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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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1234 · Jun 202419922001200920172026
48 results for SD 2.1

Much of machine learning relies on comparing distributions with discrepancy measures. Stein's method creates discrepancy measures between two distributions that require only the unnormalized density of one and samples from the other. Stein discrepancies can be combined with kernels to define kernelized Stein discrepanc…

2019-04-09abs ↗pdf ↗

We describe a method for learning word embeddings with data-dependent dimensionality. Our Stochastic Dimensionality Skip-Gram (SD-SG) and Stochastic Dimensionality Continuous Bag-of-Words (SD-CBOW) are nonparametric analogs of Mikolov et al.'s (2013) well-known 'word2vec' models. Vector dimensionality is made dynamic b…

2015-11-17abs ↗pdf ↗

Paper creates transparent, safe synthetic data from coarsened margins.

problem Creating synthetic data that maintains original relationships and is safe from disclosure.
method Defining and curating margins, applying SDC, coarsening counts, and using IPF algorithm.
result Synthetic data derived from safe, coarsened margins maintains original relationships.

We propose a novel adversarial speaker adaptation (ASA) scheme, in which adversarial learning is applied to regularize the distribution of deep hidden features in a speaker-dependent (SD) deep neural network (DNN) acoustic model to be close to that of a fixed speaker-independent (SI) DNN acoustic model during adaptatio…

2019-04-29abs ↗pdf ↗

Computable Stein discrepancies have been deployed for a variety of applications, ranging from sampler selection in posterior inference to approximate Bayesian inference to goodness-of-fit testing. Existing convergence-determining Stein discrepancies admit strong theoretical guarantees but suffer from a computational co…

2018-06-20abs ↗pdf ↗

This paper proposes a new clustering method based on Stochastic Dominance for asset allocation.

problem Traditional clustering methods fail to capture risk dominance relationships among assets.
method Integrates Stochastic Dominance theory with machine learning algorithms to construct a Stochastic Dominance Coefficient Matrix and modify clustering algorithms.
result The proposed method effectively facilitates customized asset allocation for investors.

Study shows optimal self-distillation improves model performance on noisy data.

problem Improving model performance on noisy Gaussian mixture data.
method Hyperparameter-tuned multi-stage self-distillation with a linear classifier, using replica method.
result Primary driver of SD's performance improvement is denoising through hard pseudo-labels.

Proposes SD-KDE for density estimation using debiased kernel density with score-based adjustments.

problem Density estimation with bias in kernel density estimation.
method Adjusts data points by taking a step along the estimated score function, then applies standard KDE with modified bandwidth.
result Significantly reduces mean integrated squared error compared to standard Silverman KDE, especially with noisy score function estimates.

Self-distillation improves model performance in noisy label settings.

problem Improving model accuracy in supervised learning with noisy labels.
method Analyzes self-distillation in two supervised learning problems with noisy labels, using theoretical and empirical approaches.
result Optimal self-distillation parameter is greater than 1 in high label noise regimes, outperforming traditional methods.

Paper solves barycenter of probability distributions using Sinkhorn divergence.

problem Computing the barycenter of a set of probability distributions under the Sinkhorn divergence.
method Recast as unconstrained functional optimization and develop Sinkhorn Descent (SD) method.
result SD converges to a stationary point at a sublinear rate and asymptotically finds a global minimizer.

We consider a finite simplicial complex KK together with its successive barycentric subdivisions Sdd(K),d0,Sd^d(K), d\geq0, and study the expected topology of a random subcomplex in Sdd(K),d0Sd^d(K), d\gg0. We get asymptotic upper and lower bounds for the expected Betti numbers of those subcomplexes, together with the average Morse …

2017-06-07abs ↗pdf ↗

Optimal SD improves ridge regression performance strictly and precisely.

problem Improving ridge regression performance through self-distillation.
method Analyzes unconstrained SD for ridge regression, deriving optimal mixing weight and asymptotic risk.
result Optimal SD strictly improves ridge regression performance, with exact risk equivalents derived.

SmartDeal reduces energy and storage costs for deep neural networks.

problem Heavy parameterization of deep neural networks leads to inefficient use of DRAM.
method SmartDeal decomposes weights into a small basis matrix and a structurally sparse coefficient matrix, quantized to power-of-2.
result Up to 2.44x energy efficiency improvement in inference and 10.56x reduction in training energy.

We solve S-shaped utility portfolio selection with SD constraints using algorithms and neural networks.

problem Optimizing portfolios with S-shaped utility functions under SD constraints.
method First-order SD constraint solution, numerical algorithm for SSD, neural network approach.
result Effective numerical and neural network solutions for SSD constrained problems.

We introduce canonical measures on a locally finite simplicial complex KK and study their asymptotic behavior under infinitely many barycentric subdivisions. We also compute the face polynomial of the asymptotic link and dual block of a simplex in the dthd^{th} barycentric subdivision Sdd(K)Sd^d(K) of KK, d0d\gg0. It is a…

2017-06-07abs ↗pdf ↗

The standard deviation and Gini mean difference order based on tail behavior.

problem Ordering between standard deviation and Gini mean difference for real-valued risks.
method Analysis of the mean excess function of the pairwise difference XX|X - X'|.
result Dominance regimes of SD and GMD are determined by tail behavior of the distribution.

We present an image preprocessing technique capable of improving the performance of few-shot classifiers on abstract visual reasoning tasks. Many visual reasoning tasks with abstract features are easy for humans to learn with few examples but very difficult for computer vision approaches with the same number of samples…

2019-10-04abs ↗pdf ↗

Develops a new solver for optimizing with stochastic dominance constraints.

problem Optimizing with stochastic dominance constraints is computationally expensive and impractical.
method Introduces Light Stochastic Dominance Solver (light-SD) that uses Lagrangian properties and surrogate approximation.
result The light-SD solver demonstrates superior performance on various problems.

We present the Shortfall Deviation Risk (SDR), a risk measure that represents the expected loss that occurs with certain probability penalized by the dispersion of results that are worse than such an expectation. SDR combines Expected Shortfall (ES) and Shortfall Deviation (SD), which we also introduce, contemplating t…

2015-01-08abs ↗pdf ↗

Study YB operators and their deformations, finding integrable and nontrivial cases.

problem Understanding deformations of Yang-Baxter operators and their integrability.
method Relating deformations to Lie algebra deformations, analyzing cohomology groups.
result Existence of integrable YB deformations and nontrivial cases not arising from SD deformations.

This work addresses identifiability in sequential data with switching dynamics, introducing a new estimator.

problem Identifiability of sequential data with regime-switching dynamics under flexible assumptions.
method Introduces ΩΩSDS, a flow-based estimator for exact likelihood optimization.
result Demonstrates improved disentanglement and more accurate forecasting compared to VAE-based estimators.

We construct self-dual(SD) but not locally conformally flat(LCF) metrics on families of non-simply connected 4-manifolds with small signature. We construct various sequences with bounded or unbounded Betti numbers and Euler characteristic. These metrics have negative scalar curvature. As an application, this addresses …

2011-08-01abs ↗pdf ↗

This paper provides performance guarantees for neural estimation of statistical distances.

problem Developing performance guarantees for neural estimation of statistical distances.
method Non-asymptotic error bounds using function approximation theorems and empirical process theory.
result Established a fundamental tradeoff between approximation and estimation errors in neural estimation of statistical distances.

New framework for ranking distributions using variable fractional parameters.

problem Ordering distributions with varying steepness and local non-concavities.
method Introducing a function γ:Ro[0,1]\boldsymbolγ: \mathbb{R} o [0,1] to replace the fixed parameter in fractional SD.
result Enables ranking of a broader range of distributions and incorporates dynamic greediness.

Study evaluates Tree-Ring Watermarking in rectified flow-based models, revealing detection and separability limitations.

problem Detecting and separating Tree-Ring Watermarks in rectified flow-based models.
method Extensive experimentation comparing SD 2.1 and FLUX.1-dev models with various text guidance configurations and augmentation attacks.
result Inversion limitations affect watermark recovery and statistical separation.

A new method for flow matching reduces computational costs and improves performance.

problem Efficiently matching flow models to target data distributions.
method Semidiscrete formulation of optimal transport (SD-OT) using SGD and maximum inner product search (MIPS).
result Semidiscrete FM (SD-FM) outperforms batch-OT and traditional flow matching methods.

High-dimensional shrinkage risk depends on the default prior for the common scale.

problem Choosing the default prior for the common scale in high-dimensional shrinkage.
method Using radial-power benchmark to compare variance-flat and standard deviation-flat priors.
result The standard deviation-flat prior has a one-unit asymptotic risk advantage near the origin.