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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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2468 · May 202619922001200920172026
48 results for cross-spectral witness

A new method detects hidden driving forces in systems with multiple observables.

problem Hidden driving forces in systems with multiple observables cannot be detected by scalar statistics.
method Cross-spectral witness for hidden nonequilibrium.
result Two simultaneously observed channels retain an off-diagonal cross-spectral sector inaccessible to scalar reductions.

Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.

problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.

We provide a new approach to training neural models to exhibit transparency in a well-defined, functional manner. Our approach naturally operates over structured data and tailors the predictor, functionally, towards a chosen family of (local) witnesses. The estimation problem is setup as a co-operative game between an …

2019-02-26abs ↗pdf ↗

Proximal Mediation Analysis with Hidden Recanting Witnesses

problem Identifying path-specific effects in mediation analysis when recanting witnesses are unknown
method Proximal causal inference and semiparametric inference framework
result Developed three novel identification strategies and a semiparametric inference framework

DiffObs predicts global precipitation with realistic wave modes and low frequency variations.

problem Predicting global precipitation evolution using satellite observations.
method Autoregressive generative diffusion model trained on satellite data.
result Model generates realistic wave modes and low frequency variations, validating its potential for climate prediction.

Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation, thus conflicting with the ability of single-output GPs to understand lengthscal…

2017-09-05abs ↗pdf ↗

In this paper we show that certain generalizations of the CrC^r-Whitney topology, which include the Hölder-Whitney and Sobolev-Whitney topologies on smooth manifolds, satisfy the Baire property, to wit, the countable intersection of open and dense sets is dense.

2018-09-27abs ↗pdf ↗

A new method for analyzing adaptive experiments using kernel treatment effects.

problem Efficiently analyzing adaptive experiments that adjust treatment assignments based on outcomes.
method Kernel Treatment Effects (KTE) framework combining RKHS scores and witness functions.
result Effective for both mean shifts and higher-moment differences, outperforming adaptive baselines.

This note shows how to transform high-probability to in-expectation guarantees in machine learning.

problem The challenge of constructing reliable machine learning models due to sampling randomness.
method Transforming high-probability to in-expectation guarantees using a witness condition for unbounded loss functions.
result A technical transformation method for generalization guarantees in machine learning.

Unified approach for multicalibration in weakly supervised learning.

problem Existing multicalibration methods require clean input-label pairs, which are unavailable in weakly supervised learning.
method Developed estimators and post-hoc correction methods for multicalibration under weak supervision.
result Unified framework for estimating and correcting multicalibration under weak supervision with finite-sample guarantees.

We present new, unified proofs for the cell-like, Z/p\mathbb{Z}/p-, and Q\mathbb{Q}-resolution theorems. Our arguments employ extensions that are much simpler then those used by our predecessors. The techniques allow us to solve problems involving cohomology groups by converting them into problems about homology groups…

2017-06-05abs ↗pdf ↗

We prove optimal bounds for the convergence rate of ordinal embedding (also known as non-metric multidimensional scaling) in the 1-dimensional case. The examples witnessing optimality of our bounds arise from a result in additive number theory on sets of integers with no three-term arithmetic progressions. We also carr…

2019-04-30abs ↗pdf ↗

New methods estimate causal effects through mediators, handling confounding without strict assumptions.

problem Estimating causal effects through mediators while accounting for unmeasured confounding.
method Developed four nonparametric identification strategies using proximal confounding bridge functions, efficient influence function, and quadruply robust estimator. Proposed proximal debiased machine learning approach for high-dimensional nuisance parameters.
result Achieved n\sqrt{n}-consistency and asymptotic normality for path-specific effect estimation.

The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distributionally robust optimizat…

2019-08-13abs ↗pdf ↗

Proposes DR-ME test for interpretable distributional treatment effects.

problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.

We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …

2018-07-22abs ↗pdf ↗

This article constructs the moduli stack of torsionfree GG-jet-structures in homotopy type theory with one monadic modality. This yields a construction of this moduli stack for any \infty-topos equipped with any stable factorization systems. In the intended applications of this theory, the factorization systems are …

2018-06-15abs ↗pdf ↗

Given a closed simply connected manifold MM of dimension 2n62n\ge6, we compare the ring of characteristic classes of smooth oriented bundles with fibre MM to the analogous ring resulting from replacing MM by the connected sum MΣM\sharpΣ with an exotic sphere ΣΣ. We show that, after inverting the order of ΣΣ in the …

2018-02-07abs ↗pdf ↗

It is feasible and practically-valuable to bridge the characteristics between graph neural networks (GNNs) and logical reasoning. Despite considerable efforts and successes witnessed to solve Boolean satisfiability (SAT), it remains a mystery of GNN-based solvers for more complex predicate logic formulae. In this work,…

2019-09-25abs ↗pdf ↗

Saliency methods can aid understanding of deep neural networks. Recent years have witnessed many improvements to saliency methods, as well as new ways for evaluating them. In this paper, we 1) present a novel region-based attribution method, XRAI, that builds upon integrated gradients (Sundararajan et al. 2017), 2) int…

2019-06-06abs ↗pdf ↗

The study shows that several properties are not profinite invariants.

problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW_\infty, property FA, and non-abelian free subgroups) are not profinite invariants.

A framework for analyzing financial systems under scenario constraints.

problem Quantifying worst-case and best-case performance in financial systems.
method Quantitative automata-based framework integrating event history automata and weighted finance finite automata.
result Exact calculation of upper and lower payoff bounds with interpretable witness event histories.

In the recent years, we have witnessed the development of multi-label classification methods which utilize the structure of the label space in a divide and conquer approach to improve classification performance and allow large data sets to be classified efficiently. Yet most of the available data sets have been provide…

2017-04-27abs ↗pdf ↗

The ability to witness non-local correlations lies at the core of foundational aspects of quantum mechanics and its application in the processing of information. Commonly, this is achieved via the violation of Bell inequalities. Unfortunately, however, their systematic derivation quickly becomes unfeasible as the scena…

2018-08-21abs ↗pdf ↗

Gaussian processes (GPs) have been proven to be powerful tools in various areas of machine learning. However, there are very few applications of GPs in the scenario of multi-view learning. In this paper, we present a new GP model for multi-view learning. Unlike existing methods, it combines multiple views by regularizi…

2017-01-17abs ↗pdf ↗

Great successes of deep neural networks have been witnessed in various real applications. Many algorithmic and implementation techniques have been developed, however, theoretical understanding of many aspects of deep neural networks is far from clear. A particular interesting issue is the usefulness of dropout, which w…

2014-02-16abs ↗pdf ↗

OMLE combines optimism and MLE for efficient sequential decision making.

problem Efficiently solving sequential decision making problems, especially in partially observable settings.
method Combines optimism for exploration and maximum likelihood estimation for model learning.
result OMLE learns near-optimal policies for a wide range of sequential decision making problems.