ProSelfLC improves robustness of deep neural networks by automatically deciding trust in predictions.
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.
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We define a relative entropy for two expanding solutions to mean curvature flow of hypersurfaces, asymptotic to the same cone at infinity. Adapting work of White and using recent results of Bernstein and Bernstein-Wang, we show that expanders with vanishing relative entropy are unique in a generic sense. This also impl…
Finding parameters that minimise a loss function is at the core of many machine learning methods. The Stochastic Gradient Descent algorithm is widely used and delivers state of the art results for many problems. Nonetheless, Stochastic Gradient Descent typically cannot find the global minimum, thus its empirical effect…
Solves ambiguity in incomplete markets by minimizing price measure entropy.
On the one hand, we prove that the Clifford torus in is unstable for Lagrangian mean curvature flow under arbitrarily small Hamiltonian perturbations, even though it is Hamiltonian -stable and locally area minimising under Hamiltonian variations. On the other hand, we show that the Clifford torus is r…
Denoising autoencoders (DAEs) are powerful deep learning models used for feature extraction, data generation and network pre-training. DAEs consist of an encoder and decoder which may be trained simultaneously to minimise a loss (function) between an input and the reconstruction of a corrupted version of the input. The…
The study analyzes multi-class teacher-student perceptron performance and generalization errors.
Grogan et al [11,12] have recently proposed a solution to colour transfer by minimising the Euclidean distance L2 between two probability density functions capturing the colour distributions of two images (palette and target). It was shown to be very competitive to alternative solutions based on Optimal Transport for c…
A new measure helps compute suboptimality in entropy-regularized methods.
Study glues 2D hyperbolic manifolds, deriving mass formulas.
We develop a technique based on Malliavin-Bismut calculus ideas, for asymptotic expansion of dual control problems arising in connection with exponential indifference valuation of claims, and with minimisation of relative entropy, in incomplete markets. The problems involve optimisation of a functional of Brownian path…
New method generates synthetic time series paths with more flexibility.
Sharp stability result for maps near infinitely concentrated minimisers.
New results on hypersurfaces show no branch points, improving smoothness.
We study the problem of finding strain-minimising stream surfaces in a divergence-free vector field. These surfaces are generated by motions of seed curves that propagate through the field in a strain minimising manner, i.e., they move without stretching or shrinking, preserving the length of their arbitrary arc. In ge…
Loss minimisation fails to capture epistemic uncertainty in second-order predictors.
Let be a Lipschitz domain, and consider a harmonic map with boundary data which minimises the Dirichlet energy. For , we show that any energy minimiser whose boundary map has a small -distance to is close t…
We prove existence and regularity of minimisers for the Canham-Helfrich energy in the class of weak (possibly branched and bubbled) immersions of the -sphere. This solves (the spherical case) of the minimisation problem proposed by Helfrich in 1973, modelling lipid bilayer membranes. On the way to prove the main res…
We study variational systems for space curves, for which the Lagrangian or action principle has a Euclidean symmetry, using the Rotation Minimising frame, also known as the Normal, Parallel or Bishop frame. Such systems have previously been studied using the Frenet-Serret frame. The Rotation Minimising frame has many a…
We establish connectedness of volume constrained minimisers of energies involving surface tensions and convex potentials. By a previous result of McCann, this implies that minimisers are convex in dimension two. This positively answers an old question of Almgren. We also prove convexity of minimisers when the volume co…
Study characterizes hulls and capacities on Riemannian manifolds, proving isoperimetric inequalities.
Characterizes harmonic morphisms preserving minimal submanifolds and finds novel area-minimising hypercones.
We study the Calabi functional on a ruled surface over a genus two curve. For polarisations which do not admit an extremal metric we describe the behaviour of a minimising sequence splitting the manifold into pieces. We also show that the Calabi flow starting from a metric with suitable symmetry gives such a minimising…
Proves strict inequality for minimizers of Willmore energy under isoperimetric constraints.
Unified framework for distribution shift estimation, explanation, and improvement.
In this paper, we formulate a method for minimising the expectation value of the procurement cost of electricity in two popular spot markets: {\it day-ahead} and {\it intra-day}, under the assumption that expectation value of unit prices and the distributions of prediction errors for the electricity demand traded in tw…
The Duffing oscillator's parameters are identified online using variational message passing.
The paper analyzes greedy algorithms for MMD minimization, showing their efficiency and approximation error.
Paper finds optimal shapes for minimizing average lengths of billiard trajectories in specific polygons.
A neural flow method minimizes Willmore energy for 2-surfaces in 3D space.
A new probabilistic model for semi-supervised learning unifies various methods.
Choose two points in the tangent bundle of the Euclidean plane . In this work we characterise the immersed length minimising paths with a prescribed bound on the curvature starting at , tangent to ; finishing at , tangent to , in each connected component of the space of paths…
Surveying mass in 2D hyperbolic geometry, overcoming challenges via minimisation.
Image super-resolution (SR) is an underdetermined inverse problem, where a large number of plausible high-resolution images can explain the same downsampled image. Most current single image SR methods use empirical risk minimisation, often with a pixel-wise mean squared error (MSE) loss. However, the outputs from such …
Study proves properties of constant mean curvature hypersurfaces in high-dimensional spaces.
A method improves Cryo-EM 3D map refinement by regularizing rotation estimation.
In this paper we formulate in general terms an approach to prove strong consistency of the Empirical Risk Minimisation inductive principle applied to the prototype or distance based clustering. This approach was motivated by the Divisive Information-Theoretic Feature Clustering model in probabilistic space with Kullbac…
We seek to infer the parameters of an ergodic Markov process from samples taken independently from the steady state. Our focus is on non-equilibrium processes, where the steady state is not described by the Boltzmann measure, but is generally unknown and hard to compute, which prevents the application of established eq…
In recent years, state-of-the-art game-playing agents often involve policies that are trained in self-playing processes where Monte Carlo tree search (MCTS) algorithms and trained policies iteratively improve each other. The strongest results have been obtained when policies are trained to mimic the search behaviour of…
Study minimizes crossing points of up to 12 curves on a genus 2 surface.
Current approaches in approximate inference for Bayesian neural networks minimise the Kullback-Leibler divergence to approximate the true posterior over the weights. However, this approximation is without knowledge of the final application, and therefore cannot guarantee optimal predictions for a given task. To make mo…
We show that reinforcement learning agents that learn by surprise (surprisal) get stuck at abrupt environmental transition boundaries because these transitions are difficult to learn. We propose a counter-intuitive solution that we call Mutual Information Minimising Exploration (MIME) where an agent learns a latent rep…
Study on earthquake metric on Teichmüller space, proving properties and new completions.
For a bounded smooth domain in the plane and smooth boundary data we consider the minimisation of the Willmore functional for graphs subject to Dirichlet or Navier boundary conditions. For -regular graphs we show that bounds for the Willmore energy imply area and diameter bounds. We then consider the -lower s…
We define the concept of good trade execution and we construct explicit adapted good trade execution strategies in the framework of linear temporary market impact. Good trade execution strategies are dynamic, in the sense that they react to the actual realisation of the traded asset price path over the trading period; …
New method finds points for approximating distributions faster.
PINNs solve differential geometry problems in complex shapes.
This paper introduces a new method to train normalizing flows using precision-recall divergences.