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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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1223 · Feb 201819922001200920172026
48 results for PSI

It was empirically confirmed by Keskar et al.\cite{SharpMinima} that flatter minima generalize better. However, for the popular ReLU network, sharp minimum can also generalize well \cite{SharpMinimacan}. The conclusion demonstrates that the existing definitions of flatness fail to account for the complex geometry of Re…

2019-03-06abs ↗pdf ↗

Clust-PSI-PFL uses PSI to improve accuracy and fairness in federated learning.

problem Non-IID data biases federated learning performance.
method Clust-PSI-PFL uses clustering and PSI to form homogeneous groups of clients.
result Clust-PSI-PFL delivers up to 18% higher global accuracy and improves client fairness.

We propose a novel kernel based post selection inference (PSI) algorithm, which can not only handle non-linearity in data but also structured output such as multi-dimensional and multi-label outputs. Specifically, we develop a PSI algorithm for independence measures, and propose the Hilbert-Schmidt Independence Criteri…

2016-10-12abs ↗pdf ↗

PSI models and infers feature attributions efficiently and accurately.

problem Modeling and inferring feature attributions in flexible predictive models.
method Probabilistic Shapley inference (PSI) framework using latent random variables and a masking-based neural network architecture.
result PSI learns feature attribution distributions centered at Shapley values, revealing meaningful uncertainty.

For any compact Riemannian manifold (M,g)(M,g) and its heat kernel embedding map psitpsi_t from M into l2l^2 constructed in [BBG], we study the higher derivatives of psitpsi_t with respect to an orthonormal basis at xx on MM. As the heat flow time tt goes to 0, it turns out the limiting angles between these derivative vect…

2013-08-02abs ↗pdf ↗

Let a torus T act effectively on a compact connected cooriented contact manifold, and let Psi be the natural momentum map on the symplectization. We prove that, if dim T > 2, the union of the origin with the image of Psi is a convex polyhedral cone, the non-zero level sets of Psi are connected (while the zero level set…

2009-10-29abs ↗pdf ↗

Study establishes Pólya-Szegő inequalities on submanifolds with small total mean curvature.

problem Analyzing Sobolev functions on submanifolds with curvature constraints.
method Developed Pólya-Szegő-type inequalities and derived corollaries.
result Proved sharp pp-Log-Sobolev inequality for minimal submanifolds.

Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of possible high-order interaction features would be extremely large. Identifying stati…

2015-06-26abs ↗pdf ↗

A long-standing open problem is to determine for which values of n the Burau representation Psi_n of the braid group B_n is faithful. Following work of Moody, Long-Paton, and Bigelow, the remaining open case is n = 4. One criterion states that Psi_n is unfaithful if and only if there exists a pair of arcs in the n-punc…

2016-10-14abs ↗pdf ↗

For a Spin(9)-structure on a Riemannian manifold M^16 we write explicitly the matrix psi of its Kähler 2-forms and the canonical 8-form Phi. We then prove that Phi coincides up to a constant with the fourth coefficient of the characteristic polynomial of psi. This is inspired by lower dimensional situations, related to…

2011-05-26abs ↗pdf ↗

This article deals with the generalization performance of margin multi-category classifiers, when minimal learnability hypotheses are made. In that context, the derivation of a guaranteed risk is based on the handling of capacity measures belonging to three main families: Rademacher/Gaussian complexities, metric entrop…

2018-09-19abs ↗pdf ↗

The paper examines the stability of binary choice models using Gini index and scoring indicators.

problem Stability and discriminatory power of binary choice models.
method Derives the real Gini index and incorporates PSI and KS statistics into the model.
result The real Gini index should be less than the calculated Gini index when the population distribution changes.

We investigate a class of hierarchical mixtures-of-experts (HME) models where exponential family regression models with generalized linear mean functions of the form psi(ga+fx^Tfgb) are mixed. Here psi(...) is the inverse link function. Suppose the true response y follows an exponential family regression model with mea…

2013-01-30abs ↗pdf ↗

PSI-LinUCB improves scalability for large recommender systems.

problem Efficiently training and inferring for large action spaces in recommender systems.
method Represent inverse design matrix as diagonal + low-rank correction, derive stable rank-1 and batched updates, use projector-splitting integrator.
result Demonstrated effectiveness on recommender system datasets, achieving scalable training and inference.

Formula for volumes of odd strata of quadratic differentials using graph intersection numbers.

problem Calculating volumes of specific strata of quadratic differentials.
method Expressed volumes as a sum over stable graphs, with coefficients as intersection numbers of psi classes with combinatorial classes.
result Formula for volumes of odd strata of quadratic differentials.

Unified framework connects credit risk metrics with information theory.

problem Disconnection between industry-standard metrics and statistical theory.
method Unified information-theoretic framework, proving IV equals PSI, deriving standard errors, formalizing trade-off, automated binning with XGBoost.
result Unified framework connects IV and PSI, providing statistical foundation for metrics.

The paper provides a uniform lower bound for intersection numbers of psi-classes on moduli spaces.

problem Estimating intersection numbers of psi-classes on Deligne-Mumford's moduli spaces.
method Approximates intersection numbers by closed-form expressions and proves a uniform lower bound.
result Proves a lower bound for intersection numbers in terms of approximating expressions and an explicit factor.

Optimal algorithms identify non-dominated arms in multi-output linear bandit models.

problem Identifying the Pareto Set in multi-output linear bandit models.
method Design-based algorithms for Pareto Set Identification (PSI) in a structured multi-output linear bandit model.
result Nearly optimal guarantees in both fixed-budget and fixed-confidence settings.

Extends Wigner's representation to study super hyperbolic geometry.

problem Understanding geometry in super hyperbolic three-space.
method Extended Wigner's representation of the Lorentz group to OSp_C(1|2) and applied to Minkowski (3,1|4)-dimensional super space.
result Proof of divergence of the volume of a typical ideal tetrahedron in super hyperbolic three-space.

Unlike traditional programs (such as operating systems or word processors) which have large amounts of code, machine learning tasks use programs with relatively small amounts of code (written in machine learning libraries), but voluminous amounts of data. Just like developers of traditional programs debug errors in the…

2016-03-23abs ↗pdf ↗

While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation. We propose two diagnostic algorithms to alleviate this problem. The Pareto-smoothed importance sampling (PSIS) diagnostic gives a goodness of fit measurement f…

2018-02-07abs ↗pdf ↗

In this paper we introduce the area of 2-ruled 4-folds in R^n (n=7 or 8), that is, submanifolds M of R^n that admit a fibration over some 2-fold Sigma such that each fibre is an affine 2-plane in R^n. This is motivated by the paper math.DG/0012060 by Joyce on ruled special Lagrangian 3-folds in C^3 and the work of the …

2004-01-13abs ↗pdf ↗

In this paper, we determine the distribution of the length partition of a random multicurve of fixed topological type on a closed hyperbolic surface using the methods of Margulis' thesis and Mirzakhani's equidistribution theorem for horospheres. This distribution admits a polynomial density, whose coefficients can be e…

2019-12-24abs ↗pdf ↗

Capsule Networks have great potential to tackle problems in structural biology because of their attention to hierarchical relationships. This paper describes the implementation and application of a Capsule Network architecture to the classification of RAS protein family structures on GPU-based computational resources. …

2018-08-22abs ↗pdf ↗

Supervised (linear) embedding models like Wsabie and PSI have proven successful at ranking, recommendation and annotation tasks. However, despite being scalable to large datasets they do not take full advantage of the extra data due to their linear nature, and typically underfit. We propose a new class of models which …

2013-01-17abs ↗pdf ↗

"Which Generative Adversarial Networks (GANs) generates the most plausible images?" has been a frequently asked question among researchers. To address this problem, we first propose an \emph{incomplete} U-statistics estimate of maximum mean discrepancy MMDinc\mathrm{MMD}_{inc} to measure the distribution discrepancy betwee…

2018-02-15abs ↗pdf ↗

This paper analyses the behaviour of volatility for several international stock market indexes, namely the SP 500 (USA), the Nikkei (Japan), the PSI 20 (Portugal), the CAC 40 (France), the DAX 30 (Germany), the FTSE 100 (UK), the IBEX 35 (Spain) and the MIB 30 (Italy), in the context of non-stationarity. Our empirical …

2006-07-19abs ↗pdf ↗

Researchers identify valid auxiliary functions for extreme value distributions and their max-domains of attraction.

problem Characterize valid auxiliary functions for extreme value distributions and their max-domains of attraction.
method Introduced 'universal' auxiliary functions valid for both VR and vMR representations, identified sets of valid auxiliary functions, and proposed a method for finding appropriate auxiliary functions.
result Characterized valid auxiliary functions for both VR and vMR representations for the entire MDA distribution families.

Exact Bayesian inference for discrete models using probability generating functions.

problem Discrete statistical models with infinite support and continuous priors.
method Probabilistic programming language with automatic differentiation and probability generating functions.
result Genfer tool provides exact solutions for a wide range of inference problems.

We introduce the stack of r-spin maps. These are stable maps into a variety V from n-pointed algebraic curves of genus g, with the additional data of an r-spin structure on the curve. We prove that this stack is a Deligne-Mumford stack, and we define analogs of the Gromov-Witten classes associated to these spaces. We s…

2000-12-20abs ↗pdf ↗

One of the major issues studied in finance that has always intrigued, both scholars and practitioners, and to which no unified theory has yet been discovered, is the reason why prices move over time. Since there are several well-known traditional techniques in the literature to measure stock market volatility, a centra…

2008-09-26abs ↗pdf ↗

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare …

2006-07-25abs ↗pdf ↗

Given an nn-gon, the poset of all collections of pairwise non-crossing diagonals is isomorphic to the face poset of some convex polytope called \textit{associahedron}. We replace in this setting the nn-gon (viewed as a disc with nn marked points on the boundary) with an arbitrary oriented surface with a number of la…

2017-01-06abs ↗pdf ↗