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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.

168,657 papers · 148 categories

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248496743991 · Jun 202019922001200920172026
48 results for Random Vector Functional Link

RVFL networks can efficiently approximate Lipschitz functions in L∞ norm.

problem Efficiently approximating Lipschitz continuous functions in L∞ norm.
method Random Vector Functional Link (RVFL) network with ReLU activation functions, proving approximation in L∞ norm.
result An RVFL with ReLU activation functions can approximate Lipschitz continuous functions in L∞ norm.

Gaussian random vectors exhibit the loss of dimension phenomena, which relate to their joint survival tail behaviour. Besides, the fact that the components of such vectors are light-tailed complicates the approximations of various multivariate risk measures significantly. In this contribution we derive precise approxim…

2018-03-14abs ↗pdf ↗

Introduces joint exclusivity (JE), a new form of negative dependence.

problem Negative dependence structures in probability distributions.
method Defines JE by exclusion of the interior of the non-negative orthant, establishes necessary and sufficient conditions for existence, proposes a canonical construction.
result Sharp necessary and sufficient condition for existence of JE random vectors with prescribed marginals.

Bayesian MS-VAR model for pricing equity-linked life insurance products.

problem Pricing and hedging equity-linked life insurance products on maximum of several assets.
method Introduces Bayesian Markov-Switching Vector Autoregressive (MS-VAR) process to model economic variables and insured's lifetime.
result Obtains net single premiums and hedging formulas for equity-linked life insurance products.

Complex functional maps link tangent bundles, preserving orientation and angles.

problem Linking tangent bundles for orientation-aware correspondence.
method Endow tangent bundles with complex structures to enable robust transfer of tangent vector fields.
result Establishes orientation-aware correspondence without relying on descriptors or extra regularization.

Generalizes randomized SVD for better matrix approximations using Gaussian vectors.

problem Computing accurate rank-k approximations of matrices with limited data.
method Extends randomized SVD to multivariate Gaussian vectors, incorporating prior knowledge and using Gaussian processes.
result Demonstrates improved accuracy in approximating matrices and Hilbert-Schmidt operators.

This paper studies node embeddings of networks, revealing their geometric properties.

problem Understanding the geometric properties of node embeddings in random networks.
method Characterization of ergodic limits, generalization, and convex relaxations of random walk node embedding objectives.
result The optimal node embedding Grammians have rank 1 for a nuclear norm relaxation of the non-randomized objective.

We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…

2014-02-19abs ↗pdf ↗

Bayesian approach approximates probability functions of Gaussian mixtures.

problem Approximating probability functions of non-spherical Gaussian mixtures.
method Bayesian decomposition, spherical radial decomposition, random sampling.
result Established differentiability and integral representation of gradient for probability functions.

New proof of trapezoidal property for Alexander polynomials of special alternating links.

problem Proving trapezoidal property of Alexander polynomials for special alternating links.
method Analyzing vector configurations from matroids and totally positive matrices.
result Alexander polynomials of special alternating links exhibit log-concavity and trapezoidal properties.

In this paper we study a model of random knots obtained by fixing a space curve in nn-dimensional Euclidean space with n>3n>3, and orthogonally projecting the space curve on to random 33 dimensional subspaces. By varying the space curve we obtain different models of random parametrized knots, and we will study how the…

2016-02-03abs ↗pdf ↗

Multivariate splines linked to infinitely-wide neural networks with improved numerical performance.

problem Understanding the relationship between multivariate splines and neural networks.
method Showed multivariate splines can be represented as random features in infinitely-wide neural networks with a homogeneous activation function.
result The function space of multivariate splines is a Sobolev space on a Euclidean ball with explicit norm bounds on derivatives.

Hermitian-Einstein metrics linked to stability of bundles on orbifolds.

problem Existence of Hermitian-Einstein metrics on stable vector bundles over compact Kähler orbifolds.
method Equivalence of slope stability to the existence of Hermitian-Einstein metrics and properness of a functional.
result Equivalence of Hermitian-Einstein metrics and slope stability for stable vector bundles.

The paper generalizes product inequalities for random vectors and their applications.

problem Understanding concentration of measure for products of random vectors.
method Develops expressions for the concentration of functionals of random vectors based on product norms.
result Provides generalized Hanson-Wright inequalities and applications to random matrices.

Graphs (networks) are ubiquitous and allow us to model entities (nodes) and the dependencies (edges) between them. Learning a useful feature representation from graph data lies at the heart and success of many machine learning tasks such as classification, anomaly detection, link prediction, among many others. Many exi…

2017-10-25abs ↗pdf ↗

Many machine learning problems, especially multi-modal learning problems, have two sets of distinct features (e.g., image and text features in news story classification, or neuroimaging data and neurocognitive data in cognitive science research). This paper addresses the joint dimensionality reduction of two feature ve…

2016-02-13abs ↗pdf ↗

We consider a random link, which is defined as the closure of a braid obtained from a random walk on the braid group. For such a random link, the expected value for the number of components was calculated by Jiming Ma. In this paper, we determine the most expected number of components for a random link, and further, co…

2015-07-11abs ↗pdf ↗

The paper examines linking numbers in grid models and finds polynomial moments.

problem Analyzing linking numbers in grid models.
method Examined linking numbers as a random variable on isotopy classes of 2-component links, computed moments and limits.
result The uuth moment of the linking number is a polynomial in the grid size with degree dud\leq u, and all odd moments vanish.

Paper analyzes error bounds for learning with vector-valued RF, improving existing analyses.

problem Learning with vector-valued random features in infinite-dimensional settings.
method Direct analysis of risk functional, avoiding random matrix theory.
result Strong consistency and minimax optimal convergence rates established.

Study predictive performance of linear regression with random functional covariates.

problem Theoretical predictive performance of linear regression with random functional covariates.
method Theoretical analysis of ridge and ridge-less least-squares regression with random functional covariates.
result Probabilistic bounds on predictive excess risk for random functional covariates.

We study random knots and links in R^3 using the Petaluma model, which is based on the petal projections developed by Adams et al. (2012). In this model we obtain a formula for the distribution of the linking number of a random two-component link. We also obtain formulas for the expectations and the higher moments of t…

2014-11-12abs ↗pdf ↗

We present a new trace estimator of the matrix whose explicit form is not given but its matrix multiplication to a vector is available. The form of the estimator is similar to the Hutchison stochastic trace estimator, but instead of the random noise vectors in Hutchison estimator, we use small number of probing vectors…

2016-06-16abs ↗pdf ↗

This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.

problem Understanding how recurrence and non-linear dynamics in cortical networks contribute to their function.
method Transformed time-continuous, recurrent dynamics into an effective feed-forward structure of linear and non-linear temporal kernels.
result Optimal time-series classifiers can be built from random reservoir networks, demonstrating significant performance gains.

New stability criteria for vector bundles linked to Hermite-Einstein geometry.

problem Stability of higher-rank vector bundles and their moduli spaces.
method Introducing mm-positivity and a smooth function for coherent subbundles, linking to Hermite-Einstein geometry.
result Hermite-Einstein bundles are uniformly semi-stable, and new stability conditions are established.

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.

This study examines a single attention layer's capabilities using random features.

problem Understanding the learning and generalization of a single multi-head attention layer.
method Random feature setting with large number of heads, frozen query and key matrices, and trainable value matrices.
result Random-feature attention layer can express a broad class of permutation-invariant target functions.

In this note, we consider a fixed vector field VV on S2S^2 and study the distribution of points which lie on the nodal set (of a random spherical harmonic) where VV is also tangent. We show that the expected value of the corresponding counting function is asymptotic to the eigenvalue with a leading coefficient that i…

2018-09-05abs ↗pdf ↗

Study shows gMPNNs struggle with OOD link prediction in larger test graphs.

problem Inductive out-of-distribution link prediction in larger test graphs.
method Theoretical analysis and development of a gMPNN with structural pairwise embeddings.
result Structural node embeddings from gMPNNs converge to random guessing as test graphs grow.

Study on typical knots and links using grid diagrams, focusing on size, components, and writhe.

problem Understanding the statistical behavior of knots and links, especially their typical properties.
method Modeling knots and links with grid diagrams, examining three invariants: size, components, and writhe, through numerical analysis.
result The size of a random knot is uniformly distributed and linearly dependent on grid size, while the number of components follows a distribution whose mean and variance grow with log_2 of grid size.