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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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211422632843 · Jun 202019922001200920172026
48 results for counter-monotonic improvement

Study on pairwise counter-monotonicity, a type of negative dependence.

problem Understanding and quantifying extremal negative dependence structures.
method Established stochastic representation and invariance property; showed implications and connections.
result Pairwise counter-monotonicity implies negative association and joint mix dependence.

This paper shows how to calculate risk measures for sums of two counter-monotonic risks.

problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.

The paper studies risk-sharing allocations for risk-seeking agents using a common distortion risk measure.

problem Characterizing Pareto-optimal risk-sharing allocations for risk-seeking agents.
method Modeling preferences with a common distortion risk measure and analyzing three settings: risk-averse, risk-seeking, and inverse S-shaped distortion.
result Pareto-optimal allocations for risk-seeking agents are counter-monotonic, not comonotonic.

Examines optimal risk sharing with realistic risk attitudes, finding risk seeking in certain subdomains.

problem Optimal risk sharing with empirically realistic risk attitudes.
method Allows for risk-seeking agents, generalizes expected utility, and uses counter-monotonic improvement theorem.
result First empirical results on optimal risk sharing with realistic risk attitudes.

Optimal risk sharing found for heterogeneous risk attitudes using distortion risk measures.

problem Risk sharing in economies with diverse risk attitudes.
method Modeling preferences with distortion risk measures, using comonotonic and counter-monotonic principles.
result Optimal risk sharing strategies identified based on risk attitudes, reducing the nn-agent problem to a two-agent formulation.

Study risk sharing among agents with varying risk preferences.

problem Risk sharing among agents with heterogeneous risk measures.
method Derive explicit solutions for inf-convolution and counter-monotonic inf-convolution under varying risk seeking.
result Explicit solutions for inf-convolution and counter-monotonic inf-convolution can be represented by a generalization of distortion risk measures.

The paper addresses risk sharing and variability measures among agents with general risk preferences.

problem Risk sharing and variability measures among agents with general risk preferences.
method Characterizes Pareto-optimal allocations using Gini deviation, mean-median deviation, and inter-quantile difference as variability measures.
result Optimal allocations are not comonotonic and feature a mixture of pairwise counter-monotonic structures.

Improves algorithmic recourse to guide towards both acceptance and improvement.

problem Algorithmic recourse recommendations may not lead to improvement.
method Improvement-Focused Causal Recourse (ICR) requires recommendations to guide towards improvement and leverages causal knowledge to design accurate decision systems.
result ICR guides towards both acceptance and improvement given correct causal knowledge.

This study evaluates price improvements in order flow auctions on Ethereum.

problem Improving trading outcomes in blockchain-based trading platforms.
method Utilized open-source tools to attribute price improvements to specific system inputs.
result Auction-enhanced interfaces can provide statistically significant improvements in trading outcomes, averaging 4-5 basis points.

If (M,g)(M,g) is a compact Riemannian manifold of dimension n2n\ge 2 we give necessary and sufficient conditions for improved Lp(M)L^p(M)-norms of eigenfunctions for all 2<ppc=2(n+1)n12<p\ne p_c=\tfrac{2(n+1)}{n-1}, the critical exponent. Since improved Lpc(M)L^{p_c}(M) bounds imply improvement all other exponents, these conditions are nece…

2016-10-21abs ↗pdf ↗

Study improves online learning with adaptable agents in various settings.

problem Learning with improving agents in online settings.
method Extensive analysis of combinatorial dimensions, multiclass setup, bandit feedback, and agent cost.
result Characterization and analysis of online learnability in the model.

We prove new improved endpoint, LpcL^{p_c}, pc=2(n+1)n1p_c=\tfrac{2(n+1)}{n-1}, estimates (the "kink point") for eigenfunctions on manifolds of nonpositive curvature. We do this by using energy and dispersive estimates for the wave equation as well as new improved LpL^p, 2<p<pc2<p< p_c, bounds of Blair and the author \cite{BSTop}, \…

2015-12-11abs ↗pdf ↗

Improves policies with high certainty, even in small samples.

problem Ensuring new policies are better than the baseline with high probability.
method Leverages powerful safety tests and multiple testing for threshold policies.
result Controls the rate of adopting a worse policy to pre-specified error level.

Unified framework for policy improvement in RL with benefits in data efficiency and computation.

problem Improving data efficiency and computation in reinforcement learning for continuous control.
method Local, regularized policy improvement with tree search for continuous action spaces.
result Improves data efficiency and reduces wall-clock time in high-dimensional domains.

This paper improves image retrieval accuracy through novel relevance feedback methods.

problem Improving image retrieval accuracy in Content-Based Image Retrieval (CBIR).
method Novel addition to feature re-weighting and classification techniques, focusing on 0-th iteration improvement.
result Significantly improved retrieval accuracy from relevance feedback.

New insights into Bartnik mass from improvability of dominant energy scalar.

problem Characterizing Bartnik mass minimizing initial data sets.
method Introducing improvability concept, proving non-improvability consequences, and analyzing pp-wave counterexamples.
result Bartnik mass minimizing initial data sets are characterized, advancing conjectures.

This paper proposes a new approach to RL by focusing on the value-improvement path.

problem Value prediction problems in RL are sequence-dependent and require holistic approach.
method Characterize and approximate the value-improvement path holistically.
result A representation that spans the value-improvement path provides accurate value approximations for future policy improvements.

Improves online learning with expert demonstrations, quality matters.

problem Improving online learning through offline demonstration data.
method Thompson sampling applied to a multi-armed bandit model, informed by expert demonstrations and Bayes' rule.
result Substantial empirical regret reduction with expert demonstrations, improving online performance.

There is growing evidence that converting targets to soft targets in supervised learning can provide considerable gains in performance. Much of this work has considered classification, converting hard zero-one values to soft labels---such as by adding label noise, incorporating label ambiguity or using distillation. In…

2018-06-12abs ↗pdf ↗

The paper develops a theory for iterative self-improvement of models, proving conditions for better performance with easy-to-hard curricula.

problem Lack of theoretical foundation for iterative self-improvement in practical settings.
method Modeling self-improvement as maximum-likelihood fine-tuning on reward-filtered distributions and proving finite-sample guarantees.
result Explicit feedback loop and conditions for better performance with easy-to-hard curricula.

A simple modification improves GAN performance by discarding bad samples.

problem Improving GAN performance with minimal computational cost.
method Top-k update procedure: zero out gradient contributions from least realistic elements.
result Significant improvement in FID score for conditional generation on CIFAR-10.

This paper calculates the exact probability distribution of hypervolume improvement for bi-objective problems.

problem Calculating the exact probability distribution of hypervolume improvement in bi-objective problems.
method Cell partition-based method to derive the probability distribution of hypervolume improvement from a bi-variate Gaussian random variable.
result The proposed ε\varepsilon-PoHVI acquisition function outperforms other related functions in Bayesian optimization.

Deep Convolutional Neural Networks (CNNs) are more powerful than Deep Neural Networks (DNN), as they are able to better reduce spectral variation in the input signal. This has also been confirmed experimentally, with CNNs showing improvements in word error rate (WER) between 4-12% relative compared to DNNs across a var…

2013-09-05abs ↗pdf ↗

This paper improves prediction rule ensembles using model-based data generation.

problem Improving the sparsity and predictive accuracy of prediction rule ensembles.
method The authors use surrogate models to train Lasso regression with data generated by a boosted decision tree ensemble, improving PRE performance.
result The use of surrogacy models can substantially improve the sparsity of PRE while retaining predictive accuracy.

QFIL improves offline RL by filtering data to reduce bias and variance.

problem Improving offline reinforcement learning policies with limited data.
method QFIL uses a filtered dataset to improve policies, trading off bias and variance through quantile selection.
result QFIL provides a safe policy improvement step with function approximation and effectively balances bias and variance.

Pruning improves model generalization in over-parameterized models, contradicting traditional theories.

problem Pruning's effect on generalization in over-parameterized models.
method Empirical study on standard pruning algorithms and additional regularization effects.
result Pruning leads to better training and regularization, improving generalization.

Improved YOLOv5 model detects mask-wearing with enhanced accuracy.

problem Detecting mask-wearing in high traffic public places.
method Improved YOLOv5l with Multi-Head Attentional Self-Convolution, Swin Transformer Block, I-CBAM module, and enhanced feature fusion.
result 1.1% improvement in mAP(0.5) and 1.3% improvement in mAP(0.5:0.95) compared to YOLOv5l.

Paper derives a simplified formula for Expected Improvement using log-transformed data.

problem Challenges in enhancing Bayesian optimization with Expected Improvement.
method Derives a closed form of Expected Improvement for Gaussian process trained on log-transformed objective.
result Provides a simplified formula for Expected Improvement.

ViCE uses superpixels to enhance self-supervised learning for better dense visual embeddings.

problem Lack of high-resolution feature maps from self-supervised models.
method Superpixels for dense representation learning, contrasting over regions.
result Improves unsupervised semantic segmentation on benchmarks like Cityscapes and COCO.