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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.

168,932 papers · 148 categories

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173346518691 · Jun 202019922001200920172026
48 results for Unknown Metric Space

Algorithm learns similarities to optimize bandit decisions in unknown metric space.

problem Optimizing decisions in unknown metric space with nonparametric reward functions.
method Data-driven similarities for adaptive partitioning of context-arm space.
result Regret bounds highlight algorithm's dependence on reward functions' local geometry.

A novel GPUM constructs Gaussian Processes for unknown manifolds with probabilistic metrics.

problem High-dimensional data on unknown manifolds with non-Euclidean geometry.
method Bayesian Gaussian Processes latent variable models (BGPLVM), Riemannian geometry, probabilistic metric tensor, Brownian Motion.
result GPUM provides more accurate predictions on unknown manifolds compared to traditional methods.

Researchers reconstruct simple Riemannian manifolds from boundary wave arrival times.

problem Reconstructing Riemannian manifolds from unknown interior sources and arrival times.
method Discrete metric approximation using labeled Gromov--Hausdorff distance.
result Finite-time approximations converge to the true Riemannian manifold.

We establish a regularity result for the metric on any 4-dimensional extremal Kähler manifold, and a weak compactness theorem on the space of such metrics. Specifically, the sectional curvature at a point is bounded when the quantity $L^2(|\Riem|)$ in a surrounding ball is sufficiently small compared to the pointwise n…

2011-04-16abs ↗pdf ↗

In Theorem 1, we generalize the results of Szabo for Berwald metrics that are not necessary strictly convex: we show that for every Berwald metric F there always exists a Riemannian metric affine equivalent to F. As an application we show (Corollary 3) that every Berwald projectively flat metric is a Minkowski metric; …

2008-10-31abs ↗pdf ↗

As we enter into the big data age and an avalanche of images have become readily available, recognition systems face the need to move from close, lab settings where the number of classes and training data are fixed, to dynamic scenarios where the number of categories to be recognized grows continuously over time, as we…

2016-04-08abs ↗pdf ↗

Optimizes hard-to-optimize metrics using adaptive surrogates.

problem Training models with black-box and hard-to-optimize metrics.
method Expresses metric as a function of surrogates, solves optimization problem over relaxed surrogate space.
result Approach performs on par with known methods and adds value when metric form is unknown.

We study online reinforcement learning for finite-horizon deterministic control systems with {\it arbitrary} state and action spaces. Suppose that the transition dynamics and reward function is unknown, but the state and action space is endowed with a metric that characterizes the proximity between different states and…

2019-05-05abs ↗pdf ↗

Paper explores stability, regularization, and gradient flows for stochastic inverse problems.

problem Recovering random probability distributions from measurements.
method Direct inversion, variational formulation with regularization, and optimization via gradient flows.
result The choice of metric impacts stability and properties of the optimizer.

This paper studies clustering of data sequences using the k-medoids algorithm. All the data sequences are assumed to be generated from \emph{unknown} continuous distributions, which form clusters with each cluster containing a composite set of closely located distributions (based on a certain distance metric between di…

2018-07-31abs ↗pdf ↗

We investigate refocusing and strong refocusing of light rays in a space-time. A strongly refocusing space-time is refocusing. The converse is unknown. We construct examples of space-times which are refocusing, but not strongly so, at a particular point. These space-times are strongly refocusing at other points. The ge…

2010-05-14abs ↗pdf ↗

Paper introduces method to estimate animal motion on unknown submanifolds using Koopman operator.

problem Estimating animal motion on unknown submanifolds in high-dimensional space.
method Data-dependent approximation of Koopman operator in RKHS over ambient space.
result Strong rates of convergence derived for estimates in terms of fill distance.

We address the problem of disambiguating large scale catalogs through the definition of an unknown artist clustering task. We explore the use of metric learning techniques to learn artist embeddings directly from audio, and using a dedicated homonym artists dataset, we compare our method with a recent approach that lea…

2018-10-03abs ↗pdf ↗

We consider spacetime to be a connected real 4-manifold equipped with a Lorentzian metric and an affine connection. The 10 independent components of the (symmetric) metric tensor and the 64 connection coefficients are the unknowns of our theory. We introduce an action which is quadratic in curvature and study the resul…

2003-04-06abs ↗pdf ↗

Bayesian optimisation algorithm for unknown search spaces with sub-linear regret.

problem Efficient optimisation of expensive black-box functions in unknown search spaces.
method Expands search space over iterations based on a hyperharmonic series, scales to high dimensions.
result Sub-linear regret growth for both algorithms.

Paper discusses binary classification with metric space predictors, privacy constraints, and convergence rates.

problem Binary classification with metric space predictors under privacy constraints.
method Derives convergence rates for Proto-NN classifier with and without privacy constraints.
result Proto-NN classifier is universally consistent under privacy constraints.

Bayesian optimization tackles unknown search spaces with automatic expansion.

problem Bayesian optimization in unknown search spaces is challenging.
method Proposes a systematic volume expansion strategy to find points close to the objective function maximum without specifying parameters.
result Derives analytic expressions for expansion triggers and sizes, achieving epsilon-accuracy after a finite number of iterations.

Proposes a method to learn both constraints and objective functions from data.

problem Data-driven inverse optimization for mixed-integer linear programs (MILPs).
method Two-stage approach: first learns constraints, then estimates objective-function weights conditioned on learned constraints.
result Proposes and validates a method for learning both objective functions and constraints from data.

This paper evaluates knowledge graph completion models under the open-world assumption, revealing unexpected behavior of metrics.

problem Evaluation of knowledge graph completion models often assumes a closed-world assumption, which can lead to misleading results.
method The paper studies KGC evaluation under the open-world assumption, analyzing the behavior of metrics like MRR and Hits@K.
result Metrics like MRR and Hits@K can show significant degradation under the open-world assumption, leading to incorrect model comparisons.

Many nonparametric regressors were recently shown to converge at rates that depend only on the intrinsic dimension of data. These regressors thus escape the curse of dimension when high-dimensional data has low intrinsic dimension (e.g. a manifold). We show that k-NN regression is also adaptive to intrinsic dimension. …

2011-10-19abs ↗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.

Study shows optimal rates for estimating Wasserstein metric and measures.

problem Minimax optimal estimation of Wasserstein metric between probability measures.
method Analyzes the minimax rates for estimating the Wasserstein-1 metric and probability measures.
result Minimax optimal rates for estimating Wasserstein metric and measures are multiplicatively equivalent.

Proposes using equivariant generative models for compressed sensing with unknown orientations.

problem Recovering signals with unknown orientations from underdetermined systems of linear measurements.
method Equivariant variational autoencoder as a generative prior for compressed sensing.
result Signals with unknown orientations can be recovered using iterative gradient descent on the latent space of equivariant models.

New proof for unique semi-symmetric compatible linear connection on Finsler manifolds.

problem Existence and uniqueness of semi-symmetric compatible linear connections on Finsler manifolds.
method New linear algebra proof without integration, using convex body properties and intrinsic equations.
result Uniqueness of semi-symmetric compatible linear connection proved.

We work on a 4-manifold equipped with Lorentzian metric gg and consider a volume-preserving diffeomorphism which is the unknown quantity of our mathematical model. The diffeomorphism defines a second Lorentzian metric hh, the pullback of gg. Motivated by elasticity theory, we introduce a Lagrangian expressed algebra…

2018-05-03abs ↗pdf ↗

AI agent learns to handle unknown unknown states in reinforcement learning.

problem Handling unexpected, previously unseen states in reinforcement learning.
method Proposes EMDP-GA model with NIVE approach to expand value functions.
result Asymptotically consistent regret and comparable computational complexity.

A novel criterion selects optimal distance metrics for cell profile analysis.

problem Determining the most accurate distance metric for high-dimensional cell profiles.
method Generalized proposition and corollaries to evaluate and select distance metrics.
result Wasserstein and cosine similarity metrics are optimal for general cases.

New tool detects 'fleeting modes' causing excess risk in financial markets.

problem Detecting portfolios with statistically significant excess risk in financial markets.
method Random Matrix Theory to identify 'fleeting modes' independent of underlying correlation structure.
result Fleeting modes exist in both futures and equity markets, and momentum is a source of excess risk.

New method recovers clusters in non-convex finite metric spaces with oracle queries.

problem Exact recovery of clusters in non-convex finite metric spaces.
method Introducing (β,γ)(β,γ)-convexity and a deterministic algorithm using oracle queries.
result Clusters can be recovered using O(k2logn+k2(6/βγ)dens(X))O(k^2 \log n + k^2 (6/βγ)^{dens(X)}) same-cluster queries.

Optimizes risk measures given known marginal distributions of two unknown factors.

problem Determining an upper bound for spectral risk measures with unknown joint distribution.
method Introduces Maximum Spectral Measure (MSP) as a worst-case risk measure, formulated as an optimization problem with a more general objective function.
result Characterizes the continuity properties of the optimal value function and optimal solution set with respect to marginal distributions.

In this work, we study the asymptotic geometry of the mapping class group and Teichmueller space. We introduce tools for analyzing the geometry of `projection' maps from these spaces to curve complexes of subsurfaces; from this we obtain information concerning the topology of their asymptotic cones. We deduce several a…

2005-02-17abs ↗pdf ↗