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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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91182273364 · Jun 202019922001200920172026
48 results for Universal Dependency

Simple technique turns any adversarial attack into a universal one using few test examples.

problem Creating universal adversarial attacks with minimal data.
method Universalization technique using few adversarial test examples and spectral properties.
result Simple universalization technique achieves comparable fooling rates to state-of-the-art methods.

Paper generalizes Gaussian universality and CGMT to dependent data, impacting data augmentation in high-dimensional logistic regression.

problem Limitation of Gaussian universality and CGMT in handling dependent data.
method Generalizes Gaussian universality and CGMT to dependent data (block dependence, m-dependence, mixing). Establishes a novel CGMT framework.
result Gaussian universality holds for high-dimensional logistic regression under various types of dependence.

The K-sample testing problem involves determining whether K groups of data points are each drawn from the same distribution. Analysis of variance is arguably the most classical method to test mean differences, along with several recent methods to test distributional differences. In this paper, we demonstrate the existe…

2019-10-20abs ↗pdf ↗

Framework for universal graph function approximators outperforms existing methods.

problem Graph classification and separation of graph classes.
method Inspired by persistent homology, dependency parsing, and multivalued functions, the framework constructs universal approximators on graph isomorphism classes.
result Achieves state-of-the-art performance on four graph datasets.

MAT combines meta-learning and adversarial training to defend against universal patches.

problem Defending against universal patches that fool models in various contexts.
method Meta adversarial training (MAT) integrates meta-learning with adversarial training.
result MAT increases robustness against universal patch attacks on image classification and traffic-light detection.

UK universities pension scheme valuation study shows high dependence on gilt yields.

problem High dependence of UK universities pension scheme on UK government bond yields.
method Analysis of USS valuations from 2014 to 2023, examination of self-sufficiency conditions, and evaluation of metrics.
result Second self-sufficiency condition amplifies gilt yield dependence, leading to inflated liabilities and excessive prudence.

We generalize the Khovanov-Rozansky cohomology for n=2 by means of a homogeneous potential that depends on two parameters, to obtain the universal Khovanov-Rozansky sl(2) link cohomology. This theory is equivalent to the universal foam sl(2) link cohomology, after tensoring both theories with appropriate rings.

2008-05-18abs ↗pdf ↗

This paper studies universal rates of ERM for binary classification under agnostic learning.

problem The challenge of achieving universal rates of ERM for binary classification under agnostic learning.
method The paper explores the agnostic universal rates of ERM for binary classification, revealing three possible rates: ene^{-n}, o(n1/2)o(n^{-1/2}), or arbitrarily slow.
result The paper provides a complete characterization of which concept classes fall into each of the three categories of agnostic universal rates.

We present evidence, that if a large enough set of high resolution stock market data is analyzed, certain analogies with physics -- such as scaling and universality -- fail to capture the full complexity of such data. Despite earlier expectations, the mean value per trade, the mean number of trades per minute and the m…

2005-12-21abs ↗pdf ↗

Study on linear regression with dependent covariates, proving universality and error characterization.

problem Linear regression with dependent covariates in high-dimensional settings.
method Analysis of ridge regression performance, Gaussian universality theorem, spectral properties of covariance matrices.
result Asymptotic performance of ridge regression is invariant under non-Gaussian covariates with preserved mean and covariance.

New findings on universal learning in contextual bandits with adversarial rewards.

problem Learning in contextual bandits with time-varying, adversarial rewards.
method Characterization of learnable processes and necessary/sufficient conditions for universal learning.
result Optimistic universal learning for contextual bandits with adversarial rewards is impossible in general.

We construct the universal sl(2)-tangle cohomology using an approach with webs and dotted foams. This theory depends on two parameters, and for the case of links it is a categorification of the unnormalized Jones polynomial of the link.

2008-02-20abs ↗pdf ↗

Paper relaxes symmetry conditions for universal feature selection in noisy data.

problem Feature selection in noisy data with weak symmetry.
method Developed a universal feature selection framework using singular value decomposition of canonical dependence matrix.
result Selected features achieve asymptotically optimal error exponents up to a residual term.

Paper proposes a universal probabilistic model for handling instance-dependent label noise.

problem Instance-dependent label noise in data quality challenges DNN training robustness.
method Categorizes instances into confusing and unconfusing, proposes a probabilistic model.
result Significant improvements in robustness over state-of-the-art methods on various datasets.

A new learning rule consistently reduces error over data samples.

problem Finding a learning rule that consistently reduces error over all data distributions.
method A deterministic, data-dependent partitioning rule that only partitions cyclic intervals with sufficient empirical diversity of labels.
result The expected error is monotone non-increasing with the sample size under every data distribution.

Rigidity of elliptic genera proven for non-spin manifolds with S1S^1-action.

problem Rigidity of elliptic genera for non-spin manifolds with S1S^1-action.
method Analysis of universal covering spin condition and π2(M)π_2(M) for rigidity.
result Rigidity of elliptic genera is proven for spin universal coverings but not for non-spin universal coverings.

Paper proves GDL models can approximate any continuous function on non-Euclidean data.

problem Processing non-Euclidean data with universal feedforward models.
method Introduces geometric deep learning framework for differentiable manifold geometries.
result GDL models can uniformly approximate any continuous function on compact sets.

Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only linear associations, and requiring multiple tests and corrections. While many non-p…

2019-08-18abs ↗pdf ↗

New method achieves both universality and adaptivity in online convex optimization.

problem Achieve optimal regret guarantees without prior knowledge of function curvature.
method Introduces UniGrad, a novel approach that achieves both universality and adaptivity.
result Achieves universal regret guarantees that adapt to gradient variation.

Study shows the second fundamental form of pseudospherical surfaces is universal and not dependent on specific solutions.

problem Dependence of the second fundamental form in local isometric immersions of pseudospherical surfaces.
method Analysis of third order differential equations and jets of finite order.
result The second fundamental form of pseudospherical surfaces is universal and not dependent on the specific solution.

The paper proves universality in optimization problems with i.i.d. random vectors.

problem Optimization problems with i.i.d. random vectors and their projections.
method Proves universality of empirical risk minimization under specific conditions.
result The minimum value of the optimization problem is universal and depends only on the mean and covariance of the random vectors.

West Frisian lemmatizer, POS tagger, and parser created.

problem Creating accurate lemmatization, POS tagging, and dependency parsing for West Frisian.
method Using a corpus of 44,714 words annotated according to Universal Dependency version 2. Applying Dutch POS tags and morphological/syntactic annotations to create Frisian translations.
result Significant improvement in lemma accuracy compared to default parameters.

Understanding and developing a correlation measure that can detect general dependencies is not only imperative to statistics and machine learning, but also crucial to general scientific discovery in the big data age. In this paper, we establish a new framework that generalizes distance correlation --- a correlation mea…

2017-10-26abs ↗pdf ↗

Gromov's universal filling inequalities relate the filling radius and the filling volume of a Riemannian manifold to its volume. The main result of the present article is that in dimensions at least three the optimal constants in the filling inequalities depend only on dimension and orientability, not on the manifold i…

2007-06-19abs ↗pdf ↗

Deep Neural Networks have been found vulnerable re-cently. A kind of well-designed inputs, which called adver-sarial examples, can lead the networks to make incorrectpredictions. Depending on the different scenarios, goalsand capabilities, the difficulties of the attacks are different.For example, a targeted attack is …

2019-08-29abs ↗pdf ↗

New findings show Gaussian universality breaks down in high-dimensional linear factor mixtures.

problem The limitations of Gaussian universality in high-dimensional classification.
method Characterization of empirical risk minimization for classification under linear factor mixture models.
result Gaussian universality breaks down under high-dimensional linear factor mixtures.

Data augmentation affects estimates' uncertainty and distribution in complex ways.

problem Understanding how data augmentation impacts the variance and limiting distribution of estimates.
method Developed an adaptation of Lindeberg's technique for block dependence.
result Data augmentation can increase rather than decrease uncertainty, and it may shift the double-descent peak of an empirical risk.

For several instances of metric largeness like enlargeability or having hyperspherical universal covers, we construct non-large vector subspaces in the rational homology of finitely generated groups. The functorial properties of this construction imply that the corresponding largeness properties of closed manifolds dep…

2009-02-05abs ↗pdf ↗

Paper proves existence of a universal codebook for low-precision quantization.

problem Optimizing low-precision approximation of matrix products in machine learning.
method Develops a universal codebook that is near-optimal for all possible statistics of input data.
result Proves existence of a universal codebook with a 0.11 bit per dimension reduction in rate.

The study examines the universality of Gaussian data in high-dimensional generalized linear estimation.

problem Understanding when Gaussian data suffices for high-dimensional generalized linear estimation.
method Sharp asymptotic expressions for test and training errors in high-dimensional Gaussian mixture data with labels from a single-index model.
result The universality of Gaussian data in error estimation depends on the alignment between target weights and mixture cluster means and covariances.

Complex-valued neural networks can approximate any continuous function.

problem Generalizing the universal approximation theorem to complex-valued networks.
method Characterizing activation functions for complex networks to approximate any continuous function.
result Different activation functions are required for deep vs shallow complex networks to achieve universal approximation.

We conclude from an analysis of high resolution NYSE data that the distribution of the traded value fif_i (or volume) has a finite variance σiσ_i for the very large majority of stocks ii, and the distribution itself is non-universal across stocks. The Hurst exponent of the same time series displays a crossover from we…

2006-08-02abs ↗pdf ↗