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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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3537061,0591,412 · Jun 202019922001200920172026
48 results for big models

Big data sets must be carefully partitioned into statistically similar data subsets that can be used as representative samples for big data analysis tasks. In this paper, we propose the random sample partition (RSP) data model to represent a big data set as a set of non-overlapping data subsets, called RSP data blocks,…

2017-12-12abs ↗pdf ↗

New algorithm finds approximate stationary points faster under differential privacy constraints.

problem Finding approximate stationary points of smooth and Lipschitz functions under differential privacy constraints.
method Developed an efficient algorithm that improves convergence rates to stationary points.
result Achieved faster rates of convergence to stationary points in both finite-sum and stochastic settings.

The paper proposes a new model using financial big data to improve portfolio risk analysis.

problem Addressing potential information loss in portfolio risk measurement.
method Uses financial big data to incorporate out-of-target-portfolio information and overcomes the curse of dimensionality.
result The use of financial big data improves small portfolio risk analysis.

Extends K-stability theory to projective klt pairs with a big anticanonical class.

problem Behavioral pathologies in K-stability for projective klt pairs with a big anticanonical class.
method Extends K-stability theory to projective klt pairs with a big anticanonical class, observing that K-semistability forces a klt anticanonical model with the same stability property.
result K-semistability forces projective klt pairs with a big anticanonical class to have a klt anticanonical model with the same stability property.

The paper tackles machine unlearning by designing efficient algorithms for adaptive query classes.

problem Designing efficient unlearning algorithms for machine learning models.
method Formalizes the problem and gives efficient unlearning algorithms for linear and prefix-sum query classes.
result Improved guarantees for stochastic convex optimization with reduced unlearning query complexity.

Given (X,ω)(X,ω) compact Kähler manifold and ψM+PSH(X,ω)ψ\in\mathcal{M}^{+}\subset PSH(X,ω) a model type envelope with non-zero mass, i.e. a fixed potential determing some singularities such that X(ω+ddcψ)n>0\int_{X}(ω+dd^{c}ψ)^{n}>0, we prove that the ψψ-relative finite energy class E1(X,ω,ψ)\mathcal{E}^{1}(X,ω,ψ) becomes a complete metric space…

2019-09-09abs ↗pdf ↗

In this short note, we formulate three problems relating to nonnegative scalar curvature (NNSC) fill-ins. Loosely speaking, the first two problems focus on: When are (n1)(n-1)-dimensional Bartnik data (Σin1,γi,Hi)\big(Σ_i ^{n-1}, γ_i, H_i\big), i=1,2i=1,2, NNSC-cobordant? (i.e., there is an nn-dimensional compact Riemannian manifold…

2020-01-16abs ↗pdf ↗

Explosive growth in data and availability of cheap computing resources have sparked increasing interest in Big learning, an emerging subfield that studies scalable machine learning algorithms, systems, and applications with Big Data. Bayesian methods represent one important class of statistic methods for machine learni…

2014-11-24abs ↗pdf ↗

We consider model-free reinforcement learning for infinite-horizon discounted Markov Decision Processes (MDPs) with a continuous state space and unknown transition kernel, when only a single sample path under an arbitrary policy of the system is available. We consider the Nearest Neighbor Q-Learning (NNQL) algorithm to…

2018-02-12abs ↗pdf ↗

Localized big bang singularities found without background solutions.

problem Proving localized big bang formation without proximity to background solutions.
method Introducing a new foliation by spacelike hypersurfaces and a time function to synchronize and stabilize the singularity.
result Maximally globally hyperbolic developments have local quiescent big bang singularities with curvature blow-up.

The paper improves smoothed analysis for online problems with adaptive adversaries.

problem Online prediction, discrepancy minimization, and online optimization with adaptive adversaries.
method General technique to prove smoothed guarantees against adaptive adversaries, reducing to simpler oblivious adversaries.
result Strong smoothed guarantees for three online problems, matching or improving previous results.

We study the local equivalence problem for real-analytic (Cω\mathcal{C}^ω) hypersurfaces M5C3M^5 \subset \mathbb{C}^3 which, in coordinates (z1,z2,w)C3(z_1, z_2, w) \in \mathbb{C}^3 with w=u+ivw = u+i\, v, are rigid: \[ u \,=\, F\big(z_1,z_2,\overline{z}_1,\overline{z}_2\big), \] with FF independent of vv. Specifically, we study th…

2019-04-04abs ↗pdf ↗

In this paper we consider the large genus asymptotics for two classes of Siegel-Veech constants associated with an arbitrary connected stratum H(α)\mathcal{H} (α) of Abelian differentials. The first is the saddle connection Siegel-Veech constant cscmi,mj(H(α))c_{\text{sc}}^{m_i, m_j} \big( \mathcal{H} (α) \big) counting saddle conne…

2018-10-11abs ↗pdf ↗

This paper investigates to identify the requirement and the development of machine learning-based mobile big data analysis through discussing the insights of challenges in the mobile big data (MBD). Furthermore, it reviews the state-of-the-art applications of data analysis in the area of MBD. Firstly, we introduce the …

2018-08-02abs ↗pdf ↗

This study designs a financial risk control platform using big data and machine learning.

problem Traditional risk management models are inadequate for modern financial complexities.
method Big data mining, real-time streaming data processing, statistical analysis, and precise customer behavior mining.
result The platform effectively identifies and responds to potential risks in real-time.

New DP algorithms achieve near-optimal regret bounds for online learning problems.

problem Online learning problems with zero-loss solutions and differential privacy constraints.
method Developed new Differentially Private algorithms with near-optimal regret bounds.
result Achieved near-optimal regret bounds for various online prediction and convex optimization problems.

The following problem is addressed: A 33-manifold MM is endowed with a triple Ω=(Ω1,Ω2,Ω3)Ω= \big(Ω^1,Ω^2,Ω^3\big) of closed 22-forms. One wants to construct a coframing ω=(ω1,ω2,ω3)ω= \big(ω^1,ω^2,ω^3\big) of MM such that, first, dωi=Ωi{\rm d}ω^i = Ω^i for i=1,2,3i=1,2,3, and, second, the Riemannian metric $g=\big(ω^1\big)^2+\big(ω^2\big)^2+\…

2019-08-02abs ↗pdf ↗

This note displays an interesting phenomenon for percentiles of independent but non-identical random variables. Let X1,,XnX_1,\cdots,X_n be independent random variables obeying non-identical continuous distributions and X(1)X(n)X^{(1)}\geq \cdots\geq X^{(n)} be the corresponding order statistics. For any p(0,1)p\in(0,1), we investig…

2018-08-24abs ↗pdf ↗

New insights into spectral statistics of sample covariance matrix for stable linear systems.

problem Estimating high-dimensional stable state transition matrices from noisy data.
method Combining spectral theorem for non-Hermitian operators, concentration of measure, and perturbation theory.
result The spectral radius of the sample covariance matrix exhibits phase transitions in high dimensions.

New conic quadratic formulations improve outlier detection in regression models.

problem Detecting outliers in regression models with corrupted data.
method Deriving stronger second-order conic relaxations without big-M constraints.
result Proposed formulations are significantly faster than existing methods.

In real world industrial applications of topic modeling, the ability to capture gigantic conceptual space by learning an ultra-high dimensional topical representation, i.e., the so-called "big model", is becoming the next desideratum after enthusiasms on "big data", especially for fine-grained downstream tasks such as …

2014-11-10abs ↗pdf ↗

Improved algorithm reduces stochastic gradient complexity for large-scale learning problems.

problem High stochastic gradient complexity for large-scale learning problems.
method Hybrid Stochastic-Deterministic Minibatch Proximal Gradient (HSDMPG) algorithm.
result Achieves nearly optimal generalization in less than a single pass over data.

Uniform volume estimate for Kähler metrics in big cohomology classes.

problem Estimating volume for singular Kähler metrics in big cohomology classes.
method Generalized mixed energy estimate for functions in complex Sobolev space to big cohomology classes.
result Uniform non-collapsing volume estimate for local Kähler metrics.

MiMuon optimizer improves generalization for large models by reducing generalization error.

problem Improving generalization of Muon optimizer for large models.
method Enhanced Muon optimizer using orthogonalization of gradient, proving lower generalization error.
result MiMuon optimizer has a lower generalization error of O(1N)O\big(\frac{1}{N}\big) compared to Muon's O(1NκT)O\big(\frac{1}{Nκ^{T}}\big).

New algorithm learns halfspaces with adversarial noise efficiently.

problem Learning halfspaces in the presence of adversarial noise.
method Polynomial-time Perceptron-like online active learning algorithm.
result Near-optimal label and sample complexity with isotropic log-concave marginal distribution.

Study convexity of Mabuchi functional in big cohomology classes.

problem Convexity of Mabuchi functional in big cohomology classes.
method Defined an invariant related to transcendental Fujita approximations and established convexity under vanishing of this invariant.
result Established almost convexity along weak geodesics in big cohomology classes.

Mobile big data contains vast statistical features in various dimensions, including spatial, temporal, and the underlying social domain. Understanding and exploiting the features of mobile data from a social network perspective will be extremely beneficial to wireless networks, from planning, operation, and maintenance…

2016-09-30abs ↗pdf ↗

Currently, the world is witnessing a mounting avalanche of data due to the increasing number of mobile network subscribers, Internet websites, and online services. This trend is continuing to develop in a quick and diverse manner in the form of big data. Big data analytics can process large amounts of raw data and extr…

2018-01-19abs ↗pdf ↗

To solve the big topic modeling problem, we need to reduce both time and space complexities of batch latent Dirichlet allocation (LDA) algorithms. Although parallel LDA algorithms on the multi-processor architecture have low time and space complexities, their communication costs among processors often scale linearly wi…

2013-11-17abs ↗pdf ↗

The paper proves an equilibrium in a limited stock market participation model with power utilities.

problem Existence of an equilibrium in a model with limited stock market participation and power utilities.
method Proves existence and uniqueness of a solution to a singular and path-dependent Riccati-type ODE.
result Proves existence of a Radner equilibrium with homogenous power-utility investors.

Einstein's equation, in its standard form, breaks down at the Big Bang singularity. A new version, equivalent to Einstein's whenever the latter is defined, but applicable in wider situations, is proposed. The new equation remains smooth at the Big Bang singularity of the Friedmann-Lemaitre-Robertson-Walker model. It is…

2012-03-08abs ↗pdf ↗

New method improves likelihood-free parameter estimation in complex models.

problem Estimating parameters in simulation-based models with unknown likelihood.
method Nested multi-time-scale stochastic approximation (NMTS) method.
result Eliminates bias and accelerates convergence in likelihood-free inference.