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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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4.2%8.3%12.5%16.7% · Sep 199519922001200920172026
48 results for dual parameterization

Method converts neural networks to function space for better uncertainty quantification.

problem Lack of uncertainty estimates and difficulty in incorporating new data in deep neural networks.
method Dual parameterization to convert from weight space to function space, enabling sparse representation.
result Compact and principled way to capture uncertainty and incorporate new data.

Data-driven optimization improves mean-variance portfolios by penalizing norms.

problem Estimation error in mean-variance optimization.
method Augment MVO with norm penalties, use neural networks for optimization, and compute derivatives implicitly.
result Data-driven optimization reduces portfolio risk compared to standard MVO.

Study describes singularities of height functions on specific singular surfaces.

problem Analyzing singularities of height functions on singular surfaces.
method Using geometric language and blowing-ups, investigate singularities of height functions and dual surfaces.
result Characterized singularities of height functions and dual surfaces on specific singular surfaces.

Optimizes wireless network resource management with state-augmented policies.

problem Optimizing network-wide utility with user performance constraints.
method State-augmented parameterization of RRM policy, using dual variables.
result Superior trade-off between mean, minimum, and 5th percentile rates.

Learning optimal resource allocation policies in wireless systems can be effectively achieved by formulating finite dimensional constrained programs which depend on system configuration, as well as the adopted learning parameterization. The interest here is in cases where system models are unavailable, prompting method…

2019-11-10abs ↗pdf ↗

Generalizing some results from R. Leung's thesis, we compute, in rational cohomology, the Poincare dual of the degeneracy locus of the family of Dirac operators parameterized by the moduli space of projectively anti-self-dual $\SO(3)$ connections. This is the first step in a program to derive a relation between the Don…

2008-04-18abs ↗pdf ↗

A machine learning model for PMD compensation in dual-polarization systems.

problem Compensating for polarization-mode dispersion (PMD) in dual-polarization systems.
method Model-based machine learning approach using the split-step Fourier method for the Manakov-PMD equation.
result The model converges to within 1% of peak dB performance after 428 iterations, achieving a 0.30 dB reduction in effective signal-to-noise ratio compared to PMD-free case.

Graph neural networks optimize radio resource management policies for wireless networks.

problem Optimizing user selection and power control in wireless networks with fairness constraints.
method Formulated as a Lagrangian dual problem, RRM policies are parameterized by a GNN architecture trained on channel conditions.
result The method achieves superior tradeoff between average and 5th percentile rates, demonstrating fairness.

This paper considers the design of optimal resource allocation policies in wireless communication systems which are generically modeled as a functional optimization problem with stochastic constraints. These optimization problems have the structure of a learning problem in which the statistical loss appears as a constr…

2018-07-21abs ↗pdf ↗

Dual-objective GANs reduce training instabilities with tunable α-loss parameters.

problem Training instabilities in Generative Adversarial Networks (GANs).
method Introduce (αD,αG)(α_D,α_G)-GANs with dual objectives modeled using αα-loss.
result Upper bounds on estimation error show improved performance under certain conditions.

This paper is concerned with the construction of special metrics on non-compact 4-manifolds which arise as resolutions of complex orbifold singularities. Our study is close in spirit to the construction of the hyperkaehler gravitational instantons, but we focus on a different class of singularities. We show that any re…

2002-06-21abs ↗pdf ↗

The important application of semi-static hedging in financial markets naturally leads to the notion of quasi self-dual processes. The focus of our study is to give new characterizations of quasi self-duality for exponential Lévy processes such that the resulting market does not admit arbitrage opportunities. We derive …

2012-01-24abs ↗pdf ↗

CardiCat generates synthetic data for high-cardinality tabular datasets.

problem Learning complexities of high-cardinality categorical features in tabular data.
method Substitutes one-hot encoding with regularized dual encoder-decoder embedding layers.
result Generates high-quality synthetic data with a smaller parameter space.

A submanifold of a Riemannian symmetric space is called parallel if its second fundamental form is a parallel section of the appropriate tensor bundle. We classify parallel submanifolds of the Grassmannian $\rmG^+_2(\R^{n+2})$ which parameterizes the oriented 2-planes of the Euclidean space Rn+2\R^{n+2}\,. Our main resul…

2011-07-28abs ↗pdf ↗

Paper analyzes how neural networks learn from a teacher in a specific setting.

problem Understanding how two-layer ReLU neural networks learn from a teacher in a regression model.
method Used gradient descent with specific regularization and over-parameterization, combined with measure representation and sparse estimation.
result Student network can identify teacher network parameters with high probability via gradient descent.

GradientDICE improves offline estimation for reinforcement learning policies.

problem Estimating density ratios between target policy and sampling distributions in reinforcement learning.
method GradientDICE reparameterizes the optimization problem to avoid nonlinearity, ensuring convergence and consistency.
result GradientDICE is provably convergent and eliminates the need for nonlinearity in parameterization.

Optimal Morse matchings reveal essential structures of cell complexes which lead to powerful tools to study discrete geometrical objects, in particular discrete 3-manifolds. However, such matchings are known to be NP-hard to compute on 3-manifolds, through a reduction to the erasability problem. Here, we refine the stu…

2013-03-28abs ↗pdf ↗

Dual Space Preconditioning speeds up gradient descent in overparameterized models.

problem Improving convergence of gradient descent in overparameterized linear models.
method Introducing a novel preconditioner of the form ablaK abla K for convex KK and applying it to overparameterized linear models.
result The iterates of the preconditioned gradient descent converge to a solution W{W}_{\infty} satisfying XW=Y{X}{W}_{\infty} = {Y}.

DeepMartingale uses deep learning to solve complex optimal stopping problems efficiently.

problem Optimal stopping problems in high-dimensional continuous-time models.
method Leverages martingale representation and deep learning to directly optimize over parameterized martingales.
result DeepMartingale can approximate the true value function to any desired accuracy with neural networks of manageable size.

The paper explores algorithms to transform 3-manifold triangulations while controlling sparsity.

problem Designing efficient algorithms for 3-manifold triangulations with controlled sparsity.
method Revisit and apply a linear-time algorithm for converting triangulations into Heegaard diagrams, and present a quasi-linear-time algorithm for retriangulation.
result Quasi-linear-time algorithm producing a Heegaard diagram with controlled sparsity.

A generalized cusp CC is diffeomorphic to [0,)[0,\infty) times a closed Euclidean manifold. Geometrically CC is the quotient of a properly convex domain by a lattice, ΓΓ, in one of a family of affine groups G(ψ)G(ψ), parameterized by a point ψψ in the (dual closed) Weyl chamber for SL(n+1,R)SL(n+1,\mathbb{R}), and ΓΓ determi…

2017-10-09abs ↗pdf ↗

New method uses LP to achieve optimal sample complexity in multi-agent reinforcement learning.

problem Achieving global optimality in multi-agent reinforcement learning with average-cost criterion.
method Randomized Linear Programming and Stochastic Primal-Dual Methods for multi-agent saddle point problems.
result Sample complexity matches tight dependencies on state and action spaces, and scales with network size.

The current paper discusses some new results about conformal polynomic surface parameterizations. A new theorem is proved: Given a conformal polynomic surface parameterization of any degree it must be harmonic on each component. As a first geometrical application, every surface that admits a conformal polynomic paramet…

2012-05-25abs ↗pdf ↗

The paper analyzes how over-parameterization affects GD convergence in matrix sensing problems.

problem Matrix sensing problem with over-parameterized gradient descent.
method Analyzes symmetric and asymmetric parameterizations, provides lower bounds and convergence rates.
result Over-parameterization slows down GD convergence, but asymmetric parameterization can speed up convergence.

Novel framework for policy optimization with general parameterization and linear convergence.

problem Lack of theoretical guarantees for policy optimization with general parameterization schemes.
method Mirror descent approach for policy optimization with general parameterization.
result First result of linear convergence for policy-gradient-based method with general parameterization.

This paper presents a novel two-step approach for the fundamental problem of learning an optimal map from one distribution to another. First, we learn an optimal transport (OT) plan, which can be thought as a one-to-many map between the two distributions. To that end, we propose a stochastic dual approach of regularize…

2017-11-07abs ↗pdf ↗

We introduce a new parameterization method for deep learning layers using spectral tensor train decomposition.

problem Efficiency and stability in deep learning models with weight matrix compression.
method Spectral Tensor Train Parameterization (STTP) of weight matrices.
result Improved compression and training stability in neural networks.

Develops a method for conformal parameterization of point clouds without fixed boundaries.

problem Desirable distortion in fixed-boundary parameterizations of point clouds.
method Free-boundary conformal parameterization method involving approximation of point cloud Laplacian and boundary treatment.
result High-quality point cloud meshing achieved through the proposed method.

We study the space of conformal immersions of a 2-torus into the 4-sphere. The moduli space of generalized Darboux transforms of such an immersed torus has the structure of a Riemann surface, the spectral curve. This Riemann surface arises as the zero locus of the determinant of a holomorphic family of Dirac type opera…

2007-12-14abs ↗pdf ↗