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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.

168,742 papers · 148 categories

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102203305406 · Jun 202019922001200920172026
48 results for coherence requirements

This note is mostly an exposition of an unpublished result of Deligne, which introduces an analogue of perverse tt-structure on the derived category of coherent sheaves on a Noetherian scheme with a dualizing complex. Construction extends to the category of coherent sheaves equivariant under an action of an algebraic …

2000-05-16abs ↗pdf ↗

Recently, neural approaches to coherence modeling have achieved state-of-the-art results in several evaluation tasks. However, we show that most of these models often fail on harder tasks with more realistic application scenarios. In particular, the existing models underperform on tasks that require the model to be sen…

2019-09-01abs ↗pdf ↗

Machine learning predicts quantum advantage in noisy quantum walks.

problem Finding optimal graph types and coherence requirements for quantum advantage.
method Convolutional neural network trained on simulated examples of quantum walks on cycle graphs.
result Machine learning can predict quantum advantage for a wide range of decoherence parameters.

Generates coherent storybooks from plain text using diffusion models.

problem Ensuring coherency in a sequence of images for storytelling applications.
method Combines pre-trained LLM and text-guided Latent Diffusion Model for zero-shot generation.
result Outperforms state-of-the-art image editing baselines in generating coherent storybooks.

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

The paper analyzes risk measures and optimal reserve allocation strategies.

problem Risk measures and optimal reserve allocation across multiple lines of business.
method Formalizes expected maximum deficit, introduces implicitly bounded risk measures, and proposes capital allocation approaches.
result Theoretical results on static and dynamic coherence, convexity, and exact optimizations of aggregate minimum reserves.

New coherence parameter for GNNs with Fourier measurements improves signal recovery.

problem Characterizing generative compressed sensing with Fourier measurements.
method Subspace counting arguments and high-dimensional probability theory.
result First known restricted isometry guarantee for generative compressed sensing with subsampled isometries.

Diffusion models learn hierarchical composition rules from data.

problem How many samples do generative models need to learn hierarchical composition rules?
method Theoretical and empirical investigation of diffusion models on probabilistic context-free grammars.
result Diffusion models learn hierarchical composition rules with sample complexity scaling polynomially with context size.

We examine a condition on a simply connected 2-complex X ensuring that groups acting properly on X are coherent. This extends earlier work on 2-complexes with negative sectional curvature which covers the case that G acts freely. Our extension of these results involves a generalization of the notion of sectional curvat…

2013-07-30abs ↗pdf ↗

Proposes a new algorithm for efficient probabilistic reconciliation of forecasts.

problem Ensuring coherence in forecasts for hierarchical time series.
method Bottom-Up Importance Sampling algorithm for any type of forecast distribution.
result Significant improvement over base probabilistic forecasts in experiments.

A new neural topic model using optimal transport improves document representation and topic coherence.

problem Challenges in achieving good document representation and coherent/diverse topics in existing NTMs.
method Proposes a neural topic model via optimal transport, learning topic distribution by minimising OT distance to document word distributions.
result Significantly outperforms state-of-the-art NTMs on discovering coherent and diverse topics.

We examine the problem of dynamic reserving for risk in multiple currencies under a general coherent risk measure. The reserver requires to hedge risk in a time-consistent manner by trading in baskets of currencies. We show that reserving portfolios in multiple currencies V\mathbf{V} are time-consistent when (and only…

2017-12-04abs ↗pdf ↗

Risk-averse model uncertainty framework for safe reinforcement learning.

problem Safe decision making in uncertain environments.
method Risk-averse perspective towards model uncertainty using coherent distortion risk measures; equivalent to distributionally robust safe reinforcement learning problems; efficient, model-free implementation.
result Demonstrates robust performance and safety across perturbed test environments.

Coherent Multiplex analyzes real-time wavelet coherence among multiple signals.

problem Identifying and visualizing coherence among multiple time series.
method Fast spectral similarity based on cosine similarity metrics of Fourier-transformed signals and sparse time-frequency wavelet coherence.
result Scalable real-time system for low-latency inference and monitoring of inter-signal relationships.

Meta-analysis improves personalized treatment rules across multiple sites.

problem Lack of generalizability in learning individualized treatment rules across different medical sites.
method Developed a method for individual-level meta-analysis of ITRs, borrowing sign-coherency information between sites.
result Jointly learned site-specific ITRs with improved generalizability.

The transition amplitudes between coherent states on a coherent state manifold are expressed in terms of the embedding of the coherent state manifold into a projective Hilbert space. Consequences for the dimension of projective Hilbert space and a simple geometric interpretation of Calabi's diastasis follows.

1997-07-31abs ↗pdf ↗

ConvNP improves SP prediction with translation equivariance and coherent samples.

problem Predicting stationary stochastic processes with coherent samples.
method Convolutional Neural Processes (ConvNP) with a new maximum-likelihood objective.
result ConvNP outperforms standard NPs and demonstrates strong generalization on various tasks.

A machine learning framework predicts self-induced stochastic resonance in neurons.

problem Predicting coherent oscillations in slow-fast excitable systems driven by noise.
method Physics-informed machine learning with a Noise-Augmented State Predictor architecture and Kramers' escape theory constraints.
result Trained PINN accurately predicts spike-train coherence on noise intensity, excitability, and timescale separation.

Sparse coding in learned dictionaries has been established as a successful approach for signal denoising, source separation and solving inverse problems in general. A dictionary learning method adapts an initial dictionary to a particular signal class by iteratively computing an approximate factorization of a training …

2012-05-28abs ↗pdf ↗

Develops equivariant Chern characters for coherent sheaves with group actions.

problem Computing Chern characters for coherent sheaves on manifolds with group actions.
method Introduces equivariant Chern characters and proves Riemann-Roch-Grothendieck theorem in Bott-Chern cohomology.
result Establishes a Riemann-Roch-Grothendieck theorem for coherent sheaves with finite group actions.

New metric mm-coherence measures gradient alignment during training, revealing surprising memorization patterns.

problem Measuring and understanding the alignment of per-example gradients during training.
method Introducing mm-coherence as a metric to study gradient alignment, showing its advantages over existing metrics.
result Training with random labels leads to high mm-coherence, indicating common patterns even when generalization is not possible.

Low-rank matrix approximations are often used to help scale standard machine learning algorithms to large-scale problems. Recently, matrix coherence has been used to characterize the ability to extract global information from a subset of matrix entries in the context of these low-rank approximations and other sampling-…

2010-09-04abs ↗pdf ↗

A cumbersome hypothesis for Viro patchworking of real algebraic curves is the convexity of the given subdivision. It is an open question in general to know whether the convexity is necessary. In the case of trigonal curves we interpret Viro method in terms of dessins d'enfants. Gluing the dessins d'enfants in a coheren…

2006-02-09abs ↗pdf ↗

Deep generative model for healthcare data identifies coherent substructures and mutational clusters.

problem Analytical challenges in healthcare data, including sparsity, missingness, and small sample sizes.
method Proposes a deep generative Bayesian model with collapsed Gibbs sampling for multinomial count data.
result Identifies coherent substructures and biologically meaningful mutational clusters in cancer data.

We propose a pricing technique based on coherent risk measures, which enables one to get finer price intervals than in the No Good Deals pricing. The main idea consists in splitting a liability into several parts and selling these parts to different agents. The technique is closely connected with the convolution of coh…

2006-05-02abs ↗pdf ↗