (UQ) methods have achieved the state of the art performance since the first inauguration, known as the lower-upper-bound estimation (LUBE) method. However, currently-available cost functions for uncertainty guided NN training are not always converging and …

2019-12-30abs ↗pdf ↗

Every torus knot can be represented as a Fourier-(1,1,2) knot which is the simplest possible Fourier representation for such a knot. This answers a question of Kauffman and confirms the conjecture made by Boocher, Daigle, Hoste and Zheng. In particular, the torus knot T(p,q) can be parameterized as x(t)=cos(pt), y(t)=c…

2007-08-27abs ↗pdf ↗

This study evaluates methods for constructing prediction intervals with neural networks.

problem Lack of confidence measures in neural network predictions limits their applicability.
method Two-step experiment using bootstrapping and conformal inference methods.
result Cross-conformal method provides best performance with reasonable computational burden.

Let K be a knot of genus g. If K is fibered, then it is well known that the knot group pi(K) splits only over a free group of rank 2g. We show that if K is not fibered, then pi(K) splits over non-free groups of arbitrarily large rank. Furthermore, if K is not fibered, then pi(K) splits over every free group of rank at …

2013-08-29abs ↗pdf ↗

Lower bounds for PI on multi-action MDPs are established, showing complexity grows with action count.

problem Establishing the minimum number of iterations for PI to converge on MDPs with multiple actions.
method Developed lower bounds for a specific PI variant on multi-action MDPs, scaling with action count.
result A particular PI variant can take Ω(kn/2)Ω(k^{n/2}) iterations to terminate, scaling with action count.

A K(pi,1)-foliation is one for which the universal covers of all leaves are contractible (thus all leaves are K(pi,1)'s for some pi). In the first part of the paper we show that the tangential Lusternik--Schnirelmann category cat F of a K(pi,1)-foliation F on a manifold M is bounded from below by t-codim F for any t wi…

2009-04-12abs ↗pdf ↗

New Ricci curvature means derived from plane curvatures.

problem Understanding Ricci curvature in geometric contexts.
method Introducing intrinsic and normal mean Ricci curvatures via Jacobi-field expansions and applying Bochner-Weitzenboeck identity.
result Derives a Bochner-Weitzenboeck identity for simple d-vectors.

This paper presents a method to automatically generate high-quality prediction intervals for neural networks.

problem Accurate uncertainty quantification for deep learning models in real-world applications.
method Dual neural network approach with a novel loss function to balance prediction interval width and coverage.
result Our method produces significantly narrower prediction intervals with higher probability coverage compared to state-of-the-art methods.

Gromov and Lawson conjectured that a closed spin manifold M of dimension n with fundamental group pi admits a metric with positive scalar curvature if and only if an associated element in KO_n(B pi) vanishes. In this note we present counter examples to the `if' part of this conjecture for groups pi which are torsion fr…

2002-08-02abs ↗pdf ↗

Proposes a method to generate prediction intervals using weighted asymmetric loss functions.

problem Generating reliable prediction intervals for neural network models.
method Uses a weighted asymmetric loss function to estimate prediction intervals.
result The method produces reliable prediction intervals in complex machine learning scenarios.

PI-SAC agents learn predictive information to improve RL efficiency.

problem Improving sample efficiency in reinforcement learning.
method PI-SAC agents use a contrastive version of Conditional Entropy Bottleneck to learn predictive information from past and future states.
result PI-SAC agents significantly improve sample efficiency on challenging continuous control tasks.

In this article we construct a minimal symplectic 4-manifold R that has small Euler characteristic (e(R)=8) and two essential Lagrangian tori with nice properties. These properties make R particularly suitable for constructing interesting examples of symplectic manifolds with small Euler characteristic. In particular, …

2007-01-15abs ↗pdf ↗

Given a closed manifold N and a self-indexing Morse function f: N --> R with up to four distinct Morse indices, we construct a symplectic Lefschetz fibration pi: E --> C which models the complexification of f on the disk cotangent bundle, f_C : D(T*N) --> C, when f is real analytic. By construction, pi: E --> C comes w…

2009-06-08abs ↗pdf ↗

WISCA generates consensus explanations from conflicting model-agnostic interpretability methods.

problem Conflicting explanations from diverse interpretability algorithms.
method WISCA integrates class probability and normalized attributions to generate consistent explanations.
result WISCA consistently aligns with the most reliable individual method, improving explanation reliability.

Adaptive PI by reweighting nonconformity scores improves model uncertainty reflection.

problem CP methods using a constant correction for all test points ignore individual uncertainties.
method QRF learns distribution of nonconformity scores and assigns weights to samples.
result PI lengths more aligned with model uncertainty and improved adaptiveness.

Proposes PI-VAE for solving SDEs with limited measurements.

problem Solving SDEs with limited measurements of system parameters.
method Physics-informed Variational Autoencoder (PI-VAE) integrating VAE and governing equations.
result Satisfactory accuracy and efficiency compared to PI-WGAN.

A framework to explain decoder-only sequence classification models using intermediate predictions.

problem Explaining predictions of decoder-only sequence classification models.
method Progressive Inference framework with Single Pass-Progressive Inference and Multi Pass-Progressive Inference methods.
result Significantly better attributions compared to prior work on text classification tasks.

Infinite rank groups found in 3-manifolds with infinite fundamental groups.

problem Understanding the structure of diffeomorphism and homeomorphism groups of 3-manifolds with infinite fundamental groups.
method Analyzing actions of barbell diffeomorphisms on spaces of embedded arcs and configuration spaces.
result Groups of diffeomorphisms and homeomorphisms have infinite rank.

Bayesian consensus improves accuracy of forecasts from miscalibrated sources.

problem Aggregating predictions from miscalibrated and noisy sources.
method Bayesian approach to adjust for bias and noise, using hierarchical models.
result Bayesian consensus estimator is unbiased and more efficient than alternatives.

Given k>=2, we construct a (2k-2)-parameter family of properly embedded minimal surfaces in H^2 x R invariant by a vertical translation T, called Saddle Towers, which have total intrinsic curvature 4 pi(1-k), genus zero and 2k vertical Scherk-type ends in the quotient by T. As limits of those Saddle Towers, we obtain J…

2009-10-29abs ↗pdf ↗

In distributed machine learning, where agents collaboratively learn from diverse private data sets, there is a fundamental tension between consensus and optimality. In this paper, we build on recent algorithmic progresses in distributed deep learning to explore various consensus-optimality trade-offs over a fixed commu…

2018-05-30abs ↗pdf ↗

Let S be a closed, oriented surface of genus at least 2, and consider the extension 1 -> pi_1 S -> MCG(S,p) -> MCG(S) -> 1, where MCG(S) is the mapping class group of S, and MCG(S,p) is the mapping class group of S punctured at p. We prove that any quasi-isometry of MCG(S,p) which coarsely respects the cosets of the no…

2003-08-07abs ↗pdf ↗

Let Pi: M -> B be an onto maximal rank map or a Riemannian submersion between Riemannian manifolds M and B. Initially, we prove necessary and sufficient conditions for any fiber F to be roughly isometric to M. Then, we prove necessary and sufficient conditions for Pi to be a rough isometry. As a corollary M is roughly …

2006-06-04abs ↗pdf ↗

Paper analyzes convergence of decentralized algorithms with noise and bias.

problem Finite time convergence analysis of decentralized stochastic approximation schemes.
method Separated iterates into consensual parts and consensus error; bounded consensus error in terms of stationarity.
result Decentralized SA scheme converges at O(logT/T){\cal O}(\log T/ \sqrt{T} ) rate.

CB-APM uses analyst consensus as a bottleneck to interpret stock returns.

problem Tackles the challenge of understanding and predicting stock returns using professional beliefs.
method Embeds analyst consensus as a structural bottleneck, treating it as a sufficient statistic for market information.
result CB-APM portfolios exhibit strong monotonic return gradients and robust across different economic conditions.

Given any knot k, there exists a hyperbolic knot tilde k with arbitrarily large volume such that the knot group pi k is a quotient of pi tilde k by a map that sends meridian to meridian and longitude to longitude. The knot tilde k can be chosen to be ribbon concordant to k and also to have the same Alexander invariant …

2005-03-08abs ↗pdf ↗

We use a cluster ensemble to determine the number of clusters, k, in a group of data. A consensus similarity matrix is formed from the ensemble using multiple algorithms and several values for k. A random walk is induced on the graph defined by the consensus matrix and the eigenvalues of the associated transition proba…

2014-08-05abs ↗pdf ↗

To devise efficient solutions for approximating a mean partition in consensus clustering, Dimitriadou et al. [3] presented a necessary condition of optimality for a consensus function based on least square distances. We show that their result is pivotal for deriving interesting properties of consensus clustering beyond…

2016-04-22abs ↗pdf ↗

Given a closed orientable Euclidean cone 3-manifold C with cone angles less than or equal to pi, and which is not almost product, we describe the space of constant curvature cone structures on C with cone angles less than pi. We establish a regeneration result for such Euclidean cone manifolds into spherical or hyperbo…

2005-10-20abs ↗pdf ↗

A new algorithm reduces communication in decentralized optimization.

problem Reducing communication in decentralized optimization problems.
method Adaptive randomized communication-efficient algorithmic framework that periodically tracks disagreement error and selects influential edges for communication.
result Strong theoretical convergence guarantees and performance quantification under standard assumptions.

Consensus clustering fuses diverse basic partitions (i.e., clustering results obtained from conventional clustering methods) into an integrated one, which has attracted increasing attention in both academic and industrial areas due to its robust and effective performance. Tremendous research efforts have been made to t…

2019-05-31abs ↗pdf ↗