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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.

168,742 papers · 148 categories

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3468102136 · May 202619922001200920172026
48 results for Prêt-à-Porter

Let X be a geodesic metric space. Gromov proved that there exists k>0 such that if every sufficiently large triangle T satisfies the Rips condition with constant k times pr(T), where pr(T) is the perimeter T, then X is hyperbolic. We give an elementary proof of this fact, also giving an estimate for k. We also show tha…

2008-10-08abs ↗pdf ↗

The ROC curve is widely used to assess the quality of prediction/classification/ranking algorithms, and its properties have been extensively studied. The precision-recall (PR) curve has become the de facto replacement for the ROC curve in the presence of imbalance, namely where one class is far more likely than the oth…

2018-10-19abs ↗pdf ↗

We consider dd-dimensional linear stochastic approximation algorithms (LSAs) with a constant step-size and the so called Polyak-Ruppert (PR) averaging of iterates. LSAs are widely applied in machine learning and reinforcement learning (RL), where the aim is to compute an appropriate θRdθ_{*} \in \mathbb{R}^d (that is a…

2017-09-12abs ↗pdf ↗

In this note we prove that, for a vector bundle EE over a manifold MM, a Dorfman bracket on TMETM\oplus E^* anchored by prTM\operatorname{pr}_{TM} and with EE a vector bundle over MM, is equivalent to a lift from Γ(TME)Γ(TM\oplus E^*) to linear sections of TETEETE\oplus T^*E\to E, that intertwines the given Dorfman bracket w…

2016-10-19abs ↗pdf ↗

Classifies solutions to vacuum weighted Einstein equations on pr-waves.

problem Classifying solutions to vacuum weighted Einstein field equations on pr-waves.
method Classifying solutions using smooth metric measure spacetimes of dimension 4.
result Provides examples of solutions with special geometric properties.

Study finds differences in LTs across tasks and architectures, proposing a consensus-based method for generating refined lottery tickets.

problem Understanding the variability and uniqueness of Lottery Tickets across different image classification tasks and architectures.
method 28 combinations of image classification tasks and architectures, iterative pruning techniques, consensus-based method for generating refined lottery tickets.
result Disproves the uniqueness of Lottery Tickets and connects emergent mask structure to the choice of pruning.

The broad set of deep generative models (DGMs) has achieved remarkable advances. However, it is often difficult to incorporate rich structured domain knowledge with the end-to-end DGMs. Posterior regularization (PR) offers a principled framework to impose structured constraints on probabilistic models, but has limited …

2018-06-26abs ↗pdf ↗

Geometric analysis of ROC and PR curves for binary classification.

problem Understanding classifier behavior and selection of optimal operating points.
method Geometric perspective on ROC and PR curves, focusing on the composition function GG.
result Many binary classification metrics are functions of G=FpFn1G = F_p \circ F_n^{-1}, facilitating better classifier optimization.

A garland based on a manifold PP is a finite set of manifolds homeomorphic to PP with some of them glued together at marked points. Fix a manifold MM and consider a space $\NN$ of all smooth mappings of garlands based on PP into MM. We construct operations \bullet and [,][-,-] on the bordism groups $\bor_*(\NN)$

2003-06-08abs ↗pdf ↗

Steinhaus conjectured that every closed oriented C1C^1-curve has a pair of anti-parallel tangents. Porter disproved the conjecture by showing that there exist curves with no anti-parallel tangents. Colin Adams rised the question of whether there exists a nontrivial knot in R3\R^3 which has no parallel or antiparallel t…

1999-12-06abs ↗pdf ↗

In this paper we define a Poincaré-Reidemeister scalar product on the determinant line of the cohomology of any flat vector bundle over a closed orientable odd-dimensional manifold. It is a combinatorial "torsion-type" invariant which refines the PR-metric, introduced earlier by the first author, and contains an additi…

1998-03-27abs ↗pdf ↗

New metrics fail adversarial tests, with some more robust than others.

problem Evaluation metrics for time-series anomaly detection were improved but not fully robust.
method Adversarial stress-testing of 12 adopted metrics on real benchmarks.
result Some metrics are more robust than others, with ROC-based metrics being gamed more often.

Unified four trade-off curves for assessing generative model proximity.

problem Quantitative assessment of proximity between two probability distributions.
method Unified four existing curves: PR, Lorenz, ROC, and Rényi divergence frontiers.
result Explicit relationship between PR and Lorenz curves with domain adaptation bounds.

New method detects inconsistencies in AHP matrices using triadic preference reversals.

problem Challenges in assessing consistency in AHP pairwise comparison matrices.
method Triadic preference reversals to detect inconsistencies between pairs of elements.
result 97% accuracy in detecting inconsistencies, significantly surpassing traditional methods.

The paper tackles performative risk optimization under weak convexity assumptions.

problem Optimizing performative risk in a closed-loop prediction system with weak convexity.
method Relaxing convexity assumptions to maintain optimization feasibility.
result Iterative optimization methods remain applicable even with weakened convexity conditions.

New PSDMF algorithms derived from PR and ARM methods.

problem Positive semidefinite matrix factorization (PSDMF) challenges.
method Design PSDMF algorithms based on phase retrieval (PR) and affine rank minimization (ARM) methods.
result New PSDMF algorithms inherit numerical properties from PR and ARM methods.

Develops new approach to recover CR structures from their Levi foliations.

problem Recovering CR structures from their Levi foliations for nonregular symbols.
method Reduction to dynamical Legendrian contact structure on leaf space.
result New geometric interpretation of CR prolongation conditions.

Optimal spectral initializers impact phase retrieval phase transitions.

problem Understanding the limits of phase retrieval algorithms.
method Developed Random duality theory (RDT) to characterize optimal spectral initializers.
result Optimal spectral initializers can fall into flat regions of the phase retrieval manifold, making phase retrieval difficult.

Study symplectic embeddings of 4-manifolds using Lefschetz fibrations.

problem Proper symplectic and iso-symplectic embeddings of 4-manifolds in 6-manifolds.
method Use Lefschetz fibrations to study symplectic embeddings.
result Closed orientable smooth 4-manifolds admitting Lefschetz fibrations over CP^1 can be embedded symplectically in (CP^1 × CP^1 × CP^1, ω_pr).

We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is intractable, we show how to compute upper and lower bounds on many probabilities of intere…

2013-01-30abs ↗pdf ↗

New method detects global factors near BBP phase transition in high-dimensional data.

problem Detecting the number of global factors in noisy high-dimensional correlation matrices.
method Iterative Global Factor (IGF) algorithm combining adaptive edge recalibration and PR delocalization filter.
result IGF algorithm successfully detects global factors near BBP transition, improving over eigenvalue-only methods.

Assessing the performance of a learned model is a crucial part of machine learning. However, in some domains only positive and unlabeled examples are available, which prohibits the use of most standard evaluation metrics. We propose an approach to estimate any metric based on contingency tables, including ROC and PR cu…

2015-04-26abs ↗pdf ↗

We construct new knot polynomials. Let VV be the standard solid torus in 3-space and let prpr be its standard projection onto an annulus. Let MM be the space of all smooth oriented knots in VV such that the restriction of prpr is an immersion (e.g. regular diagrams of a classical knot in the complement of its meridi…

2006-12-05abs ↗pdf ↗

Study evaluates machine learning methods for large-scale network reliability, revealing ANN's and PR's performance.

problem Tackles the NP-hard problem of approximating binary-state network reliability for large-scale systems.
method Compares 20 machine learning methods across three reliability regimes and evaluates their performance on large-scale networks.
result Large-scale networks with arc reliability ≥ 0.9 exhibit near-unity system reliability, enabling computational simplifications.

This work improves understanding of projection robust optimal transport distances.

problem Understanding the behavior of minimum Wasserstein estimators in high-dimensional and misspecified models.
method Adopting projection robust (PR) optimal transport, establishing statistical properties, proposing IPRW distance, and providing asymptotic guarantees.
result Established fundamental statistical properties and proposed new distances that outperform Wasserstein distances empirically.

The paper analyzes the performance of constant step-size stochastic approximation algorithms.

problem Approximating solutions to root finding problems in optimization and machine learning.
method Examines stochastic approximation algorithms with constant step-size, proving convergence and analyzing the limiting behavior of averaged estimates.
result The Polyak-Ruppert-style averaged estimates converge to the true solution with optimal covariance, providing insights for practitioners.

Persistence diagrams from random matrices follow RMT universality, offering a new spectral diagnostic.

problem Understanding spectral properties of random matrices using topological data analysis.
method Applying Morse theory to persistence diagrams of quadratic forms restricted to unit spheres.
result Persistence entropy outperforms traditional level spacing ratios in discriminating random matrix ensembles.

Estimates roughness of financial volatility paths using horizontal visibility graphs.

problem Estimating roughness in financial volatility models.
method Introduces L+(t) for first-passage horizons, treating uncensored observations as first-passage times.
result Estimates roughness through a single tail exponent θ, separating rough Bergomi volatility from classical models.

Paper analyzes LSA algorithm bias and error bounds with RR extrapolation.

problem Analyzing bias and high-order error bounds of LSA with Markovian noise.
method Polyak-Ruppert averaging, linearization, Richardson-Romberg extrapolation.
result RR extrapolation effectively cancels the leading bias term.

A new method for nonparametric regression using mesh-based solutions.

problem Estimating regression functions non-parametrically with computational tractability.
method Mesh-based approximate solution (MBS) for penalized regression problems.
result MBS transforms NPR to a discrete convex minimization problem, making it computationally feasible.

This paper develops an ensemble learning-based linearization approach for power flow, which differs from the network-parameter based direct current (DC) power flow or other extended versions of linearization. As a novel data-driven linearization through data mining, it firstly applies the polynomial regression (PR) as …

2019-10-18abs ↗pdf ↗