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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.

168,742 papers · 148 categories

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233467700933 · Jun 202019922001200920172026
48 results for effective computation

Efficient algorithm for identifying causal effects in linear models.

problem Determining causal effects from observational data under latent confounding.
method Symbolic computation and efficient algorithm for finding identifying formulas.
result Proves the existence of identifying formulas of a specified degree in quasi-polynomial time.

DREAM model improves computational efficiency for non-linear effects in relational event models.

problem Efficiently modeling non-linear effects in dynamic relational networks.
method Introduces Deep Relational Event Additive Model (DREAM) using Neural Additive Models.
result Demonstrates superior computational efficiency compared to traditional REM approaches.

New Krylov subspace methods speed up mixed-effects models with crossed random effects.

problem Slow computations for high-dimensional crossed random effects in mixed-effects models.
method Krylov subspace-based methods for generalized mixed-effects models with cross effects.
result Speedups by factors of up to 10,000 in computations for mixed-effects models.

Adaptive compute allocation improves model performance by prioritizing harder queries.

problem Inefficiency in allocating test-time compute uniformly across all queries.
method Formulated as a bandit learning problem, proposed adaptive algorithms that estimate query difficulty and allocate compute accordingly.
result Achieved up to 15.29% relative performance improvement on various benchmarks.

Proposes FOAGP for efficient orthogonal effect decomposition of black-box computer experiments.

problem Challenges in sensitivity analysis of black-box computer experiments with complex, nonlinear functional outputs.
method Functional-output orthogonal additive Gaussian process (FOAGP) with conditional orthogonality constraint.
result Demonstrates effectiveness in orthogonal effect decomposition and variance decomposition through simulations and real-world application.

Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When hidden variables are present, however, standard dimension might no longer be ap…

2012-12-12abs ↗pdf ↗

Dealing with the shear size and complexity of today's massive data sets requires computational platforms that can analyze data in a parallelized and distributed fashion. A major bottleneck that arises in such modern distributed computing environments is that some of the worker nodes may run slow. These nodes a.k.a.~str…

2018-03-31abs ↗pdf ↗

Previous literature has identified an effect, dubbed the Zumbach effect, that is nonzero empirically but conjectured to be zero in any conventional stochastic volatility model. Essentially this effect corresponds to the property that past squared returns forecast future volatilities better than past volatilities foreca…

2018-09-06abs ↗pdf ↗

As traditional neural network consumes a significant amount of computing resources during back propagation, \citet{Sun2017mePropSB} propose a simple yet effective technique to alleviate this problem. In this technique, only a small subset of the full gradients are computed to update the model parameters. In this paper …

2017-09-18abs ↗pdf ↗

We extend an approach of Beliakova for computing knot Floer homology and implement it in a publicly available computer program. We review the main programming and optimization methods used. Our program is then used to check that the Floer homology of a prime non-alternating knot with less than 12 crossings has no torsi…

2008-03-17abs ↗pdf ↗

Ablation studies show BCF model's propensity score is not essential for treatment effect estimation.

problem Understanding the necessity of propensity score in nonparametric treatment effect estimation.
method Partial ablation studies of Bayesian Causal Forest (BCF) model.
result Excluding estimated propensity score does not affect treatment effect estimation or uncertainty quantification.

SNAP efficiently identifies causal effects without needing full graph learning.

problem Efficiently estimating causal effects on a subset of variables.
method Sequential Non-Ancestor Pruning (SNAP) framework.
result SNAP reduces independence tests and computation time without sacrificing causal effect estimations.

A faster method for estimating effects in large data using fixed-point trees.

problem Estimating heterogeneous effects in large dimensions with computational efficiency.
method Fixed-point approximation to eliminate Jacobian estimation and speed up GRFs.
result Significant computational efficiency improvement without sacrificing statistical accuracy.

Study finds no significant difference in neural network weights with quantum random numbers.

problem Effects of biased quantum random numbers on neural network initialization.
method Empirical study using quantum hardware and classical pseudo-random numbers.
result No statistically significant difference found between quantum random numbers and other types.

A constructive version of the Frobenius integrability theorem -- that can be programmed effectively -- is given. This is used in computing invariants of groups of low ranks and recover examples from a recent paper of Boyko, Patera and Popoyvich \cite{BPP}.

2014-11-01abs ↗pdf ↗

Quantum computing improves Monte Carlo option pricing for complex derivatives.

problem Complex financial derivatives require extensive computations in high-dimensional spaces.
method Developed a quantum algorithm for simulating many potential asset paths in parallel.
result Quantum algorithm provides highly accurate option pricing and risk analysis.

New method estimates bidirectional causal effects in large-scale systems.

problem Estimating bidirectional causal effects in systems with mutual dependence and heteroskedasticity.
method Heteroskedasticity-based identification with online kernel learning and random Fourier features.
result Superior accuracy and stability compared to single equation and polynomial approximations.

SVM used for estimating treatment effects without confounding.

problem Estimating average treatment effects in the presence of confounding variables.
method Adapts SVM classifier as a kernel-based weighting procedure to balance covariates and estimate causal effects.
result SVM provides a continuous relaxation of the quadratic integer program for balancing covariates and maximizing effective sample size.

Effective dimensionality reduction improves accuracy and reduces costs in estimating option Greeks.

problem Estimating Greeks for barrier and arithmetic average Asian options.
method Global sensitivity analysis, Chebyshev interpolation, conditional pathwise method, randomized Quasi Monte Carlo, Brownian bridge discretization, importance sampling.
result Reduced effective dimensionality enhances convergence rate and accuracy of randomized Quasi Monte Carlo integration.

This paper optimizes AI inference on edge devices with reduced communication and computation costs.

problem Efficiently performing AI inference on resource-constrained edge devices with reduced communication and computation costs.
method A three-step framework for effective inference: model split point selection, communication-aware model compression, and task-oriented encoding of intermediate features.
result Our proposed framework achieves a better trade-off and significantly reduces inference latency compared to baseline methods.

The paper offers streamlined algorithms for fitting complex linear mixed models.

problem Linear mixed models with crossed random effects in large dimensions.
method Mean field variational Bayes algorithms with various relaxations and storage strategies.
result Different inference strategies have varying trade-offs between accuracy and computational demands.

Data splitting enhances model performance in overparametrized ridgeless regression.

problem Computational inefficiency in training models with large datasets.
method Data splitting as a regularization technique in overparametrized ridgeless regression.
result Data splitting improves statistical performance and computational complexity.

We obtain an Einstein metric of constant negative curvature given an arbitrary boundary metric in three dimensions, and a conformally flat one given an arbitrary conformally flat boundary metric in other dimensions. In order to compute the on-shell value of the gravitational action for these solutions, we propose to in…

1999-10-04abs ↗pdf ↗

This monograph presents a class of algorithms called coordinate descent algorithms for mathematicians, statisticians, and engineers outside the field of optimization. This particular class of algorithms has recently gained popularity due to their effectiveness in solving large-scale optimization problems in machine lea…

2016-09-30abs ↗pdf ↗

This paper examines properties of feedforward graphs to improve neural network performance.

problem The choice of computational graph can significantly impact neural network performance.
method The paper introduces two measures: fidelity and mixing time, and evaluates popular graphs using these measures.
result Popular graphs are evaluated based on fidelity and mixing time, revealing their performance implications.

In this paper, we are concerned with the problem of creating flattening maps of simply-connected open surfaces in R3\mathbb{R}^3. Using a natural principle of density diffusion in physics, we propose an effective algorithm for computing density-equalizing flattening maps with any prescribed density distribution. By var…

2017-04-08abs ↗pdf ↗

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter space, thus enabling chains to achieve a faster convergence rate when measured in n…

2016-08-29abs ↗pdf ↗