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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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47 results for VR

Given a sample of points XX in a metric space MM and a scale r>0r>0, the Vietoris-Rips simplicial complex VR(X;r)\mathrm{VR}(X;r) is a standard construction to attempt to recover MM from XX up to homotopy type. A deficiency of this approach is that VR(X;r)\mathrm{VR}(X;r) is not metrizable if it is not locally finite, and thu…

2017-06-15abs ↗pdf ↗

Researchers identify valid auxiliary functions for extreme value distributions and their max-domains of attraction.

problem Characterize valid auxiliary functions for extreme value distributions and their max-domains of attraction.
method Introduced 'universal' auxiliary functions valid for both VR and vMR representations, identified sets of valid auxiliary functions, and proposed a method for finding appropriate auxiliary functions.
result Characterized valid auxiliary functions for both VR and vMR representations for the entire MDA distribution families.

Paper formalizes and analyzes a new bound for variational inference.

problem Lack of theoretical guarantees in variational algorithms.
method Introduces VR-IWAE bound, a generalization of IWAE.
result VR-IWAE bound leads to unbiased gradient estimators.

Variance reduction (VR) methods boost the performance of stochastic gradient descent (SGD) by enabling the use of larger, constant stepsizes and preserving linear convergence rates. However, current variance reduced SGD methods require either high memory usage or an exact gradient computation (using the entire dataset)…

2015-12-05abs ↗pdf ↗

Researchers decompose Forman-Ricci curvature for efficient computation in VR complexes.

problem Efficiently computing Forman-Ricci curvature in higher-dimensional data.
method Decomposition and set-theoretical proof for local computation of FRC in VR complexes.
result Reveals critical geometric insights overlooked by conventional techniques.

Statistical characteristics of deep network representations, such as sparsity and correlation, are known to be relevant to the performance and interpretability of deep learning. When a statistical characteristic is desired, often an adequate regularizer can be designed and applied during the training phase. Typically, …

2018-09-25abs ↗pdf ↗

Paper improves Bayesian inference in federated learning with new algorithm VR-FALD*.

problem Bayesian inference in federated learning with communication bottlenecks and statistical heterogeneity.
method Federated Averaging Langevin Dynamics (FALD) and VR-FALD*.
result VR-FALD* corrects client drift due to statistical heterogeneity, improving convergence.

This paper compares gradient estimators in importance-weighted VI and justifies the superiority of DREP over REP.

problem Understanding the impact of gradient estimators on importance-weighted VI algorithms.
method Unified theoretical comparison of reparameterized and doubly-reparameterized gradient estimators tied to IWAE, VR, and VR-IWAE bounds.
result Formally justifies the superiority of doubly-reparameterized gradient estimators over reparameterized ones in importance-weighted VI.

We inspect Vietoris-Rips complexes VRt(X)VR_t(X) of certain metric spaces XX using a new generalization of Bestvina-Brady discrete Morse theory. Our main result is a pair of metric criteria on XX, called the Morse Criterion and Link Criterion, that allow us to deduce information about the homotopy types of certain $VR_t(…

2018-12-28abs ↗pdf ↗

VR-ConfTr reduces noise in CP training, leading to more stable and efficient model performance.

problem Improving the efficiency and stability of conformal prediction during model training.
method Variance-reduced conformal training (VR-ConfTr) that incorporates variance reduction in gradient estimation.
result VR-ConfTr achieves faster convergence and smaller prediction sets compared to existing methods.

This paper introduces the variational Rényi bound (VR) that extends traditional variational inference to Rényi's alpha-divergences. This new family of variational methods unifies a number of existing approaches, and enables a smooth interpolation from the evidence lower-bound to the log (marginal) likelihood that is co…

2016-02-06abs ↗pdf ↗

Homotopy equivalence shown between complex and thickened versions of manifolds.

problem Homotopy equivalence between manifold complexes and thickened versions.
method Natural bijections and homotopy equivalences of Vietoris-Rips and Čech complexes and thickened versions.
result Natural bijections between complexes and thickened versions are homotopy equivalences.

Improved sampling accuracy in SG-MCMC methods via non-uniform gradient subsampling.

problem Computational inefficiency and sampling error in stochastic gradient MCMC methods.
method Proposes a non-uniform subsampling scheme to reduce sampling error in EWSG, a variant of SG-MCMC.
result EWSG reduces sampling error compared to uniform subsampling, improving accuracy without sacrificing convergence speed.

Virtual reality (VR) offers immersive visualization and intuitive interaction. We leverage VR to enable any biomedical professional to deploy a deep learning (DL) model for image classification. While DL models can be powerful tools for data analysis, they are also challenging to understand and develop. To make deep le…

2019-06-13abs ↗pdf ↗

Study finds super-efficiency correlates more strongly with stock market valuation than ROA in Chinese banks.

problem Investigating the relationship between bank efficiency and stock market valuation.
method Employed a non-radial, non-oriented slack-based super-efficiency Data Envelopment Analysis (Super-SBM-UND-VRS) model, treating NPLs as undesired output.
result Super-efficiency is more strongly correlated with stock market valuation than ROA, as measured by Tobin's Q.

We present a large scale data set, OpenEDS: Open Eye Dataset, of eye-images captured using a virtual-reality (VR) head mounted display mounted with two synchronized eyefacing cameras at a frame rate of 200 Hz under controlled illumination. This dataset is compiled from video capture of the eye-region collected from 152…

2019-04-30abs ↗pdf ↗

New privacy method for eye tracking data reduces correlations and maintains accuracy.

problem Privacy concerns in eye tracking data from VR/AR glasses.
method Transform-coding based differential privacy mechanism for eye movement data.
result Significant reductions in sample correlations and query sensitivities, providing high privacy without loss in accuracy.

Improved inference for models with continuous latent variables.

problem Inference accuracy with traditional variational methods is limited.
method Reparameterized Variational Rejection Sampling (RVRS) using a proposal distribution with a reparameterized gradient estimator.
result RVRS offers a better trade-off between computational cost and inference fidelity.

Generative modeling of 3D shapes has become an important problem due to its relevance to many applications across Computer Vision, Graphics, and VR. In this paper we build upon recently introduced 3D mesh-convolutional Variational AutoEncoders which have shown great promise for learning rich representations of deformab…

2019-06-07abs ↗pdf ↗

VR-GHAL method solves stochastic fixed-point equations with high probability.

problem Solving stochastic fixed-point equations in normed spaces with nonexpansive or contractive operators.
method VR-GHAL, a variance-reduced gradual Halpern method for quadratically smoothable Banach spaces, using clipped stochastic differences.
result The method achieves a high-probability residual bound, reducing the residual nearly geometrically across epochs.

New method identifies whether equity return predictability is due to magnitude shrinkage or directional reversal.

problem Determining the nature of equity return predictability (directional reversal vs magnitude shrinkage).
method Developed the Fourier-Residue Identity (FRI) to decompose return autocorrelation into sign and magnitude channels.
result The lag-1 autocorrelation in SPY is driven entirely by magnitude shrinkage, not directional reversal.

We propose an L-BFGS optimization algorithm on Riemannian manifolds using minibatched stochastic variance reduction techniques for fast convergence with constant step sizes, without resorting to linesearch methods designed to satisfy Wolfe conditions. We provide a new convergence proof for strongly convex functions wit…

2017-04-06abs ↗pdf ↗

Hypernom is a virtual reality game. The cells of a regular 4D polytope are radially projected to S^3, the sphere in 4D space, then stereographically projected to 3D space where they are viewed in the headset. The orientation of the headset is given by an element of the group SO(3), which is also a space that is double …

2015-07-21abs ↗pdf ↗

Study analyzes profitability and efficiency of Chinese banks, finding state-owned banks superior.

problem Analyzing efficiency and profitability of Chinese banks over time.
method Used Data envelopment analysis (Super-SBM-UND-VRS based DEA) model considering non-performing loans as undesired output.
result State-owned banks and Rural/City Commercial Banks have better profitability super-efficiency than Joint-stock Banks.

We study the stochastic Riemannian gradient algorithm for matrix eigen-decomposition. The state-of-the-art stochastic Riemannian algorithm requires the learning rate to decay to zero and thus suffers from slow convergence and sub-optimal solutions. In this paper, we address this issue by deploying the variance reductio…

2016-05-26abs ↗pdf ↗

With the large rising of complex data, the nonconvex models such as nonconvex loss function and nonconvex regularizer are widely used in machine learning and pattern recognition. In this paper, we propose a class of mini-batch stochastic ADMMs (alternating direction method of multipliers) for solving large-scale noncon…

2018-02-08abs ↗pdf ↗

The paper proposes an AI and IIoT framework for improved maintenance.

problem Current maintenance practices need improvement with AI and IIoT.
method Review of reliability modeling, introduction of Intelligent Maintenance framework, and novel probabilistic deep learning approach.
result Demonstrated novel probabilistic deep learning reliability modelling in Turbofan Engine Degradation Dataset.

New PG methods tackle nonconvex optimization with auto-conditioned stepsizes.

problem Optimizing nonconvex functions over convex sets.
method Auto-conditioned projected gradient (AC-PG) methods and stochastic variants.
result Achieved optimal iteration complexity for finding approximate stationary points.

The study finds variations in ownership structure and efficiency across sectors in Malaysia.

problem Investigate variations in ownership structure and firm efficiency across sectors in Malaysia.
method Frequency distributions of ownership structure, DEA under CRS and VRS, stratified random sampling.
result There are variations in firm ownership structure and efficiency across sectors in Malaysia.

This research improves EEG-based MI-BCI systems to be more resilient to emotional arousal.

problem Lack of robustness in EEG-based MI-BCI systems due to emotional arousal.
method Subjects were exposed to VR environments to induce high and low arousal states. Machine learning models were trained on proxy subjects instead of arousal states. MI models were trained for each subject.
result MI-BCI systems are made more resilient to emotional perturbations.

Prediction markets can shape political behavior through persistent signals, not just forecast accuracy.

problem The role of prediction markets beyond forecasting.
method Transaction-level evidence from the 2024 U.S. presidential election, Signal Credibility Index (SCI).
result Price signals in prediction markets are more influential due to persistence, breadth of trader types, and cross-platform consensus.

We study the cross-correlation matrix CijC_{ij} of inventory variations of the most active individual and institutional investors in an emerging market to understand the dynamics of inventory variations. We find that the distribution of cross-correlation coefficient CijC_{ij} has a power-law form in the bulk followed by …

2012-01-02abs ↗pdf ↗