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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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3527031,0551,406 · Jun 202019922001200920172026
48 results for Spline models

Sig-Splines model uses signatures and splines for time series data, achieving universality and convexity.

problem Creating a generative model for multivariate time series data.
method Combines linear transformations and signature transforms into a neural spline flow.
result Achieves universality and introduces convexity in model parameters.

We extend the adaptive regression spline model by incorporating saturation, the natural requirement that a function extend as a constant outside a certain range. We fit saturating splines to data using a convex optimization problem over a space of measures, which we solve using an efficient algorithm based on the condi…

2016-09-21abs ↗pdf ↗

We use splines and the Sasaki metric to analyze and compare manifold-valued trajectories.

problem Analyzing and comparing trajectories on Riemannian manifolds.
method Riemannian hierarchical model, Bézier splines, Sasaki metric.
result Spline-based approaches outperform state-of-the-art methods in intensity classification of trajectories.

With the renewed and growing interest in geometric continuity in mind, this article gives a general definition of geometrically continuous polygonal surfaces and geometrically continuous spline functions on them. Polynomial splines defined by G1 gluing data in terms of rational functions are analyzed further. A general…

2015-10-26abs ↗pdf ↗

Revisits stochastic collocation with exponential splines for option pricing.

problem Improving the accuracy of option price interpolation using stochastic collocation.
method Uses exponential quadratic splines and optimizes abscissae or parameters of B-splines.
result Shows that fixing abscissae and optimizing parameters leads to better interpolation accuracy.

This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility surface calibrated to sparse option data. We use an extension of classical B-splines …

2013-06-05abs ↗pdf ↗

This paper develops a new method for constructing splines on Lie groups using Poisson equation solutions.

problem Existing methods for constructing splines on Lie groups have limitations and assumptions that may not reflect actual curves.
method The paper introduces a new approach using solutions of the Poisson equation on Lie groups to construct splines.
result The new method allows for global splines with arbitrary initial conditions, improving curve reconstruction.

This paper introduces a spline-based method for nonparametric ADVI that handles complex posterior distributions.

problem Learning complex posterior distributions with skewness, multimodality, and bounded support.
method Develops a spline-based nonparametric approximation approach for ADVI.
result Establishes the asymptotic consistency of the derived lower bound for importance weighted autoencoder.

Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the theoretical optimal eigenspace to derive a low rank approximation of the smoothing spl…

2019-11-23abs ↗pdf ↗

Bayesian nonparametric LABS model adapts to function smoothness in Besov spaces.

problem Estimating functions with unknown smoothness in Besov spaces.
method Lévy Adaptive B-spline (LABS) regression model with automatic smoothness adaptation.
result LABS posterior contracts around true function in Besov classes at nearly minimax-optimal rates.

A normalizing flow models a complex probability density as an invertible transformation of a simple base density. Flows based on either coupling or autoregressive transforms both offer exact density evaluation and sampling, but rely on the parameterization of an easily invertible elementwise transformation, whose choic…

2019-06-10abs ↗pdf ↗

Bayesian method for knot inference in multivariate spline regression.

problem Inference on knot locations in multivariate spline regression due to non-differentiability and varying dimensions.
method Fully Bayesian approach with a new prior on knot number and analytic formula for normal model, extended Bayesian information criterion for non-normal cases, reversible jump Markov chain Monte Carlo.
result Demonstrated superior performance in function fitting with jumping discontinuity.

The paper proposes a new method for density estimation using spline quasi-interpolation for clustering.

problem Density estimation and clustering modeling for multivariate data.
method Spline quasi-interpolation for mono-variate approximation, copulas for multivariate modeling.
result The proposed method achieves accurate clustering of data using copulas and spline quasi-interpolation.

A new spline method for manifold learning using Hessian-based curvature penalties.

problem Learning manifolds with curvature penalties in high dimensions.
method Generalizes thin-plate splines to flat manifolds using Hessian matrices, minimizing square error with curvature constraints.
result Existence and uniqueness of the spline solution, expressed as Green's functions and Hessian approximations.

Locally-verifiable conditions ensure exactness of spline discrete de Rham complex.

problem Ensuring cohomological equivalence of spline discrete complex to continuous de Rham complex.
method Theoretical analysis and locally-verifiable sufficient conditions for exactness.
result Locally-verifiable conditions guarantee exactness of hierarchical B-spline discrete de Rham complex.

SMART combines decision trees and MARS for better regression modeling.

problem High variance in decision trees for continuous relationships, poor performance in MARS for discontinuities.
method SMART uses a decision tree to identify subsets with distinct continuous relationships, then applies MARS to fit these relationships independently.
result SMART improves regression performance over state-of-the-art methods in capturing discontinuities and continuous relationships.

We reparametrize ReLU NNs as splines to understand their learning dynamics.

problem Understanding the learning dynamics and inductive bias of neural networks.
method Reparametrize ReLU NNs as continuous piecewise linear splines to study learning dynamics.
result Standard weight initializations yield very flat functions, leading to strength and type of implicit regularization.

A normalizing flow models a complex probability density as an invertible transformation of a simple density. The invertibility means that we can evaluate densities and generate samples from a flow. In practice, autoregressive flow-based models are slow to invert, making either density estimation or sample generation sl…

2019-06-05abs ↗pdf ↗

The paper introduces a spline-based method for calibrating neural networks.

problem Ensuring neural network outputs are reliable for safety-critical applications.
method Approximating the empirical cumulative distribution function using splines to map network outputs to calibrated probabilities.
result The spline-based recalibration consistently outperforms existing methods on calibration measures.

Multivariate splines linked to infinitely-wide neural networks with improved numerical performance.

problem Understanding the relationship between multivariate splines and neural networks.
method Showed multivariate splines can be represented as random features in infinitely-wide neural networks with a homogeneous activation function.
result The function space of multivariate splines is a Sobolev space on a Euclidean ball with explicit norm bounds on derivatives.

Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing need for spline interpolation on curved, non-Euclidean space. The generalization…

2017-03-28abs ↗pdf ↗

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical…

2019-04-26abs ↗pdf ↗

This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.

problem Evolution of point cloud data on smooth manifolds in higher dimensions.
method Lagrangian approach using adaptive B-Spline interpolation.
result Demonstrates the convergence of geometric quantities and the effectiveness of the approach.

This work relates the framework of model-based clustering for spatial functional data where the data are surfaces. We first introduce a Bayesian spatial spline regression model with mixed-effects (BSSR) for modeling spatial function data. The BSSR model is based on Nodal basis functions for spatial regression and accom…

2015-08-04abs ↗pdf ↗

Deep P-Spline automates DNN structure selection for complex regression problems.

problem Challenges in selecting optimal network structures for DNNs.
method Linking neuron selection to knot placement in basis expansion techniques, introducing a difference penalty for automated knot selection.
result Deep P-Spline extends model class and forms a latent variable modeling framework with theoretical guarantees.

Develops flexible non-parametric ACFs using B-spline kernels.

problem Flexible modelling of the autocovariance function (ACF) in time-series, spatial, and spatio-temporal analysis.
method Derives the inverse Fourier transform of B-spline spectral bases to create a general class of non-parametric ACFs.
result Provides a provably dense, flexible, and general class of non-parametric ACFs for various types of processes.

Researchers modify dpd_p distance to handle long, thin splines.

problem Maintaining stability in convergence metrics with scalar curvature approaching positivity.
method Introducing and analyzing a modified dpd_p distance to handle persistent splines.
result The modified dpd_p distance provides a stable estimate, useful for geometric stability.

MSFA clusters high-dimensional spatial data using spline-based covariance structures.

problem Clustering high-dimensional spatial data with flexible covariance structures.
method Mixture of spatial factor analyzers with spline-based covariance and matrix variate factor analyzers for dimensionality reduction.
result Proposed models accurately infer and differentiate distinct spatial patterns in tensor-variate data.

The paper addresses optimal control on Riemannian manifolds, introducing biased splines for robotic systems.

problem Optimal control on Riemannian manifolds with a mathematically natural cometric not capturing true motion cost.
method Encoding torque-based actuators into a cometric, characterizing optimal solutions via a 4th order differential equation.
result Identified a tensor as the geometric source of biasing solutions away from ordinary splines and geodesics.