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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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119237356474 · Jun 202019922001200920172026
48 results for Rescaling estimates

Method determines latent dimensionality in international trade flows.

problem Finding meaningful low-dimensional latent features in high-dimensional international trade data.
method Proposes a latent dimension determination method based on clustering of nonnegative RESCAL decompositions.
result Validates the latent features against empirical economic facts.

Develops local elliptic regularity for geometrically-natural operators with low regularity coefficients.

problem Local elliptic regularity for operators with low regularity coefficients in Sobolev-type spaces.
method Rescaling estimates and multiplication results for function spaces.
result Unified set of interior estimates and regularity inference for operators with Sobolev-type coefficients.

The paper calculates spectral torsion for rescaled Dirac operators on manifolds.

problem Computing spectral torsion for rescaled Dirac operators.
method Using trilinear Clifford multiplication and functional of differential one-forms.
result Computed spectral torsion for four types of rescaled Dirac operators.

For a Riemannian manifold MM, we determine some curvature properties of a tangent bundle equipped with the rescaled metric.The main aim of this paper is to give explicit formulae for the rescaled metric on TMTM, and investigate the geodesics on the tangent bundle with respect to the rescaled Sasaki metric.

2011-04-29abs ↗pdf ↗

Study geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.

problem Geometric characterization of asymptotic pseudodifferential calculus on spinor bundles.
method Groupoid approach to pseudodifferential calculus, rescaled bundle.
result Rescaled bundle provides geometric characterization to asymptotic pseudodifferential calculus on spinor bundles.

The paper calculates the noncommutative residue for a rescaled Dirac operator on 6D manifolds.

problem Computing the noncommutative residue for a specific Dirac operator on 6D manifolds.
method Calculations and proofs for the rescaled Dirac operator fDh on 6D compact manifolds.
result Proof of the Kastler-Kalau-Walze type theorem for the rescaled Dirac operator on 6D compact manifolds with boundary.

We demonstrate a family of Strichartz estimates for the conformally invariant Klein-Gordon equation on a class of asymptotically de Sitter spaces with C^2 metrics by using well-known local Strichartz estimates and a rescaling argument. This class of metrics includes de Sitter space. We also give an application of the e…

2009-09-14abs ↗pdf ↗

Fast algorithm for rescaling vectors with clipping, improving training efficiency.

problem Efficiently rescale vectors to a desired length while maintaining them within a domain after clipping.
method Analytical solution for optimal rescaling using fast and differentiable algorithm.
result Optimal rescaling can be found analytically, improving training efficiency for neural networks.

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range cross-correlated processes. Utilizing a heteroskedasticity and auto-correlation robust est…

2013-07-17abs ↗pdf ↗

Lasso performs poorly with correlated covariates, but a rescaled approach fixes this.

problem Lasso's performance degrades with correlated covariates, leading to inefficiency.
method Proposes a rescaling method for Lasso to handle correlated covariates effectively.
result Rescaled Lasso provides strong provable guarantees for estimation with quadratic sample complexity.

A new method to rescale ReLU neural networks based on path-lifting.

problem Lack of principled ways to leverage rescaling symmetries in ReLU neural networks.
method Introduces a geometrically motivated criterion to rescale neural network parameters, aligning a kernel in the path-lifting space with a chosen reference.
result Proposed method can speed up training and aligns a kernel in the path-lifting space with a chosen reference.

In this paper we are concerned with the matrix Li-Yau-Hamilton estimates for nonlinear heat equations. Firstly, we derive such estimate on a Kähler manifold with a fixed Kähler metric. Then we consider the estimate on Kähler manifolds with Kähler metrics evolving under the rescaled Kähler-Ricci flow. Both of the estima…

2019-11-01abs ↗pdf ↗

This paper tackles non-vacuous generalization bounds in ReLU networks by resolving rescaling invariances.

problem Non-vacuous generalization guarantees for ReLU networks with rescaling invariances.
method Proposes a lifted representation to resolve rescaling invariances and studies KL-based rescaling-invariant PAC-Bayes bounds.
result KL-based rescaling-invariant PAC-Bayes bounds provide tighter guarantees and resolve discrepancies in network complexity.

Adaptive method improves prediction intervals with global coverage guarantees and local error distribution.

problem Global coverage guarantees of conformal regression are often violated by local error distributions.
method Adaptive Conformal Regression with Jackknife+ Rescaled Scores
result Improves local coverage without sacrificing global coverage, especially in low-data regimes.

We test for departures from normal and independent and identically distributed (NIID) returns, when returns under the alternative hypothesis are self-affine. Self-affine returns are either fractionally integrated and long-range dependent, or drawn randomly from an L-stable distribution with infinite higher-order moment…

2014-01-28abs ↗pdf ↗

We prove an L^2-estimate involving Ricci curvature and a harmonic 1-form on a closed oriented Riemannian 3-manifold admitting a solution of any rescaled Seiberg-Witten equations. We also give a necessary condition to be a monopole class on some special connected sums.

2009-03-03abs ↗pdf ↗

New Lipschitz bound for ReLU networks resists weight rescaling.

problem Lack of robustness guarantees for ReLU networks under weight perturbations.
method Rescaling-invariant Lipschitz bound based on path-metrics.
result The new bound applies to various ReLU-DAG architectures and resists neuron-wise rescalings.

We exploit the spinor description of four-dimensional Walker geometry, and conformal rescalings of such, to describe the local geometry of four-dimensional neutral geometries with algebraically degenerate self-dual Weyl curvature and an integrable distribution of alpha-planes (algebraically special real alpha-geometry)…

2008-08-15abs ↗pdf ↗

We prove gradient estimates for hypersurfaces in the hyperbolic space Hn+1,\mathbb{H}^{n+1}, expanding by negative powers of a certain class of homogeneous curvature functions. We obtain optimal gradient estimates for hypersurfaces evolving by certain powers p>1p>1 of F1F^{-1} and smooth convergence of the properly rescale…

2014-10-06abs ↗pdf ↗

Study mean curvature flow of high codimension submanifolds in complex projective space.

problem Analyse mean curvature flow of high codimension submanifolds in complex projective space.
method Establish codimension estimate, prove convergence to smooth limiting flow, and prove decay estimate.
result Prove existence of limiting flow under cylindrical type pinching.

It has been empirically observed that the flatness of minima obtained from training deep networks seems to correlate with better generalization. However, for deep networks with positively homogeneous activations, most measures of sharpness/flatness are not invariant to rescaling of the network parameters, corresponding…

2019-02-06abs ↗pdf ↗

A new debiasing method for high-dimensional regression with applications to PCR.

problem Debiasing in high-dimensional statistics with i.i.d. samples and sub-Gaussian covariates.
method Spectrum-Aware Debiasing using rescaled gradient descent with spectral information.
result Achieves debiasing in broader contexts with structured dependencies, heavy tails, and low-rank structures.

Improved LLM pre-training performance through better weight and variance control.

problem Improper weight and variance control in LLM pre-training affects downstream task performance.
method Introduced Layer Index Rescaling (LIR) and Target Variance Rescaling (TVR) techniques.
result Substantial improvements in downstream task performance (up to 4.6%) and reduced extreme activation values.

Cross-validation is the de facto standard for predictive model evaluation and selection. In proper use, it provides an unbiased estimate of a model's predictive performance. However, data sets often undergo various forms of data-dependent preprocessing, such as mean-centering, rescaling, dimensionality reduction, and o…

2019-01-25abs ↗pdf ↗

Let X and Y be finite-type CW-complexes (X connected, Y simply connected), such that the rational cohomology ring of Y is a k-rescaling of the rational cohomology ring of X. Assume H^*(X,Q) is a Koszul algebra. Then, the homotopy Lie algebra pi_*(Omega Y) tensor Q equals, up to k-rescaling, the graded rational Lie alge…

2001-10-28abs ↗pdf ↗

"Ends of hyperbolic 3-manifolds should support canonical Wick Rotations, so they realize effective interactions of their ending globally hyperbolic spacetimes of constant curvature." We develop a consistent sector of WR-rescaling theory in 3D gravity, that, in particular, concretizes the above guess for many geometrica…

2004-12-23abs ↗pdf ↗

Key to the imposition of appropriate minimum capital requirements on a daily basis requires accurate volatility estimation. Here, measures are presented based on discrete estimation of aggregated high frequency UK futures realisations underpinned by a continuous time framework. Squared and absolute returns are incorpor…

2011-03-28abs ↗pdf ↗

The abstract discusses nonuniqueness results for specific Riemannian invariants.

problem Identifying conditions for nonhomothetic conformal rescalings with constant Riemannian invariants.
method Identifying sufficient conditions for finite and infinite geometrically distinct periodic conformal rescalings.
result Improves and establishes nonuniqueness results for various Riemannian invariants.

We develop a ``canonical Wick rotation-rescaling theory in 3-dimensional gravity''. This includes: (a) A simultaneous classification that shows how generic maximal globally hyperbolic spacetimes of constant curvature, which admit a complete Cauchy surface (in particular a compact one), as well as complex projective str…

2005-08-25abs ↗pdf ↗

We study the small-time fluctuations for diffusion processes which are conditioned by their initial and final positions, under the assumptions that the diffusivity has a sub-Riemannian structure and that the drift vector field lies in the span of the sub-Riemannian structure. In the case where the endpoints agree and t…

2016-06-01abs ↗pdf ↗

In linear regression we wish to estimate the optimum linear least squares predictor for a distribution over dd-dimensional input points and real-valued responses, based on a small sample. Under standard random design analysis, where the sample is drawn i.i.d. from the input distribution, the least squares solution for…

2019-07-08abs ↗pdf ↗

We study various covering spectra for complete noncompact length spaces with universal covers (including Riemannian manifolds and the pointed Gromov Hausdorff limits of Riemannian manifolds with lower bounds on their Ricci curvature). We relate the covering spectrum to the (marked) shift spectrum of such a space. We de…

2012-11-30abs ↗pdf ↗