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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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52104156208 · Jun 202019922001200920172026
48 results for differentiable DC atlas

A neural atlas simplifies 3D geometry simulation by avoiding meshing.

problem Simulation of complex 3D geometries with thin features or non-trivial topology.
method Learned geometric representation of overlapping volumetric coordinate charts, trained from point-cloud or level-set data.
result The learned atlas enables different solvers without re-meshing or re-parametrization.

We prove that the underlying set of an orbifold equipped with the ring of smooth real-valued functions completely determines the orbifold atlas. Consequently, we obtain an essentially injective functor from orbifolds to differential spaces.

2015-03-05abs ↗pdf ↗

We generalize geometric prequantization of symplectic manifolds to differentiable stacks. Our approach is atlas-independent and provides a bijection between isomorphism classes of principal circle bundles (with or without connections) and second cohomology groups of certain chain complexes.

2007-10-23abs ↗pdf ↗

Growth of monetary assets and debts is commonly described by the formula of compound interest which for the case of continuous compounding is the exponential growth law. Its differential form is dc/dt = i c where dc/dt describes the rate of monetary growth, i the compounded interest rate and c the actual principal. Exp…

2012-04-30abs ↗pdf ↗

New algorithms improve submodular minimization via DC programming.

problem Minimizing the difference of two submodular functions.
method Introducing variants of the DC algorithm (DCA) and its complete form (CDCA) for DC programs corresponding to DS minimization.
result Our algorithms outperform existing baselines on speech corpus selection and feature selection.

Atlas models are systems of Ito processes with parameters that depend on rank. We show that the parameters of a simple Atlas model can be identified by measuring the variance of the top-ranked process for different sampling intervals.

2015-02-14abs ↗pdf ↗

This work builds a sensor graph from DC sensors for anomaly detection.

problem Anomaly detection in data centers with complex sensor relationships.
method Data-driven pipeline (ts2graph) to build a sensor graph from sensor time series.
result Graph neural network (GNN) outperforms existing methods by 2-3 times in anomaly detection.

This research uses Siamese networks to identify partial mouse brain images from the Allen atlas.

problem Identifying precise mouse brain microscopy images from the Allen atlas.
method Siamese Networks with contrastive learning to find corresponding atlas plates for partial images.
result Siamese CNNs achieved 25% TOP-1 and 100% TOP-5 accuracy in identifying brain slices from the Allen atlas.

In this paper, we extend the DC Calculus introduced by Perelman on finite dimensional Alexandrov spaces with curvature bounded below. Among other things, our results allow us to define the Hessian and the Laplacian of DC functions (including distance functions as a particular instance) as a measure-valued tensor and a …

2015-05-18abs ↗pdf ↗

Atlas-type models are constant-parameter models of uncorrelated stocks for equity markets with a stable capital distribution, in which the growth rates and variances depend on rank. The simplest such model assigns the same, constant variance to all stocks; zero rate of growth to all stocks but the smallest; and positiv…

2006-02-23abs ↗pdf ↗

Generative models learn manifold structure; new approach uses atlas and geodesic interpolation.

problem Challenges in representing manifolds with topology different from Euclidean space.
method Atlas Generative Models (AGMs) with hybrid latent spaces and geodesic interpolation.
result Geodesic interpolation can be extended to AGMs, improving manifold representation.

When will a server fail catastrophically in an industrial datacenter? Is it possible to forecast these failures so preventive actions can be taken to increase the reliability of a datacenter? To answer these questions, we have studied what are probably the largest, publicly available datacenter traces, containing more …

2017-08-14abs ↗pdf ↗

Investigates risk measures for DC pension decumulation.

problem Develop optimal decumulation strategies for DC plan holders.
method Formulates decumulation as a control problem, studies risk measures (expected shortfall, linear shortfall, probability of shortfall).
result Optimal controls for expected reward and expected shortfall are identical to those for expected reward and linear shortfall.

X-DC improves speech separation by making DNNs more interpretable.

problem Black-box nature of DNNs in speech separation tasks.
method Introduces X-DC, a DNN architecture that interprets as spectrogram template fitting followed by Wiener filtering.
result X-DC achieves comparable speech separation performance to DC but with enhanced interpretability.

Sparse optimization refers to an optimization problem involving the zero-norm in objective or constraints. In this paper, nonconvex approximation approaches for sparse optimization have been studied with a unifying point of view in DC (Difference of Convex functions) programming framework. Considering a common DC appro…

2014-07-01abs ↗pdf ↗

A new nonparametric approach for system identification has been recently proposed where the impulse response is modeled as the realization of a zero-mean Gaussian process whose covariance (kernel) has to be estimated from data. In this scheme, quality of the estimates crucially depends on the parametrization of the cov…

2014-11-20abs ↗pdf ↗

This paper tackles noise in raw datasets to improve representation learning efficiency.

problem Noise in real-world datasets degrades representation learning quality.
method Proposes denoising Cosine-Similarity (dCS) loss to learn robust representations.
result Empirical results show the dCS loss outperforms baseline objective functions.

We present an atlas of Legendrian knots in standard contact three-space. This gives a conjectural Legendrian classification for all knots with arc index at most 9, including alternating knots through 7 crossings and nonalternating knots through 9 crossings. Our method involves a computer search of grid diagrams and app…

2010-10-19abs ↗pdf ↗

S3VDC improves DC methods for scalability, stability, and simplicity.

problem Poor scalability, instability, and lack of simplicity in DC methods.
method Four algorithmic improvements: initial γγ-training, periodic ββ-annealing, mini-batch GMM initialization, and inverse min-max transform. S3VDC incorporates all improvements.
result S3VDC outperforms state-of-the-art methods on benchmark and industrial datasets.

The paper proposes a new method to predict VaR using DCS and generalized distributions.

problem Improving VaR prediction models in financial risk management.
method Dynamic Conditional Score (DCS) model combined with generalized distributions (GD).
result The proposed model outperforms traditional models in high-risk VaR prediction.

This paper tackles multi-marginal optimal transport problems using DC programming.

problem Multi-marginal optimal transport problems in machine learning.
method Promoting structural information in MMOT leads to a DC programming problem.
result Solutions from DC optimization are as qualitative as current methods.

SDF-Bayes finds safe drug combinations safely, balancing optimism and caution.

problem Finding safe drug combinations in clinical trials with multiple drugs and patient heterogeneity.
method SDF-Bayes uses Bayesian statistics to choose the most likely MTD while ensuring safety constraints.
result SDF-Bayes outperforms existing methods in both accuracy and safety for drug combination trials.

This paper optimizes DC pension plan investments using O-U process and loan.

problem Optimizing investment strategy for DC pension plans under specific market conditions.
method Dynamic programming and Hamilton-Jacobi-Bellman equation to derive optimal investment strategy.
result Explicit expression for optimal investment strategy derived.

New method uses momentum to converge in DC optimization with small batches.

problem Lack of convergence properties for stochastic difference-of-convex optimization with small batch sizes.
method Introduces momentum to enable convergence under standard assumptions for any batch size.
result Proves convergence of the algorithm under smoothness and bounded variance assumptions.

Paper proposes DC functions for better regularization of inverse problems with theoretical guarantees.

problem Improving regularization for ill-posed inverse problems.
method Introduces difference-of-convex (DC) functions and uses them with optimization algorithms like DCA and PSM.
result DC functions yield improved performance and theoretical guarantees compared to weakly convex functions.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

ALMAB-DC optimizes expensive black-box experiments using active learning and distributed computing.

problem Efficiently optimizing expensive, gradient-free objectives in computational statistics and machine learning.
method Combines active learning, multi-armed bandits, and distributed asynchronous computing.
result Achieves lower simple regret and superior performance in various tasks compared to non-ALMAB baselines.

Paper proposes iLPA for solving DC composite optimization problems, with applications to matrix completion with outliers.

problem Solving nonconvex and nonsmooth DC composite optimization problems.
method Inexact linearized proximal algorithm (iLPA) for DC composite optimization problems.
result The iLPA achieves local R-linear convergence rate under the Kurdyka-Łöjasiewicz property.

Denote by $\DC(M)_0$ the identity component of the group of compactly supported CC^\infty diffeomorphisms of a connected CC^\infty manifold MM, and by $\HR$ the group of the homeomorphisms of R\R. We show that if MM is a closed manifold which fibers over SmS^m (m2m\geq 2), then any homomorphism from $\DC(M)_0$ to …

2013-09-03abs ↗pdf ↗

DCA algorithm applied to SVR with RBF kernel for nonconvex optimization.

problem Nonconvex optimization of SVR with Gaussian RBF kernel.
method DC algorithm with analytical DC decomposition of SVR objective.
result Convergence properties of DCA on RBF-SVR can be assessed through CαρC_αρ.

Paper optimizes DC pension fund management with VaR and relative performance constraints.

problem Optimizing DC pension fund performance under VaR and relative performance constraints.
method Introduced an auxiliary process to transform the problem into a self-financing problem, combined linearization, Lagrange dual, martingale, and concavification methods.
result Explicit investment strategies obtained for certain penalty and reward functions.

Interactive recommender systems that enable the interactions between users and the recommender system have attracted increasing research attentions. Previous methods mainly focus on optimizing recommendation accuracy. However, they usually ignore the diversity of the recommendation results, thus usually results in unsa…

2019-07-01abs ↗pdf ↗

Group-Lasso (gLasso) identifies important explanatory factors in predicting the response variable by considering the grouping structure over input variables. However, most existing algorithms for gLasso are not scalable to deal with large-scale datasets, which are becoming a norm in many applications. In this paper, we…

2016-12-07abs ↗pdf ↗

ATLAS separates invariant and transferable latent factors across diverse environments.

problem Transfer learning and robust prediction in heterogeneous environments.
method ATLAS leverages invariance principle to disentangle latent factors and uses auxiliary labels for robust prediction.
result Near-oracle performance and robust transferable prediction in new environments.