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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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25507499 · Jun 202019922001200920172026
48 results for conformal acceleration

Paper accelerates conformal prediction by using approximate leave-one-out estimators.

problem Limited computational cost for conformal prediction.
method Incorporates approximate leave-one-out estimators to accelerate conformal prediction.
result ALO-based methods achieve comparable coverage and efficiency to exact methods but with significantly reduced runtime.

Arguably, the two most popular accelerated or momentum-based optimization methods in machine learning are Nesterov's accelerated gradient and Polyaks's heavy ball, both corresponding to different discretizations of a particular second order differential equation with friction. Such connections with continuous-time dyna…

2019-03-11abs ↗pdf ↗

The paper evaluates functions of stable Lévy processes and their extrema efficiently.

problem Efficiently evaluating functions of stable Lévy processes and their extrema.
method Integral representations, conformal acceleration technique, simplified trapezoid rule.
result Efficient numerical procedures for cumulative probability distribution functions (cpdfs) are developed.

Generative models accelerate molecular dynamics by four orders of magnitude.

problem Femtosecond time steps limit access to slow molecular processes.
method Deep generative modeling framework that accelerates sampling.
result Quantitative characterization of equilibrium ensembles and dynamical relaxation processes.

We consider first order gradient methods for effectively optimizing a composite objective in the form of a sum of smooth and, potentially, non-smooth functions. We present accelerated and adaptive gradient methods, called FLAG and FLARE, which can offer the best of both worlds. They can achieve the optimal convergence …

2016-05-26abs ↗pdf ↗

The paper solves fractional combinatorial flows for prescribed hyperbolic bordered surfaces.

problem Finding hyperbolic bordered surfaces with prescribed boundary lengths.
method Fractional combinatorial Calabi flow and generalized combinatorial Yamabe flow.
result The flows converge to a hyperbolic surface with prescribed boundary lengths.

Improved pricing of vanilla options using modified Adams method and sinh-acceleration.

problem Calibration of rough Heston model leads to incorrect implied volatility surfaces.
method Modified Adams method and sinh-acceleration for Fourier inversion.
result Corrected implied volatility surface is significantly flatter and fits data poorly.

The paper tackles entry prediction in row/column-exchangeable matrices with arbitrary missing data.

problem Prediction in matrices with arbitrary missing data.
method Proposes two practical algorithms: one for fast emulation and another for acceleration using algorithmic stability.
result Demonstrates superior performance in synthetic and real-world data sets.

Unified geometric flows improve deep learning efficiency and simplify neural network topologies.

problem Improving deep learning performance and simplifying neural network structures.
method Proposes a thermodynamically coupled Ricci flow that dynamically adapts parameter space geometry to loss landscape topology, enabling automated singularity resolution and providing entanglement entropy bounds.
result Demonstrates 2.1× convergence acceleration and 63% topological simplification while maintaining O(NlogN)\mathcal{O}(N\log N) complexity, outperforming Riemannian baselines by 15.2% in few-shot accuracy.

Study of 3D trans-Sasakian manifolds using Newman--Penrose formalism.

problem Characterizing and understanding the geometry of 3D trans-Sasakian manifolds.
method Using Newman--Penrose formalism to encode the geometry of the structure vector field.
result Derivation of curvature and Laplacian identities for trans-Sasakian manifolds and their subclasses, including rigidity results.

PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.

problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.

Continuized Nesterov acceleration accelerates stochastic gradient descent and gossip algorithms.

problem Improving the convergence rate of stochastic gradient descent and gossip algorithms.
method Introducing a continuized variant of Nesterov acceleration, which mixes variables continuously and takes gradient steps at random times.
result The continuized Nesterov acceleration achieves convergence rates similar to Nesterov's original acceleration but with random parameters.

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…

2016-03-14abs ↗pdf ↗

Develops accelerated methods for optimization using low-dimensional projected-gradient information.

problem Optimization with low-dimensional projected-gradient information and Nesterov acceleration.
method Randomized-subspace Nesterov accelerated gradient methods for smooth convex and strongly convex optimization.
result Established accelerated oracle-complexity guarantees and unified basis for comparing sketch families.

A geometric framework for metrics of maximal acceleration which is applicable to large proper accelerations is discussed, including a theory of connections associated with the geometry of maximal acceleration. In such a framework it is shown that the uniform bound on the proper maximal acceleration implies an uniform b…

2019-06-28abs ↗pdf ↗

FedAc accelerates Federated Averaging for distributed optimization.

problem Efficiently optimizing distributed machine learning models.
method Federated Accelerated Stochastic Gradient Descent (FedAc) using a potential-based perturbed iterate analysis.
result FedAc achieves faster convergence and lower communication costs than previous methods.

This research accelerates sampling methods using Nesterov's Acceleration.

problem Improving sampling efficiency in MCMC methods.
method Developed a Hessian-Free High-Resolution ODE reformulation of NAG-SC, injected noise, and discretized the diffusion process.
result Quantified acceleration beyond underdamped Langevin in W2W_2 distance for log-strongly-concave targets.

This paper studies accelerations in Q-learning algorithms. We propose an accelerated target update scheme by incorporating the historical iterates of Q functions. The idea is conceptually inspired by the momentum-based accelerated methods in the optimization theory. Conditions under which the proposed accelerated algor…

2019-05-07abs ↗pdf ↗

In this study, the concept of dual Lorentzian homotetic exponential motions in is discussed and their velocities, accelerations obtained. Also, some geometric results between velocity and acceleration vectors of a point in a spatial motion are obtained. Finally, the theorems related to acceleration and acceleration cen…

2013-11-03abs ↗pdf ↗

Variance reduction is a simple and effective technique that accelerates convex (or non-convex) stochastic optimization. Among existing variance reduction methods, SVRG and SAGA adopt unbiased gradient estimators and are the most popular variance reduction methods in recent years. Although various accelerated variants o…

2018-06-28abs ↗pdf ↗

Improved bounds for proximal gradient algorithms with computational errors.

problem Analyzing convergence of proximal gradient algorithms with inaccuracies.
method Deriving new tighter deterministic and probabilistic bounds for convex composite problems.
result Probabilistic bounds are more robust and accurate for algorithm verification and performance guarantees.

Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

problem Accelerating convex optimization
method Hamiltonian dynamics
result Hamiltonian dynamics-based algorithms achieve deterministic and accelerated convergence for convex optimization.

We study learning properties of accelerated gradient descent methods for linear least-squares in Hilbert spaces. We analyze the implicit regularization properties of Nesterov acceleration and a variant of heavy-ball in terms of corresponding learning error bounds. Our results show that acceleration can provides faster …

2019-05-30abs ↗pdf ↗

Many applications require that we learn the parameters of a model from data. EM is a method used to learn the parameters of probabilistic models for which the data for some of the variables in the models is either missing or hidden. There are instances in which this method is slow to converge. Therefore, several accele…

2013-01-23abs ↗pdf ↗

We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the number of iterations required for convergence. This is achieved by treating the assig…

2018-05-27abs ↗pdf ↗

Conditional gradients constitute a class of projection-free first-order algorithms for smooth convex optimization. As such, they are frequently used in solving smooth convex optimization problems over polytopes, for which the computational cost of orthogonal projections would be prohibitive. However, they do not enjoy …

2019-06-19abs ↗pdf ↗

HF-opt uses Hamiltonian dynamics to optimize functions, achieving accelerated rates with randomized integration time.

problem Optimizing functions efficiently and accelerating convergence rates.
method Randomized Hamiltonian flow (RHF) with accelerated convergence rates.
result RHGD achieves accelerated convergence rates similar to Nesterov's AGD.

AGNES accelerates gradient descent with noisy gradients.

problem Minimizing smooth convex and strongly convex functions with noisy gradients.
method Generalization of Nesterov's accelerated gradient descent algorithm for noisy conditions.
result AGNES achieves acceleration for noisy gradients with a constant of proportionality up to 1.

The paper speeds up and improves pricing and calibration for the rough Heston model.

problem Improving the accuracy and speed of pricing vanilla options under the rough Heston model.
method Combining modified Adams method with SINH-acceleration method for Fourier inversion.
result The model implied vol surface is much flatter and fits market data poorly, indicating ghost calibration.

Accelerated gradient method's stability deteriorates exponentially with steps.

problem Algorithmic stability of Nesterov's accelerated gradient method.
method Analysis of two notions of algorithmic stability for Nesterov's accelerated gradient method.
result Stability of Nesterov's accelerated method deteriorates exponentially with the number of gradient steps.

New method accelerates steepest descent for convex optimization.

problem Achieving acceleration for general p\ell_p smooth functions.
method Primal-dual iterate sequences with differing norms, implicitly determined interpolation parameter.
result Improves iteration complexity to O(d12p)O(d^{1-\frac{2}{p}}) for p\ell_p norm smooth problems.

We present an accelerated algorithm for hierarchical density based clustering. Our new algorithm improves upon HDBSCAN*, which itself provided a significant qualitative improvement over the popular DBSCAN algorithm. The accelerated HDBSCAN* algorithm provides comparable performance to DBSCAN, while supporting variable …

2017-05-20abs ↗pdf ↗

New algorithm accelerates optimization on Riemannian manifolds, including Wasserstein space.

problem Accelerating optimization methods in Riemannian geometry.
method Dynamic stepsize algorithms on Riemannian manifolds with specific vector transport.
result First provable accelerated gradient method in Wasserstein space.

DANCE optimizes neural network and accelerator design for faster, more efficient DNN execution.

problem Challenges in optimizing neural network and accelerator design for efficient DNN execution.
method Differentiable approach to co-exploration of accelerator and network architecture design.
result Significantly shorter time to achieve superior accuracy and hardware cost metrics.