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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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1122 · Mar 201619922001200920172026
48 results for Refutation

Study learning and refutation in non-interactive LDP, showing sample complexity equivalence.

problem Characterize sample complexity for learning and refutation in non-interactive LDP.
method Characterize sample complexity for agnostic PAC learning in non-interactive LDP protocols.
result Optimal sample complexity for any concept class is captured by the approximate γ2γ_2~norm of a natural matrix associated with the class.

Study tests five popular trading signal families and finds four refuted, one inconclusive, and one not refuted.

problem Testing the viability of five popular trading signal families for generating a positive edge.
method Statistical edge testing, economic viability assessment, and finite-bankroll survival under leverage using exposure-matched benchmarks, stationary-bootstrap confidence intervals, and hierarchical Benjamini-Yekutieli control.
result Four out of five signal families are refuted, one is inconclusive, and one is not refuted.

Proposes bounds on bias from low-dimensional representations in CATE estimation.

problem Bias in CATE estimation due to low-dimensional representations.
method Proposes a refutation framework to estimate bounds on representation-induced confounding bias.
result Demonstrates effectiveness of refutation framework in practice.

We discuss the mathematician George Bruce Halsted's accusations against Carl Friedrich Gauss, as well as refutations both by the latter's American grandson Robert Gauss in a letter to Felix Klein, and by the historian of mathematics Florian Cajori.

2014-05-16abs ↗pdf ↗

The paper challenges the notion that asset return doesn't affect Black-Scholes-Merton model.

problem The role of asset return in the Black-Scholes-Merton model.
method Refutation of the claim through simplified stochastic calculus approach.
result The expected rate of return of the underlying asset does affect the Black-Scholes-Merton model.

Example shows learnable distributions not privately learnable.

problem Learnable distributions under non-private conditions not transferable to differential privacy.
method Example of a distribution class learnable up to constant error in total variation distance but not under differential privacy.
result Contradicts conjecture of Ashtiani on learnability under differential privacy.

Audit shows risk claims from distributional reinforcement learning agents are often false.

problem Evaluating the risk claims made by distributional reinforcement learning agents.
method Combines a decision-relevant screening metric, ground truth from Monte Carlo, and statistical methods to audit risk claims.
result 40-95% of the strongest risk claims are refuted, indicating the learned risk reflects a training artifact rather than environment stochasticity.

The generalization of Frobenius' theorem to foliations with singularities is usually attributed to Stefan and Sussmann, for their simultaneous discovery around 1973. However, their result is often referred to without caring much on the precise statement, as some sort of magic spell. This may be explained by the fact th…

2017-10-04abs ↗pdf ↗

Paper refutes conjecture on tensor power iteration convergence in overcomplete models.

problem Understanding convergence of tensor power iteration in overcomplete random tensors.
method Analysis of tensor power iteration dynamics from random initialization.
result Polynomially many steps are necessary for convergence, refutes logarithmic conjecture.

We characterize the three-dimensional spaces admitting at least six or at least seven equidistant points. In particular, we show the existence of CC^\infty norms on R3\R^3 admitting six equidistant points, which refutes a conjecture of Lawlor and Morgan (1994, Pacific J. Math \textbf{166}, 55--83), and gives the exist…

2005-06-13abs ↗pdf ↗

Examples are given of prime Legendrian knots in the standard contact 3-space that have arbitrarily many distinct Chekanov polynomials, refuting a conjecture of Lenny Ng. These are constructed using a new `Legendrian tangle replacement' technique. This technique is then used to show that the phenomenon of multiple Cheka…

2004-11-09abs ↗pdf ↗

This paper addresses a gap in the classifcation of Codazzi tensors with exactly two eigenfunctions on a Riemannian manifold of dimension three or higher. Derdzinski proved that if the trace of such a tensor is constant and the dimension of one of the the eigenspaces is n1n-1, then the metric is a warped product where t…

2011-11-29abs ↗pdf ↗

Boosting algorithms produce a classifier by iteratively combining base hypotheses. It has been observed experimentally that the generalization error keeps improving even after achieving zero training error. One popular explanation attributes this to improvements in margins. A common goal in a long line of research, is …

2019-01-30abs ↗pdf ↗

We construct a financial "Turing test" to determine whether human subjects can differentiate between actual vs. randomized financial returns. The experiment consists of an online video-game (http://arora.ccs.neu.edu) where players are challenged to distinguish actual financial market returns from random temporal permut…

2010-02-24abs ↗pdf ↗

Study on mapping class groups of non-orientable surfaces, proving some conjectures and refuting others.

problem Analogies between Fuchsian groups and mapping class groups of non-orientable surfaces.
method Analyzing limit sets, foliations, and geometric properties.
result Established parts of a conjecture about the limit set and provided evidence for and against the analogy.

New evidence refutes old conjectures about knot homology ranks, suggesting new congruences.

problem Determining the rank of knot homology theories modulo 4 for ribbon knots.
method Proved homomorphism of knot concordance group, checked conjectures for 2.4 million knots.
result Revised conjectures about knot homology ranks modulo 4 for ribbon knots hold true.

Time-aware fact-checking improves veracity predictions for time-sensitive claims.

problem Fact-checking decisions should consider temporal information of claims and evidence.
method Investigated four temporal ranking methods to optimize evidence ranking for fact-checking models.
result Time-aware evidence ranking surpasses relevance assumptions and improves veracity predictions for time-sensitive claims.

There is widespread sentiment that it is not possible to effectively utilize fast gradient methods (e.g. Nesterov's acceleration, conjugate gradient, heavy ball) for the purposes of stochastic optimization due to their instability and error accumulation, a notion made precise in d'Aspremont 2008 and Devolder, Glineur, …

2017-04-26abs ↗pdf ↗

In this paper we characterise the propensity of big capital investments to systematically deliver poor outcomes as "fragility," a notion suggested by Nassim Taleb. A thing or system that is easily harmed by randomness is fragile. We argue that, contrary to their appearance, big capital investments break easily - i.e. d…

2016-03-04abs ↗pdf ↗

Adaptive optimization algorithms such as Adam are widely used in deep learning. The stability of such algorithms is often improved with a warmup schedule for the learning rate. Motivated by the difficulty of choosing and tuning warmup schedules, recent work proposes automatic variance rectification of Adam's adaptive l…

2019-10-09abs ↗pdf ↗

Study disproves conjecture about low-degree polynomials in hypothesis testing.

problem Conjecture about limitations of polynomial-time algorithms in hypothesis testing.
method Used counterexamples to refute the conjecture and modified the conjecture to rule out the counterexample.
result Disproved conjecture about limitations of low-degree polynomials in hypothesis testing.

A stable smooth map f:NMf:N\to M is called "kk-realizable" if its composition with the inclusion MM×RkM\subset M\times\Bbb R^k is C0C^0-approximable by smooth embeddings; and a "kk-prem" if the same composition is CC^\infty-approximable by smooth embeddings, or equivalently if ff lifts vertically to a smooth embedding $…

2017-11-09abs ↗pdf ↗

We find stationary distributions in a financial model with trends and mean-reversion.

problem Financial markets with competing trends and mean-reversion.
method Analytical derivation of stationary distributions in various noise and feedback regimes.
result The distributions are unimodal Gaussians in small noise, small feedback limits, but can be bimodal for stronger trends.

Estimation is the computational task of recovering a hidden parameter xx associated with a distribution DxD_x, given a measurement yy sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…

2018-07-30abs ↗pdf ↗

SAM minimizes loss sharpness, improving adversarial transferability.

problem Improving adversarial transferability of deep neural networks.
method Evaluating surrogate models trained with seven minimizers, focusing on loss sharpness and flat neighborhoods.
result SAM minimizes loss sharpness, leading to better adversarial transferability.

Gradient flow with infinitesimal initialization converges to Greedy Low-Rank Learning for matrix factorization.

problem Understanding implicit regularization in gradient descent for matrix factorization.
method Theoretical and empirical analysis of gradient flow with infinitesimal initialization and Greedy Low-Rank Learning.
result Gradient flow with infinitesimal initialization is mathematically equivalent to Greedy Low-Rank Learning for depth-2 matrix factorization under reasonable assumptions.

Least squares estimator fails to achieve optimal risk in bounded distributions, but non-linear predictors can.

problem Optimal risk in bounded distributions for constrained least squares.
method Comparison of least squares and non-linear predictors.
result Non-linear predictors can achieve optimal risk O(d/n)O(d/n) in bounded distributions.

Injectivity of ReLU networks studied using statistical physics.

problem When can the input of a ReLU neural network be inferred from its output?
method Connection to spherical integral geometry and statistical physics.
result Replica symmetry-breaking theory and Gordon's min--max theorem provide insights into the injectivity threshold.

Transformers for binary decisions are sensitive to evidence order, leading to unreliable outcomes.

problem Order sensitivity in Transformers for binary decisions leads to unreliable outcomes.
method Formalized an expectation-realization gap and developed QMV and EDFL bounds.
result Uniform permutation mixtures reduce dispersion and improve reliability.

Paper refutes EM convergence theory and introduces a new EM algorithm.

problem The convergence theory of the EM algorithm is incorrect and affects its performance.
method Proposes a new EM algorithm called the Channel Matching (CM) EM algorithm and provides an initialization map.
result The locally maximal Q can affect the convergent speed but not the global convergence.

The paper refutes the manifold hypothesis for image data and proposes the union of manifolds hypothesis.

problem The manifold hypothesis fails to capture the structure of image data.
method Empirical verification of the union of manifolds hypothesis on image datasets.
result Image data lies on a disconnected set with varying intrinsic dimensions.

For the tensor PCA (principal component analysis) problem, we propose a new hierarchy of increasingly powerful algorithms with increasing runtime. Our hierarchy is analogous to the sum-of-squares (SOS) hierarchy but is instead inspired by statistical physics and related algorithms such as belief propagation and AMP (ap…

2019-04-08abs ↗pdf ↗

New algorithm reduces constraint violation to O(T1/3)O(T^{1/3}) while maintaining O(T)O(\sqrt{T}) regret.

problem Minimizing static regret and cumulative constraint violation in constrained online convex optimization.
method Proposes an algorithm that achieves O(T)O(\sqrt{T}) regret and O(T1/3)O(T^{1/3}) cumulative constraint violation.
result Shows that O(T1/3)O(T^{1/3}) cumulative constraint violation is achievable with O(T)O(\sqrt{T}) regret.

In the noisy tensor completion problem we observe mm entries (whose location is chosen uniformly at random) from an unknown n1×n2×n3n_1 \times n_2 \times n_3 tensor TT. We assume that TT is entry-wise close to being rank rr. Our goal is to fill in its missing entries using as few observations as possible. Let $n = \max(n…

2015-01-26abs ↗pdf ↗

New analysis shows how attention masks and LayerNorm prevent rank collapse in transformers.

problem Rank collapse in transformer models with increasing depth.
method General analysis of rank collapse under self-attention, considering attention masks and LayerNorm.
result Self-attention with LayerNorm can prevent rank collapse and maintain a rich set of equilibria.

Long horizon reinforcement learning is as hard as short horizon learning.

problem Understanding the difficulty of long horizon reinforcement learning problems.
method Introduced new concepts: ε-net for optimal policies and Online Trajectory Synthesis algorithm.
result Proved that sample complexity scales logarithmically with the planning horizon, refuting the conjecture.