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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.

168,695 papers · 148 categories

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93186278371 · Jun 202019922001200920172026
48 results for Unknown Call Identities

New method estimates animal density using acoustic data, accounting for unknown call identities.

problem Estimating animal density or call density from acoustic data with unknown call identities.
method Monte Carlo Expectation-Maximization (MCEM) method to resolve unknown call identities.
result Estimates are within 15% of expert-constructed estimates and incorporate uncertainty about call identities.

The colored Jones polynomial is a qq-polynomial invariant of links colored by irreducible representations of a simple Lie algebra. A qq-series called a tail is obtained as the limit of the sl2\mathfrak{sl}_2 colored Jones polynomials {Jn(K;q)}n\{J_n(K;q)\}_n for some link KK, for example, an alternating link. For the $\mathf…

2016-12-07abs ↗pdf ↗

We exhibit an efficient procedure for testing, based on a single long state sequence, whether an unknown Markov chain is identical to or ε\varepsilon-far from a given reference chain. We obtain nearly matching (up to logarithmic factors) upper and lower sample complexity bounds for our notion of distance, which is bas…

2019-01-31abs ↗pdf ↗

New sampling and identity-testing methods for mixtures of distributions that don't satisfy approximate tensorization of entropy.

problem Sampling and identity-testing for mixtures of distributions that don't satisfy approximate tensorization of entropy.
method Fast mixing of Glauber dynamics and efficient identity-testers in the coordinate-conditional sampling access model.
result Efficient identity-testers for mixtures of ATE distributions in the coordinate-conditional sampling access model.

Paper estimates GMMs with unknown covariances using sparse regularization.

problem Estimating GMMs with unknown diagonal covariances from samples.
method Employed Beurling-LASSO (BLASSO) for sparse estimation of component means, covariances, and weights.
result Established non-asymptotic recovery guarantees with nearly parametric convergence rates.

We consider testing and learning problems on causal Bayesian networks as defined by Pearl (Pearl, 2009). Given a causal Bayesian network M\mathcal{M} on a graph with nn discrete variables and bounded in-degree and bounded `confounded components', we show that O(logn)O(\log n) interventions on an unknown causal Bayesian ne…

2018-05-24abs ↗pdf ↗

Over the past decades, researchers and ML practitioners have come up with better and better ways to build, understand and improve the quality of ML models, but mostly under the key assumption that the training data is distributed identically to the testing data. In many real-world applications, however, some potential …

2018-08-24abs ↗pdf ↗

Paper tackles open set domain adaptation by detecting unknown classes.

problem Adapting to target domains with unknown classes when label spaces partially overlap.
method Instance-level reweighting strategy combined with Extreme Value Theory for unknown class detection.
result Proposed method outperforms state-of-the-art models on conventional datasets.

We prove that the Yang-Mills αα-functional satisfies the Palais-Smale condition. This guarantees the existence of critical points, which are called Yang-Mills αα-connections. It was shown by Hong, Tian and Yin in [10] (to appear in Comm. Math. Helv.) that as α1α\to 1, a sequence of Yang-Mills αα-connections converge…

2013-08-12abs ↗pdf ↗

Let unu_n be a sequence of mappings from a closed Riemannian surface MM to a general Riemannian manifold NN. If unu_n satisfies \beno \sup_{n}\big(\|\nabla u_n\|_{L^2(M)}+\|τ(u_n)\|_{L^{p}(M)}\big)\leq Λ\quad \text{for some}\,\,p>1, \eeno where τ(un)τ(u_n) is the tension field of unu_n, then there hold the so called ene…

2016-03-03abs ↗pdf ↗

The paper analyzes logistic regression for rare events data, deriving new insights on estimator efficiency and sampling strategies.

problem Binary logistic regression for rare events data with significantly fewer events than controls.
method Derives asymptotic distribution of MLE, proves under-sampling advantage, and compares over-sampling efficiency.
result Under-sampling a small proportion of nonevents can improve efficiency in rare events data analysis.

Study noisy rewards in online decision-making with unknown distributions.

problem Learning optimal decisions in online settings with noisy and unknown reward distributions.
method Proposes algorithms integrating learning and decision-making via LCB thresholding.
result Achieves competitive ratios of 1 - 1/e and 1/2 in various settings.

This paper presents a novel Block Iterative Bayesian Algorithm (Block-IBA) for reconstructing block-sparse signals with unknown block structures. Unlike the existing algorithms for block sparse signal recovery which assume the cluster structure of the nonzero elements of the unknown signal to be independent and identic…

2014-12-07abs ↗pdf ↗

We study a new set of coupled field equations motivated by the non-linear supersymmetric sigma model of quantum field theory. These equations couple a map into a Riemannian manifold controlled by a harmonic map like action with a spinor field along that map. We study the solutions which we call Dirac-harmonic maps from…

2004-11-15abs ↗pdf ↗

The paper examines Yang-Mills-Higgs pairs on vector bundles and proves stability and energy identity.

problem Stability and energy identity of Yang-Mills-Higgs pairs on vector bundles.
method Bubble-neck decomposition and analysis of weakly stable pairs.
result A sequence of Yang-Mills-Higgs pairs converges to a Yang-Mills-Higgs pair with uniformly bounded energy.

Starting with minimal requirements from the physical experience with higher gauge theories, i.e. gauge theories for a tower of differential forms of different form degrees, we discover that all the structural identities governing such theories can be concisely recombined into a so-called Q-structure or, equivalently, a…

2014-07-24abs ↗pdf ↗

Robust covariance testing requires significantly more samples in contaminated data.

problem Testing the covariance matrix of a high-dimensional Gaussian in the presence of contamination.
method We study the problem in the Huber's contamination model, distinguishing between the identity matrix and matrices far from it in Frobenius norm.
result The sample complexity of covariance testing increases dramatically to Ω(d2)Ω(d^2) in the contaminated setting.

Optimal pricing strategy for unknown valuation models with noisy feedback.

problem Minimizing regret in dynamic pricing with unknown valuation functions and noisy feedback.
method Proposes a minimax-optimal algorithm using discretization and data partitioning to handle unknown noise distribution and Lipschitz continuity of valuation functions.
result Achieves minimax-optimal regret bound matching the theoretical lower bound up to logarithmic factors.

We study harmonic maps from degenerating Riemann surfaces with uniformly bounded energy and show the so-called generalized energy identity. We find conditions that are both necessary and sufficient for the compactness in W1,2W^{1,2} and C0C^{0} modulo bubbles of sequences of such maps.

2008-03-25abs ↗pdf ↗

In this paper, we provide a model-independent extension of the paradigm of dynamic hedging of derivative claims. We relate model-independent replication strategies to local martingales having a closed form which we can characterise via solutions of coupled PDEs. We provide a general framework and then apply it to a mar…

2018-09-01abs ↗pdf ↗

In this note, we prove two Kazdan-Warner type identities involving v(2k)v^{(2k)}, the renormalized volume coefficients of a Riemannian manifold (Mn,g)(M^n,g), and G2rG_{2r}, the so-called Gauss-Bonnet curvature, and a conformal Killing vector field on (Mn,g)(M^n,g). In the case when the Riemannian manifold is locally conformally f…

2009-11-24abs ↗pdf ↗

Study partially hyperbolic diffeomorphisms in 3D, focusing on foliations and dynamics.

problem Classify 3D partially hyperbolic diffeomorphisms homotopic to the identity.
method Analyze Burago and Ivanov's branching foliations in Seifert fibered and hyperbolic manifolds.
result Complete classification of diffeomorphisms in Seifert fibered manifolds, and new potential class in hyperbolic manifolds.

New algorithm improves RL performance across different environments.

problem Improving reinforcement learning performance across various environments.
method Designing a fully model-free DRRL algorithm that learns from a single trajectory.
result Demonstrates superior robustness and sample efficiency compared to existing methods.

Basel II and Solvency 2 both use the Value-at-Risk (VaR) as the risk measure to compute the Capital Requirements. In practice, to calibrate the VaR, a normal approximation is often chosen for the unknown distribution of the yearly log returns of financial assets. This is usually justified by the use of the Central Limi…

2013-11-01abs ↗pdf ↗

Conformal invariance of two-dimensional variational problems is a condition known to enable a blow-up analysis of solutions and to deduce the removability of singularities. In this paper, we identify another condition that is not only sufficient, but also necessary for such a removability of singularities. This is the …

2017-09-21abs ↗pdf ↗

Promising results have driven a recent surge of interest in continuous optimization methods for Bayesian network structure learning from observational data. However, there are theoretical limitations on the identifiability of underlying structures obtained from observational data alone. Interventional data provides muc…

2019-10-02abs ↗pdf ↗

PyChEst detects changes in non-stationary time series without distributional assumptions.

problem Detecting changes in non-stationary time series data.
method Nonparametric algorithms for consistent detection of multiple changepoints in piece-wise stationary processes.
result PyChEst consistently detects changes without distributional assumptions.

We provide a novel -- and to the best of our knowledge, the first -- algorithm for high dimensional sparse regression with constant fraction of corruptions in explanatory and/or response variables. Our algorithm recovers the true sparse parameters with sub-linear sample complexity, in the presence of a constant fractio…

2018-05-29abs ↗pdf ↗

In this paper, we show how to reduce the Penrose conjecture to the known Riemannian Penrose inequality case whenever certain geometrically motivated systems of equations can be solved. Whether or not these special systems of equations have general existence theories is therefore an important open problem. The key tool …

2009-05-15abs ↗pdf ↗

The Jacobi identity is the key relation in the definition of a Lie algebra. In the last decade, it also appeared at the heart of the theory of finite type invariants of knots, links and 3-manifolds (and is there called the IHX-relation). In addition, this relation was recently found to arise naturally in a theory of em…

2004-01-30abs ↗pdf ↗

The paper studies hyperbolic equations in a spacetime foliation, proving existence and uniqueness.

problem Existence and uniqueness of solutions for first-order linear hyperbolic systems in a double null foliation.
method Proves global existence and uniqueness for first-order linear hyperbolic systems with initial data on a past null hypersurface.
result Derives a novel algebraic constraint for tensorfields satisfying the linearized Bianchi equations.

We present a generalization of the Clifford action for other representations spaces of Spin(n)Spin(n), which is called the Clifford homomorphism. Their properties extend to the ones for the higher spin Dirac operators on spin manifolds. In particular, we have general Bochner identities for them, and an eigenvalue estimate o…

2000-07-10abs ↗pdf ↗

Study shows physical drift affects put-call parity enforcement, not just option payoffs.

problem Inconsistency between quoted put-call parity and actual market behavior.
method Examined SPX and RUT index options, used drift-preserving GBM term to improve fit.
result Physical drift enters the enforcement of risk-neutral parity, not just option payoffs.