Research
On-device research index

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

Trend · papers per month

8.8%17.5%26.3%35.1% · Jun 202019922001200920172026
48 results for algorithmic definitions

Gaussian belief propagation (GaBP) is an iterative algorithm for computing the mean of a multivariate Gaussian distribution, or equivalently, the minimum of a multivariate positive definite quadratic function. Sufficient conditions, such as walk-summability, that guarantee the convergence and correctness of GaBP are kn…

2012-12-02abs ↗pdf ↗

Models like support vector machines or Gaussian process regression often require positive semi-definite kernels. These kernels may be based on distance functions. While definiteness is proven for common distances and kernels, a proof for a new kernel may require too much time and effort for users who simply aim at prac…

2018-07-10abs ↗pdf ↗

Improved Bayesian learning rule handles positive-definite constraints efficiently.

problem Bayesian learning rule struggles with positive-definite constraints.
method Proposes an improved rule using Riemannian gradient methods for block-coordinate natural parameterization.
result Outperforms existing methods without increased computation.

We introduce a new algorithm, called adaptive sparse backfitting algorithm, for solving high dimensional Sparse Additive Model (SpAM) utilizing symmetric, non-negative definite smoothers. Unlike the previous sparse backfitting algorithm, our method is essentially a block coordinate descent algorithm that guarantees to …

2014-09-08abs ↗pdf ↗

New method classifies manifold-valued data using Riemannian geometry.

problem Classifying data on curved Riemannian manifolds.
method Probabilistic Learning Vector Quantization on Symmetric Positive Definite Matrices.
result The method outperforms traditional Euclidean methods on manifold-valued data.

In this paper, the Riemannian gradient algorithm and the natural gradient algorithm are applied to solve descent direction problems on the manifold of positive definite Hermitian matrices, where the geodesic distance is considered as the cost function. The first proposed problem is control for positive definite Hermiti…

2019-04-05abs ↗pdf ↗

We consider an online learning process to forecast a sequence of outcomes for nonconvex models. A typical measure to evaluate online learning algorithms is regret but such standard definition of regret is intractable for nonconvex models even in offline settings. Hence, gradient based definition of regrets are common f…

2018-11-13abs ↗pdf ↗

This work surveys algorithmic recourse, aiming to clarify definitions and solutions.

problem Providing explanations and recommendations to individuals affected by automated decisions.
method Literature review and unified definitions, formulations, and solutions.
result Unified definitions and solutions for algorithmic recourse.

Paper shows incorrectness of approximate unlearning definitions and challenges exact unlearning verification.

problem Incorrectness of approximate unlearning definitions and challenges in verifying exact unlearning.
method Analysis of machine unlearning approaches, including exact and approximate methods.
result Unlearning is only well-defined at the algorithmic level, and auditable claims are limited.

In this paper, we first give a new simple proof to the elimination theorem of definite fold by homotopy for generic smooth maps of manifolds of dimension strictly greater than 22 into the 22--sphere or into the real projective plane. Our new proof has the advantage that it is not only constructive, but is also algori…

2017-09-12abs ↗pdf ↗

We establish a characterization of alternating links in terms of definite spanning surfaces. We apply it to obtain a new proof of Tait's conjecture that reduced alternating diagrams of the same link have the same crossing number and writhe. We also deduce a result of Banks and Hirasawa-Sakuma about Seifert surfaces for…

2015-11-19abs ↗pdf ↗

Proposes a score to compare rule-based algorithms' interpretability.

problem Lack of consensus on interpretability for predictive models.
method Defines a score with three terms: predictivity, stability, and simplicity, each quantified by simple formulas.
result Compares interpretability of rule-based and tree-based algorithms for regression and classification.

Paper proves MS convergence for radially symmetric kernels with large bandwidths.

problem Proving convergence of mean shift algorithm with radially symmetric kernels.
method Analyzes convergence of mean shift algorithm with radially symmetric, positive definite kernels.
result Guaranteed convergence for sufficiently large bandwidth in any dimension.

In this paper, we propose a new algorithm for exploratory projection pursuit. The basis of the algorithm is the insight that previous approaches used fairly narrow definitions of interestingness / non interestingness. We argue that allowing these definitions to depend on the problem / data at hand is a more natural app…

2011-12-19abs ↗pdf ↗

This paper generalizes optimization techniques to diffeological spaces.

problem Challenges in applying optimization techniques to diffeological spaces due to various tangent space definitions.
method Suitable definition of tangent space, diffeological Riemannian space, diffeological gradient, and diffeological retraction.
result Formulation of an optimization algorithm on diffeological spaces.

Paper connects probability density cuts to graph theory eigenfunctions.

problem Developing sparse cuts for probability densities.
method Defines sparse cuts and principal eigenfunctions for probability densities, proving Cheeger and Buser inequalities.
result No such inequalities hold for prior definitions, proving new inequalities for probability densities.

Positive definite matrices abound in a dazzling variety of applications. This ubiquity can be in part attributed to their rich geometric structure: positive definite matrices form a self-dual convex cone whose strict interior is a Riemannian manifold. The manifold view is endowed with a "natural" distance function whil…

2011-10-08abs ↗pdf ↗

Proposes a new method to measure and avoid harm in machine learning decisions.

problem Measuring and avoiding harm in machine learning algorithms.
method Formal definition of harm and benefit using causal models, counterfactual objective functions.
result Demonstrates that standard machine learning methods can lead to harmful policies under distributional shifts.

New algorithm accelerates optimization on Riemannian manifolds, including Wasserstein space.

problem Accelerating optimization methods in Riemannian geometry.
method Dynamic stepsize algorithms on Riemannian manifolds with specific vector transport.
result First provable accelerated gradient method in Wasserstein space.

A new optimization algorithm for Gaussian Variational Inference on precision matrices.

problem Complex models with positive definite constraints on covariance matrices.
method Manifold Gaussian Variational Bayes (MGVBP) with natural gradient updates.
result Empirically validated as a feasible and efficient solution for VI in complex models.

We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…

2013-03-07abs ↗pdf ↗

Birg{é} and Massart proposed in 2001 the slope heuristics as a way to choose optimally from data an unknown multiplicative constant in front of a penalty. It is built upon the notion of minimal penalty, and it has been generalized since to some "minimal-penalty algorithms". This paper reviews the theoretical results ob…

2019-01-22abs ↗pdf ↗

Bayesian method finds voids in galaxy surveys with deep neural networks.

problem Finding genuine matter underdensities in sparse galaxy surveys is underconstrained.
method Deep graph neural network evolves 'test particles' to sample from stochastic void definitions.
result Trained model performs well and finds Bayes-optimal void mappings.

We define the Wirtinger width of a knot. Then we prove the Wirtinger width of a knot equals its Gabai width. The algorithmic nature of the Wirtinger width leads to an efficient technique for establishing upper bounds on Gabai width. As an application, we use this technique to calculate the Gabai width of approximately …

2019-12-04abs ↗pdf ↗

We consider two multi-armed bandit problems with nn arms: (i) given an ε>0ε> 0, identify an arm with mean that is within εε of the largest mean and (ii) given a threshold μ0μ_0 and integer kk, identify kk arms with means larger than μ0μ_0. Existing lower bounds and algorithms for the PAC framework suggest that both …

2019-06-15abs ↗pdf ↗

We propose definitions of fairness in machine learning and artificial intelligence systems that are informed by the framework of intersectionality, a critical lens arising from the Humanities literature which analyzes how interlocking systems of power and oppression affect individuals along overlapping dimensions inclu…

2018-07-22abs ↗pdf ↗

This work defines observation-specific explanations for black-box models.

problem Assigning importance to data points in black-box model predictions.
method Surrogate model construction using scattered data approximation and orthogonal matching pursuit.
result Validated approach on simulated and real-world datasets.

A new geometric definition of integration for differential forms.

problem Standard integration definitions are coordinate-dependent and not suitable for certain contexts.
method Uses triangulations and cochains on the pair groupoid to define integration.
result Natural definition in Lie algebroids, stochastic integration, and quantum field theory.

The paper introduces Robust Correlated Equilibrium for games with time-varying costs and proposes an algorithm to achieve it.

problem Games with time-varying costs and disturbances.
method Proposes Robust Correlated Equilibrium and a decentralized algorithm to learn optimal strategies.
result The algorithm converges to the Robust Correlated Equilibrium, showing no regret for each controller.