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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.

168,742 papers · 148 categories

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48 results for Simplified Analysis

Simplified analysis of diffusion models using discrete random variables.

problem Theoretical analysis of diffusion models is complex and requires rigorous proofs.
method Simplified framework for analyzing Euler--Maruyama discretization of VP-SDEs using Grönwall's inequality.
result Standard Gaussian noise can be replaced by discrete random variables without sacrificing convergence guarantee.

Unified analysis simplifies Johnson-Lindenstrauss lemma for data reduction.

problem Efficiently reducing high-dimensional data while preserving geometry.
method Unified analysis of various JL constructions using probabilistic tools.
result First rigorous proof and extension of spherical construction's effectiveness.

The Min-Hashing approach to sketching has become an important tool in data analysis, information retrial, and classification. To apply it to real-valued datasets, the ICWS algorithm has become a seminal approach that is widely used, and provides state-of-the-art performance for this problem space. However, ICWS suffers…

2018-03-30abs ↗pdf ↗

Simplified LSTM models improve sentiment analysis on Twitter debate data.

problem Performing sentiment analysis on long sequence data from Twitter debates.
method Developed six parameter-reduced LSTM models (slim LSTM) for faster training and reduced computational cost.
result Slim LSTM models outperform standard LSTM model in sentiment analysis of GOP Debate Twitter dataset.

In this paper we continue our systematic analysis of the operatorial approach previously proposed in an economical context and we discuss a {\em mixed} toy model of a simplified stock market, i.e. a model in which the price of the shares is given as an input. We deduce the time evolution of the portfolio of the various…

2009-04-21abs ↗pdf ↗

In this note we sketch an initial tentative approach to funding costs analysis and management for contracts with bilateral counterparty risk in a simplified setting. We depart from the existing literature by analyzing the issue of funding costs and benefits under the assumption that the associated risks cannot be hedge…

2014-10-08abs ↗pdf ↗

Simplified plug-in loss approximates EDL for reliable uncertainty estimation.

problem Efficient and reliable uncertainty estimation in real-world sensor-based learning systems.
method Approximate Dirichlet expected objectives with plug-in losses evaluated at the Dirichlet mean.
result Plug-in losses provide comparable predictive accuracy and selective prediction performance to classical EDL, while being simpler to implement.

Paper simplifies calculating causation probabilities and ranks root causes.

problem Computational challenges in assessing causal relationships.
method Algorithmic simplifications and novel methodological framework for Root Cause Analysis.
result Significantly reduces computational complexity for calculating causation probabilities.

Paper studies simplified trisections and their equivalence classes.

problem Understanding right-left equivalence of simplified (2,0)(2, 0)-trisections.
method Analyzes simplified trisection diagrams and upper-triangular handle-slides.
result At least two simplified (2,0)(2, 0)-trisections can be right-left equivalent without being related by automorphisms or handle-slides.

Muon optimizer simplifies matrix optimization with spectral orthogonalization.

problem Matrix optimization challenges, especially with large condition numbers.
method Simplified Muon optimizer using spectral orthogonalization of gradients.
result Simplified Muon converges linearly with independent scalar sequences, outperforming gradient descent and Adam.

We analyze neural collapse in neural networks, showing that features collapse to vertices of a Simplex ETF.

problem Understanding and optimizing the features learned in the last layer of neural networks during training.
method Simplified unconstrained feature model, studying the global optimization landscape of cross-entropy loss with weight decay.
result The global minimizers of the loss are Simplex ETFs, and other critical points are strict saddles with negative curvature.

Spatial blind source separation simplifies multivariate spatial prediction.

problem Predicting multivariate measurements at unobserved locations with spatial dependencies.
method Spatial blind source separation as a pre-processing tool compared to Cokriging and neural networks.
result Spatial blind source separation simplifies spatial prediction by avoiding cross-dependencies.

In this document we are going to derive the equations needed to implement a Variational Bayes estimation of the parameters of the simplified probabilistic linear discriminant analysis (SPLDA) model. This can be used to adapt SPLDA from one database to another with few development data or to implement the fully Bayesian…

2015-11-20abs ↗pdf ↗

We prove that in a class of non-equiregular sub-Riemannian manifolds corners are not length minimizing. This extends the results [4]. As an application of our main result we complete and simplify the analysis in [6], showing that in a 4-dimensional sub-Riemannian structure suggested by Agrachev and Gauthier all length-…

2014-03-10abs ↗pdf ↗

A simplified trisection is a trisection map on a 4-manifold such that, in its critical value set, there is no double point and cusps only appear in triples on innermost fold circles. We give a necessary and sufficient condition for a 3-tuple of systems of simple closed curves in a surface to be a diagram of a simplifie…

2017-11-08abs ↗pdf ↗

We propose a combination of cluster analysis and stochastic process analysis to characterize high-dimensional complex dynamical systems by few dominating variables. As an example, stock market data are analyzed for which the dynamical stability as well as transitions between different stable states are found. This comb…

2015-02-26abs ↗pdf ↗

Classifies 3-manifolds from simplified (2,0)-trisections of 4-manifolds.

problem Classifying 3-manifolds from simplified (2,0)-trisections of 4-manifolds.
method Classifies vertical 3-manifolds as preimages of arcs on the plane for simplified (2,0)-trisection maps.
result Each 6-tuple of vertical 3-manifolds determines the source 4-manifold uniquely up to orientation reversing diffeomorphisms.

New discriminant analysis using GDS projection improves face recognition.

problem Improving face recognition accuracy with limited data.
method GDS projection onto generalized difference subspace, simplified Fisher criterion, normalization.
result GDS projection and gFDA are equivalent, inheriting FDA's discriminant ability.

Simplified proof and new C0C^0 estimate for Kähler-Einstein metrics.

problem Existence of Kähler-Einstein metrics on Calabi-Yau manifolds.
method Alternative C0C^0 a priori estimate for the Monge-Ampère equation.
result Established a new uniform bound for the solution of the Monge-Ampère equation.

Shapes of four dimensional spaces can be studied effectively via maps to standard surfaces. We explain, and illustrate by quintessential examples, how to simplify such generic maps on 4-manifolds topologically, in order to derive simple decompositions into much better understood manifold pieces. Our methods not only al…

2017-10-17abs ↗pdf ↗

We introduce a new framework for optimal transport using Schatten-p regularization to recover low-rank structures.

problem Optimal transport problems with low-rank structure recovery.
method Schatten-p norm regularization to promote low-rank structure in transport maps and plans.
result Unified convex programs for low-rank structure recovery with theoretical guarantees and efficient algorithms.

Implicit deep learning prediction rules generalize the recursive rules of feedforward neural networks. Such rules are based on the solution of a fixed-point equation involving a single vector of hidden features, which is thus only implicitly defined. The implicit framework greatly simplifies the notation of deep learni…

2019-08-17abs ↗pdf ↗

We study the problem of identifying the policy space of a learning agent, having access to a set of demonstrations generated by its optimal policy. We introduce an approach based on statistical testing to identify the set of policy parameters the agent can control, within a larger parametric policy space. After present…

2019-09-09abs ↗pdf ↗

This paper analyzes a simplified strategy for nonlinear control using local linear models and iLQR updates.

problem Nonlinear policy optimization in control systems.
method Iterative estimation of local linear models and iLQR-like policy updates.
result Demonstrates polynomial sample complexity and overcomes exponential problem horizon dependence.

We sharply characterize the performance of different penalization schemes for the problem of selecting the relevant variables in the multi-task setting. Previous work focuses on the regression problem where conditions on the design matrix complicate the analysis. A clearer and simpler picture emerges by studying the No…

2010-08-31abs ↗pdf ↗

Simplified speaker verification backend improves calibration across varying conditions.

problem Improving calibration performance in speaker verification across different conditions.
method Jointly trained parameters and simplified calibration vectors.
result Simplified method achieves similar performance to previous method but is faster and easier to implement.

Study on nonorientable 4-manifolds using simplified fibrations and trisections.

problem Classify and understand nonorientable 4-manifolds.
method Use simplified broken Lefschetz fibrations and trisections, topological modifications of singularities, handlebody decompositions, and mapping classes of surfaces.
result Classify low genus simplified broken Lefschetz fibrations on nonorientable 4-manifolds.