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.
Distance metric learning is a branch of machine learning that aims to learn distances from the data, which enhances the performance of similarity-based algorithms. This tutorial provides a theoretical background and foundations on this topic and a comprehensive experimental analysis of the most-known algorithms. We sta…
This article gives the foundations of the colored Jones polynomial for singular knots. We extend Masbum and Vogel's algorithm to compute the colored Jones polynomial for any singular knot. We also introduce the tail of the colored Jones polynomial of singular knots and use its stability properties to prove a false thet…
We develop the mathematical foundations of the stochastic modified equations (SME) framework for analyzing the dynamics of stochastic gradient algorithms, where the latter is approximated by a class of stochastic differential equations with small noise parameters. We prove that this approximation can be understood math…
The study provides theoretical foundations for using smaller instances to predict algorithm performance on larger ones.
problem Scalability challenge in evaluating algorithms on large instances.
method Formalized size generalization, providing theoretical guarantees for predicting algorithm performance on large instances using smaller, representative instances.
result Characterized the subsample size sufficient to ensure performance on the subsample reflects performance on the full instance.
Time series foundation models are well-calibrated, improving over baseline models.
problem Calibration of time series foundation models for practical applications.
method Systematic evaluations of five time series foundation models and two baselines, assessing calibration, prediction heads, and long-term forecasting.
result Time series foundation models are consistently better calibrated than baseline models and do not show over- or under-confidence.
Disagreement-based approaches generate multiple classifiers and exploit the disagreement among them with unlabeled data to improve learning performance. Co-training is a representative paradigm of them, which trains two classifiers separately on two sufficient and redundant views; while for the applications where there…
We show that a large class of Estimation of Distribution Algorithms, including, but not limited to, Covariance Matrix Adaption, can be written as a Monte Carlo Expectation-Maximization algorithm, and as exact EM in the limit of infinite samples. Because EM sits on a rigorous statistical foundation and has been thorough…
Foundation models outperform supervised methods in time series forecasting across various operational regimes.
problem Lack of domain-specific training and ongoing maintenance in supervised learning for time series forecasting.
method Evaluation of foundation models against standard supervised approaches across four operational regimes: periodic, physically constrained, stochastic, and demand forecasting.
result Foundation models are optimal for cold-start or long-tail scenarios and perform well in domains with transferable periodic structures.
Tabular foundation models outperform other methods in conditional density estimation across various datasets.
problem Estimating the full conditional distribution of a response given tabular covariates, especially in settings with heteroscedasticity, multimodality, or asymmetric uncertainty.
method Benchmarked three tabular foundation model variants (TabPFN and TabICL) against six CDE baselines on 39 real-world datasets.
result Tabular foundation models achieve the best CDE loss, log-likelihood, and CRPS across all sample sizes, outperforming other methods.
EAGLE-Net enhances foundation models by integrating patch-level features for better tissue understanding.
problem Foundation models lack mechanisms for global tissue structure and local context in computational pathology.
method EAGLE-Net combines multi-scale spatial encoding, attention-guided loss functions, and background suppression to aggregate patch-level features into slide-level predictions.
result EAGLE-Net improves classification accuracy and concordance indices across multiple cancer types, producing biologically coherent attention maps.
We present a computational toolkit for (local) Poisson-Nijenhuis calculus on manifolds. Our python module PoissonGeometry implements our algorithms, and accompanies this paper. We include two examples of how our methods can be used, one for gauge transformations of Poisson bivectors in dimension 3, and a sec…