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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.

168,695 papers · 148 categories

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163325488650 · Jun 202019922001200920172026
48 results for direct computations

We consider semi-direct products $\C^{n}\ltimes_φN$ of Lie groups with lattices ΓΓ such that NN are nilpotent Lie groups with left-invariant complex structures. We compute the Dolbeault cohomology of direct sums of holomorphic line bundles over G/ΓG/Γ by using the Dolbeaut cohomology of the Lie algebras of the direct …

2011-07-24abs ↗pdf ↗

PALMS reconstructs large-scale networks efficiently with parallel computing.

problem Reconstructing large-scale latent networks from observed dynamics is computationally challenging.
method PALMS (Parallel Adaptive Lasso with Multi-directional Signals) framework for distributed network reconstruction.
result PALMS substantially reduces computational complexity and storage requirements.

New method computes affine normal directions efficiently for sparse polynomials.

problem Computing affine normal directions is computationally expensive in high dimensions.
method Reduces third-order tensor contraction to matrix-free formulation using log-determinant gradient.
result Scalable implementations with near-linear scaling in dimension and sparsity.

Dimension reduction of multivariate data supervised by auxiliary information is considered. A series of basis for dimension reduction is obtained as minimizers of a novel criterion. The proposed method is akin to continuum regression, and the resulting basis is called continuum directions. With a presence of binary sup…

2016-06-20abs ↗pdf ↗

In this work we consider the Taylor expansion of the exponential map of a submanifold immersed in R^n up to order three, in order to introduce the concepts of lateral and frontal deviation. We compute the directions of extreme lateral and frontal deviation for surfaces in R^3. Also we compute, by using the Taylor expan…

2012-10-22abs ↗pdf ↗

A simpler edge-based discretization method without dual volumes.

problem Efficiently computing edge-based discretization vectors without forming dual volumes.
method Directly compute edge-midpoint vectors and reduce dual volume formation.
result Significant reduction in computing time for tetrahedral grids.

Precise computations of Dehn functions for subgroups of free group products.

problem Computing precise Dehn functions for subgroups of direct products of free groups.
method Analyzing specific subgroups and using algebraic methods to compute Dehn functions.
result Quartic and quadratic Dehn functions for specific subgroups of free group products.

Goal-directed manipulation of representations is a key element of human flexible behaviour, while consciousness is often related to several aspects of higher-order cognition and human flexibility. Currently these two phenomena are only partially integrated (e.g., see Neurorepresentationalism) and this (a) limits our un…

2019-12-31abs ↗pdf ↗

Forward gradients improve neural network training without backpropagation issues.

problem Training neural networks without backpropagation's locking and memorization problems.
method Using directional derivatives in forward differentiation mode, with biased guesses based on feedback from small auxiliary networks.
result Using gradients from a local loss as a candidate direction improves Forward Gradient methods.

We provide a characterization of two types of directed homology for fully-connected, feedforward neural network architectures. These exact characterizations of the directed homology structure of a neural network architecture are the first of their kind. We show that the directed flag homology of deep networks reduces t…

2019-10-16abs ↗pdf ↗

Optimal neural network approximation for Wasserstein gradient direction via convex optimization.

problem Approximating Wasserstein gradient direction with limited data.
method Two-layer networks with squared-ReLU activations, SDP relaxation.
result Optimal approximation of Wasserstein gradient direction in two-layer networks.

We propose directed time series regression, a new approach to estimating parameters of time-series models for use in certainty equivalent model predictive control. The approach combines merits of least squares regression and empirical optimization. Through a computational study involving a stochastic version of a well …

2012-06-26abs ↗pdf ↗

This paper investigates the use of multiple directions of stratification as a variance reduction technique for Monte Carlo simulations of path-dependent options driven by Gaussian vectors. The precision of the method depends on the choice of the directions of stratification and the allocation rule within each strata. S…

2010-04-28abs ↗pdf ↗

The paper studies kernel smoothing and mean shift for directional data, deriving convergence rates and mode estimation.

problem Statistical and computational problems of kernel smoothing for directional data.
method Generalization of mean shift to directional data, derivation of convergence rates, and investigation of mode estimation.
result Statistical convergence rates of directional KDE and its derivatives, ascending property of directional mean shift, and mode estimation.

A new pruning method reduces neural network computation without retraining.

problem Efficiently reduce neural network computation while maintaining accuracy.
method Structured directional pruning via perturbation orthogonal projection.
result Achieves state-of-the-art pruned accuracy without retraining.

DPERC efficiently estimates covariance matrices for mixed data with missing values.

problem Estimating covariance matrices for datasets with missing values and mixed features.
method Direct Parameter Estimation for Randomly Missing Data with Categorical Features (DPERC).
result DPERC outperforms other methods in estimating covariance matrices for mixed data with missing values.

This paper analyzes quantiles of heavy-tailed distributions, separating projection direction and quantile threshold effects.

problem Analyzing quantiles of heavy-tailed distributions with estimated parameters.
method Introduces a Q-Q orthogonality formulation to separate projection-direction and quantile-threshold effects.
result Decomposes the difference between empirical and population quantiles into three terms.

A new method optimizes projection directions for sliced Wasserstein distances.

problem Finding informative projecting directions for sliced Wasserstein distances is computationally expensive.
method Amortized projection optimization to predict directions efficiently.
result Proposed amortized models improve generative modeling performance.

Researchers compute gap distributions for saddle connection directions on specific translation surfaces.

problem Computing gap distributions for saddle connection directions on translation surfaces.
method Translation to dynamical question of return times to a transversal under the horocycle flow.
result Gap distributions have support at 0 and quadratic tail decay.

DiMMSB models directed mixed membership networks, identifying distinct community structures.

problem Modeling directed mixed membership networks with distinct community structures.
method Directed Mixed Membership Stochastic Blockmodel (DiMMSB) with DiSP algorithm.
result DiSP algorithm is asymptotically consistent and outperforms competitors.

Efficient inference for adaptive data with directional stability condition.

problem Efficient inference on scalar targets after adaptive data collection.
method Introduces directional stability, a weaker condition than i.i.d. data, and shows asymptotic normality and efficiency of estimators.
result Estimators remain asymptotically normal and semiparametrically efficient under directional stability.

Constructs Lie algebras from labeled directed graphs and identifies properties of these algebras.

problem Constructing and analyzing Lie algebras from labeled directed graphs.
method Using labeled directed simple graphs to construct 2-step nilpotent Lie algebras, identifying ideals and subalgebras through special subgraphs, and proving isomorphisms based on label occurrences.
result Lie algebras depend only on the underlying undirected graph if all edges are labeled uniquely.

A new metric based on hitting probabilities for directed graphs and Markov chains.

problem Lack of metrics specifically adapted to asymmetric structure of directed graphs and Markov chains.
method Metric based on hitting probabilities, insensitive to shortest and average walk distances.
result New structural theory of directed graphs and utility for various applications.

Efficiently approximates higher-order derivatives for generative models.

problem Expensive computation of higher-order derivatives in generative models.
method Rewrite SM objective in terms of directional derivatives and use finite difference for efficient approximation.
result Comparable results to gradient-based methods but significantly more computationally efficient.

Improved DOA estimation with distributed sensors across multiple frequencies.

problem Sensor gain uncertainties and directional perturbations in multi-frequency scenarios.
method Distributed optimization with local coherence models and iterative exchange of information.
result Advantages in statistical and computational efficiency through parallel iterative technique.

The significant computational requirements of deep learning present a major bottleneck for its large-scale adoption on hardware-constrained IoT-devices. Here, we envision a new paradigm called EdgeAI to address major impediments associated with deploying deep networks at the edge. Specifically, we discuss the existing …

2019-10-23abs ↗pdf ↗

Novel methods for splitting Gaussian mixtures improve uncertainty propagation in nonlinear systems.

problem Improving accuracy and efficiency in nonlinear uncertainty propagation.
method Preserving mean and covariance, novel heuristics for selecting splitting direction informed by initial uncertainty and nonlinear function properties.
result Improved accuracy and efficiency in uncertainty propagation compared to existing techniques.

A new distance measure balances projection exploration and informativeness.

problem Inefficient and incomplete projection sampling in existing sliced-Wasserstein distances.
method Proposes Distributional Sliced-Wasserstein (DSW) that optimally balances projection exploration and informativeness.
result DSW generalizes Max-SW and can be computed efficiently.

Autoencoders are a deep learning model for representation learning. When trained to minimize the distance between the data and its reconstruction, linear autoencoders (LAEs) learn the subspace spanned by the top principal directions but cannot learn the principal directions themselves. In this paper, we prove that $L_2…

2019-01-23abs ↗pdf ↗