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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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127255382509 · Jun 202019922001200920172026
48 results for dependence regularization

Lowered regularity assumption for a phase-dependent Helfrich energy equation.

problem Analyzing the phase separation line of the Helfrich energy.
method Used a carefully chosen test function with a signed distance function.
result Regularity assumption lowered from C2C^2 to C1,1C^{1,1} for the phase separation line.

We determine regularity results for energy minimizing maps from an nn-dimensional Riemannian polyhedral complex XX into a CAT(1) space. Provided that the metric on XX is Lipschitz regular, we prove Hölder regularity with Hölder constant and exponent dependent on the total energy of the map and the metric on the doma…

2016-10-25abs ↗pdf ↗

This paper proposes a new method to improve domain adaptation by distinguishing between marginal and dependence structure differences.

problem Existing domain adaptation methods fail to differentiate between marginal and dependence structure differences, leading to suboptimal transferability.
method The paper introduces a new approach that measures and optimizes the differences in internal dependence structure separately from marginals.
result The new method significantly improves transferability and robustness compared to existing benchmarks on real-world datasets.

Regularization and data augmentation can be class-dependent, leading to poor performance on some classes.

problem Class-dependent effects of regularization and data augmentation.
method Evaluation of regularization and data augmentation techniques on Imagenet and INaturalist datasets.
result Regularization and data augmentation can lead to significant performance drops on some classes.

This paper analyzes RMR under Markov-dependent samples, improving understanding of its generalization error.

problem Understanding the generalization error of RMR in Markov-dependent settings.
method Established the upper bound for RMR estimator under Markov-dependent samples, providing a learning rate.
result Markov dependence affects the generalization error, reducing it by a multiplicative factor of the spectral gap.

Novel model captures high-dimensional copulas with spectral dynamics and regularization.

problem Modeling time-varying, asymmetric, tail-dependent copulas in high dimensions.
method Score-driven dynamics for eigenvalues, non-linear shrinkage for biases, parsimonious and scalable.
result Model outperforms recent alternatives in capturing co-movements and diversification potential.

We establish continuous maximal regularity results for parabolic differential operators acting on sections of tensor bundles on Riemannian manifolds. As an application, we show that solutions to the Yamabe flow instantaneously regularize and become real analytic in space and time. The regularity result is obtained by i…

2013-09-09abs ↗pdf ↗

Study online learning in RKHS with dependent processes, focusing on \(β\)- and \(φ\)-mixing.

problem Online learning in RKHS with dependent data.
method Online regularized learning algorithm in RKHS, analyzing \(β\)- and \(φ\)-mixing sequences.
result Probabilistic upper bounds and convergence rates for mixing coefficients.

The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.

problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.

Two new regularization methods improve neural network performance and complexity control.

problem Improving neural network performance and complexity control with correlated or high-dimensional features.
method Two regularization strategies: covariance-aware ridge and covariance-aware lasso.
result Improves predictive performance and complexity control over standard penalties.

The paper analyzes high-dimensional kernel regression, showing different risk curves based on data and regularization.

problem Characterizing generalization properties of high-dimensional kernel ridge regression.
method Bias-variance decomposition of the expected excess risk, considering different regularization schemes and data eigen-profiles.
result The risk curve of kernel regression can be double-descent-like, bell-shaped, or monotonic, depending on n, d, and regularization level.

This paper explains how batch normalization auto-tunes the regularization parameter based on data statistics.

problem Batch normalization accelerates deep learning training but the exact relationship to regularization is unclear.
method Theoretical analysis and empirical validation of batch normalization's role in auto-tuning the regularization parameter.
result Batch normalization auto-tunes the regularization parameter based on data statistics.

New method estimates spatial weights matrix for lattice data, improving prediction accuracy.

problem Estimating spatial dependence structure for regular lattice data.
method Adaptive lasso with cross-sectional resampling to estimate sparse spatial weights matrix.
result Improves prediction accuracy of nitrogen dioxide concentrations.

Study LASSO for high-dimensional VAR models with weakly dependent innovations.

problem Understanding sparse regularization in high-dimensional VAR models with weakly dependent innovations.
method LASSO estimation for weakly sparse VAR models with heavy tailed innovations, under L1L^1 mixingale condition.
result Oracle properties of LASSO estimation in high-dimensional VAR models with weakly dependent innovations.

Regularizers change the geometric properties of loss functions in neural networks.

problem Understanding how different regularizers affect the geometric properties of loss functions in neural networks.
method Examined several regularizers, including weight decay, to determine if the regularized loss function becomes Morse.
result For certain regularizers, the regularized loss function becomes Morse, indicating a change in geometric properties.

Regular variation provides a convenient theoretical framework to study large events. In the multivariate setting, the dependence structure of the positive extremes is characterized by a measure - the spectral measure - defined on the positive orthant of the unit sphere. This measure gathers information on the localizat…

2019-07-01abs ↗pdf ↗

New algorithms reduce regret in online MDPs by adapting to data and variance.

problem Adapting to both adversarial and stochastic environments in online MDPs.
method Develops algorithms based on global optimization and policy optimization, using optimistic follow-the-regularized-leader with log-barrier regularization.
result Achieves refined data-dependent and variance-dependent regret bounds.

Estimating the dependences between random variables, and ranking them accordingly, is a prevalent problem in machine learning. Pursuing frequentist and information-theoretic approaches, we first show that the p-value and the mutual information can fail even in simplistic situations. We then propose two conditions for r…

2012-06-27abs ↗pdf ↗

We establish regularity results for critical points to energies of immersed surfaces depending on the first and the second fundamental form exclusively. These results hold for a large class of intrinsic elliptic Lagrangians which are sub-critical or critical. They are derived using uniform εε-regularity estimates whic…

2017-11-21abs ↗pdf ↗

ARO overfits by making constraints dependent on uncertainty, leading to brittleness.

problem ARO's adaptive policies become brittle when realizations fall outside the uncertainty set.
method Assigning constraint-specific uncertainty set sizes with probabilistic guarantees.
result Regularization through specific uncertainty set sizes ensures stability and flexibility.

Deep neural nets can estimate regression with dependent data without the curse of dimensionality.

problem Regression with dependent data and structural assumptions on the regression function.
method Deep recurrent neural network estimate under suitable structural assumptions.
result Deep neural nets can circumvent the curse of dimensionality for regression with dependent data.

The paper examines how small positive dependence can lead to correlated tail risks.

problem Understanding the impact of dependence uncertainty on tail risk measures.
method Introducing a regular dependence measure and analyzing the aggregation of risks.
result Small positive dependence can result in perfectly correlated tail risks.

Batch Normalization is a commonly used trick to improve the training of deep neural networks. These neural networks use L2 regularization, also called weight decay, ostensibly to prevent overfitting. However, we show that L2 regularization has no regularizing effect when combined with normalization. Instead, regulariza…

2017-06-16abs ↗pdf ↗

TATD predicts missing entries in time-evolving tensors by exploiting temporal dependency and sparsity.

problem Predict missing entries in time-evolving tensors with temporal dependency and sparsity issues.
method TATD (Time-Aware Tensor Decomposition) integrates temporal dependency and time-varying sparsity through a smoothing regularization with Gaussian kernel and alternating optimization.
result TATD achieves state-of-the-art accuracy for decomposing temporal tensors.

New method for hedging path-dependent options with price impact using probabilistic arguments.

problem Hedging of path-dependent options with price impact.
method Dual formulation using probabilistic arguments, proving existence of perfect hedging portfolios.
result Existence of a perfect hedging portfolio for path-dependent options with price impact.

Study on linear regression with dependent covariates, proving universality and error characterization.

problem Linear regression with dependent covariates in high-dimensional settings.
method Analysis of ridge regression performance, Gaussian universality theorem, spectral properties of covariance matrices.
result Asymptotic performance of ridge regression is invariant under non-Gaussian covariates with preserved mean and covariance.