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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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55110165220 · Jun 202019922001200920172026
48 results for discrete extremal width

Extremal length is a conformal invariant that transfers naturally to the discrete setting, giving square tilings as a natural combinatorial analog of conformal mappings. Recent work by S. Hersonsky has explored generalizing these ideas to three-dimensional cube tilings. The connections between discrete extremal length …

2013-08-13abs ↗pdf ↗

New framework connects two neural network theories, improving finite-width approximations.

problem Theoretical guarantees for neural network training in general cases.
method Developed a general framework linking mean-field and constant kernel theories.
result Discrete-time MF limit provides better approximation for finite-width nets.

This paper uses ML and EVT to analyze tree ring data, improving accuracy of predictions.

problem Analyzing tree ring data for climate modeling and historical studies.
method Combines machine learning algorithms with extreme value theory for data analysis.
result Random Forest method yields the most accurate results for tree ring data analysis.

Let TT be a triangulation of a Riemann surface. We show that the 1-skeleton of TT may be oriented so that there is a global bound on the outdegree of the vertices. Our application is to construct extremal metrics on triangulations formed from TT by attaching new edges and vertices and subdividing its faces. Such ref…

2010-07-03abs ↗pdf ↗

There has recently been much work on the "wide limit" of neural networks, where Bayesian neural networks (BNNs) are shown to converge to a Gaussian process (GP) as all hidden layers are sent to infinite width. However, these results do not apply to architectures that require one or more of the hidden layers to remain n…

2020-01-03abs ↗pdf ↗

We give an arithmetic criterion which is sufficient to imply the discreteness of various two-generator subgroups of PSL(2,C)PSL(2,{\bold C}). We then examine certain two-generator groups which arise as extremals in various geometric problems in the theory of Kleinian groups, in particular those encountered in efforts to dete…

1995-04-07abs ↗pdf ↗

Holomorphic networks on modular arithmetic show clear success or failure, no in-between.

problem Understanding when neural networks can represent modular arithmetic tasks.
method Two-layer networks with holomorphic monomial activations trained on modular tasks.
result The network's output is confined to a subspace of characters, and representability depends on the task's Fourier support.

The paper addresses the gap between theoretical and practical confidence set widths in universal inference.

problem Inference procedures can be overly conservative, leading to wider confidence sets than expected.
method The authors identify the source of asymptotic conservativeness and propose a remedy based on studentization and bias correction.
result The proposed method achieves exact asymptotic coverage at the nominal 1α1-α level, even under model misspecification.

By the Riemann-mapping theorem, one can bijectively map the interior of an nn-gon PP to that of another nn-gon QQ conformally. However, (the boundary extension of) this mapping need not necessarily map the vertices of PP to those QQ. In this case, one wants to find the ``best" mapping between these polygons, i.e.…

2014-01-24abs ↗pdf ↗

Study on fluctuations in neural network kernels and predictions, focusing on finite width effects.

problem Characterizing fluctuations in finite width neural networks.
method Dynamical mean field theory analysis of wide but finite feature learning neural networks.
result Fluctuations in kernels and predictions are dynamically coupled, leading to reduced variance in feature learning regimes.

Wide stochastic networks show Gaussian behavior and improve training with PAC-Bayesian methods.

problem Analyzing and training over-parameterised neural networks with large width.
method Establishing Gaussian behavior for a stochastic architecture, applying PAC-Bayesian training.
result PAC-Bayesian training on large but finite-width networks outperforms standard methods.

In recent decades, the use of 3D point clouds has been widespread in computer industry. The development of techniques in analyzing point clouds is increasingly important. In particular, mapping of point clouds has been a challenging problem. In this paper, we develop a discrete analogue of the Teichmüller extremal mapp…

2015-11-20abs ↗pdf ↗

A recent line of research on deep learning focuses on the extremely over-parameterized setting, and shows that when the network width is larger than a high degree polynomial of the training sample size nn and the inverse of the target error ε1ε^{-1}, deep neural networks learned by (stochastic) gradient descent enjoy …

2019-11-27abs ↗pdf ↗

Unified approach to discrete and smooth isoperimetric inequalities of arbitrary order.

problem Finding higher order isoperimetric inequalities for both discrete and smooth curves.
method Unified approach via Fourier analysis of linear operators.
result Unified upper and lower bounds for isoperimetric deficit in smooth curves.

Let E be the Engel group and D be a rank 2 bracket generating left invariant distribution with a Lorentzian metric, which is a nondegenerate metric of index 1. In this paper, we first prove that timelike normal extremals are locally maximizing. Second, we obtain a parametrization of timelike, spacelike, lightlike norma…

2015-07-27abs ↗pdf ↗

We present and discuss some open problems formulated by participants of the International Workshop "Knots, Braids, and Auto\-mor\-phism Groups" held in Novosibirsk, 2014. Problems are related to palindromic and commutator widths of groups; properties of Brunnian braids and two-colored braids, corresponding to an amalga…

2015-01-22abs ↗pdf ↗

Convex geometry explains optimal neural network parameters.

problem Understanding optimal parameters in over-parameterized neural networks.
method Convex geometry, extreme points, linear spline interpolation, kernel matrix, cutting-plane algorithm.
result Optimal network parameters can be characterized as interpretable closed-form formulas.

Study of two-layer ReLU neural network phase diagram at infinite-width limit.

problem Characterize the dynamical regimes of two-layer ReLU neural networks.
method Combining experimental and theoretical approaches, including phase diagram analogy.
result Identification of three regimes: linear, critical, and condensed.

Non-negative matrix factorization models based on a hierarchical Gamma-Poisson structure capture user and item behavior effectively in extremely sparse data sets, making them the ideal choice for collaborative filtering applications. Hierarchical Poisson factorization (HPF) in particular has proved successful for scala…

2016-04-13abs ↗pdf ↗

In order to investigate the origin of large price fluctuations, we analyze stock price changes of ten frequently traded NASDAQ stocks in the year 2002. Though the influence of the trading frequency on the aggregate return in a certain time interval is important, it cannot alone explain the heavy tailed distribution of …

2006-06-18abs ↗pdf ↗

Consider a quantum particle trapped between a curved layer of constant width built over a complete, non-compact, C2\mathcal C^2 smooth surface embedded in R3\mathbb{R}^3. We assume that the surface is asymptotically flat in the sense that the second fundamental form vanishes at infinity, and that the surface is not tot…

2011-10-31abs ↗pdf ↗

We prove the existence of extremal, non-csc, Kähler metrics on certain unstable projectivised vector bundles (E)M¶(E) \to M over a cscK-manifold MM with discrete holomorphic automorphism group, in certain adiabatic Kähler classes. In particular, the vector bundles EME \to M under consideration are assumed to split as a …

2013-01-29abs ↗pdf ↗

Study discrete analog of zeta-determinant maximization on triangulated surfaces.

problem Maximizing zeta-determinant for discrete Laplacian on triangulated surfaces.
method Analogous to Osgood, Phillips, and Sarnak's theorem, study stationary points of determinants for discrete cotan-Laplacian.
result Discrete metrics of constant discrete Gaussian curvature are stationary points of the determinant, suggesting minima.

New algorithms reduce dueling bandits' regret with neural networks and efficient exploration.

problem Optimizing dueling bandits with neural networks for better performance.
method Combines shallow exploration strategies with neural networks for utility approximation, using iterative self-improvement and spectral analysis to reduce network width.
result Achieves sublinear regret of O~(dt=1Tσt2+dT)\widetilde{\mathcal{O}}(d\sqrt{\sum_{t=1}^{T} σ_t^2} + \sqrt{dT}).

New method reduces bias in estimating causal effects from discretized variables.

problem Bias in estimating causal effects from discretized continuous variables.
method Proposes a bias-reduced functional that evaluates outcome regression at within-bin conditional means.
result Demonstrates substantial bias reduction and near-nominal confidence interval coverage.

Flow based models such as Real NVP are an extremely powerful approach to density estimation. However, existing flow based models are restricted to transforming continuous densities over a continuous input space into similarly continuous distributions over continuous latent variables. This makes them poorly suited for m…

2019-03-18abs ↗pdf ↗

To infer multilayer deep representations of high-dimensional discrete and nonnegative real vectors, we propose an augmentable gamma belief network (GBN) that factorizes each of its hidden layers into the product of a sparse connection weight matrix and the nonnegative real hidden units of the next layer. The GBN's hidd…

2015-12-09abs ↗pdf ↗

Consider a fibred compact Kähler manifold X endowed with a relatively ample line bundle, such that each fibre admits a constant scalar curvature Kähler metric and has discrete automorphism group. Assuming the base of the fibration admits a twisted extremal metric where the twisting form is a certain Weil-Petersson type…

2017-12-14abs ↗pdf ↗

RAmmStein optimizes liquidity management in AMMs by learning to rebalance efficiently.

problem Optimal control of concentrated liquidity in decentralized exchanges.
method Formulates as an optimal control problem, uses Deep Reinforcement Learning with HJB-QVI.
result Achieves highest net ROI (1.60%) compared to greedy strategies, reduces rebalancing frequency by 85%.

Gradient descent and SGD achieve low test error in specific network weight regimes.

problem Optimizing two-layer ReLU networks with standard initialization.
method Gradient flow and stochastic gradient descent, analyzing margins and weight norms.
result Gradient descent and SGD can achieve globally maximal margins under certain constraints.

Discrete analogues of classical spectral geometric inequalities and extremal eigenvalue problems on graphs.

problem Extremal eigenvalue problems on graphs
method Developing nodal domain methods for adjacency matrices
result Establishing sharp extremal characterizations across diverse graph classes

We define the Wirtinger width of a knot. Then we prove the Wirtinger width of a knot equals its Gabai width. The algorithmic nature of the Wirtinger width leads to an efficient technique for establishing upper bounds on Gabai width. As an application, we use this technique to calculate the Gabai width of approximately …

2019-12-04abs ↗pdf ↗

Identifies interpretable generative model for multivariate data.

problem Black-box architectures of deep generative models are often unidentified and difficult to interpret.
method Introduces Deep Discrete Encoder (DDE) Copula, a hierarchical binary latent variable model inside a copula framework.
result Establishes conditions for identification of DDE copula parameters and proves posterior consistency.