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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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16324763 · Jun 202019922001200920172026
48 results for appropriateness

This paper assesses Gaussian and Exponential mechanisms for certifying adversarial robustness.

problem Certifying adversarial robustness using randomized smoothing mechanisms.
method Proposes a generic framework to assess the appropriateness of randomized smoothing mechanisms.
result Gaussian mechanism is an appropriate option for certifying both 2\ell_2-norm and \ell_\infty-norm robustness.

We consider convex symmetric lens-shaped networks in R^2 that evolve under curve shortening flow. We show that the enclosed convex domain shrinks to a point in finite time. Furthermore, after appropriate rescaling the evolving networks converge to a self-similarly shrinking network, which we prove to be unique in an ap…

2007-11-07abs ↗pdf ↗

Enhances scenario approach for certifying design properties post-design.

problem Certifying additional useful properties in designs not considered during the design phase.
method Two-level framework of appropriateness: baseline and post-design. Distribution-free upper bounds on risk derived.
result Distribution-free upper bounds on the risk of failing to meet post-design appropriateness.

Appropriate traffic regulations, e.g. planned road closure, are important in congested events. Crowd simulators have been used to find appropriate regulations by simulating multiple scenarios with different regulations. However, this approach requires multiple simulation runs, which are time-consuming. In this paper, w…

2018-10-23abs ↗pdf ↗

We study stability of non-compact gradient Kaehler-Ricci flow solitons with positive holomorphic bisectional curvature. Our main result is that any compactly supported perturbation and appropriately decaying perturbations of the Kaehler potential of the soliton will converge to the original soliton under Kaehler-Ricci …

2003-07-22abs ↗pdf ↗

We model the quantities appearing in Internal Revenue Service (IRS) tax guidance for calculating the health insurance premium tax credit created by the Patient Protection and Affordable Care Act, also called Obamacare. We ask the question of whether there is a procedure, computable by hand, which can calculate the appr…

2018-10-31abs ↗pdf ↗

We develop an algorithm for systematic design of a large artificial neural network using a progression property. We find that some non-linear functions, such as the rectifier linear unit and its derivatives, hold the property. The systematic design addresses the choice of network size and regularization of parameters. …

2017-10-23abs ↗pdf ↗

The paper examines how adversarial training and noise affect neural network performance.

problem Overfitting in adversarial training and data augmentation.
method Adversarial training and data augmentation with noise in the context of regularized regression in RKHS.
result Appropriate regularization can prevent overfitting and improve performance.

Truncated Singular Value Decomposition (SVD) calculates the closest rank-kk approximation of a given input matrix. Selecting the appropriate rank kk defines a critical model order choice in most applications of SVD. To obtain a principled cut-off criterion for the spectrum, we convert the underlying optimization prob…

2011-02-15abs ↗pdf ↗

From SA-CCR to RSA-CCR: making SA-CCR self-consistent and appropriately risk-sensitive by cashflow decomposition in a 3-Factor Gaussian Market Model

2019-02-22abs ↗pdf ↗

New L1L_1 regularization controls neural network generalization error and sparsifies input dimensions.

problem Selecting the optimal number of hidden neurons in neural networks.
method Theoretical analysis of L1L_1 regularization in two-layer neural networks.
result Appropriate L1L_1 regularization leads to near minimax optimal generalization risk bounds.

For each graph and each positive integer nn, we define a chain complex whose graded Euler characteristic is equal to an appropriate nn-specialization of the dichromatic polynomial. This also gives a categorification of nn-specializations of the Tutte polynomial of graphs. Also, for each graph and integer n2n\le 2, w…

2005-04-12abs ↗pdf ↗

New mass definition for negative cosmological constant spacetimes.

problem Defining quasilocal mass for spacetimes with negative cosmological constant.
method Spinorial approach based on previous work for vanishing cosmological constant.
result Non-negative mass, equal to Misner-Sharp mass in spherical symmetry, zero for AdS.

One basic requirement of many studies is the necessity of classifying data. Clustering is a proposed method for summarizing networks. Clustering methods can be divided into two categories named model-based approaches and algorithmic approaches. Since the most of clustering methods depend on their input parameters, it i…

2013-02-16abs ↗pdf ↗

The general framework of Legendre transformation is extended to the case of symplectic groupoids, using an appropriate generalization of the notion of generating function (of a Lagrangian submanifold).

1996-12-04abs ↗pdf ↗

Sparse PCA is a widely used technique for high-dimensional data analysis. In this paper, we propose a new method called low-rank principal eigenmatrix analysis. Different from sparse PCA, the dominant eigenvectors are allowed to be dense but are assumed to have a low-rank structure when matricized appropriately. Such a…

2019-04-28abs ↗pdf ↗

We define the (total) center of mass for suitably asymptotically hyperbolic time-slices of asymptotically anti-de Sitter spacetimes in general relativity. We do so in analogy to the picture that has been consolidated for the (total) center of mass of suitably asymptotically Euclidean time-slices of asymptotically Minko…

2015-01-22abs ↗pdf ↗

Starting from a bundle E over R, the dual of the first jet bundle, which is a co-dimension 1 sub-bundle of the cotangent bundle of E, is the appropriate manifold for the geometric description of time-dependent Hamiltonian systems. Based on previous work, we recall properties of the complete lifts of a type (1,1) tensor…

2014-07-18abs ↗pdf ↗

This study was conducted to find an appropriate statistical model to forecast the volatilities of PSEi using the model Generalized Autoregressive Conditional Heteroskedasticity (GARCH). Using the R software, the log returns of PSEi is modeled using various ARIMA models and with the presence of heteroskedasticity, the l…

2019-02-21abs ↗pdf ↗

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models are appropriate priors when exchangeability assumptions do not hold, and instead …

2012-11-20abs ↗pdf ↗

We prove an existence result for twisted Kähler-Einstein metrics, assuming an appropriate twisted K-stability condition. An improvement over earlier results is that certain non-negative twisting forms are allowed.

2019-11-08abs ↗pdf ↗

We consider the problem of learning a Gaussian variational approximation to the posterior distribution for a high-dimensional parameter, where we impose sparsity in the precision matrix to reflect appropriate conditional independence structure in the model. Incorporating sparsity in the precision matrix allows the Gaus…

2016-05-18abs ↗pdf ↗

We introduce a generalized version of the Jang equation, designed for the general case of the Penrose Inequality in the setting of an asymptotically flat space-like hypersurface of a spacetime satisfying the dominat energy condition. The appropriate existence and regularity results are established in the special case o…

2009-10-26abs ↗pdf ↗

Develops a PD estimation model using Lévy-driven processes for credit risk.

problem Estimating Probability of Default under new IFRS 9 regulations.
method Lévy-driven Ornstein-Uhlenbeck process with multiple latent variables, Integral Equation and PIDE formulation.
result Existence of weak and strong solutions for PD function, numerical schemes developed.

We introduce the notion of a conformally Fedosov structure and construct an associated Cartan connection. When an appropriate curvature vanishes, this allows us to construct a family of natural differential complexes akin to the BGG complexes from parabolic geometry.

2012-10-20abs ↗pdf ↗

In this paper differential operators on various moduli spaces (e.g. of holomorphic vector bundles) are described in a canonical way in terms of the geometry of a certain distinguished completion of an appropriate configuration space.

1994-10-09abs ↗pdf ↗

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.

Given an n~\widetilde n-dimensional manifold M~\widetilde M equipped with a G~\widetilde G-structure π~:P~M~\widetildeπ:\widetilde P\rightarrow \widetilde M, there is a naturally induced GG-structure π:PMπ: P\rightarrow M on any submanifold MM~M\subset\widetilde M that satisfies appropriate regularity conditions. We study gen…

2013-06-28abs ↗pdf ↗