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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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285583110 · Jun 202019922001200920172026
48 results for energy criterion

Over the space of Kähler metrics associated to a fixed Kähler class, we first prove the lower bound of the energy functional E~β\tilde E^β, then we provide the criterions of the geodesics rays to detect the lower bound of J~β\tilde {\mathfrak J}^β-functional. They are used to obtain the properness of Mabuchi's KK-energy…

2014-10-07abs ↗pdf ↗

In this paper, we give a criterion for the properness of the K-energy in a general Kahler class of a compact Kahler manifold by using Song-Weinkove's result. As applications, we give some Kahler classes on CP2#3CP2\mathbb{C}\mathbb{P}^2\#3\overline {\mathbb{C}\mathbb{P}^2} and $\mathbb{C}\mathbb{P}^2\#8\overline {\mathbb{C}\…

2013-11-05abs ↗pdf ↗

Using Hilbert's criterion, we consider the stress-energy tensor associated to the bienergy functional. We show that it derives from a variational problem on metrics and exhibit the peculiarity of dimension four. First, we use this tensor to construct new examples of biharmonic maps, then classify maps with vanishing or…

2006-02-01abs ↗pdf ↗

In this paper, we study Mabuchi's K-energy on a compactification M of a reductive Lie group G, which is a complexification of its maximal compact subgroup K. We give a criterion for the properness of K-energy on the space of K \times K-invariant Kahler potentials. In particular, it turns to give an alternative proof of…

2017-01-02abs ↗pdf ↗

A statistical model or a learning machine is called regular if the map taking a parameter to a probability distribution is one-to-one and if its Fisher information matrix is always positive definite. If otherwise, it is called singular. In regular statistical models, the Bayes free energy, which is defined by the minus…

2012-08-31abs ↗pdf ↗

Paper connects free-energy and low-degree hardness in high-dimensional statistics.

problem High-dimensional statistical inference problems are computationally hard.
method Defines a free-energy criterion and connects it to low-degree hardness.
result Establishes connection between free-energy and low-degree hardness for Gaussian models.

Study minimizers in large volume isoperimetric problems with a new flatness criterion.

problem Minimizers in isoperimetric problems with a compact obstacle.
method Study Plateau-type problem with free boundary, develop mesoscale flatness criterion.
result Identify isoperimetric residue in energy expansion for large volume.

In this paper, we introduce a class of Sasaki manifolds with a reductive GG-group action, called GG-Sasaki manifolds. By reducing K-energy to a functional defined on a class of convex functions on a moment polytope, we give a criterion for the properness of K-energy. In particular, we deduce a sufficient and necessar…

2017-12-21abs ↗pdf ↗

Enhanced tabular benchmarks for energy-efficient neural architecture search.

problem Energy consumption in deep learning models.
method Introducing EC-NAS, an enhanced tabular benchmark with energy consumption data.
result EC-NAS reveals a balance between energy usage and accuracy in neural architecture search.

Distributed asynchronous SGD has become widely used for deep learning in large-scale systems, but remains notorious for its instability when increasing the number of workers. In this work, we study the dynamics of distributed asynchronous SGD under the lens of Lagrangian mechanics. Using this description, we introduce …

2018-05-22abs ↗pdf ↗

Enhances gradient-based discrete samplers with parallel tempering for multimodal distributions.

problem Local minima in high-dimensional, multimodal discrete distributions.
method Combines parallel tempering with discrete Langevin proposal, using Metropolis criterion for swaps.
result Significantly faster mixing and better sampling from complex distributions.

A new method selects features efficiently for high-dimensional data.

problem High computational costs and memory requirements in high-dimensional data.
method QuickSelection uses the strength of neurons in sparse autoencoders to select features.
result QuickSelection achieves the best trade-off of accuracy, speed, and memory usage.

Characterizes pseudo B-symmetric spacetimes and their implications in f(R) gravity.

problem Characterizing pseudo B-symmetric spacetimes and their properties.
method Analyzes Codazzi type of B-tensor and applies f(R) gravity model.
result Pseudo B-symmetric spacetimes with Codazzi type B-tensor are conformally flat and Robertson-Walker spacetimes.

In this paper, we attack the anomaly detection problem by directly modeling the data distribution with deep architectures. We propose deep structured energy based models (DSEBMs), where the energy function is the output of a deterministic deep neural network with structure. We develop novel model architectures to integ…

2016-05-25abs ↗pdf ↗

We prove that a random group of the graph model associated with a sequence of expanders has fixed-point property for a certain class of CAT(0) spaces. We use Gromov's criterion for fixed-point property in terms of the growth of n-step energy of equivariant maps from a finitely generated group into a CAT(0) space, to wh…

2012-10-22abs ↗pdf ↗

Constrained adaptive filtering algorithms inculding constrained least mean square (CLMS), constrained affine projection (CAP) and constrained recursive least squares (CRLS) have been extensively studied in many applications. Most existing constrained adaptive filtering algorithms are developed under mean square error (…

2016-10-06abs ↗pdf ↗

Learning algorithms for implicit generative models can optimize a variety of criteria that measure how the data distribution differs from the implicit model distribution, including the Wasserstein distance, the Energy distance, and the Maximum Mean Discrepancy criterion. A careful look at the geometries induced by thes…

2017-12-21abs ↗pdf ↗

Yau conjectured that a Fano manifold admits a Kahler-Einstein metric if and only if it is stable in the sense of geometric invariant theory. There has been much progress on this conjecture by Tian, Donaldson and others. The Mabuchi energy functional plays a central role in these ideas. We study the E_k functionals intr…

2005-05-23abs ↗pdf ↗

Paper proposes a new method to learn EBMs and their partition function.

problem Intractability of exact MLE for EBMs due to partition function computation.
method Jointly learns an energy model and its log-partition function using neural networks.
result First tractable method for optimizing sparsemax loss in large spaces.

DP-SGD can update fewer coordinates while maintaining privacy.

problem How to update fewer coordinates in DP-SGD without losing optimization signal.
method TP-TopK (Two-Phase TopK DP-SGD), a two-phase method for coordinate-sparse private training.
result Private training can update fewer coordinates without losing optimization signal, scaling noise with active dimension \(k\) instead of full dimension \(d\).

The paper deals with the problem of identifying the internal dependencies and similarities among a large number of random processes. Linear models are considered to describe the relations among the time series and the energy associated to the corresponding modeling error is the criterion adopted to quantify their simil…

2008-01-19abs ↗pdf ↗

We first analyze the integrated density of states (IDS) of periodic Schrödinger operators on an amenable covering manifold. A criterion for the continuity of the IDS at a prescribed energy is given along with examples of operators with both continuous and discontinuous IDS'. Subsequently, alloy-type perturbations of th…

2007-05-08abs ↗pdf ↗

Paper presents a novel nonparametric method to price Asian options.

problem Difficulty in pricing Asian options, especially with arithmetic average price.
method Nonparametric Predictive Inference (NPI) for Asian option pricing.
result NPI method provides a more precise and uncertain prediction of future asset prices.

Maximum mean discrepancy (MMD), also called energy distance or N-distance in statistics and Hilbert-Schmidt independence criterion (HSIC), specifically distance covariance in statistics, are among the most popular and successful approaches to quantify the difference and independence of random variables, respectively. T…

2017-08-28abs ↗pdf ↗

Motivated by a geometric problem, we introduce a new non-convex graph partitioning objective where the optimality criterion is given by the sum of the Dirichlet eigenvalues of the partition components. A relaxed formulation is identified and a novel rearrangement algorithm is proposed, which we show is strictly decreas…

2013-08-22abs ↗pdf ↗

The paper characterizes harmonic maps and studies their properties on Riemannian manifolds.

problem Characterizing and analyzing harmonic maps between Riemannian manifolds.
method Analytic and geometric methods, including L2-orthogonal decomposition and energy density analysis.
result A criterion for harmonic submersions and diffeomorphisms, and new results linking harmonic symmetric bilinear forms and metrics.

The transition maps for a Sobolev GG-bundle are not continuous in the critical dimension and thus the usual notion of topology does not make sense. In this work, we show that if such a bundle PP is equipped with a Sobolev connection AA, then one can associate a topological isomorphism class to the pair $\left( P, A\…

2019-09-16abs ↗pdf ↗

To analyse a very large data set containing lengthy variables, we adopt a sequential estimation idea and propose a parallel divide-and-conquer method. We conduct several conventional sequential estimation procedures separately, and properly integrate their results while maintaining the desired statistical properties. A…

2018-12-22abs ↗pdf ↗

Bayesian optimization with Gaussian processes speeds up searches for stationary points.

problem Accelerating searches for stationary points on potential energy surfaces.
method Unified Bayesian optimization view using Gaussian process regression with derivative observations, inverse-distance kernels, and active learning.
result Surrogates can reduce the number of expensive electronic structure evaluations by an order of magnitude.

We consider the problem of optimal trading for a power producer in the context of intraday electricity markets. The aim is to minimize the imbalance cost induced by the random residual demand in electricity, i.e. the consumption from the clients minus the production from renewable energy. For a simple linear price impa…

2015-01-19abs ↗pdf ↗

The study finds that firm membership in flagship indices and TCFD endorsement are strong predictors of a wider Disclosure-Performance Gap.

problem The Aggregate Confusion hypothesis and the measurement of greenwashing in environmental disclosures.
method The study uses a Disclosure-Performance Gap (DPG) model to measure the divergence between voluntary environmental disclosures and realised emissions performance for 200 large European firms. The model selection process involved multiple stages and robust standard errors.
result Firm membership in flagship indices and TCFD endorsement are strong predictors of a wider gap, while renewable energy use and environmental capital expenditure significantly narrow the gap.

New algorithms optimize a soft-robust criterion in reinforcement learning, reducing conservatism.

problem Computing robust policies for high-stakes decisions with limited data.
method Soft-robust criterion using risk measures, two algorithms for optimization.
result Our algorithms produce less conservative solutions than existing methods.

We introduce a new criterion to determine the order of an autoregressive model fitted to time series data. It has the benefits of the two well-known model selection techniques, the Akaike information criterion and the Bayesian information criterion. When the data is generated from a finite order autoregression, the Bay…

2015-08-11abs ↗pdf ↗