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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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174348522696 · Jun 202019922001200920172026
48 results for efficient position

New method efficiently learns positive-definite curvature for neural nets.

problem Efficiently learn positive-definite curvature for neural net training.
method Spectral-factorized positive-definite curvature learning approach.
result Efficiently applies arbitrary matrix roots and generic curvature learning.

Efficiently accelerates attention calculation for Transformers with relative positional encoding.

problem Quadratic complexity of attention in long sequences.
method Kernelized attention with Fast Fourier Transform (FFT) for RPE.
result Achieves O(n log n) time complexity, mitigates training instability, and outperforms other models.

The visibility transformation embeds data position into signature features for efficient pattern recognition.

problem Embedding absolute position into signature features for efficient pattern recognition.
method The visibility transformation is put on a theoretical footing and used to embed absolute position into signature features efficiently.
result The generated feature set simplifies pattern recognition by accommodating nonlinear functions of absolute and relative values.

Develops a new model for measuring extremal dependence in financial markets.

problem Lack of suitable models for studying extremal dependence in financial markets.
method Constructs regular variation models on Rd\mathbb{R}^d and develops a bivariate measure for asymmetry in extremal dependence.
result Rejects the Efficient Tail Hypothesis for China's futures market and identifies profitable investment opportunities.

The paradigm of multi-task learning is that one can achieve better generalization by learning tasks jointly and thus exploiting the similarity between the tasks rather than learning them independently of each other. While previously the relationship between tasks had to be user-defined in the form of an output kernel, …

2015-11-18abs ↗pdf ↗

STRING improves 2D and 3D position encodings for better performance.

problem Efficient and accurate position encoding for 2D and 3D applications.
method STRING extends Rotary Position Encodings with a unifying theoretical framework, maintaining translation invariance and low computational cost.
result STRING shows substantial gains in open-vocabulary object detection and robotics.

Learning a classifier with control on the false-positive rate plays a critical role in many machine learning applications. Existing approaches either introduce prior knowledge dependent label cost or tune parameters based on traditional classifiers, which lack consistency in methodology because they do not strictly adh…

2018-01-15abs ↗pdf ↗

Max-rank improves multiple testing in conformal prediction.

problem Simultaneous testing of multiple hypotheses in scientific inquiries.
method Introduces max-rank, a novel correction for positive dependencies in simultaneous testing.
result Max-rank efficiently controls family-wise error rate and improves predictive uncertainty estimates.

Facing the FRTB, banks need to allocate their capital to each business units or risk positions to evaluate the capital efficiency of their strategies. This paper proposes two computationally efficient allocation methods which are weighted according to liquidity horizon. Both methods provide more stable and less negativ…

2018-01-23abs ↗pdf ↗

Proposes a new Sliced-Wasserstein distance for covariance matrices in M/EEG signals.

problem Efficiently dealing with distributions of covariance matrices in M/EEG multivariate time series.
method Defines a Sliced-Wasserstein distance for symmetric positive definite matrices and applies it to brain-age prediction and Brain Computer Interface applications.
result Demonstrates computational efficiency and strong theoretical guarantees for the proposed distance.

Study dynamic assortment and positioning of products with varying display effects.

problem Dynamic assortment and positioning of products with varying display effects.
method Design round-based learning algorithms for both multiplicative and general position effects models, and develop efficient subroutines for optimization.
result First regret-optimal characterization for both models, with matching upper and lower bounds.

Signed networks allow to model positive and negative relationships. We analyze existing extensions of spectral clustering to signed networks. It turns out that existing approaches do not recover the ground truth clustering in several situations where either the positive or the negative network structures contain no noi…

2017-01-03abs ↗pdf ↗

We give a mathematical exposition of the Page metric, and introduce an efficient coordinate system for it. We carefully examine the submanifolds of the underlying smooth manifold, and show that the Page metric does not have positive holomorphic bisectional curvature. We exhibit a holomorphic subsurface with flat normal…

2012-06-18abs ↗pdf ↗

A new method solves large-scale sparse group square-root Lasso problems efficiently.

problem Large-scale linearly constrained sparse group square-root Lasso problems.
method Dual semismooth Newton based augmented Lagrangian method (ALM).
result The proposed method efficiently solves the problem with numerical experiments demonstrating its effectiveness.

Examines learning efficiency in neural networks and related models.

problem Analyzing efficiency in deep learning models with singular learning coefficients.
method Examined learning coefficients in neural networks and three-layer neural networks with ReLU units.
result Extended results to include Softmax function, providing a broader understanding of learning efficiency.

Optimizes partial AUC across various FPRs for machine learning models.

problem Lack of scalable algorithms for optimizing partial AUC in a range of FPRs.
method Formulated as a non-smooth DC program, developed an efficient approximated gradient descent method using Moreau envelope smoothing.
result Achieved a complexity of O(1/ε6)O(1/ε^6) for finding nearly εε-critical solutions.

Study improves Bayesian optimisation with ensemble transfer learning.

problem Improving sample efficiency in Bayesian optimisation of expensive functions.
method Empirical analysis of ensemble-based transfer learning methods and pipeline components.
result Two components (warm start initialisation and positive weight constraint) improve transfer learning Bayesian optimisation performance.

We show that 3-braid links with given (non-zero) Alexander or Jones polynomial are finitely many, and can be effectively determined. We classify among closed 3-braids strongly quasipositive and fibered ones, and show that 3-braid links have a unique incompressible Seifert surface. We also classify the positive braid wo…

2006-06-19abs ↗pdf ↗

Efficiently clusters data on manifolds using Fréchet maps.

problem Clustering on high-dimensional, non-Euclidean manifolds is computationally challenging.
method Introduces pp-Fréchet map to embed manifold data into Euclidean space for k-means clustering.
result Significant performance gains in runtime and accuracy compared to existing methods.

It is well-known that neural networks are computationally hard to train. On the other hand, in practice, modern day neural networks are trained efficiently using SGD and a variety of tricks that include different activation functions (e.g. ReLU), over-specification (i.e., train networks which are larger than needed), a…

2014-10-05abs ↗pdf ↗

Improved Bayesian learning rule handles positive-definite constraints efficiently.

problem Bayesian learning rule struggles with positive-definite constraints.
method Proposes an improved rule using Riemannian gradient methods for block-coordinate natural parameterization.
result Outperforms existing methods without increased computation.

A novel method for learning DAGs from positive-valued data.

problem Causal discovery from observational data of positive-valued variables.
method Hybrid Moment-Ratio Scoring (H-MRS) algorithm combining moment-based scoring and log-scale regression.
result H-MRS integrates log-scale Ridge regression for moment-ratio estimation with a greedy ordering procedure based on raw-scale moment ratios, followed by Elastic Net-based parent selection.

We propose a fast general projection-free metric learning framework, where the minimization objective minMSQ(M)\min_{\textbf{M} \in \mathcal{S}} Q(\textbf{M}) is a convex differentiable function of the metric matrix M\textbf{M}, and M\textbf{M} resides in the set S\mathcal{S} of generalized graph Laplacian matrices for con…

2020-01-28abs ↗pdf ↗

We present an approach to learn the dynamics of multiple objects from image sequences in an unsupervised way. We introduce a probabilistic model that first generate noisy positions for each object through a separate linear state-space model, and then renders the positions of all objects in the same image through a high…

2019-07-20abs ↗pdf ↗

Hexagonal diagrams link complex curves in CP2\mathbb{CP}^2 to minimal genus surfaces.

problem Understanding the relationship between complex curves and surfaces in CP2\mathbb{CP}^2.
method Hexagonal lattice diagrams and trisection of CP2\mathbb{CP}^2.
result Positive genus surfaces in CP2\mathbb{CP}^2 are isotopic to complex curves if they admit hexagonal lattice diagrams.

ConViT combines CNN and ViT strengths, improving image classification.

problem Combining the strengths of CNNs and ViTs while avoiding their limitations.
method Introducing GPSA, a form of positional self-attention with a soft convolutional inductive bias.
result ConViT outperforms DeiT on ImageNet while offering improved sample efficiency.

Proposes a differentiable STFT for more efficient optimization of hop length.

problem Efficient optimization of hop length in STFT for better temporal control.
method Introduces a differentiable version of STFT with continuous hop length.
result Improves optimization methods like gradient descent for STFT.

We propose a new backtesting framework for Expected Shortfall that could be used by the regulator. Instead of looking at the estimated capital reserve and the realised cash-flow separately, one could bind them into the secured position, for which risk measurement is much easier. Using this simple concept combined with …

2017-09-05abs ↗pdf ↗

Efficiently visualizes uncertainty in local divergence of 2D vector fields.

problem Uncertainty in vector field data leads to inaccurate divergence computations.
method Closed-form approach for highly efficient and accurate uncertainty visualization of local divergence, assuming independently Gaussian-distributed vector uncertainties.
result Significantly enhanced efficiency and accuracy of our algorithms over classical MC approach.

Scarce data is a major challenge to scaling robot learning to truly complex tasks, as we need to generalize locally learned policies over different "contexts". Bayesian optimization approaches to contextual policy search (CPS) offer data-efficient policy learning that generalize over a context space. We propose to impr…

2016-12-06abs ↗pdf ↗

The study infers risk preferences from portfolio choices and measures portfolio efficiency.

problem Measuring the efficiency of household investment portfolios based on risk preferences.
method Statistical analysis of portfolio choices and demographic information over six years.
result Implied risk aversion increases with wealth and financial literacy, impacting portfolio efficiency.

Investment strategies involving cryptocurrencies and VIX INDEX show positive impact in market performance.

problem Investment strategies involving cryptocurrencies and VIX INDEX.
method Parameter estimation on raw data, comparison of two different portfolios, and analysis of different market conditions.
result VIX INDEX positively impacts the investment portfolio of cryptocurrencies in both standard and downward markets.

We propose an adaptive sampling approach for multiple testing which aims to maximize statistical power while ensuring anytime false discovery control. We consider nn distributions whose means are partitioned by whether they are below or equal to a baseline (nulls), versus above the baseline (actual positives). In addi…

2018-09-06abs ↗pdf ↗

We study the problem of learning overcomplete HMMs---those that have many hidden states but a small output alphabet. Despite having significant practical importance, such HMMs are poorly understood with no known positive or negative results for efficient learning. In this paper, we present several new results---both po…

2017-11-07abs ↗pdf ↗

We give the first dimension-efficient algorithms for learning Rectified Linear Units (ReLUs), which are functions of the form xmax(0,wx)\mathbf{x} \mapsto \max(0, \mathbf{w} \cdot \mathbf{x}) with wSn1\mathbf{w} \in \mathbb{S}^{n-1}. Our algorithm works in the challenging Reliable Agnostic learning model of Kalai, Kanade, and Ma…

2016-11-30abs ↗pdf ↗