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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.

168,657 papers · 148 categories

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178355533710 · Jun 202019922001200920172026
48 results for discrete behavior space

CADD improves generative quality by augmenting discrete diffusion with continuous latent space.

problem Loss of semantic information between denoising steps in discrete diffusion models.
method Introduces a framework that augments discrete state space with a continuous latent space, allowing for graded, informative masked tokens.
result CADD improves generative quality across text generation, image synthesis, and code modeling.

Study curvature and torsion from cross-ratios in discrete curves.

problem Define curvature and torsion for discrete curves using cross-ratios.
method Use Möbius invariant point-insertion-rule to construct circles and express torsion using cross-ratio.
result Discrete curvature and torsion defined using cross-ratios converge to smooth curvature and torsion as sampling density increases.

BEACON optimizes discovery by efficiently finding novel behaviors.

problem Discovering diverse system behaviors without a scalar objective.
method Bayesian optimization inspired strategy using multi-output Gaussian processes.
result BEACON discovers broader sets of distinct behaviors than competing methods.

HiSS sampling overcomes local mode traps in rugged discrete spaces.

problem Sampling multimodal discrete distributions with gradient-based methods.
method Integrates Metropolis-within-Gibbs framework with logistic convolution.
result HiSS outperforms alternatives on various tasks, including Ising models and binary neural networks.

This survey is based on a series of lectures that we gave at MSRI in Spring 2015 and on a series of papers, mostly written jointly with Joan Porti. Our goal here is to: 1. Describe a class of discrete subgroups Γ<GΓ<G of higher rank semisimple Lie groups, which exhibit some "rank 1 behavior". 2. Give different character…

2017-03-07abs ↗pdf ↗

The paper analyzes how behavioral investors make portfolio decisions using Markowitz Stochastic Dominance criteria.

problem Understanding how behavioral investors make portfolio decisions.
method Developed stochastic optimization problems and MILP models to capture subjective decision weights and probability weighting functions.
result The developed models can be used to formulate computationally tractable portfolio analysis problems.

Method infers causal structure from system behaviors using RKHS and kernel εε-machines.

problem Discovering causal structure in systems with varying external and measurement noise.
method Combines causal states and RKHS for efficient representation and inference of causal structure.
result Robustly estimates causal structure in high-dimensional data with varying noise.

Paper improves PAC-Bayes bounds for various loss types.

problem Improving PAC-Bayes bounds for different types of losses.
method Introducing new high-probability PAC-Bayes bounds for bounded and general tail behaviors losses, and extending to anytime-valid bounds.
result New fast-rate and mixed-rate bounds for losses with bounded ranges, and parameter-free bounds for losses with general tail behaviors.

Incomplete cusp edges model the behavior of the Weil-Petersson metric on the compactified Riemann moduli space near the interior of a divisor. Assuming such a space is Witt, we construct a fundamental solution to the heat equation, and using a precise description of its asymptotic behavior at the singular set, we prove…

2015-09-21abs ↗pdf ↗

Alt-GNNs improve travel mode choice modeling by integrating graph neural networks with GEV models.

problem Capturing alternative dependence in discrete choice models with predefined, symmetric, and uniform dependence.
method Introducing Alternative Graph Neural Networks (Alt-GNNs) that embed alternative dependence within a unified framework.
result Alt-GNNs significantly improve predictive performance over benchmark models in travel mode choice datasets.

Wasserstein gradient flows are continuous time dynamics that define curves of steepest descent to minimize an objective function over the space of probability measures (i.e., the Wasserstein space). This objective is typically a divergence w.r.t. a fixed target distribution. In recent years, these continuous time dynam…

2020-02-07abs ↗pdf ↗

We propose a framework for ensuring safe behavior of a reinforcement learning agent when the reward function may be difficult to specify. In order to do this, we rely on the existence of demonstrations from expert policies, and we provide a theoretical framework for the agent to optimize in the space of rewards consist…

2018-05-21abs ↗pdf ↗

We consider the behavior of gradient flow and of discrete and noisy gradient descent. It is commonly noted that the addition of noise to the process of discrete gradient descent can affect the trajectory of gradient descent. In previous work, we observed such effects. There, we considered the case where the minima had …

2018-09-14abs ↗pdf ↗

Deep reinforcement learning (RL) methods generally engage in exploratory behavior through noise injection in the action space. An alternative is to add noise directly to the agent's parameters, which can lead to more consistent exploration and a richer set of behaviors. Methods such as evolutionary strategies use param…

2017-06-06abs ↗pdf ↗

Study examines pricing strategies in competitive supply chains with discrete prices.

problem Inaccurate assumptions in traditional SC models for pricing decisions.
method Examines a SC model with one supplier and two manufacturers, considering customer demand segmentation and discrete price setting.
result Nash equilibria among manufacturers are not unique, and low denomination factors can lead to instability.

Study highlights fairness issues in travel behavior prediction models.

problem Ethical challenges in travel behavior analysis using machine learning.
method Operationalized computational fairness by equality of opportunity; compared DNN and DCM; introduced absolute correlation regularization.
result Both DNN and DCM predict disparities across social groups, with DNN outperforming DCM in prediction disparities.

This paper studies how adding leaves to a tree affects its spectral properties.

problem Investigating the asymptotic behavior of tree spectra under leaf attachment.
method Analyzing the Ricci matrix and its largest eigenvalue for trees with pendant edges added.
result The sequence of largest eigenvalues converges to a limit that depends on local branch data.

Study the limits of discrete DPPs to continuous DPPs as set size grows.

problem Characterize the behavior of discrete DPPs as they approach continuous DPPs.
method Non-asymptotic characterization of the limit in terms of weak coherency.
result Sufficient conditions for weak coherency are identified.

We study the geometry and dynamics of discrete infinite covolume subgroups of higher rank semisimple Lie groups. We introduce and prove the equivalence of several conditions, capturing "rank one behavior'' of discrete subgroups of higher rank Lie groups. They are direct generalizations of rank one equivalents to convex…

2014-03-29abs ↗pdf ↗

The paper uses persistent homology to estimate recurrence times in multi-variate time series.

problem Estimating recurrence times in multi-variate time series with different cyclic behaviors.
method Persistent homology framework with three specialized methods.
result Validated methods on real-world data, including a new benchmark dataset.

Let T\mathcal T be the Teichmüller space of marked genus gg, nn punctured Riemann surfaces with its bordification $\Tbar$ the {\em augmented Teichmüller space} of marked Riemann surfaces with nodes, \cite{Abdegn, Bersdeg}. Provided with the WP metric $\Tbar$ is a complete CAT(0) metric space, \cite{DW2, Wlcomp, Yam2…

2007-01-19abs ↗pdf ↗

Unified framework for sampling from complex distributions, including discrete and mixed-variable systems.

problem Sampling from complex unnormalized distributions, especially in discrete or mixed-variable systems.
method Enforces time-reversibility using a prescribed physical transition kernel to minimize Maximum Mean Discrepancy (MMD).
result Demonstrates accurate reproduction of thermodynamic observables and mode-switching behavior across diverse systems.

Given a discrete subgroup of the isometries of n-dimensional hyperbolic space there is always a region kept precisely invariant under the stabilizer of a parabolic fixed point, called the Margulis region. While in dimensions 2 and 3 this region is a horoball, it has in general a more complicated shape due to the existe…

2012-09-25abs ↗pdf ↗

The paper analyzes spectral properties of connection Laplacian on tori, proving convergence to real torus.

problem Spectral analysis of connection Laplacian on tori.
method Employing parallel orthonormal basis in pullback bundle, examining eigenvalues of connection Laplacian on real and discrete tori.
result Eigenvalues of connection Laplacian on discrete tori converge to those on real torus, with unique twist in torsion matrix.

The paper defines a new condition for Fano manifolds and shows its implications on their asymptotic behavior.

problem Understanding the asymptotic behavior of Fano manifolds.
method Introducing the asymptotically Mittag-Leffler condition and proving its implications on the JJ-function.
result The JJ-function of a Fano manifold exhibits exponential growth if it is asymptotically Mittag-Leffler.

Robots need models of human behavior for both inferring human goals and preferences, and predicting what people will do. A common model is the Boltzmann noisily-rational decision model, which assumes people approximately optimize a reward function and choose trajectories in proportion to their exponentiated reward. Whi…

2020-01-13abs ↗pdf ↗

We briefly review the notion of second order constrained (continuous) system (SOCS) and then propose a discrete time counterpart of it, which we naturally call discrete second order constrained system (DSOCS). To illustrate and test numerically our model, we construct certain integrators that simulate the evolution of …

2013-12-06abs ↗pdf ↗

We derive a class of macroscopic differential equations that describe collective adaptation, starting from a discrete-time stochastic microscopic model. The behavior of each agent is a dynamic balance between adaptation that locally achieves the best action and memory loss that leads to randomized behavior. We show tha…

2004-08-20abs ↗pdf ↗

This research analyzes and accelerates score-based diffusion models using discretization and Hessian information.

problem Theoretical foundations and convergence analysis of score-based diffusion models.
method Investigation of various discretization schemes, including Euler, exponential integrators, and midpoint randomization. Proposal of an accelerated sampler based on local linearization method.
result Hessian-based approach achieves faster convergence rates of order $\widetilde{\mathcal{O}}\left(\frac{1}{\varepsilon} ight)$, significantly improving upon vanilla diffusion models.

The paper establishes a discrete uniformization theorem for surfaces with piecewise hyperbolic metrics.

problem Finding decorated piecewise hyperbolic metrics with prescribed combinatorial curvature.
method Introduced combinatorial α-Ricci flow with surgery to handle potential singularities and prove longtime existence and convergence.
result Existence of decorated piecewise hyperbolic metrics with prescribed combinatorial α-curvature.

The mathematical model proposed by George Soros for his theory of reflexivity is analyzed under the framework of discrete dynamical systems. We show the importance of the notion of fixed points for explaining the behavior of a reflexive system governed by its cognitive and manipulative functions. The interrelationship …

2009-01-28abs ↗pdf ↗