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.
New equivalences found between subsampling and ridge regularization methods.
problem Establishing precise structural and risk equivalences between subsampling and ridge regularization.
method Proved structural and risk equivalences between subsample ridge estimators and different ridge regularization levels and subsample aspect ratios.
result Optimally tuned ridge regression exhibits a monotonic prediction risk in the data aspect ratio.
Many manifold embedding algorithms fail apparently when the data manifold has a large aspect ratio (such as a long, thin strip). Here, we formulate success and failure in terms of finding a smooth embedding, showing also that the problem is pervasive and more complex than previously recognized. Mathematically, success …
We prove that for every smooth Jordan curve γ, if X is the set of all r∈[0,1] so that there is an inscribed rectangle in γ of aspect ratio tan(r⋅π/4), then the Lebesgue measure of X is at least 1/3. To do this, we study sets of disjoint homologically nontrivial projective planes smoothly embedde…
We present an elementary analysis of the dynamical aspects of the GDP / government surplus multiplier with relevance to the assessment of a country's debt repayment policy. We show the (at first) counter intuitive result that in order to reduce the Debt/GDP ratio, countries with high Debt to GDP should go into further …
Multicomponent bilayer structures arise as the ubiquitous plasma membrane in cellular biology and as blends of amphiphilic copolymers used in electrolyte membranes, drug delivery, and emulsion stabilization within the context of synthetic chemistry. We develop the multicomponent functionalized Cahn-Hilliard (mFCH) free…
Importance weighting is a general way to adjust Monte Carlo integration to account for draws from the wrong distribution, but the resulting estimate can be highly variable when the importance ratios have a heavy right tail. This routinely occurs when there are aspects of the target distribution that are not well captur…
We present a reinforcement learning approach for detecting objects within an image. Our approach performs a step-wise deformation of a bounding box with the goal of tightly framing the object. It uses a hierarchical tree-like representation of predefined region candidates, which the agent can zoom in on. This reduces t…
It had been believed in the conventional practice that the risk of a bank going bankrupt is lessened in a straightforward manner by transferring the risk of loan defaults. But the failure of American International Group in 2008 posed a more complex aspect of financial contagion. This study presents an extension of the …
As deep neural networks (DNNs) achieve tremendous success across many application domains, researchers tried to explore in many aspects on why they generalize well. In this paper, we provide a novel perspective on these issues using the gradient signal to noise ratio (GSNR) of parameters during training process of DNNs…
This article considers algorithmic and statistical aspects of linear regression when the correspondence between the covariates and the responses is unknown. First, a fully polynomial-time approximation scheme is given for the natural least squares optimization problem in any constant dimension. Next, in an average-case…
In this paper, we propose a novel learning method for image classification called Between-Class learning (BC learning). We generate between-class images by mixing two images belonging to different classes with a random ratio. We then input the mixed image to the model and train the model to output the mixing ratio. BC …
Gaussian process is a very promising novel technology that has been applied to both the regression problem and the classification problem. While for the regression problem it yields simple exact solutions, this is not the case for the classification problem, because we encounter intractable integrals. In this paper we …
We study two aspects of noisy computations during inference. The first aspect is how to mitigate their side effects for naturally trained deep learning systems. One of the motivations for looking into this problem is to reduce the high power cost of conventional computing of neural networks through the use of analog ne…
We study the problem of detecting the presence of a single unknown spike in a rectangular data matrix, in a high-dimensional regime where the spike has fixed strength and the aspect ratio of the matrix converges to a finite limit. This setup includes Johnstone's spiked covariance model. We analyze the likelihood ratio …
The increasing illegal parking has become more and more serious. Nowadays the methods of detecting illegally parked vehicles are based on background segmentation. However, this method is weakly robust and sensitive to environment. Benefitting from deep learning, this paper proposes a novel illegal vehicle parking detec…
AB-testing is a very popular technique in web companies since it makes it possible to accurately predict the impact of a modification with the simplicity of a random split across users. One of the critical aspects of an AB-test is its duration and it is important to reliably compute confidence intervals associated with…
Hedge Funds are considered as one of the portfolio management sectors which shows a fastest growing for the past decade. An optimal Hedge Fund management requires an appropriate risk metrics. The classic CAPM theory and its Ratio Sharpe fail to capture some crucial aspects due to the strong non-Gaussian character of He…
This study argues for pruning trees in random forests to improve performance in low signal-to-noise scenarios.
problem Improving random forest performance in scenarios with low signal-to-noise ratio.
method Using regularization theory, the study re-examines the depth of trees in random forests and provides evidence that shallow trees are advantageous.
result Random forests with shallow trees are advantageous when the signal-to-noise ratio is low.