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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.

168,657 papers · 148 categories

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3236479701,293 · Jun 202019922001200920172026
48 results for continuity method

Paper analyzes convergence of continual learning with adaptive methods.

problem Preventing catastrophic forgetting in sequential learning tasks.
method Adaptive method for nonconvex continual learning (NCCL) adjusts step sizes of previous and current tasks.
result Proposed adaptive method achieves same convergence rate as SGD when catastrophic forgetting is suppressed.

Study on curvature blow-up and convergence of continuity method on Hirzebruch surface.

problem Curvature blow-up and convergence of continuity method on Hirzebruch surface.
method Continuity method applied to generalised Hirzebruch surface, focusing on Gromov-Hausdorff convergence and scalar curvature estimates.
result A general solution to the continuity method either exists or all times, or the scalar curvature blows up.

Develops DPG methods for continuous-time RL with deterministic policies.

problem High variance and slow convergence in stochastic policy RL methods.
method Derives continuous-time policy gradient formula and proposes CT-DDPG algorithm.
result CT-DDPG achieves superior stability and faster convergence in continuous-time RL.

Paper proves method for calculating NML code length works for continuous models.

problem Uncertainty in calculating NML code length for continuous models.
method Introduced a novel decomposition approach based on the coarea formula to prove correctness for continuous cases.
result Method accurately calculates NML code length for continuous models.

We study finite-time collapsing limits of the continuity method. When the continuity method starting from a rational initial Kähler metric on a projective manifold encounters a finite-time volume collapsing, this projective manifold admits a Fano fibration over a lower dimensional base. In this case, we prove the conti…

2016-12-05abs ↗pdf ↗

Study develops method for estimating causal effects in continuous variables.

problem Lack of methods for estimating causal effects in continuous variables.
method Develops a method independent of data generating models for continuous variable interventions.
result Preserves identifiability of data and applies to any generating models.

New method tackles anomaly detection in video surveillance using continual learning.

problem Challenges in continual learning for high-dimensional applications like video surveillance.
method Transfer learning and continual learning for online anomaly detection.
result Significantly reduces training complexity and continual learning from recent data.

Develops deep jump learning for continuous treatment OPE.

problem Estimating mean outcomes under new treatment rules using historical data from different rules.
method Adaptive deep discretization of continuous treatment space using deep learning and multi-scale change point detection.
result Validated method through theoretical results, simulations, and real application to Warfarin Dosing.

CPR adds entropy maximization to improve continual learning methods.

problem Catastrophic forgetting in continual learning.
method Classifier-Projection Regularization (CPR) adds an entropy maximization term to existing regularization methods.
result CPR improves accuracy and plasticity in continual learning methods.

Application of discrete-time survival methods for continuous-time survival prediction is considered. For this purpose, a scheme for discretization of continuous-time data is proposed by considering the quantiles of the estimated event-time distribution, and, for smaller data sets, it is found to be preferable over the …

2019-10-15abs ↗pdf ↗

Study on continuity of solutions for complex Monge-Ampère equations with movable singularities.

problem Continuity of solutions with prescribed singularities for complex Monge-Ampère equations.
method Strong continuity methods with movable singularities, including Kähler-Einstein metrics.
result Sufficient conditions for strong continuity of solutions and openness results for Fano type equations.

In this paper we study a special case of the completion of cusp Kähler-Einstein metric on the regular part of varieties by taking the continuity method proposed by La Nave and Tian. The differential geometric and algebro-geometric properties of the noncollapsing limit in the continuity method with cusp singularities wi…

2017-05-12abs ↗pdf ↗

Paper proposes SDRL to improve continual learning with less computational cost.

problem Catastrophic forgetting in continual learning.
method SDRL method that refines gradients from memorized samples to reduce gradient diversity.
result SDRL shows better performance than state-of-the-art methods on multiple benchmark tasks.

Fluid approximations have seen great success in approximating the macro-scale behaviour of Markov systems with a large number of discrete states. However, these methods rely on the continuous-time Markov chain (CTMC) having a particular population structure which suggests a natural continuous state-space endowed with a…

2019-01-31abs ↗pdf ↗

In order to mimic the human ability of continual acquisition and transfer of knowledge across various tasks, a learning system needs the capability for continual learning, effectively utilizing the previously acquired skills. As such, the key challenge is to transfer and generalize the knowledge learned from one task t…

2019-08-01abs ↗pdf ↗

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

Efficient method for learning continuous exponential families beyond Gaussian.

problem Learning continuous exponential families with unbounded support.
method Interaction Screening approach for scalable learning of continuous graphical models.
result Our estimator maintains similar accuracy and sample complexity scalings compared to alternative approaches, while improving run-time.

We propose a novel continual learning method called Residual Continual Learning (ResCL). Our method can prevent the catastrophic forgetting phenomenon in sequential learning of multiple tasks, without any source task information except the original network. ResCL reparameterizes network parameters by linearly combining…

2020-02-17abs ↗pdf ↗

New method uses dynamic programming for meta continual learning.

problem Challenges of generalization and catastrophic forgetting in sequential learning.
method Developed a theoretical framework using dynamic programming for meta continual learning.
result Theoretical and practical method achieves better accuracy than existing methods.

Paper proposes a new method to select memory data for online class-incremental learning.

problem Selecting which buffered images to replay for online class-incremental learning.
method Adversarial Shapley value scoring method to preserve latent decision boundaries.
result Proposed ASER method provides competitive or improved performance compared to state-of-the-art methods.

AGS-CL selectively updates penalties based on node importance for continual learning.

problem Catastrophic forgetting in continual learning.
method Adaptive Group Sparsity (AGS) with proximal gradient descent.
result Significantly outperforms baselines on various continual learning benchmarks.

Hybrid RL method optimizes trading by balancing continuous and discrete actions.

problem Optimal execution in algorithmic trading with continuous-discrete action space.
method Combines continuous and discrete RL agents for better trading decisions.
result Significantly outperforms existing methods in trading efficiency and stability.

A new method for Gaussian Processes handles mixed continuous and categorical inputs.

problem Modeling cross-correlations between continuous and categorical data.
method Low-Rank Correlation (LRC) method for Gaussian Processes with flexible rank approximation.
result LRC outperforms existing methods in estimating cross-correlations and predicting response surfaces.

We propose a novel score-based approach to learning a directed acyclic graph (DAG) from observational data. We adapt a recently proposed continuous constrained optimization formulation to allow for nonlinear relationships between variables using neural networks. This extension allows to model complex interactions while…

2019-06-05abs ↗pdf ↗

Efficient deep policy gradient method for continuous-time control problems.

problem Optimal control in continuous time with fine time discretization.
method Multi-scale deep policy gradient method with varying time discretization.
result Targeted efficiency in computational resources achieved through multi-scale approach.

This paper develops variational continual learning (VCL), a simple but general framework for continual learning that fuses online variational inference (VI) and recent advances in Monte Carlo VI for neural networks. The framework can successfully train both deep discriminative models and deep generative models in compl…

2017-10-29abs ↗pdf ↗

Paper proposes copula-based models for analyzing multivariate zero-inflated continuous data.

problem Challenges in analyzing multivariate zero-inflated continuous data with mixed discreteness and continuity.
method Proposes two copula-based density estimation models and rectified Gaussian copula.
result Demonstrates superior performance compared to conventional methods.