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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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3857701,1551,540 · Jun 202019922001200920172026
48 results for Regionally Additive Models

The paper forecasts joint electricity demand across 14 British regions using additive models.

problem Forecasting regional electricity demand with cross-regional dependencies.
method Modified Cholesky parametrisation for multivariate Gaussian model, gradient boosting for model selection.
result The proposed model outperforms non-Gaussian copula-based models in forecasting.

RAMs improve GAMs' accuracy by fitting components to subregions of feature space.

problem Subpar accuracy in GAMs due to inability to capture feature interactions.
method Identify subregions of feature space where interactions are minimized, fitting one component per subregion.
result RAMs offer improved expressiveness compared to GAMs while maintaining interpretability.

Region-specific linear models are widely used in practical applications because of their non-linear but highly interpretable model representations. One of the key challenges in their use is non-convexity in simultaneous optimization of regions and region-specific models. This paper proposes novel convex region-specific…

2014-10-31abs ↗pdf ↗

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

Using region crossing changes, we define a new invariant called the multi-region index of a knot. We prove that the multi-region index of a knot is bounded from above by twice the crossing number of the knot. In addition, we show that the minimum number of generators of the first homology of the double branched cover o…

2019-09-26abs ↗pdf ↗

Proposes a method to quantify the reliability of salient regions in deep learning models using p-values.

problem Difficulty in assessing the reliability of saliency maps generated by deep learning models.
method Proposes a selective inference framework to quantify the reliability of salient regions as selected hypotheses by deep learning models.
result The method can provably control the probability of false positive detections of salient regions.

We study the Teichmüller metric on the Teichmüller space of a surface of finite type, in regions where the injectivity radius of the surface is small. The main result is that in such regions the Teichmüller metric is approximated up to bounded additive distortion by the sup metric on a product of lower dimensional spac…

1994-07-05abs ↗pdf ↗

A leveraged exchange traded fund (LETF) is an exchange traded fund that uses financial derivatives to amplify the price changes of a basket of goods. In this paper, we consider the robust hedging of European options on a LETF, finding model-free bounds on the price of these options. To obtain an upper bound, we establi…

2017-02-23abs ↗pdf ↗

A new method detects interactions in machine learning models.

problem Interpreting non-linear and interaction effects in machine learning models.
method Regional effect plots with implicit interaction detection.
result The method quantifies and interprets feature effects reliably, less confounded by interactions.

Combines global and local search for efficient global optimization with Gaussian processes.

problem Difficulties in building accurate GP models and getting stuck in suboptimal regions.
method Adopting AGLGP model combining global and local GP models, dividing space into regions, and switching between global and local searches.
result Efficiently locates the global optimum with benefits of both global and local search.

We consider a generic configuration of regions, consisting of a collection of distinct compact regions {Ωi}\{Ω_i\} in Rn+1\mathbb{R}^{n+1} which may be either smooth regions disjoint from the others or regions which meet on their piecewise smooth boundaries Bi\mathcal{B}_i in a generic way. We introduce a skeletal linking …

2014-02-22abs ↗pdf ↗

Proposes a method to learn system dynamics and region of attraction from trajectories.

problem Learning accurate dynamics and region of attraction from system trajectories.
method Uses local stability information as a prior to learn vector field and region of attraction.
result Efficient sampling and accurate estimate of dynamics in inner approximation of region of attraction.

This paper presents a new approach for Gaussian process (GP) regression for large datasets. The approach involves partitioning the regression input domain into multiple local regions with a different local GP model fitted in each region. Unlike existing local partitioned GP approaches, we introduce a technique for patc…

2017-01-23abs ↗pdf ↗

We give a necessary and sufficient condition for the addition of a collection of disjoint bypasses to a convex surface to be universally tight -- namely the nonexistence of a polygonal region which we call a virtual pinwheel.

2005-01-21abs ↗pdf ↗

The DAO Report led to a significant shift of ICO activity to Europe.

problem The impact of U.S. regulatory changes on global ICO activity.
method Analysis of a global dataset of ICOs from 2014 to 2021, focusing on the DAO Report's effects.
result A substantial and persistent reallocation of ICO activity to Europe following the DAO Report.

It has been shown in \cite{DPSU} that, under some additional assumptions, two simple domains with the same scattering data are equivalent. We show that the simplicity of a region can be read from the metric in the boundary and the scattering data. This lets us extend the results in \cite{DPSU} to regions with the same …

2010-04-14abs ↗pdf ↗

In this paper, we consider domino tilings of regions of the form D×[0,n]\mathcal{D} \times [0,n], where D\mathcal{D} is a simply connected planar region and nNn \in \mathbb{N}. It turns out that, in nontrivial examples, the set of such tilings is not connected by flips, i.e., the local move performed by removing two adjace…

2014-10-28abs ↗pdf ↗

In this thesis, we consider domino tilings of three-dimensional regions, especially those of the form D×[0,N]\mathcal{D} \times [0,N]. In particular, we investigate the connected components of the space of tilings of such regions by flips, the local move performed by removing two adjacent dominoes and placing them back in t…

2015-03-16abs ↗pdf ↗

We conjecture explicit evolution formulas for Khovanov polynomials for pretzel knots in some regions in the windings space. Our description is exhaustive for genera 1 and 2. As previously observed, evolution at T != -1 is not fully smooth: it switches abruptly at the boundaries between different regions. We reveal that…

2019-04-23abs ↗pdf ↗

Gradient flow on ReLU networks converges to a simple model with few regions.

problem Understanding the dynamics of gradient flow in shallow ReLU networks.
method Analysis of gradient flow dynamics on univariate ReLU neural networks.
result Gradient flow converges to a network with at most O(r) linear regions.

EPICSCORE improves conformal scores by explicitly accounting for epistemic uncertainty.

problem Overconfident predictions in data-sparse regions due to lack of epistemic uncertainty.
method Model-agnostic approach using Bayesian techniques like Gaussian Processes, Dropout, and Regression Trees.
result Enhanced predictive intervals that adaptively expand in sparse data regions and maintain compact intervals in abundant data.

Deep generative models improve global precipitation forecasts.

problem Accurately forecasting extreme rainfall is challenging and costly.
method Trained a Conditional Generative Adversarial Network (CorrectorGAN) to correct and super-resolve global precipitation forecasts.
result CorrectorGAN produces high-resolution, bias-corrected forecasts in seconds.

Estimates the upper bound of linear regions in spheres centered at specific data points in ReLU neural networks.

problem Bounding the number of linear regions in specific areas of neural networks using ReLU activations.
method Developed a method to estimate the upper bound of linear regions in any sphere within the input space of a ReLU neural network.
result The boundaries of linear regions move away from training data points during training, and spheres centered at these points contain more regions than arbitrary points.

The paper analyzes and improves a deep learning optimization technique using matrix gradient orthogonality.

problem Improving deep learning training through more effective optimization methods.
method Develops a stochastic non-Euclidean trust-region gradient method for deep learning optimization.
result Proves state-of-the-art convergence results for the proposed algorithm in various scenarios.

The Generative Adversarial Network (GAN) has recently been applied to generate synthetic images from text. Despite significant advances, most current state-of-the-art algorithms are regular-grid region based; when attention is used, it is mainly applied between individual regular-grid regions and a word. These approach…

2019-02-04abs ↗pdf ↗

Bayesian model estimates treatment effects near cutoffs in regression discontinuity designs.

problem Estimating conditional average treatment effects in regression discontinuity designs.
method Develops a Bayesian additive regression tree (BART) model with linear leaf-level regressions.
result Adapts to different slopes on the running variable near the cutoff, providing interpretable inference.

DO-IQS recovers optimal stopping region from expert trajectories, addressing specific challenges.

problem Recovering optimal stopping region from expert trajectories with unknown gain functions.
method Dynamics-Aware Offline Inverse Q-Learning incorporating temporal information and confidence-based oversampling.
result Demonstrated performance on real and artificial data, including optimal intervention for critical events.

With this study we want to test the validity of the well known "Verdoorn's Law" which considers the relationship between the growth of productivity and output in the case of the Portuguese economy at a regional and sectoral levels (NUTs II) for the period 1995-1999. The importance of some additional variables in the or…

2011-10-25abs ↗pdf ↗

Deep metric learning algorithms have been utilized to learn discriminative and generalizable models which are effective for classifying unseen classes. In this paper, a novel noise tolerant deep metric learning algorithm is proposed. The proposed method, termed as Density Aware Metric Learning, enforces the model to le…

2019-04-08abs ↗pdf ↗

New method calibrates reference distributions for bounded support.

problem Lack of principled method for bounded-support statistical reference distributions.
method Formulated maximum entropy on projective space of nonnegative measures.
result Prescribed acceptance region uniquely determines deformation parameter.

New findings suggest deep generative models can misclassify outliers, requiring new evaluation methods.

problem Deep generative models often assign higher likelihood to outliers, challenging existing outlier detection methods.
method Analyzed the typical set and high-density region of DGMs, proposing a novel outlier test.
result Existing likelihood-based outlier tests may fail due to model calibration issues, not just misclassification.

Enhances disease progression modeling using LLMs for complex brain connectivity.

problem Inaccurate predictions of disease spread due to oversimplified brain connectivity models.
method Uses LLMs to synthesize multi-modal relationships and learn disease trajectories from longitudinal data.
result Superior prediction accuracy and interpretability compared to traditional methods.

Mapper-GIN simplifies 3D point cloud classification with lightweight structure.

problem Robust 3D point cloud classification under corruption.
method Mapper algorithm for structural decomposition, GIN for graph classification.
result Mapper-GIN achieves competitive accuracy with minimal parameters.

SDG uses optimal control to improve classifier guidance in low-density regions.

problem Inefficient guidance in low-density regions of posterior distributions.
method Integrates stochastic optimal control with Stein variational inference to compute the steepest descent direction.
result SDG improves guidance in low-density regions, outperforming standard methods.

flexBART improves BART for categorical predictors by creating flexible tree partitions.

problem Limitation of BART in handling categorical predictors with one-hot encoding.
method flexBART re-implements BART with regression trees that can assign multiple levels to both branches of a decision tree node, and proposes a new decision rule prior for spatial data.
result flexBART often yields improved predictive performance and scales better to larger datasets than existing BART implementations.

In this work, we develop a technique to produce counterfactual visual explanations. Given a 'query' image II for which a vision system predicts class cc, a counterfactual visual explanation identifies how II could change such that the system would output a different specified class cc'. To do this, we select a 'dis…

2019-04-16abs ↗pdf ↗