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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · May 199319922001200920172026
48 results for coefficient normalization

Formula for Hadamard coefficients from Green's operators on spacetimes.

problem Calculating Hadamard coefficients from Green's operators on spacetimes.
method Developed formulas for diagonal values and integrals over the diagonal of Hadamard coefficients.
result Formulated analogues of Hadamard expansions and resolvents for Green's operators.

The choice of normalization affects the coefficients in regularized regression models.

problem The impact of normalization on the coefficients of regularized regression models.
method Investigated lasso, ridge, and elastic net regression with different normalization methods for binary and mixed features.
result Normalization affects the coefficients of regularized regression models, and specific scaling methods can mitigate this effect.

Paper tackles spurious vanishing problem in approximate vanishing ideals.

problem Capturing nonlinear structure of perturbed data points leads to spurious vanishing problem.
method Proposes a general method integrating coefficient normalization and iterative basis construction.
result Proposed method overcomes spurious vanishing problem, resulting in shorter feature vectors.

GPDFlow models extreme threshold exceedance with flexible dependence using normalizing flows.

problem Challenges in modeling multivariate threshold exceedance probabilities due to infinite parametrizations.
method GPDFlow uses normalizing flows to flexibly represent dependence without explicit parametric assumptions.
result GPDFlow significantly improves modeling accuracy and flexibility compared to traditional parametric methods.

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for t0+t\to 0^+ and characterize the coefficients aka_k of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

2001-05-17abs ↗pdf ↗

New model predicts radiative properties of nanoparticle layers with high accuracy and uncertainty.

problem Predicting radiative properties of nanoparticle embedded layers accurately and with uncertainty.
method Conditional normalizing flows learn conditional distributions of optical outputs given input parameters.
result The model achieves high predictive accuracy and reliable uncertainty estimates.

Defines natural tensors for submanifolds of pseudo-Riemannian manifolds.

problem Characterizing tensors for submanifolds of pseudo-Riemannian manifolds.
method Constructs geodesic normal coordinates and expresses metric coefficients as polynomials in curvature and second fundamental form derivatives.
result Natural tensors are linear combinations of contractions of curvature and second fundamental form derivatives.

We study orthonormal normal sections of two-dimensional immersions in Rn+2,\mathbb R^{n+2}, n2n\ge 2, at which these sections are critical for a functional of total torsion. In particular, we establish upper bounds for the torsion coefficients in the case of non-flat normal bundles. With these notes we continue a foregoin…

2007-09-06abs ↗pdf ↗

Researchers calculate entropy of heat kernel on manifolds for very small times.

problem Estimating entropy of heat kernel on compact Riemannian manifolds for small times.
method Asymptotic expansion, polynomial expressions in curvature tensor components.
result First three coefficients of entropy expansion computed and expressed as polynomials.

Dimofte, Gaiotto and Gukov introduced a powerful invariant, the 3D-index, associated to a suitable ideal triangulation of a 3-manifold with torus boundary components. The 3D-index is a collection of formal power series in q1/2q^{1/2} with integer coefficients. Our goal is to explain how the 3D-index is a generating serie…

2016-04-10abs ↗pdf ↗

The normalized Yamada polynomial is a polynomial invariant in variable A for theta-curves. In this work, we show that the coefficients of the power series obtained from this polynomial by the substitution A=e^x=1+x+x^2/2+x^3/6+... are finite-type invariants for theta-curves although the coefficients of original polynom…

2001-04-18abs ↗pdf ↗

Paper extends LME models to allow sign constraints on coefficients with SDTN random effects.

problem Inference with sign constraints on random effects in LME models.
method Proposes SDTN distribution for random effects and develops likelihood-based approaches for estimation.
result Proposed constrained model improves real-world interpretations and achieves satisfactory performance.

We propose a novel procedure for outlier detection in functional data, in a semi-supervised framework. As the data is functional, we consider the coefficients obtained after projecting the observations onto orthonormal bases (wavelet, PCA). A multiple testing procedure based on the two-sample test is defined in order t…

2017-12-13abs ↗pdf ↗

Paper addresses high-dimensional linear regression with missing data, proposing efficient and nearly unbiased estimators.

problem High-dimensional linear regression with blockwise missing covariates and partially observed responses.
method Proposes a computationally efficient estimator and nearly unbiased debiased estimators using blockwise imputation and estimating equations.
result Asymptotically valid confidence intervals and statistical tests constructed based on debiased estimators.

We outline an approach to the inverse problem of Calderón that highlights the role of microlocal normal forms and propagation of singularities and extends a number of earlier results also in the anisotropic case. The main result states that from the boundary measurements it is possible to recover integrals of the unkno…

2017-02-07abs ↗pdf ↗

The paper derives expansions for Green's operators and resolvents using Hadamard methods.

problem Analyzing normally hyperbolic operators and their Green's functions.
method Hadamard expansions for powers of Green's operators and resolvents.
result Derives expansions involving Hadamard coefficients for advanced/retarded Green's operators.

Examines learning efficiency in neural networks and related models.

problem Analyzing efficiency in deep learning models with singular learning coefficients.
method Examined learning coefficients in neural networks and three-layer neural networks with ReLU units.
result Extended results to include Softmax function, providing a broader understanding of learning efficiency.

The paper improves matrix completion with auxiliary covariates using LS estimation.

problem Matrix completion with noisy data and auxiliary covariates.
method Iterative least squares estimation with statistical properties derived.
result Asymptotic normal distributions of estimators for low-rank matrix and coefficient matrix.

The SLOPE estimates regression coefficients by minimizing a regularized residual sum of squares using a sorted-1\ell_1-norm penalty. The SLOPE combines testing and estimation in regression problems. It exhibits suitable variable selection and prediction properties, as well as minimax optimality. This paper introduces …

2016-08-31abs ↗pdf ↗

The fused lasso penalizes a loss function by the L1L_1 norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on a normal-exponential-gamma (NEG) prior distribution. The NEG prior is assumed in…

2016-02-16abs ↗pdf ↗

Quantum channels' contraction under privacy constraints studied.

problem Understanding the privacy constraints on quantum channel contractions.
method Established upper bounds on contraction coefficients for specific divergences under QLDP constraints.
result Upper bounds and full characterization of contraction coefficients for specific quantum distances.

We consider the moduli space MN of flat unitary connections on an open Kaehler manifold U (complement of a divisor with normal crossings) with restrictions on their monodromy transformations. Using intersection and L2 cohomologies with degenerating coefficients we construct a natural symplectic form F on MN. When U is …

1997-03-09abs ↗pdf ↗

Neural GARCH models financial time series with time-varying coefficients.

problem Modeling conditional heteroskedasticity in financial time series.
method Neural network adaptation of GARCH and BEKK models with time-varying coefficients parameterized by a recurrent neural network.
result Neural Students t model consistently outperforms other models on financial time series.

Let XX be a non-singular compact Kähler manifold, endowed with an effective divisor D=(1βk)YkD= \sum (1-β_k) Y_k having simple normal crossing support, and satisfying βk(0,1)β_k \in (0,1). The natural objects one has to consider in order to explore the differential-geometric properties of the pair (X,D)(X, D) are the so-called metri…

2013-07-24abs ↗pdf ↗

New method calibrates asynchronous, error-prone covariates for longitudinal data.

problem Estimation biases and slow convergence in analyzing time-varying covariates with measurement error.
method Functional calibration approach based on functional principal component analysis.
result Asymptotically unbiased and consistent estimators for time-invariant coefficients; optimal convergence rate for time-varying coefficients.

In the classification theorems of Vinberg and Yakimova for commutative nilmanifolds, the relevant nilpotent groups have a very surprising analytic property. The manifolds are of the form G/K=NK/KG/K = N \rtimes K/K where, in all but three cases, the nilpotent group NN has irreducible unitary representations whose coefficien…

2014-07-01abs ↗pdf ↗

Scaled sparse linear regression jointly estimates the regression coefficients and noise level in a linear model. It chooses an equilibrium with a sparse regression method by iteratively estimating the noise level via the mean residual square and scaling the penalty in proportion to the estimated noise level. The iterat…

2011-04-24abs ↗pdf ↗