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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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69139208277 · May 202619922001200920172026
48 results for drift localization

FedElasticNet reduces communication costs and handles client drift in FL.

problem Expensive communication costs and client drift issues in federated learning.
method Leverages elastic net regularizers to sparsify local updates and limit client drift.
result FedElasticNet effectively resolves communication cost and client drift problems.

The paper develops a neural network method for estimating drift functions of diffusion processes from discrete observations.

problem Nonparametric estimation of drift function for diffusion processes from high-frequency discrete observations.
method Neural network-based estimator for drift function estimation.
result Derives a non-asymptotic convergence rate for the neural network estimator.

Framework monitors insurance pricing models for drift and recalibration.

problem Maintaining predictive performance of pricing models in evolving insurance portfolios.
method Formalizes deviance loss and Murphy's score, studies Gini score, develops monitoring framework.
result Framework guides decisions on refitting or recalibrating pricing models.

Study optimizes financial strategies in markets with uncertain drift.

problem Optimizing portfolios in markets with unpredictable drift.
method Combines worst-case optimization with filtering techniques to define uncertainty sets.
result Proves minimax theorem and derives optimal strategies for continuous updates.

Proposes new Monte Carlo methods for calibrating local volatility models with stochastic components.

problem Calibrating local volatility models with stochastic drift and diffusion.
method Developed Monte Carlo algorithms for three models: local volatility with stochastic interest rates, stochastic local volatility with deterministic interest rates, and stochastic local volatility with stochastic interest rates.
result Conditions for the existence of local volatility given European option prices, stochastic interest rate model parameters, and correlations.

We extend Dupire's formula for stochastic interest rates and local volatility.

problem Deriving formulas for stochastic interest rates and local volatility.
method Generalizations of Dupire's formula for stochastic drift and local volatility.
result Validated the limits of the generalized Dupire formulae for specific cases.

New schemes improve error estimates for sampling from non-log-concave distributions.

problem Improving sampling from non-log-concave distributions with super-linear drift growth.
method Developed tamed Euler and randomized Euler schemes with error estimates.
result Near-optimal error bounds for sampling and optimization problems.

This paper describes another extension of the Local Variance Gamma model originally proposed by P. Carr in 2008, and then further elaborated on by Carr and Nadtochiy, 2017 (CN2017), and Carr and Itkin, 2018 (CI2018). As compared with the latest version of the model developed in CI2018 and called the ELVG (the Expanded …

2018-09-19abs ↗pdf ↗

Estimates time-series drifts from i.i.d. data using a direct Nadaraya-Watson plug-in method.

problem Nonparametric estimation of Schrödinger bridge drifts from single time interval data.
method Direct Nadaraya-Watson plug-in estimator based on kernelized numerator and denominator terms.
result Uniform non-asymptotic bound, CLT under undersmoothing, and adaptive bandwidth selector.

In this paper long-run risk sensitive optimisation problem is studied with dyadic impulse control applied to continuous-time Feller-Markov process. In contrast to the existing literature, focus is put on unbounded and non-uniformly ergodic case by adapting the weight norm approach. In particular, it is shown how to com…

2019-06-14abs ↗pdf ↗

A conservative drifting method improves generative modeling by using KDE gradients, proving convergence rates.

problem Improving generative modeling by addressing non-conservatism issues.
method Proposes a conservative drifting method using kernel density estimator gradients to address non-conservatism.
result Proves finite-particle convergence rates for the conservative method, providing explicit quadrature constants.

The paper proves conditions for a manifold to have the Liouville property for the drifted Laplacian.

problem Conditions for a manifold to have the Liouville property for the drifted Laplacian.
method Local gradient estimates for positive solutions to the semilinear equation and structural conditions on F.
result The manifold has the Liouville property for the drifted Laplacian under specific curvature conditions.

It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we have to know that the change-of-measure local martingale that we write down is a tr…

2019-10-25abs ↗pdf ↗

Develops a local Fokker--Planck geometric framework for more accurate score estimation.

problem Inaccurate estimation of score function in non-linear, state-dependent drifts.
method Local Fokker--Planck geometric framework, time change to cumulative-variance coordinate, heat-ball mean-value representations, exact high-dimensional sampling.
result Exact local mean-value representations for the score and density, improved accuracy in low-density regions.

Federated Averaging (FedAvg) has emerged as the algorithm of choice for federated learning due to its simplicity and low communication cost. However, in spite of recent research efforts, its performance is not fully understood. We obtain tight convergence rates for FedAvg and prove that it suffers from `client-drift' w…

2019-10-14abs ↗pdf ↗

Online distributional prediction with latent cluster geometry

problem Predicting the full data-generating distribution in non-stationary streams
method Representing candidate laws as latent cluster geometry and using Gibbs quasi-posterior
result Achieving sublinear cumulative Wasserstein regret under bounded support and stable latent geometry

This review covers learning under concept drift, including detection, understanding, and adaptation.

problem Unforeseeable changes in data distribution over time impact machine learning performance.
method Reviews and analyzes methodologies and techniques for concept drift detection, understanding, and adaptation.
result Establishes a framework for learning under concept drift with three main components.

New method calibrates local volatility models to marginal distributions.

problem Calibrating local volatility models to specific marginal distributions.
method Inspired by volatility interpolation, constructs time-homogeneous or continuous local volatility functions.
result Efficient numerical algorithms for constructing local volatility functions.

This research identifies flaws in drift detection methods and creates adversarial data streams to exploit them.

problem The challenge of detecting data distribution changes (drift) in real-time systems.
method Developed adversarial data streams to show weaknesses in existing drift detection schemes.
result Demonstrated that common drift detection methods can be fooled by adversarial data streams.

Classifiers operating in a dynamic, real world environment, are vulnerable to adversarial activity, which causes the data distribution to change over time. These changes are traditionally referred to as concept drift, and several approaches have been developed in literature to deal with the problem of drift handling an…

2018-03-24abs ↗pdf ↗

Classifies polynomial growth solutions to drift-harmonic equations on asymptotically paraboloidal manifolds.

problem Classifying polynomial growth solutions to drift-harmonic equations on specific types of manifolds.
method Inductive argument that alternates between constructing and asymptotically controlling drift-harmonic functions.
result All drift-harmonic functions with polynomial growth asymptotically separate variables and dimensions of spaces are computed.

In accessibility tests for digital preservation, over time we experience drifts of localized and labelled content in statistical models of evolving semantics represented as a vector field. This articulates the need to detect, measure, interpret and model outcomes of knowledge dynamics. To this end we employ a high-perf…

2016-08-03abs ↗pdf ↗

Detects drifts in data for classification tasks using constrained embeddings.

problem Drifts in data affect model performance; unsupervised methods ignore label information.
method Task-sensitive semi-supervised drift detection with constrained low-dimensional embedding.
result Successfully detects real drifts affecting classification performance.

Concept drift is formally defined as the change in joint distribution of a set of input variables X and a target variable y. The two types of drift that are extensively studied are real drift and virtual drift where the former is the change in posterior probabilities p(y|X) while the latter is the change in distributio…

2019-09-25abs ↗pdf ↗

PDD detects concept drift using explainable AI, improving model performance in dynamic environments.

problem Detecting and adapting to concept drift in predictive models.
method Profile Drift Detection (PDD) using Partial Dependence Profiles (PDPs).
result PDD outperforms existing methods in detecting concept drift and maintaining high predictive performance.

Paper proposes a framework to detect adversarial concept drifts under poisoning attacks.

problem Adversarial concept drift in data streams.
method Augmented Restricted Boltzmann Machine with improved gradient computation and energy function.
result High robustness and efficacy of the proposed drift detection framework in adversarial scenarios.

HawkesLLM models text generation with temporal influence, improving semantic alignment under limited memory.

problem Path-dependent uncertainty in agentic text-simulation systems.
method HawkesLLM framework separates temporal influence modeling from text generation, using a multivariate Hawkes process and a language model.
result HawkesLLM improves late-stage semantic alignment under a compact prompt-memory budget.

We propose an online method for concept driftdetection based on dynamic classifier ensemble selection. Theproposed method generates a pool of ensembles by promotingdiversity among classifier members and chooses expert ensemblesaccording to global prequential accuracy values. Unlike currentdynamic ensemble selection app…

2019-09-26abs ↗pdf ↗

Using integration by parts on Gaussian space we construct a Stein Unbiased Risk Estimator (SURE) for the drift of Gaussian processes using their local and occupation times. By almost-sure minimization of the SURE risk of shrinkage estimators we derive an estimation and de-noising procedure for an input signal perturbed…

2008-09-09abs ↗pdf ↗

CURIE uses cellular automata to detect concept drift in data streams.

problem Detecting changes in data distribution (concept drift) in data streams.
method CURIE represents data stream distribution in a cellular automata grid and uses its neighborhood rule to detect changes.
result CURIE, when hybridized with base learners, performs competitively in detection metrics and classification accuracy.