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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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22436586 · May 202619922001200920172026
48 results for causal ladder

Study gluing of Lorentzian length spaces and their causal ladder properties.

problem Compatibility of Lorentzian amalgamation with length space properties.
method Conditions for gluing Lorentzian length spaces and criteria for causal ladder preservation.
result Gluing of Lorentzian length spaces yields again a Lorentzian length space under certain conditions.

The full causal ladder of spacetimes is constructed, and their updated main properties are developed. Old concepts and alternative definitions of each level of the ladder are revisited, with emphasis in minimum hypotheses. The implications of the recently solved ``folk questions on smoothability'', and alternative prop…

2006-09-26abs ↗pdf ↗

Mack's estimator improves chain ladder prediction for large exposure insurance models.

problem Uncertainty quantification in compound Poisson loss models.
method Large exposure asymptotics applied to Mack's estimator.
result Chain ladder prediction uncertainty can be quantified without model assumptions.

Study examines causal properties of Finsler spacetimes with cone Killing vectors.

problem Characterize causality in Finsler spacetimes with specific Killing vectors.
method Explores the relationship between wind Riemannian structures and spacetimes with cone Killing vectors, focusing on Finsler-Kropina metrics.
result Characterizes causality properties using metric-type properties of Finslerian structures.

We examine spaces of connected tri-/univalent graphs subject to local relations which are motivated by the theory of Vassiliev invariants. It is shown that the behaviour of ladder-like subgraphs is strongly related to the parity of the number of rungs: there are similar relations for ladders of even and odd lengths, re…

2003-01-03abs ↗pdf ↗

We used the Ladder Network [Rasmus et al. (2015)] to perform Hyperspectral Image Classification in a semi-supervised setting. The Ladder Network distinguishes itself from other semi-supervised methods by jointly optimizing a supervised and unsupervised cost. In many settings this has proven to be more successful than o…

2018-12-04abs ↗pdf ↗

AI needs causal inference to avoid being just a correlation machine.

problem AI's inability to distinguish correlation from causation.
method Develops a unified framework connecting various causal statistical estimators and proves a Statistical Necessity Theorem for causal generalization.
result AI systems without causal grounding are brittle and biased, highlighting the need for causal statistics.

Semi-supervised learning (SSL) partially circumvents the high cost of labeling data by augmenting a small labeled dataset with a large and relatively cheap unlabeled dataset drawn from the same distribution. This paper offers a novel interpretation of two deep learning-based SSL approaches, ladder networks and virtual …

2017-11-20abs ↗pdf ↗

New ladder methods improve numerical accuracy in parallel transport on manifolds.

problem Lack of convergence analysis for ladder schemes on manifolds.
method Taylor approximations and iterative constructions of geodesic parallelograms.
result Ladder methods converge quadratically with quadratic speed.

The paper finds pseudo-Anosov-like maps on an infinite ladder surface.

problem Exploring dynamics on infinite surfaces.
method Lifts Penner-type pseudo-Anosov maps from a closed surface to an infinite ladder surface.
result Existence and properties of pseudo-Anosov-like maps on the infinite ladder surface.

New findings on lightconvex boundaries in Finslerian spacetimes.

problem Understanding causal structures in Finslerian spacetimes.
method General results for indefinite Finslerian manifolds with boundary, and equivalence among boundary lightconvexity, causally simple interior, and Hausdorff space of cone geodesics.
result Equivalence among boundary lightconvexity, causally simple interior, and Hausdorff space of cone geodesics in globally hyperbolic spacetimes.

We propose a recurrent extension of the Ladder networks whose structure is motivated by the inference required in hierarchical latent variable models. We demonstrate that the recurrent Ladder is able to handle a wide variety of complex learning tasks that benefit from iterative inference and temporal modeling. The arch…

2017-07-28abs ↗pdf ↗

New definition of patient-specific root causes of disease using counterfactuals.

problem Lack of rigorous mathematical formulation for automatic detection of root causes.
method Proposes a counterfactual definition matching clinical intuition and uses Shapley values for causal contribution scores.
result Adapts to disease prevalence, accounts for noisy labels, and admits fast computation.

The study proves a transverse diameter theorem for Lorentzian foliations.

problem Understanding the geometry of foliations in Lorentzian spacetimes.
method Developed a novel causality structure on leaf spaces via transverse Lorentzian geometry.
result Derived a transverse diameter theorem for Lorentzian foliations and orbifolds.

Proposes a new model to identify unknown counterfactual outcomes for continuous variables.

problem Counterfactual inference for continuous outcomes with strong assumptions.
method Curvature Sensitivity Model to relax assumptions and provide informative bounds.
result Demonstrates effectiveness of the Curvature Sensitivity Model in identifying counterfactual outcomes.

Variational Autoencoders are powerful models for unsupervised learning. However deep models with several layers of dependent stochastic variables are difficult to train which limits the improvements obtained using these highly expressive models. We propose a new inference model, the Ladder Variational Autoencoder, that…

2016-02-06abs ↗pdf ↗

We combine supervised learning with unsupervised learning in deep neural networks. The proposed model is trained to simultaneously minimize the sum of supervised and unsupervised cost functions by backpropagation, avoiding the need for layer-wise pre-training. Our work builds on the Ladder network proposed by Valpola (…

2015-07-09abs ↗pdf ↗

We prove that the HOMFLYPT polynomial of a link, colored by partitions with a fixed number of rows is a qq-holonomic function. Specializing to the case of knots colored by a partition with a single row, it proves the existence of an (a,q)(a,q) super-polynomial of knots in 3-space, as was conjectured by string theorists. …

2016-04-28abs ↗pdf ↗

Over the past half-century, the empirical finance community has produced vast literature on the advantages of the equally weighted S\&P 500 portfolio as well as the often overlooked disadvantages of the market capitalization weighted Standard and Poor's (S\&P 500) portfolio (see \cite{Bloom}, \cite{Uppal}, \cite{Jacobs…

2016-03-19abs ↗pdf ↗

The leaderboard in machine learning competitions is a tool to show the performance of various participants and to compare them. However, the leaderboard quickly becomes no longer accurate, due to hack or overfitting. This article gives two pieces of advice to prevent easy hack or overfitting. By following these advice,…

2015-10-12abs ↗pdf ↗

The use of unsupervised data in addition to supervised data in training discriminative neural networks has improved the performance of this clas- sification scheme. However, the best results were achieved with a training process that is divided in two parts: first an unsupervised pre-training step is done for initializ…

2016-11-07abs ↗pdf ↗

This work defines a new function space for multi-layer neural networks.

problem Characterizing the function space of multi-layer neural networks.
method Defining a neural Hilbert ladder (NHL) as an infinite union of reproducing kernel Hilbert spaces (RKHSs).
result Established theoretical properties of the new function space, including generalization guarantees and dynamics of random fields.

Paper proposes robust methods to detect and treat outliers in multivariate loss reserving.

problem Distortion of traditional reserving techniques by outliers in past claims data.
method Two robust bivariate chain-ladder techniques: Adjusted Outlyingness and Bagdistance.
result Improved accuracy in estimating outstanding claim liabilities through robust methods.

We present the Video Ladder Network (VLN) for efficiently generating future video frames. VLN is a neural encoder-decoder model augmented at all layers by both recurrent and feedforward lateral connections. At each layer, these connections form a lateral recurrent residual block, where the feedforward connection repres…

2016-12-06abs ↗pdf ↗

The paper explores Finsler-type objects and their variational problems on spacetimes.

problem Generalizing Einstein equations to the Finsler setting.
method Study of the ladder of Finsler-type objects and their variational problems.
result Application of the ladder structure to variational proposals for Finsler spacetimes.

This paper finds minimal sets of generators for mapping class groups of specific surfaces.

problem Finding minimal sets of generators for mapping class groups of infinite-type surfaces.
method Analyzing specific surfaces S(n)S(n) to determine minimal sets of generators.
result Minimal sets of generators for Map(S(n))\mathrm{Map}(S(n)) are identified for n8n \ge 8 (3 elements), n3n \ge 3 (4 elements), and S(1)S(1) (2 elements).

The intention of this paper is to estimate a Bayesian distribution-free chain ladder (DFCL) model using approximate Bayesian computation (ABC) methodology. We demonstrate how to estimate quantities of interest in claims reserving and compare the estimates to those obtained from classical and credibility approaches. In …

2010-04-15abs ↗pdf ↗

New theory explains contrastive learning via overlapping augmented views.

problem Lack of theoretical understanding of contrastive learning.
method Augmentation overlap perspective to improve downstream performance.
result Asymptotically closed bounds for downstream performance under weaker assumptions.

We show that the minimum number of sticks required to construct a non-paneled knotless embedding of K4K_4 is 9 and of K5K_5 is 12 or 13. We use our results about K4K_4 to show that the probability that a random linear embedding of K3,3K_{3,3} in a cube is in the form of a Möbius ladder is 0.97380±0.000030.97380\pm 0.00003, and offer …

2019-09-03abs ↗pdf ↗

CGDL improves open set recognition by learning conditional Gaussian distributions.

problem Handling unknown samples in real-world recognition tasks.
method Conditional Gaussian Distribution Learning (CGDL) with probabilistic ladder architecture.
result CGDL significantly outperforms baseline methods on standard image datasets.