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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.

168,657 papers · 148 categories

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97194290387 · Jun 202019922001200920172026
48 results for approximate identity

We prove the energy identity for min-max sequences of the Sacks-Uhlenbeck and the biharmonic approximation of harmonic maps from surfaces into general target manifolds. The proof relies on Hopf-differential type estimates for the two approximations and on estimates for the concentration radius of bubbles.

2007-05-31abs ↗pdf ↗

New sampling and identity-testing methods for mixtures of distributions that don't satisfy approximate tensorization of entropy.

problem Sampling and identity-testing for mixtures of distributions that don't satisfy approximate tensorization of entropy.
method Fast mixing of Glauber dynamics and efficient identity-testers in the coordinate-conditional sampling access model.
result Efficient identity-testers for mixtures of ATE distributions in the coordinate-conditional sampling access model.

For the class of approximate harmonic maps uW1,2(Σ,N)u\in W^{1,2}(Σ,N) from a closed Riemmanian surface (Σ,g)(Σ,g) to a compact Riemannian manifold (N,h)(N, h), we show that (i) the so-called energy identity holds for weakly convergent approximate harmonic maps {un}:ΣN\{u_n\}:Σ\to N, with tension fields τ(un)τ(u_n) bounded in the Morrey spa…

2016-04-20abs ↗pdf ↗

Let unu_n be a sequence of mappings from a closed Riemannian surface MM to a general Riemannian manifold NN. If unu_n satisfies \beno \sup_{n}\big(\|\nabla u_n\|_{L^2(M)}+\|τ(u_n)\|_{L^{p}(M)}\big)\leq Λ\quad \text{for some}\,\,p>1, \eeno where τ(un)τ(u_n) is the tension field of unu_n, then there hold the so called ene…

2016-03-03abs ↗pdf ↗

We analyze algorithms for approximating a function f(x)=Φxf(x) = Φx mapping d\Re^d to d\Re^d using deep linear neural networks, i.e. that learn a function hh parameterized by matrices Θ1,...,ΘLΘ_1,...,Θ_L and defined by h(x)=ΘLΘL1...Θ1xh(x) = Θ_L Θ_{L-1} ... Θ_1 x. We focus on algorithms that learn through gradient descent on the population …

2018-02-16abs ↗pdf ↗

The Lugannani-Rice formula is a saddlepoint approximation method for estimating the tail probability distribution function, which was originally studied for the sum of independent identically distributed random variables. Because of its tractability, the formula is now widely used in practical financial engineering as …

2013-10-12abs ↗pdf ↗

The approximation power of general feedforward neural networks with piecewise linear activation functions is investigated. First, lower bounds on the size of a network are established in terms of the approximation error and network depth and width. These bounds improve upon state-of-the-art bounds for certain classes o…

2018-06-29abs ↗pdf ↗

Inference methods are often formulated as variational approximations: these approximations allow easy evaluation of statistics by marginalization or linear response, but these estimates can be inconsistent. We show that by introducing constraints on covariance, one can ensure consistency of linear response with the var…

2016-11-02abs ↗pdf ↗

Study decomposes market portfolio into body and tail legs, revealing systematic differences.

problem Understanding the relationship between body and tail components in market portfolios.
method Decomposes CRSP market portfolio into body and tail legs, analyzes their recombination identity.
result Recombination identity holds for all models but not for all, indicating systematic differences.

There is a remarkable and canonical problem in 3D geometry and topology: To understand existing models of 3D fluid motion or to create new ones that may be useful. We discuss from an algebraic viewpoint the PDE called Euler's equation for incompressible frictionless fluid motion. In part I we define a "finite dimension…

2010-10-13abs ↗pdf ↗

The paper finds a pervasive and severe bias in accounting semi-identity models.

problem Bias in investment-cash flow sensitivity models.
method Augmented specification with a bias-capturing variable tested across multiple databases.
result The Accounting Semi-Identity (ASI) distortion is universal and severe, affecting 100% of databases and explaining more than 83% of total explained variance.

We demonstrate that a very deep ResNet with stacked modules with one neuron per hidden layer and ReLU activation functions can uniformly approximate any Lebesgue integrable function in dd dimensions, i.e. 1(Rd)\ell_1(\mathbb{R}^d). Because of the identity mapping inherent to ResNets, our network has alternating layers of…

2018-06-28abs ↗pdf ↗

The paper proposes using path signatures for better inference in time series data.

problem Simulation models with time series data often lack tractable likelihood functions.
method Approximate Bayesian Computation with path signatures to handle sequential data.
result Theoretical guarantees on the resultant posteriors for Bayesian parameter inference.

New method estimates animal density using acoustic data, accounting for unknown call identities.

problem Estimating animal density or call density from acoustic data with unknown call identities.
method Monte Carlo Expectation-Maximization (MCEM) method to resolve unknown call identities.
result Estimates are within 15% of expert-constructed estimates and incorporate uncertainty about call identities.

Smooth approximations near singularities of constant mean curvature surfaces are found.

problem Finding smooth approximations for constant mean curvature surfaces near singular points.
method Proving the existence of sequences of smooth CMC hypersurfaces converging to a given one in a ball centered at the singularity.
result Smooth approximations exist in a ball centered at the singularity of a CMC hypersurface.

In this paper we consider approximations introduced by Sacks-Uhlenbeck of the harmonic energy for maps from S2S^2 into S2S^2. We continue the analysis in [6] about limits of αα-harmonic maps with uniformly bounded energy. Using a recent energy identity in [7], we obtain an optimal gap theorem for the αα-harmonic maps…

2019-03-25abs ↗pdf ↗

This paper discovers new identities linking geodesic and orthogeodesic lengths on hyperbolic surfaces.

problem Understanding relationships between geodesic and orthogeodesic lengths on hyperbolic surfaces.
method Investigates a broad family of identities involving lengths of all closed geodesics and orthogeodesics.
result Introduces new identities that include lengths of all closed geodesics, contrasting with previous identities.

The paper addresses the invariance issue in Bayesian neural networks using linearized Laplace approximation.

problem Bayesian neural networks fail to maintain invariance under reparameterization, leading to different posterior densities for identical functions.
method Developed a geometric view of reparameterizations and a Riemannian diffusion process to extend reparameterization invariance to neural network predictive.
result Empirically improved posterior fit through approximate posterior sampling.

The paper analyzes ridge regression with random features for non-identically distributed data.

problem Analyzing ridge regression performance for data with heterogeneous variance profiles.
method Combining linear-plus-chaos approximation and operator-valued free probability.
result Derives asymptotic equivalents for training and test risks under non-identically distributed data.

This paper speeds up mean curvature computation for high-dimensional data.

problem Efficiently computing mean curvature in high-dimensional datasets.
method Two contributions: algebraic identity and truncated SVD approximation.
result Mean curvature computation reduced from O(m4)O(m^4) to O(k2m+kmp2)O(k^2 m + k m p^2).

The paper analyzes risk estimation methods and derives bounds for OCE risk.

problem Estimating the Optimized Certainty Equivalent (OCE) risk from samples.
method Derives mean-squared error and concentration bounds for SAA of OCE, and analyzes an efficient stochastic approximation-based estimator.
result Finite sample bounds and mis-identification probability bounds for the efficient estimator.

This paper develops a new method for constructing splines on Lie groups using Poisson equation solutions.

problem Existing methods for constructing splines on Lie groups have limitations and assumptions that may not reflect actual curves.
method The paper introduces a new approach using solutions of the Poisson equation on Lie groups to construct splines.
result The new method allows for global splines with arbitrary initial conditions, improving curve reconstruction.

We tackle the Multi-task Batch Reinforcement Learning problem. Given multiple datasets collected from different tasks, we train a multi-task policy to perform well in unseen tasks sampled from the same distribution. The task identities of the unseen tasks are not provided. To perform well, the policy must infer the tas…

2019-09-25abs ↗pdf ↗

Quandle homology was defined from rack homology as the quotient by a subcomplex corresponding to the idempotency, for invariance under the type I Reidemeister move. Similar subcomplexes have been considered for various identities of racks and moves on diagrams. We observe common aspects of these identities and subcompl…

2016-02-27abs ↗pdf ↗

The Collective Graphical Model (CGM) models a population of independent and identically distributed individuals when only collective statistics (i.e., counts of individuals) are observed. Exact inference in CGMs is intractable, and previous work has explored Markov Chain Monte Carlo (MCMC) and MAP approximations for le…

2014-05-20abs ↗pdf ↗

The paper derives curvature identities for 5D and 6D Einstein manifolds.

problem Deriving curvature identities for specific dimensions of Einstein manifolds.
method Using Patterson's curvature identities and the Chern-Gauss-Bonnet Theorem, the paper provides explicit formulae for 5D and 6D Einstein manifolds.
result The curvature identities for 5D and 6D Einstein manifolds are confirmed to be consistent with previous work.

Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application, and therefore cannot guarantee optimal predictions for a given task. To make mo…

2018-05-10abs ↗pdf ↗

Efficiently distills pretrained text-to-image models without real data, improving FID and CLIP scores.

problem Slow iterative refinement process of diffusion-based text-to-image models.
method Guided Score identity Distillation with Long and Short Classifier-Free Guidance.
result Achieves state-of-the-art FID performance with competitive CLIP score.

User identity linkage is a task of recognizing the identities of the same user across different social networks (SN). Previous works tackle this problem via estimating the pairwise similarity between identities from different SN, predicting the label of identity pairs or selecting the most relevant identity pair based …

2019-10-31abs ↗pdf ↗