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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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3056109141,219 · Jun 202019922001200920172026
48 results for distorted mix method

New method assesses financial and cyber risks under uncertainty.

problem Uncertainty in risk assessment for financial and cyber systems.
method Combines stochastic approximation and distorted mix method to compute worst case average value at risk.
result Efficient algorithm for tail uncertainty in multivariate distributions.

Optimal risk sharing found for heterogeneous risk attitudes using distortion risk measures.

problem Risk sharing in economies with diverse risk attitudes.
method Modeling preferences with distortion risk measures, using comonotonic and counter-monotonic principles.
result Optimal risk sharing strategies identified based on risk attitudes, reducing the nn-agent problem to a two-agent formulation.

Most distortion correction methods focus on simple forms of distortion, such as radial or linear distortions. These works undistort images either based on measurements in the presence of a calibration grid, or use multiple views to find point correspondences and predict distortion parameters. When possible distortions …

2019-11-15abs ↗pdf ↗

Efficiently samples conformal boundaries in high dimensions using flows.

problem Difficulty in interpreting and using prediction sets in high-dimensional or structured output spaces.
method Flow-based approach using differentiable nonconformity scores to induce deterministic flows on the output space.
result Sampling conformal boundaries in arbitrary dimensions becomes computationally efficient and training-free.

Mixed Sample Data Augmentation (MSDA) has received increasing attention in recent years, with many successful variants such as MixUp and CutMix. By studying the mutual information between the function learned by a VAE on the original data and on the augmented data we show that MixUp distorts learned functions in a way …

2020-02-27abs ↗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.

Paper proposes efficient method for estimating risk measures in complex models.

problem Accurately estimating distortion risk measures in computationally expensive models.
method Integrates importance sampling and machine learning for efficient Monte Carlo estimation.
result Demonstrates significant reduction in computational cost for estimating risk measures.

We solve the vector embedding problem by minimizing total distortion under constraints.

problem Assigning representative vectors to items with similarity and dissimilarity constraints.
method Projected quasi-Newton method for MDE problems, scalable to large data sets.
result Our method provides principled ways to validate embeddings and scales to millions of items.

Proposes a neural network method to correct residual distortions in coordinate transformations.

problem Nonlinear and spatially dependent distortions in coordinate transformation models.
method Residual-based neural network approach focusing on systematic distortions.
result The method improves accuracy and stability in challenging conditions.

Estimates rate-distortion function for large datasets using neural networks.

problem Designing lossy data compression schemes and comparing them with theoretical limits.
method Re-formulate rate-distortion objective and solve using neural networks.
result NERD accurately estimates the rate-distortion function for real-world datasets.

Paper proposes a method to make image model explanations robust to distortions.

problem Ensuring robustness of explanations for images under distortions.
method Embedding perceptual distances in surrogate explainers to evaluate and improve robustness.
result Surrogate explanations become more coherent and robust to distortions.

SNI framework for mixed-type data imputation interprets and explains missing values.

problem Missing data in mixed-type databases skew analysis results.
method SNI couples statistical priors with neural attention to impute and explain missing values.
result SNI provides interpretable feature dependency diagnostics and soft regularization of attention.

This paper describes a novel deep learning-based method for mitigating the effects of atmospheric distortion. We have built an end-to-end supervised convolutional neural network (CNN) to reconstruct turbulence-corrupted video sequence. Our framework has been developed on the residual learning concept, where the spatio-…

2019-12-22abs ↗pdf ↗

Optimizes communication in federated learning using rate-distortion theory.

problem Reduces communication cost in federated learning while maintaining model accuracy.
method Applies rate-distortion theory to model updates, proposing distortion as a proxy for accuracy.
result Near-optimal communication reduction, outperforming other methods on a FL benchmark.

Curvature regularization prevents distortion in graph embeddings.

problem Graph topology patterns distort in Euclidean space, making detection difficult.
method Proposes curvature regularization to enforce flatness in embedding manifolds.
result Significant improvements in five embedding methods on open graph datasets.

Paper studies fundamental limits of communication in distributed learning.

problem Communication efficiency in model aggregation for distributed learning.
method Rate-Distortion approach to model aggregation as a vector Gaussian CEO problem.
result Derives rate region bound and sum-rate-distortion function for model aggregation.

We consider the problem of distortion minimal morphing of nn-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1\R^{n+1}. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…

2006-05-25abs ↗pdf ↗

This paper shows how to calculate risk measures for sums of two counter-monotonic risks.

problem Calculating risk measures for sums of two counter-monotonic risks.
method Using a fixed distortion function and expressing the risk measure of a sum as the sum of two related measures of the marginals.
result The risk measure of a sum of two counter-monotonic risks can be expressed as the sum of two related distortion risk measures of the marginals.

The distortion of a curve measures the maximum arc/chord length ratio. Gromov showed any closed curve has distortion at least pi/2 and asked about the distortion of knots. Here, we prove that any nontrivial tame knot has distortion at least 5pi/3; examples show that distortion under 7.16 suffices to build a trefoil kno…

2004-09-22abs ↗pdf ↗

New MCMC method improves sampling from multimodal distributions.

problem Sampling from multimodal distributions is challenging for classical MCMC methods.
method Interpolating along the diffusion path, preserving mode weights and mixing properties.
result MAD-Path sampler improves global exploration and mode-weight estimation.

Modified BA algorithm computes RD and DR functions efficiently.

problem Computing rate-distortion and distortion-rate functions.
method A novel modification of the BA algorithm using Newton's method for root-finding.
result The modified algorithm converges to RD and DR function solutions with rate O(1/n)O(1/n) and provides ε\varepsilon-approximations.

Framework uses IRL and RL to elicit and optimize risk preferences robustly to noise.

problem Eliciting and optimizing risk preferences in noisy environments.
method Adaptive Bayesian IRL for elicitation, model-free RL for optimization, using quantile networks.
result Framework achieves convergence rate of O(exp(cm+O(mlogm)))O(\exp(-cm+O(\sqrt{m\log m}))).

Study on risk measures using distorted Choquet integrals with random distortions.

problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.

Discover equations of motion from distorted video frames.

problem Learning equations of motion from unlabeled, distorted video.
method Train an autoencoder to map frames into latent space, then use symbolic regression to find differential equations.
result The method can discover motion equations even when video is distorted.

New method improves bivariate causal discovery by accurately estimating cause variable complexity.

problem Improper estimation of cause variable complexity in current MDL-based methods.
method Rate-distortion MDL (RDMDL) using information dimension for cause variable complexity estimation.
result RDMDL achieves competitive performance on Tübingen dataset.

We show that an entire branched cover of finite distortion cannot have a compact branch set if its distortion satisfies a certain asymptotic growth condition. We furthermore show that this bound is strict by constructing an entire, continuous, open and discrete mapping of finite distortion which is piecewise smooth, ha…

2017-09-25abs ↗pdf ↗

Paper proposes a new method to evaluate joint risk under uncertainty.

problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.

New method for risk quantification using quantile processes and measure distortions.

problem Risk quantification and valuation in financial markets.
method Develops a novel stochastic valuation principle based on probability measure distortions induced by quantile processes.
result Introduces a system of subjective probability measures that indexes a stochastic valuation principle susceptible to probability measure distortions.

The study shows exponential distortion in virtually special groups containing free subgroups.

problem Understanding distortion in virtually special groups containing free subgroups.
method Constructing examples of virtually special groups with finite rank free subgroups.
result Distortion functions grow like exp^k(x^m) and can be superexponential.