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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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60120180240 · Jun 202019922001200920172026
48 results for critical expressivity

The paper analyzes deep neural networks' expressivity and training, revealing critical expressivity issues.

problem Critical expressivity issues in deep neural networks.
method Quantitative analysis using Hilbert space and Hermite polynomials for feature mapping and activation function design.
result Deep neural networks evolve to the edge of chaos, but expressivity depends on overcoming convergence.

We reformulate the option framework as two parallel augmented MDPs. Under this novel formulation, all policy optimization algorithms can be used off the shelf to learn intra-option policies, option termination conditions, and a master policy over options. We apply an actor-critic algorithm on each augmented MDP, yieldi…

2019-04-29abs ↗pdf ↗

QAM uses adjoint matching to optimize continuous-action RL policies efficiently.

problem Efficient optimization of expressive diffusion or flow-matching policies with respect to a Q-function.
method QAM leverages adjoint matching to bypass the numerical instability of backpropagation through multi-step denoising processes.
result QAM consistently outperforms prior approaches on hard, sparse reward tasks in offline and offline-to-online RL.

ADAC uses analogous policies to improve RL exploration without sacrificing stability.

problem Improving RL exploration without compromising stability and expressiveness.
method Disentangled actor-critic approach with analogous pairs of actors and critics.
result Empirical evaluation shows ADAC outperforms alternatives in challenging exploration tasks.

Study reveals Transformer's expressive power and mechanisms.

problem Understanding the approximation properties of Transformer for sequence modeling.
method Systematic study of Transformer's components and their combined effects, establishing approximation rates.
result Reveals roles of critical parameters in Transformer, such as number of layers and attention heads.

This work explores the relationship between expressivity and generalization in GNNs.

problem Understanding the trade-off between expressivity and generalization in GNNs.
method Introducing a novel framework that connects GNN generalization to the variance in graph structures they can capture.
result Theoretical findings align with empirical results, offering a deeper understanding of how expressivity enhances GNN generalization.

When agents interact with a complex environment, they must form and maintain beliefs about the relevant aspects of that environment. We propose a way to efficiently train expressive generative models in complex environments. We show that a predictive algorithm with an expressive generative model can form stable belief-…

2019-06-21abs ↗pdf ↗

Any compact manifold with positive scalar curvature has an associated asymptotically flat metric constructed using the Green's function of the conformal Laplacian, and the mass of this metric is an important geometric invariant. An explicit expression for the mass of the product of spheres S2×S2S^2 \times S^2, both with t…

2013-12-18abs ↗pdf ↗

Given a knot K in an Euclidean space E and a finite dimensional space V of smooth functions on K, we express the expected number of critical points of a random function in V in terms of an integral-geometric invariant of K and V. When V consists of the restrictions to K of homogeneous polynomials of degree d on E, this…

2010-06-07abs ↗pdf ↗

This paper improves convergence bounds for AC and NAC algorithms with function approximation.

problem Improving convergence bounds for actor-critic algorithms with function approximation.
method Non-asymptotic analysis of AC and NAC algorithms with compatible function approximation.
result Eliminates the term ε_critic from the error bounds while maintaining best known sample complexities.

Critical volatility triggers log-normal to power-law transitions in interconnected systems.

problem Understanding the transition from log-normal to power-law distributions in interconnected systems.
method Analyzing an infinite option-on-option chain model, deriving a critical volatility threshold.
result A critical volatility threshold of approximately 250.66% for unconditional cases, dropping to 125.3% with selective survival.

Stem uses diffusion models to infer gene expression from H&E images.

problem Inference of gene expression from H&E stained images is time-consuming and expensive.
method Conditional diffusion generative model to infer gene expression.
result Stem achieves state-of-the-art performance in spatial gene expression prediction.

Introduces a restricted Chen-Nagano variational principle for the Einstein-Hilbert functional.

problem Deriving critical metrics for the Einstein-Hilbert functional on compact Riemannian manifolds.
method Restricts the variational problem to an infinite-dimensional subspace.
result Derives a novel structural characterization of critical metrics.

The paper studies a flow equation on even-dimensional manifolds, proving convergence under critical conditions.

problem Proving convergence of the prescribed QQ-curvature flow equation in critical cases.
method Analyzes the flow equation on arbitrary even-dimensional closed Riemannian manifolds, proving convergence under specific geometric hypotheses.
result Proves convergence of the flow equation when the integral of QQ equals (n1)!Vol(Sn)(n-1)!Vol(S^n), extending previous results.

A new method synthesizes expressions from characteristics using GAN for healthcare.

problem Synthesizing expressions from given characteristics in high-dimensional space.
method Generative Adversarial Network (GAN) based selective ensemble learning.
result The proposed SE-CTES method effectively handles deterministic and stochastic patterns.

At critical coupling, the interactions of Ginzburg-Landau vortices are determined by the metric on the moduli space of static solutions. The asymptotic form of the metric for two well separated vortices is shown here to be expressible in terms of a Bessel function. A straightforward extension gives the metric for N vor…

2002-05-30abs ↗pdf ↗

Search-based methods for hard combinatorial optimization are often guided by heuristics. Tuning heuristics in various conditions and situations is often time-consuming. In this paper, we propose NeuRewriter that learns a policy to pick heuristics and rewrite the local components of the current solution to iteratively i…

2018-09-30abs ↗pdf ↗

New framework analyzes SGD dynamics in large samples and dimensions.

problem Analyzing stochastic gradient descent in large-scale settings.
method Inspired by random matrix theory, new framework for fixed stepsize and finite sum settings.
result SGD dynamics become deterministic in the large sample and dimensional limit, governed by a Volterra integral equation.

We consider a 3-dimensional smooth manifold MM equipped with an arbitrary, \textit{a priori} non-integrable, distribution (plane field) D{\cal D} and a vector field TT transverse to D{\cal D}. Using a 1-form ωω such that D=kerω{\cal D} = \ker\,ω and ω(T)=1ω(T)=1 we construct a 3-form analogous to that defining the Godbill…

2017-07-16abs ↗pdf ↗

MoEs can efficiently model complex tasks with low-dimensionality and sparsity.

problem Understanding the theoretical foundations of MoEs for complex tasks.
method Systematic study of MoEs with two structural priors: low-dimensionality and sparsity.
result MoEs can approximate functions on low-dimensional manifolds and exhibit exponential structured tasks.

Model-free expression for SSR derived in terms of characteristic function.

problem Calculating the skew-stickiness-ratio (SSR) in financial markets.
method Model-free expression using characteristic function, focusing on diffusion and affine forward variance cases.
result General formula for SSR simplifies and becomes particularly tractable in affine forward variance cases, with a limit of H+3/2H+3/2 for short-term limit.

New algorithm reduces bias in off-policy reinforcement learning.

problem Challenges in designing off-policy reinforcement learning algorithms.
method Doubly robust off-policy actor-critic (DR-Off-PAC) with a single timescale structure.
result Establishes the first overall sample complexity analysis for a single time-scale off-policy AC algorithm.

We define and examine the notion of a Killing section of a Riemannian Lie algebroid as a natural generalisation of a Killing vector field. We show that the various expression for a vector field to be Killing naturally generalise to the setting of Lie algebroids. As an application we examine the internal symmetries of a…

2015-06-25abs ↗pdf ↗

The expression for the variation of the area functional of the second fundamental form of a hypersurface in a Euclidean space involves the so-called "mean curvature of the second fundamental form". Several new characteristic properties of (hyper)spheres, in which the mean curvature of the second fundamental form occurs…

2007-09-11abs ↗pdf ↗

Quantum algorithms for CVaR portfolio optimization face trade-offs between hardware coherence and expressibility.

problem Quantum algorithmic resilience for CVaR portfolio optimization
method WS-QAOA vs. HE-VQNN
result WS-QAOA provides exact theoretical mapping but suffers from hardware decoherence, while HE-VQNN preserves hardware coherence but lacks expressibility.

NO-BEARS algorithm speeds up gene network inference from transcriptomic data.

problem Constructing accurate gene regulatory networks from transcriptomic data.
method NO-BEARS algorithm, based on NOTEARS, with new constraint and polynomial regression loss.
result Significantly reduced computational time and improved accuracy in inferring gene regulatory networks.

We consider a (2q+1)(2q+1)-dimensional smooth manifold MM equipped with a (q+1)(q+1)-dimensional, a priori non-integrable, distribution D{\cal D} and a qq-vector field T=T1Tq{\bf T}=T_1\wedge\ldots\wedge T_q, where {Ti}\{T_i\} are linearly independent vector fields transverse to~D{\cal D}. Using a qq-form ωω such that ${\cal …

2019-09-29abs ↗pdf ↗

This work addresses two main issues of the standard Kernel Entropy Component Analysis (KECA) algorithm: the optimization of the kernel decomposition and the optimization of the Gaussian kernel parameter. KECA roughly reduces to a sorting of the importance of kernel eigenvectors by entropy instead of by variance as in K…

2016-03-09abs ↗pdf ↗

This study reviews and evaluates clustering methods for single-cell RNA-seq data.

problem Identifying and characterizing novel cell types from single-cell RNA-seq data.
method Review and performance comparison of clustering methods.
result Performance comparison experiments on two datasets.

The method integrates survival constraints into NMF for identifying survival-associated gene clusters.

problem Understanding and interpreting high-dimensional biological data for disease markers.
method Cox proportional hazards regression integrated with NMF via proportional hazards non-negative matrix factorization.
result The method can uncover survival-associated gene clusters in cancer gene expression data.

The study analyzes how large language models form and express investor risk profiles.

problem Understanding how large language models (LLMs) form and express investor risk profiles.
method Examined three LLMs (GPT, Gemini, and Llama) and assessed their responses to a standardized risk questionnaire under varying prompts.
result LLMs generally form long-term investment profiles, but they exhibit different risk tolerance levels.

Study spherical curves with curvature dependent on distance to a great circle.

problem Understanding spherical curves with curvature dependent on distance to a great circle.
method Introducing spherical angular momentum, characterizing known curves, finding new families, and obtaining arc length parametrizations.
result New families of spherical curves with intrinsic equations in elementary or Jacobi elliptic functions.

We describe a limitation in the expressiveness of the predictive uncertainty estimate given by mean-field variational inference (MFVI), a popular approximate inference method for Bayesian neural networks. In particular, MFVI fails to give calibrated uncertainty estimates in between separated regions of observations. Th…

2019-06-27abs ↗pdf ↗