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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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326495127 · Jun 202019922001200920172026
48 results for asymmetric initialization

Gradient descent recovers principal components of overparametrized asymmetric matrices without explicit regularization.

problem Asymmetric matrix factorization under overparametrization with minimal rank assumptions.
method Vanilla gradient descent with small random initialization and proper early stopping.
result Gradient descent produces the best low-rank approximation without explicit regularization.

Paper analyzes asymmetry in LoRA initialization for foundation models.

problem Asymmetry in LoRA initialization affects generalization of foundation models.
method Theoretical analysis of asymmetric LoRA with frozen random factors.
result Upper bound on sample complexity of $ ilde{\mathcal{O}}\left(\frac{\sqrt{r}}{\sqrt{N}} ight)$ with high probability.

We initiate the rigorous study of classification in quasi-metric spaces. These are point sets endowed with a distance function that is non-negative and also satisfies the triangle inequality, but is asymmetric. We develop and refine a learning algorithm for quasi-metrics based on sample compression and nearest neighbor…

2019-09-22abs ↗pdf ↗

Gradient descent solves asymmetric low-rank matrix factorization efficiently.

problem Optimizing asymmetric low-rank matrix factorization with non-convex and non-smoothness issues.
method Randomly initialized gradient descent with new symmetrization and perturbation techniques.
result Gradient descent converges to a global minimum of the asymmetric low-rank factorization problem.

Gradient descent solves asymmetric low-rank matrix sensing without balancing.

problem Recovering asymmetric low-rank matrices from linear measurements.
method Gradient descent with spectral initialization, avoiding balancing term.
result Gradient descent converges linearly without balancing, factors stay balanced.

The paper analyzes how over-parameterization affects GD convergence in matrix sensing problems.

problem Matrix sensing problem with over-parameterized gradient descent.
method Analyzes symmetric and asymmetric parameterizations, provides lower bounds and convergence rates.
result Over-parameterization slows down GD convergence, but asymmetric parameterization can speed up convergence.

Paper studies asymmetric matrix sensing, proving gradient descent converges to low-rank solutions.

problem Reconstructing asymmetric low-rank matrices from linear measurements.
method Factorized gradient descent with coupling and regularization properties.
result Gradient descent from small random initialization converges to globally optimal and generalizing solutions.

The dying ReLU refers to the problem when ReLU neurons become inactive and only output 0 for any input. There are many empirical and heuristic explanations of why ReLU neurons die. However, little is known about its theoretical analysis. In this paper, we rigorously prove that a deep ReLU network will eventually die in…

2019-03-15abs ↗pdf ↗

We consider an American contingent claim on a financial market where the buyer has additional information. Both agents (seller and buyer) observe the same prices, while the information available to them may differ due to some extra exogenous knowledge the buyer has. The buyer's information flow is modeled by an initial…

2015-05-19abs ↗pdf ↗

This paper tackles learning Stackelberg equilibrium in asymmetric games efficiently from noisy samples.

problem Learning Stackelberg equilibrium in asymmetric, general-sum games efficiently from noisy samples.
method The paper initiates the theoretical study of sample-efficient learning of the Stackelberg equilibrium in bandit feedback setting.
result Sharp positive results on sample-efficient learning of Stackelberg equilibrium with value optimal up to a fundamental gap identified.

Study of geometric analysis on asymmetric metric spaces, including heat flow and Sobolev spaces.

problem Analysis of geometric properties on asymmetric metric measure spaces.
method Introduction of upper gradients, qq-Laplacian, and qq-heat flow in asymmetric settings.
result Extension of concepts from symmetric to asymmetric metric measure spaces.

Study dynamic equilibrium with insider and general uninformed agent preferences.

problem Analyzing asymmetric information and general utility functions in a continuous-time economy.
method Introducing a new method to prove existence of a partial communication equilibrium (PCE) for agents with general utility functions.
result Identify the equilibrium price in the small and large risk aversion limits for agents with power utility.

This study examines asymmetric cross-correlations in cryptocurrency markets using fractal analysis.

problem Exploring asymmetric multifractal cross-correlations in cryptocurrency markets.
method Fractal analysis and MF-ADCCA method to investigate asymmetric volatility dynamics.
result Cross-correlations are stronger in downtrend markets than in uptrend markets for maturing BTC and ETH.

Theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.

problem Lack of precise theoretical justification for asymmetric actor-critic algorithms in reinforcement learning.
method Adapting a finite-time convergence analysis to the asymmetric actor-critic setting with linear function approximators.
result A finite-time bound reveals that the asymmetric critic eliminates aliasing errors in the agent state.

We consider the problem of designing locality sensitive hashes (LSH) for inner product similarity, and of the power of asymmetric hashes in this context. Shrivastava and Li argue that there is no symmetric LSH for the problem and propose an asymmetric LSH based on different mappings for query and database points. Howev…

2014-10-21abs ↗pdf ↗

The paper improves asymmetric causality tests by addressing inefficiencies and statistical significance issues.

problem Inefficiencies and statistical significance issues in asymmetric causality tests.
method Improved asymmetric causality tests via partial cumulative sums for positive and negative components, explicitly testing differences between causal parameters.
result Efficiently tested hypotheses on asymmetric causal interaction between financial markets.

We propose Deep Asymmetric Multitask Feature Learning (Deep-AMTFL) which can learn deep representations shared across multiple tasks while effectively preventing negative transfer that may happen in the feature sharing process. Specifically, we introduce an asymmetric autoencoder term that allows reliable predictors fo…

2017-08-01abs ↗pdf ↗

In this paper we show how the study of asymmetric R&D alliances, that are those between young and small firms and large and MNEs firms for knowledge exploration and/or exploitation, requires the adoption of a coopetitive framework which consider both collaboration and competition. We draw upon the literature on asymmet…

2012-05-13abs ↗pdf ↗

Bayesian VI copula models capture asymmetric intraday equity dependence.

problem Modeling asymmetric and extreme tail dependence in financial data.
method Bayesian variational inference for skew-t copula models in high dimensions.
result The copula captures substantial heterogeneity in asymmetric dependence over equity pairs and time.

Gradient descent training of neural networks leads to solutions close to natural cubic splines.

problem Understanding the implicit bias of gradient descent in neural networks.
method Analysis of gradient descent training for wide neural networks, focusing on the curvature penalty and initialization schemes.
result The solutions of gradient descent training are polyharmonic splines for certain initialization schemes.

Extends multidimensional scaling to analyze three-way asymmetric proximities.

problem Analyzing asymmetric and three-way proximities in a Euclidean space.
method Unified h-plot methodology for three-way asymmetric proximities, including symmetric and conditional frameworks.
result Identification of archetypal profiles and clustering structures.

In recent years, correntropy has been seccessfully applied to robust adaptive filtering to eliminate adverse effects of impulsive noises or outliers. Correntropy is generally defined as the expectation of a Gaussian kernel between two random variables. This definition is reasonable when the error between the two random…

2019-11-21abs ↗pdf ↗

This paper introduces constrained mixtures for continuous distributions, characterized by a mixture of distributions where each distribution has a shape similar to the base distribution and disjoint domains. This new concept is used to create generalized asymmetric versions of the Laplace and normal distributions, whic…

2015-03-22abs ↗pdf ↗

Enhances reinforcement learning with partial state information.

problem Improving learning under partial observability with limited privileged signals.
method Introduced informed asymmetric actor-critic framework that uses arbitrary state-dependent privileged signals.
result Unbiased policy gradient estimates with arbitrary privileged signals.

Recent theoretical work has demonstrated that deep neural networks have superior performance over shallow networks, but their training is more difficult, e.g., they suffer from the vanishing gradient problem. This problem can be typically resolved by the rectified linear unit (ReLU) activation. However, here we show th…

2018-08-15abs ↗pdf ↗

New methods train neural networks without changing weights, achieving similar or higher performance.

problem Training neural networks efficiently with randomly initialized weights.
method Switching connections on and off, flipping weights' signs, minimizing changed connections.
result Achieves similar or higher performance with less computational cost than training all weights.

Paper defines saddle points in asymmetric Dynkin games using martingale theory.

problem Tackles saddle point conditions in asymmetric Dynkin games with partial information.
method Uses martingale theory to identify super and submartingales related to equilibrium payoffs.
result Characterizes saddle point strategies in terms of equilibrium payoffs' dynamics and Doob-Meyer decompositions.

Maps and measures on surfaces link best Lipschitz and least gradient functions.

problem Analyzing maps between surfaces and their geometric properties.
method Duality between best Lipschitz and least gradient maps, geodesic laminations, and transverse measures.
result The infinity harmonic map defines a geodesic lamination and the least gradient map defines a transverse measure.

Study uncovers new phase transitions in asymmetric causal inference scenarios.

problem Understanding typical phase transitions in asymmetric causal inference.
method Combining Causal inference (C-inf) and Low-rank recovery (LRR) with Random duality - Free probability theory (RDT-FPT).
result Discovering a doubling low-rankness phenomenon in asymmetric scenarios.

Modified asymmetric hidden Markov models for time series with autoregressive components.

problem Dynamic relationships between variables in time series data.
method Introducing an asymmetric autoregressive component to recent asymmetric hidden Markov models.
result The model can choose the optimal autoregressive order for better likelihood.

Study proves value of non-Markovian games with partial, asymmetric info.

problem Value of non-Markovian Dynkin games with partial and asymmetric information.
method Probabilistic and functional analytic approach based on Sion's min-max theorem.
result Existence of optimal strategies for both players in randomised stopping times.