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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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4897145193 · Jun 202019922001200920172026
48 results for composite potentials

Paper proposes iLPA for solving DC composite optimization problems, with applications to matrix completion with outliers.

problem Solving nonconvex and nonsmooth DC composite optimization problems.
method Inexact linearized proximal algorithm (iLPA) for DC composite optimization problems.
result The iLPA achieves local R-linear convergence rate under the Kurdyka-Łöjasiewicz property.

Develops methods for causal inference in compositional data using instrumental variables.

problem Interpreting summary statistics like diversity indices as causal effects in compositional data.
method Statistical data transformations and regression techniques tailored for compositional data.
result Advantages and limitations of the proposed methods demonstrated on synthetic and real microbiome data.

The paper explores local-correlation models for pricing complex financial contracts.

problem Calibrating synthetic quanto forward contracts and composite options.
method Design on-line calibration procedures for local and stochastic volatility models.
result Calibration performance of local-correlation models compared to simpler approximations.

DGPs collapse to near-deterministic transformations, limiting their compositional structure discovery.

problem Limitations of variational inference in DGPs lead to suboptimal posterior approximations.
method Examine alternative variational inference schemes allowing for dependencies across different layers.
result Alternative variational inference schemes can better capture the compositional structure in DGPs.

Proposes a new model for clustering multiplex networks with compositional data.

problem Clustering multiplex networks with multiple types of relations and compositional data.
method Multiplex Dirichlet stochastic block model for compositional networks.
result Validated through simulation and applied to international export data.

This paper explores optimising acquisition functions in Bayesian optimisation.

problem Optimising acquisition functions in Bayesian optimisation is challenging due to their non-convex nature.
method The authors derive compositional forms for acquisition functions and use them to recast maximisation as a compositional optimisation problem.
result The compositional approach to maximising acquisition functions shows empirical advantages across various tasks.

Generative Adversarial Networks (GANs) can produce images of remarkable complexity and realism but are generally structured to sample from a single latent source ignoring the explicit spatial interaction between multiple entities that could be present in a scene. Capturing such complex interactions between different ob…

2018-07-19abs ↗pdf ↗

This paper addresses measurement errors in high-dimensional compositional data using a log-contrast model calibration approach.

problem Measurement errors in high-dimensional regression models involving compositional covariates.
method Calibration approach for the linear log-contrast model under lenient sparsity conditions.
result Established asymptotic normality of the estimator for inference.

Paper introduces a new index to measure financial and workplace resilience of firms.

problem Corporate resilience and its types in turbulent markets.
method Quantitative analysis of earnings expectations and implied discount rates.
result Evidence of workplace resilience amplification by financial status in the COVID-19 era.

The maximum number of maximum cliques in a graph is determined for graphs with at least 15 vertices.

problem Determining the maximum number of maximum cliques in a graph with n vertices.
method Defining prime and composite graphs, analyzing edge bounds, and using combinatorial arguments.
result For graphs with at least 15 vertices, the graph with the maximum number of maximum cliques is composite.

The paper explores using historical data to improve clinical trial analysis by optimizing covariate weights.

problem Limited covariates in small clinical trials reduce the effectiveness of analysis.
method Leverage historical data to pre-specify covariate weights as a composite covariate.
result A composite covariate improves the cost/benefit ratio and reduces overfitting in small clinical trials.

New method for causal inference with complex treatment compositions.

problem Estimating causal effects with compositional treatments.
method Kernel-based covariate functional balancing approach.
result Achieves n\sqrt{n}-consistency without requiring consistent estimation of weights.

New algorithm tackles nested bi-level optimization problems for robust feature learning.

problem Nested compositional bi-level optimization problems in machine learning.
method Stochastic approximation algorithms for solving nested compositional bi-level optimization problems without matrix inversions.
result Achieves an ε-stationary solution with an oracle complexity of approximately O_T(1/ε^2).

Metagenomics characterizes the taxonomic diversity of microbial communities by sequencing DNA directly from an environmental sample. One of the main challenges in metagenomics data analysis is the binning step, where each sequenced read is assigned to a taxonomic clade. Due to the large volume of metagenomics datasets,…

2015-05-26abs ↗pdf ↗

We consider evidence integration from potentially dependent observation processes under varying spatio-temporal sampling resolutions and noise levels. We develop a multi-resolution multi-task (MRGP) framework while allowing for both inter-task and intra-task multi-resolution and multi-fidelity. We develop shallow Gauss…

2019-06-19abs ↗pdf ↗

A novel optimization-based Gaussian mixture reduction method using composite transportation divergence.

problem Exponential increase in Gaussian mixture order leads to intractable inference.
method Optimization-based Gaussian mixture reduction (GMR) using composite transportation divergence (CTD).
result Unified framework for selecting optimal cost function in various applications.

Constellation learns group-level visual relationships for abstract reasoning.

problem Learning configurational properties of entire groups of objects.
method Introduces Constellation, a network that learns relational abstractions over static visual scenes.
result Offers a basis for abstract relational reasoning and sensory imagination.

Mix-n-Match improves uncertainty calibration in deep learning.

problem Post-hoc calibration of machine learning classifiers.
method Ensemble and composition strategies to improve accuracy, efficiency, and expressive power.
result Mix-n-Match strategies achieve better data-efficiency and expressive power while maintaining classification accuracy.

This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with segments of equal size, the composite dimension can be expressed as a function …

2014-07-10abs ↗pdf ↗

New geometric approach for analyzing compositional data like gut microbiomes.

problem Analyzing non-negative compositional data with relative values only.
method Reinterpret compositional data as quotient topology of a sphere, using spherical harmonics and reflection group actions.
result Construction of Reproducing Kernel Hilbert Space (RKHS) for compositional data.

Study on deep neural networks using branching processes and Mehler's formula.

problem Understanding the mathematical role of activation functions in compositional neural networks.
method Connection between compositional kernels and branching processes via Mehler's formula; new random features algorithm.
result Explicit formulas for eigenvalues of compositional kernels quantify complexity.

We establish conditions for compositional generalization in machine learning.

problem Achieving compositional generalization in machine learning models.
method We reformulate compositionality as a property of the data-generating process and derive mild conditions on the training distribution and model architecture.
result Our theoretical framework enables compositional generalization under mild conditions.

Despite a multitude of empirical studies, little consensus exists on whether neural networks are able to generalise compositionally, a controversy that, in part, stems from a lack of agreement about what it means for a neural model to be compositional. As a response to this controversy, we present a set of tests that p…

2019-08-22abs ↗pdf ↗

Discover governing equations from data without specifying terms.

problem Discovering differential equations from data without predefined terms.
method Data-driven approach using genetic programming and automatic differentiation.
result Calibrated differential equations from various solutions of a differential equation.

In classical field theory, the composite fibred manifolds Y -> Z -> X provides the adequate mathematical formulation of gauge models with broken symmetries, e.g., the gauge gravitation theory. This work is devoted to connections on composite fibred manifolds. In particular, we get the horizontal splitting of the vertic…

1994-12-17abs ↗pdf ↗

The p-index improves investment performance for NYSE stocks but not for SSE stocks.

problem Improving investment performance for stocks using the p-index.
method Comparing different p-ratio strategies and empirical efficient frontiers for SSE and NYSE stocks.
result The p-index enhances investment performance for NYSE stocks but not for SSE stocks.

Model predicts composite structures assembly quality with input uncertainty.

problem Accurate prediction of dimensional deviations and residual stress in composite structures assembly.
method Neural Network Gaussian Process considering input uncertainty.
result NNGPIU model outperforms other methods for nonsmooth, nonlinear responses.

New algorithm reduces complexity for optimizing complex machine learning tasks.

problem Optimizing complex machine learning objectives like reinforcement learning and portfolio management.
method Developed SARAH-Compositional algorithm using Stochastic Recursive Gradient Descent.
result Achieved optimal IFO complexity bounds for stochastic compositional optimization.

Improved diffusion models using energy distillation and sequential Monte Carlo.

problem Training instability and inferior performance in energy parameterized diffusion models.
method Introduced a novel training regime for energy functions through distillation of pre-trained diffusion models, and cast the sampling procedure as a Feynman Kac model.
result Demonstrated improved performance and new sampling techniques.

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

Study challenges neural models in compositional learning tasks.

problem Challenges in neural models for compositional and relational learning.
method Introduced ConceptWorld environment for generating images from compositional concepts, tested various neural architectures.
result Neural models struggle with longer compositional chains and substitutivity tests.

A2I Transformer predicts atom energies from coordinates, avoiding heavy featurization.

problem Efficiently predicting atom energies from molecular coordinates with minimal featurization.
method End-to-end model using self-attention, permutation-equivariant.
result Stable predictions with significantly smaller errors than molecular dynamics simulations.

SCL discovers compositional structures in analogical reasoning tasks.

problem Discovering compositional structures in analogical reasoning tasks like Raven's Progressive Matrices.
method Proposes Scattering Compositional Learner (SCL) that composes neural networks in sequence.
result Achieves state-of-the-art performance on RPM datasets with significant improvements.

Paper develops momentum schemes with variance reduction for non-convex composition optimization.

problem Lack of convergence guarantee and efficient momentum design in existing algorithms.
method Develops various momentum schemes with SPIDER-based variance reduction.
result Achieves near-optimal sample complexity and linear convergence rate.

Model estimates foreign exchange reserve compositions of undisclosed central banks.

problem Limited information on central bank reserve compositions hinders analysis.
method Hidden Markov Model relating portfolio valuation to exchange rates.
result China's reserve composition likely matches global average, while Singapore holds fewer US dollars.

In this paper we study n-composition series of affine manifolds. One composition series are classified using gerbe theory. It is natural to think that n-composition series must be classified using n-gerbe theory. In the last section of this, we propose a notion of abelian n-gerbe theory

2001-05-24abs ↗pdf ↗