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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.

168,695 papers · 148 categories

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48 results for continuous context

EDRBO optimizes Bayesian optimization with continuous contexts using ensemble models and robust methods.

problem Bayesian optimization with unknown and continuous contextual distributions leads to suboptimal results.
method EDRBO uses ensemble surrogate models and Wasserstein ball ambiguity sets to handle uncertainty and maintain computational tractability.
result EDRBO achieves sublinear cumulative regret guarantees of order O(γTT)\mathcal{O}(γ_T \sqrt{T}).

HiPPO-Prophecy models can learn dynamical systems without fine-tuning.

problem Learning dynamical systems in context without fine-tuning parameters.
method Introduced a novel weight construction for SSMs that approximates derivatives of input signals.
result Discrete SSMs can predict the next state of any dynamical system after observing previous states.

This paper improves continuous adversarial training for LLMs using in-context learning theory.

problem Efficiently defending large language models (LLMs) against jailbreak attacks.
method The paper presents a theoretical analysis of continuous adversarial training (CAT) for LLMs based on in-context learning (ICL) theory, proving a robust generalization bound and proposing an improved regularization term.
result The robust generalization bound explains why CAT can defend against jailbreak prompts and shows that LLM robustness is related to embedding matrix singular values.

We solve the differentiability problem for the evolution map in Milnor's infinite dimensional setting. We first show that the evolution map of each CkC^k-semiregular Lie group GG (for kN{lip,}k\in \mathbb{N}\sqcup\{\mathrm{lip},\infty\}) admits a particular kind of sequentially continuity - called Mackey k-continuity. We …

2018-12-20abs ↗pdf ↗

Transformers can predict new tokens based on any number of context tokens, approximating continuous mappings with fixed resources.

problem Handling an arbitrarily large number of context tokens in transformers.
method Mathematical analysis of transformer's expressivity using Wasserstein distance and continuous mappings.
result Deep transformers are universal and can approximate continuous in-context mappings to arbitrary precision, uniformly over compact token domains.

We study a formalization of the grammar induction problem that models sentences as being generated by a compound probabilistic context-free grammar. In contrast to traditional formulations which learn a single stochastic grammar, our grammar's rule probabilities are modulated by a per-sentence continuous latent variabl…

2019-06-24abs ↗pdf ↗

MLPs can approximate any function in context, challenging the importance of in-context universality.

problem Understanding why transformers are more effective than classical models.
method Proved MLPs with trainable activation functions are universal in context.
result Transformer success is likely due to factors other than in-context universality.

We study the stability of several no-arbitrage conditions with respect to absolutely continuous, but not necessarily equivalent, changes of measure. We first consider models based on continuous semimartingales and show that no-arbitrage conditions weaker than NA and NFLVR are always stable. Then, in the context of gene…

2013-12-16abs ↗pdf ↗

Proposes DeepSDRF for continuous treatment recommendation from clinical survival data.

problem Continuous treatment recommendation in medical settings with survival data.
method Deep Survival Dose Response Function (DeepSDRF) for learning conditional average dose response (CADR) function.
result Similar performance of recommender algorithms based on random search and reinforcement learning.

Continuous-time event sequences represent discrete events occurring in continuous time. Such sequences arise frequently in real-life. Usually we expect the sequences to follow some regular pattern over time. However, sometimes these patterns may be interrupted by unexpected absence or occurrences of events. Identificat…

2019-12-19abs ↗pdf ↗

The Lebesgue property (order-continuity) of a monotone convex function on a solid vector space of measurable functions is characterized in terms of (1) the weak inf-compactness of the conjugate function on the order-continuous dual space, (2) the attainment of the supremum in the dual representation by order-continuous…

2013-05-10abs ↗pdf ↗

Method discovers local independence in systems with continuous variables.

problem Applying Context-Specific Independence (CSI) to continuous variables is impractical.
method Neural contextual decomposition (NCD) learns partition of joint outcome space.
result NCD successfully discovers local independence in synthetic and real-world systems.

A new method for CT-DCEGs simplifies inference for asymmetric processes.

problem Inference in asymmetric state space problems with continuous time evolution.
method An extension of CEG propagation for CT-DCEGs, employing junction tree inference.
result CT-DCEGs are preferred over DBNs and continuous time BNs for asymmetric processes.

Continuous time stochastic processes are useful models especially for financial and insurance purposes. The numerical simulation of such models is dependant of the time discrete discretization, of the parametric estimation and of the choice of a random number generator. The aim of this paper is to provide the tools for…

2010-01-12abs ↗pdf ↗

Paper explores using LLMs for zero-shot reinforcement learning in continuous spaces.

problem Leveraging LLMs for continuous state spaces in reinforcement learning.
method Disentangled In-Context Learning (DICL) to handle multivariate data and control signal.
result DICL produces well-calibrated uncertainty estimates in reinforcement learning settings.

Researchers prove an equivariant index theorem on Euclidean space.

problem Calculating the equivariant index of the Bott-Dirac operator on R2n\mathbb{R}^{2n}.
method Continuous field of CC^*-algebras and equivariant index theorem.
result Explicit calculation of the equivariant index of the Bott-Dirac operator on R2n\mathbb{R}^{2n}.

Transformers preserve support and can approximate any continuous map.

problem Understanding the mathematical properties of transformers.
method Characterizing maps between measures that can be represented as transformers and proving their properties.
result Transformers preserve support and have uniformly continuous Fréchet derivatives.

ContextFlow++ improves generative models by conditioning on mixed-variable contexts.

problem Lack of effective methods for context conditioning in flow-based generative models.
method Proposes ContextFlow++ with additive conditioning and mixed-variable architecture.
result ContextFlow++ achieves higher performance metrics and faster training.

Characterizes billiard and quasigeodesic flows in polyhedral convex bodies.

problem Characterizing billiard and quasigeodesic flows in polyhedral convex bodies.
method Alexandrov geometry methods.
result Optimal regularity result for convex bodies: billiard dynamics is continuous if boundary is of class C2,1\mathcal{C}^{2,1}.

A new approach to continuous-time universal portfolios using pathwise Itô calculus.

problem Continuous-time version of Cover's universal portfolio strategies.
method Pathwise Itô calculus approach to establish existence and properties of universal portfolio strategies.
result The universal portfolio strategy's portfolio value process is the average of all values of constant rebalanced strategies.

We consider models of the population or opinion dynamics which result in the non-linear stochastic differential equations (SDEs) exhibiting the spurious long-range memory. In this context, the correspondence between the description of the birth-death processes as the continuous-time Markov chains and the continuous SDE…

2019-04-30abs ↗pdf ↗

A fundamental challenge in artificial intelligence is to build an agent that generalizes and adapts to unseen environments. A common strategy is to build a decoder that takes the context of the unseen new environment as input and generates a policy accordingly. The current paper studies how to build a decoder for the f…

2019-10-30abs ↗pdf ↗

We show that an infinite dimensional Lie group in Milnor's sense has the strong Trotter property if it is locally μμ-convex. This is a continuity condition imposed on the Lie group multiplication that generalizes the triangle inequality for locally convex vector spaces, and is equivalent to C0C^0-continuity of the evo…

2018-02-24abs ↗pdf ↗

We examine the impact of learning Lipschitz continuous models in the context of model-based reinforcement learning. We provide a novel bound on multi-step prediction error of Lipschitz models where we quantify the error using the Wasserstein metric. We go on to prove an error bound for the value-function estimate arisi…

2018-04-19abs ↗pdf ↗

With a simple architecture and the ability to learn meaningful word embeddings efficiently from texts containing billions of words, word2vec remains one of the most popular neural language models used today. However, as only a single embedding is learned for every word in the vocabulary, the model fails to optimally re…

2017-06-08abs ↗pdf ↗

Paper tackles continual learning with single-index models, proving regret bounds.

problem Continual learning with single-index models across multiple tasks.
method Proposes a randomized strategy to learn a common single-index and task-specific link functions.
result Proves regret bounds for the proposed strategy under various loss function assumptions.

DG improves policy gradients by weighting actions with a sigmoid of advantage and surprisal.

problem Pathologies in standard policy gradients, leading to poor updates and over-allocation of gradient budget.
method Introduces Delightful Policy Gradient (DG) that gates each term with a sigmoid of advantage and surprisal.
result DG provably improves directional accuracy in a single context and shifts the expected gradient closer to the oracle across multiple contexts.

New framework discovers non-affine continuous symmetries in neural networks.

problem Lack of efficient methods for detecting non-affine continuous symmetries in neural networks.
method Computational framework for discovering infinitesimal generators of multi-parameter group actions.
result Framework can discover non-affine continuous symmetries in neural networks.

In contextual continuum-armed bandits, the contexts xx and the arms yy are both continuous and drawn from high-dimensional spaces. The payoff function to learn f(x,y)f(x,y) does not have a particular parametric form. The literature has shown that for Lipschitz-continuous functions, the optimal regret is $\tilde{O}(T^{\fr…

2019-07-15abs ↗pdf ↗