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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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54108161215 · Jun 202019922001200920172026
48 results for assumption clarification

Clarifies the theory of the deconfounder by Imai and Jiang.

problem Theoretical requirements for the deconfounder algorithm.
method Clarifies the assumption of 'no unobserved single-cause confounders' using empirical studies.
result Imai and Jiang's clarification of the assumption does not hold for counterexamples proposed by Ogburn et al. (2020).

The paper teaches machines to ask clarifying questions by applying NLI.

problem Teaching machines to ask clarifying questions for better comprehension.
method The approach is to use NLI to determine if a clarification question is about a missing piece of information in a post.
result The best model improved precision@1 by 40% and 60% over state-of-the-art baselines.

We describe an invariant of a contact 3-manifold with convex boundary as an element of Juhász's sutured Floer homology. Our invariant generalizes the contact invariant in Heegaard Floer homology in the closed case, due to Ozsváth and Szabó. This version has some clarifications and new figures.

2007-05-21abs ↗pdf ↗

We expose some ideas from mathematical logics, i.e. the background of the theory of o-minimal structures, and demonstrate how they lead to the notion of a tame integral of motion and some extensions and clarifications of previous results on obstructions to integrability of geodesic flows.

2002-11-19abs ↗pdf ↗

We prove that the conformal group of a closed, simply connected, real analytic Lorentzian manifold is compact. D'Ambra proved in 1988 that the isometry group of such a manifold is compact. Our result implies the Lorentzian Lichnerowicz Conjecture for real analytic Lorentzian manifolds with finite fundamental group. Thi…

2019-11-14abs ↗pdf ↗

The purpose of this article is to give a preliminary clarification on the relation between crossing number and crossing change. With a main focus on the span of X polynomial, we prove that, as our theorem claims, the crossing number of the link after crossing change can be estimated when certain conditions are met. At …

2011-03-24abs ↗pdf ↗

This paper is a step-by-step tutorial for fitting a mixture distribution to data. It merely assumes the reader has the background of calculus and linear algebra. Other required background is briefly reviewed before explaining the main algorithm. In explaining the main algorithm, first, fitting a mixture of two distribu…

2019-01-20abs ↗pdf ↗

We discuss promising recent contributions on quantifying feature relevance using Shapley values, where we observed some confusion on which probability distribution is the right one for dropped features. We argue that the confusion is based on not carefully distinguishing between observational and interventional conditi…

2019-10-29abs ↗pdf ↗

We produce the first examples of closed, tight contact 3-manifolds which become overtwisted after performing admissible transverse surgeries. Along the way, we clarify the relationship between admissible transverse surgery and Legendrian surgery. We use this clarification to study a new invariant of transverse knots - …

2012-03-14abs ↗pdf ↗

AdaLoss optimizes adaptive learning rates for efficient convergence in various models.

problem Efficiently optimizing adaptive learning rates for gradient descent methods.
method AdaLoss uses loss function information to dynamically adjust step sizes.
result AdaLoss achieves linear convergence in linear regression and robust global convergence in neural networks.

We provide estimates on the Bartnik mass of constant mean curvature (CMC) surfaces which are diffeomorphic to spheres and have positive mean curvature. We prove that the Bartnik mass is bounded from above by the Hawking mass and a new notion we call the asphericity mass. The asphericity mass is defined by applying Hami…

2014-08-23abs ↗pdf ↗

In a recent comment (Johansen A 2003 An alternative view, Quant. Finance 3: C6-C7, cond-mat/0302141), Anders Johansen has criticized our methodology and has questioned several of our results published in [Sornette D and Zhou W-X 2002 The US 2000-2002 market descent: how much longer and deeper? Quant. Finance 2: 468-81,…

2003-04-30abs ↗pdf ↗

The DAO Report led to a significant shift of ICO activity to Europe.

problem The impact of U.S. regulatory changes on global ICO activity.
method Analysis of a global dataset of ICOs from 2014 to 2021, focusing on the DAO Report's effects.
result A substantial and persistent reallocation of ICO activity to Europe following the DAO Report.

New method controls posterior collapse in VAEs without network architecture constraints.

problem Posterior collapse in VAEs reduces diversity of generated samples.
method Introduces Latent Reconstruction (LR) loss to control posterior collapse.
result Controls posterior collapse on various datasets without architectural constraints.

Clarifies interest rate cap rules for loans with unconventional cash flows.

problem Ambiguity in applying interest rate caps to loans with non-conventional internal rate of return (IRR).
method Clarified conventional IRR definition, axiomatized, and extended to all loans.
result Unique extension of interest rate cap rule for all loans, based on net present value test.

In the Minority, Majority and Dollar Games (MG, MAJG, $G), synthetic agents compete for rewards, at each time-step acting in accord with the previously best-performing of their limited sets of strategies. Different components and/or aspects of real-world financial markets are modelled by these games. In the MG, agents …

2008-02-28abs ↗pdf ↗

The optimal ranking score between precision and recall is rarely F1 and can be found using specific methods.

problem Finding a meaningful and optimal compromise between precision and recall scores.
method Established a shortest path between precision- and recall-induced rankings, framed the problem as an optimization problem, and provided theoretical tools to find the optimal β.
result F1 and its skew-insensitive version are not optimal tradeoffs between precision and recall scores.

Study finds rigidity of biconservative hypersurfaces in space forms without curvature assumptions.

problem Investigating biconservative hypersurfaces in space forms without scalar curvature assumptions.
method Introduced a novel divergence-free tensor to derive results without curvature assumptions.
result Rigidity results for biconservative hypersurfaces in space forms without scalar curvature assumptions.

Paper relaxes independence assumption for non-centered data.

problem Failing to account for dependencies in data leads to model failures.
method Proposes 'Kronecker-sum-structured mean' assumption to relax zero-mean requirement.
result Models with nonconvex but unimodal log-likelihoods can be solved efficiently.

The paper clarifies the distinction between CATE and ITE under ignorability assumptions.

problem Confusion between CATE and ITE hinders personalized effect estimation.
method Clarifies the distinction between CATE and ITE under ignorability assumptions.
result CATE and ITE are not necessarily the same under ignorability assumptions.

New assumptions and algorithm solve offline two-player zero-sum Markov games.

problem Solving offline two-player zero-sum Markov games under insufficient assumptions.
method Proposed unilateral concentration assumption and pessimism-type algorithm.
result Algorithm efficiently learns Nash equilibrium under unilateral concentration.

The paper relaxes assumptions for analyzing stochastic optimization algorithms.

problem Analyzing the convergence of stochastic gradient algorithms under weaker variance assumptions.
method Building on and extending a connection to the Halpern iteration, the paper analyzes algorithms for convex nonsmooth optimization and min-max problems.
result Rates for optimality measures are obtained without requiring boundedness of the feasible set for problems beyond simple constrained optimization.

Causal inference from observational data requires assumptions. These assumptions range from measuring confounders to identifying instruments. Traditionally, causal inference assumptions have focused on estimation of effects for a single treatment. In this work, we construct techniques for estimation with multiple treat…

2018-05-21abs ↗pdf ↗

Emputation learns imputation models guided by missingness assumptions.

problem Learning imputation models for missing data given observed data.
method Guided by specific missingness assumptions, Emputation trains a deep generative model to learn the extrapolation distribution of missing variables.
result The population minimizer of the emputation risk recovers the target extrapolation distribution under various identification assumptions.

A new learning method uses data to learn from large model sets.

problem Learning with large sets of candidate models where uniform convergence is hard.
method Data-dependent learning that incorporates empirical data less reliant on prior assumptions.
result Demonstrates improved generalization in various learning assumptions.

The paper bounds and identifies joint probabilities in causal inference with monotonicity assumptions.

problem Bounding and identifying joint probabilities of potential outcomes and observed variables under monotonicity assumptions.
method Proposes new families of monotonicity assumptions, formulates bounding problem as linear programming, introduces new monotonicity assumption for identification.
result Validated methods through numerical experiments and applied to real-world datasets.

There is a large body of work on convergence rates either in passive or active learning. Here we first outline some of the main results that have been obtained, more specifically in a nonparametric setting under assumptions about the smoothness of the regression function (or the boundary between classes) and the margin…

2020-01-17abs ↗pdf ↗

For binary classification we establish learning rates up to the order of n1n^{-1} for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…

2007-08-14abs ↗pdf ↗