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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.

168,694 papers · 148 categories

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208416623831 · Jun 202019922001200920172026
48 results for bounded scale measure

We study generalizations of Reifenberg's Theorem for measures in Rn\mathbb R^n under assumptions on the Jones' ββ-numbers, which appropriately measure how close the support is to being contained in a subspace. Our main results, which holds for general measures without density assumptions, give effective measure bounds…

2016-12-23abs ↗pdf ↗

New algorithms reduce contextual bandits' regret without knowing reward noise variances.

problem Reducing regret in contextual bandits with unknown reward noise variances.
method Developed new algorithms based on the optimism principle.
result Regret scales as the square root of the sum of measurement variances, not the time horizon.

The study shows how to measure translation surfaces with short saddle connections.

problem Measuring the probability of surfaces with short saddle connections.
method Using the multi-scale compactification of strata and algebraicity results.
result Proves strong regularity for invariant measures on translation surfaces.

Existing strategies for finite-armed stochastic bandits mostly depend on a parameter of scale that must be known in advance. Sometimes this is in the form of a bound on the payoffs, or the knowledge of a variance or subgaussian parameter. The notable exceptions are the analysis of Gaussian bandits with unknown mean and…

2017-03-27abs ↗pdf ↗

New bounds on self-normalized martingales improve online linear regression performance.

problem Improving regret bounds in online linear regression.
method Characterizing scale-invariant bounds on self-normalized martingales.
result For d=1d=1, O(logT)O(\log T) doubly-uniform regret is possible; for d>1d>1, sublinear doubly-uniform regret is impossible.

Improved graph neural network bounds using graph diffusion matrix.

problem Empirical performance of graph neural networks on real-world graphs.
method Unified model of graph neural networks, focusing on feature diffusion matrix stability.
result Generalization bounds scale with largest singular value of feature diffusion matrix, smaller than prior bounds.

ASAM improves deep neural network generalization by adapting sharpness to scale.

problem Fixed-radius sharpness measure is sensitive to parameter scaling, weakening its connection to generalization.
method Introduces adaptive sharpness, a scale-invariant measure, and proposes ASAM for deep learning.
result ASAM significantly improves model generalization performance across various datasets.

Study dynamic risk measures with distributional uncertainty using optimal transport.

problem Risk robustification under distributional uncertainty in Markovian models.
method Characterize risk measures via convex monotone semigroups and optimal transport costs.
result Identify generator and correction terms for dynamic risk measures under different scaling regimes.

The paper provides bounds for the empirical angular measure and applies them to improve statistical learning in extreme regions.

problem Estimating the angular measure in high-dimensional data with different distributions.
method Established bounds for the maximal deviations of the empirical angular measure from the true measure, using rank transformation and analyzing the most extreme observations.
result The bounds provide performance guarantees for statistical learning procedures in extreme regions, such as binary classification and anomaly detection.

Develops a new method for neural network significance testing without strict constraints.

problem Testing neural networks without bounded weights or specific architectural constraints.
method Uses Rademacher complexity bounds, weakened Sobolev space membership conditions, and a modified sieve space construction.
result Achieves optimal convergence rates and valid asymptotic distributions for test statistics.

This paper proves a generalization bound for complex-valued neural networks scaling with spectral complexity.

problem Ensuring the performance of complex-valued neural networks on unseen data.
method Theoretical derivation using Maurey Sparsification Lemma and Dudley Entropy Integral, empirical validation on various datasets.
result The spectral complexity of weight matrices is a significant factor in the generalization ability of complex-valued neural networks.

Generalization of deep networks has been of great interest in recent years, resulting in a number of theoretically and empirically motivated complexity measures. However, most papers proposing such measures study only a small set of models, leaving open the question of whether the conclusion drawn from those experiment…

2019-12-04abs ↗pdf ↗

Paper analyzes convergence of two time-scale stochastic approximation using martingale approach.

problem Analyzing convergence of two time-scale stochastic approximation algorithms.
method Uses martingale approach to establish convergence conditions and rates.
result Establishes different rates of convergence for fast and slow subsystems.

Paper investigates separating times for general diffusions, providing new insights.

problem Understanding phase transitions between equivalence and singularity in diffusions.
method Representation of separating time as hitting time of a deterministic set, characterized by speed and scale.
result Explicit and easy-to-check conditions for absolute continuity and singularity of diffusions.

New method removes scalar curvature assumption in Ricci flow smoothing.

problem Uniform bounds on scalar curvature and other factors for Ricci flow.
method Quantitative short-time existence of Ricci flow without scalar curvature assumption.
result Ricci flow smoothing for measure space limits, Gromov-Hausdorff compactness, and topological rigidity results.

New summary measures reveal geometric structure in weighted measures on manifolds.

problem Lack of geometric information in standard weight-only summaries.
method Heat-kernel entropy profiles, tracking nonuniformity across scales.
result Geometric effective sample size discounts nearby or duplicate particles.

The paper identifies a 'small' set of functions containing Gaussian process samples.

problem Identifying a small set of functions containing Gaussian process samples.
method Using scaled RKHSs and Karhunen-Loève theorem, the paper defines the sample support set.
result The sample support set consists of functions with bounded squared basis coefficients.

New Fourier features improve high-precision approximation in large-scale problems.

problem Designing scalable, high-precision Fourier features for large-scale kernel methods.
method Introducing a new family of quadrature rules that accurately approximate the Gaussian measure in higher dimensions.
result Improved approximation bounds with new Fourier features.

We give sufficient conditions for a measured length space (X,d,m) to admit local and global Poincare inequalities. We first introduce a condition DM on (X,d,m), defined in terms of transport of measures. We show that DM, along with a doubling condition on m, implies a scale-invariant local Poincare inequality. We show …

2005-06-23abs ↗pdf ↗

Generalized algorithm for translation and scale-invariant prediction.

problem Sequential prediction with expert advice, focusing on translation and scale invariance.
method Designing a generalized online algorithm using the universal prediction perspective to compete against a generic class of expert selection strategies.
result No preliminary knowledge of loss sequences is required; performance bounds are stable under arbitrary scalings and translations.

Uniform scaling limits in AdamW-trained transformers converge to ODEs.

problem Understanding the dynamics of large-depth transformers trained with AdamW.
method Modeling transformer dynamics as an interacting particle system coupled through attention, proving convergence to ODEs.
result The joint dynamics of hidden states and backpropagated variables converge uniformly to an ODE system.

Paper proposes data quality measures for large-scale high-dimensional data.

problem Lack of practical data quality measures for large-scale high-dimensional data.
method Proposes two data quality measures: class separability and in-class variability. Efficient algorithms based on random projections and bootstrapping are provided.
result Efficient algorithms for computing data quality measures on large-scale high-dimensional data.

Study risk-sensitive reinforcement learning with entropic risk measures and generative models.

problem Risk-sensitive reinforcement learning in discounted MDPs with recursive entropic risk measures.
method Introduced Model-Based ERM QQ-Value Iteration (MB-RS-QVI) and derived PAC bounds on sample complexity for value and policy learning.
result PAC bounds show exponential dependence on β/(1γ)|β|/(1-γ), with tight bounds in SS and AA.

These series of notes serve as an introduction to some of both the classical and modern techniques in Reifenberg theory. At its heart, Reifenberg theory is about studying general sets or measures which can be, in one sense or another, approximated on all scales by well behaved spaces, typically just Euclidean space its…

2018-12-18abs ↗pdf ↗

The paper sets criteria for no arbitrage in complex financial models.

problem Determining conditions for the absence of arbitrage in financial markets.
method Established deterministic conditions for no arbitrage, NUPBR, and NFLVR in diffusion market models.
result Provided criteria in terms of scale function and speed measure.

New algorithm handles bandit problems under translations and scales.

problem Adversarial multi-armed bandit problems with arbitrary translations and scales.
method Innovative online algorithm invariant to translations and scales, using universal prediction.
result Second-order regret bounds, unaffected by affine transformations of losses.

We define a new family of similarity and distance measures on graphs, and explore their theoretical properties in comparison to conventional distance metrics. These measures are defined by the solution(s) to an optimization problem which attempts find a map minimizing the discrepancy between two graph Laplacian exponen…

2019-09-10abs ↗pdf ↗

In safety-critical applications a probabilistic model is usually required to be calibrated, i.e., to capture the uncertainty of its predictions accurately. In multi-class classification, calibration of the most confident predictions only is often not sufficient. We propose and study calibration measures for multi-class…

2019-10-24abs ↗pdf ↗

Introduces new performance measures using scaled utility functions.

problem Performance measurement in financial contexts.
method Certainty equivalents defined via scaled utility functions, well-posed portfolio optimization problem under generic conditions.
result Link between portfolio dynamics, benchmark process, and utility function choice in the long-run setting.

Kernel dependence measures yield accurate estimates of nonlinear relations between random variables, and they are also endorsed with solid theoretical properties and convergence rates. Besides, the empirical estimates are easy to compute in closed form just involving linear algebra operations. However, they are hampere…

2016-11-02abs ↗pdf ↗

We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of O(τ(lnS+lnA)Tln(T))O( \sqrt{τ(\ln|S|+\ln|A|)T}\ln(T)), where SS is the state space, AA is the action space, ττ is the mixing time of the MDP, and $…

2019-05-25abs ↗pdf ↗

Quantum-enhanced metrology aims to estimate an unknown parameter such that the precision scales better than the shot-noise bound. Single-shot adaptive quantum-enhanced metrology (AQEM) is a promising approach that uses feedback to tweak the quantum process according to previous measurement outcomes. Techniques and form…

2016-08-22abs ↗pdf ↗