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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.

168,657 papers · 148 categories

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104208312416 · Jun 202019922001200920172026
48 results for exact linearization

We show how to convert ICL in linearized transformers into model weights.

problem Making in-context learning interpretable and permanent in large language models.
method Demonstrates equivalence between ICL and bias terms in linearized transformers, and develops ICLCA for exact conversion.
result Exact conversion of in-context learning into model weights is possible for linearized transformers.

New conditions ensure Dantzig-Wolfe relaxation matches rank-constrained optimization problems.

problem Rank-constrained optimization problems with linear matrix inequalities.
method Investigates Dantzig-Wolfe relaxation and develops conditions for exactness.
result Conditions for extreme point, convex hull, and objective exactness.

The paper tackles exact linearization and control of flat discrete-time systems.

problem Exact linearization and control of flat nonlinear discrete-time systems.
method Investigates conditions for choosing new inputs and feedbacks that may depend on forward-shifts of the new input.
result Easily verifiable conditions for choosing a feasible input and a new input that minimizes forward-shifts of the flat output.

Gradient descent achieves exact linear convergence rate for symmetric matrix completion.

problem Low-rank symmetric matrix completion using gradient descent.
method Local analysis of gradient descent for symmetric matrices without additional assumptions.
result Closed-form expression of exact linear convergence rate matches practice.

This paper analyzes how periodic and soft target updates stabilize linear Q-learning.

problem Theoretical explanation of stabilization mechanisms for linear Q-learning.
method Exact analysis using switched linear system dynamics and the joint spectral radius.
result Periodic and soft target updates can guarantee convergence to the exact projected Q-Bellman solution under specific conditions.

We establish a long exact sequence for Legendrian submanifolds L in P x R, where P is an exact symplectic manifold, which admit a Hamiltonian isotopy that displaces the projection of L off of itself. In this sequence, the singular homology H_* maps to linearized contact cohomology CH^* which maps to linearized contact …

2008-03-17abs ↗pdf ↗

Study finds exact limits for sparse regression with fewer observations than usual.

problem Understanding sparse linear regression with sublinear sparsity.
method Adaptive interpolation method and modified AMP algorithm.
result Exact asymptotic expressions for mutual information and MMSE in sublinear sparsity.

To a Legendrian knot, one can associate an A\mathcal{A}_{\infty} category, the augmentation category. An exact Lagrangian cobordism between two Legendrian knots gives a functor of the augmentation categories of the two knots. We study the functor and establish a long exact sequence relating the corresponding cohomolog…

2016-06-19abs ↗pdf ↗

Two sweeps of the Brennan-Schwartz algorithm solve American options under negative rates.

problem Inability of the Brennan-Schwartz algorithm to solve American options under negative interest rates.
method Two sweeps of the Brennan-Schwartz algorithm in two directions.
result Recovery of the exact solution for American options under negative rates.

We investigate the complexity of deep neural networks (DNN) that represent piecewise linear (PWL) functions. In particular, we study the number of linear regions, i.e. pieces, that a PWL function represented by a DNN can attain, both theoretically and empirically. We present (i) tighter upper and lower bounds for the m…

2017-11-06abs ↗pdf ↗

A new framework using kernel packets overcomes limitations of state space models for multi-dimensional data.

problem Computational limitations of Gaussian process regression in large-scale applications.
method Kernel packet approach, identifying KPs via forward and backward state space representations.
result Exact, memory-efficient inference with linear-time training and logarithmic/predictive time.

We develop a framework for post model selection inference, via marginal screening, in linear regression. At the core of this framework is a result that characterizes the exact distribution of linear functions of the response yy, conditional on the model being selected (``condition on selection" framework). This allows…

2014-02-23abs ↗pdf ↗

In this paper, we investigate the non-linear Black--Scholes equation: ut+ax2uxx+bx3uxx2+c(xuxu)=0,a,b>0, c0.u_t+ax^2u_{xx}+bx^3u_{xx}^2+c(xu_x-u)=0,\quad a,b>0,\ c\geq0. and show that the one can be reduced to the equation ut+(uxx+ux)2=0u_t+(u_{xx}+u_x)^2=0 by an appropriate point transformation of variables. For the resulting equation, we study the group-theore…

2015-11-30abs ↗pdf ↗

New method uses diffusion models for Bayesian inverse problems.

problem Solving Bayesian inverse problems with linear-Gaussian models.
method Decoupled Diffusion Sequential Monte Carlo (DDSMC) method.
result Asymptotically exact solution demonstrated on various data types.

The paper develops exact and approximate conformal inference methods for multi-output regression.

problem Uncertainty quantification in multi-output regression predictions.
method Exact derivations and approximations of conformal inference p-values for linear multi-output predictors, and efficient methods for nonlinear predictors.
result Efficient methods for approximating conformal prediction regions for multi-output predictors, both linear and nonlinear.

Gaussian processes (GPs) are flexible non-parametric models, with a capacity that grows with the available data. However, computational constraints with standard inference procedures have limited exact GPs to problems with fewer than about ten thousand training points, necessitating approximations for larger datasets. …

2019-03-19abs ↗pdf ↗

We obtain the first positive results for bounded sample compression in the agnostic regression setting with the p\ell_p loss, where p[1,]p\in [1,\infty]. We construct a generic approximate sample compression scheme for real-valued function classes exhibiting exponential size in the fat-shattering dimension but independen…

2018-10-03abs ↗pdf ↗

Paper speeds up Gaussian process inference using Matérn kernels.

problem Efficiently performing Gaussian process inference for large datasets.
method Exact Matérn kernel decomposition into empirical cumulative distribution functions, combined with divide-and-conquer approach.
result The proposed algorithm significantly speeds up Gaussian process inference for low-dimensional problems with hundreds of thousands of data points.

Study on dynamics of non-linear autoencoders learning principal components.

problem Technical difficulty in studying non-linear autoencoders due to non-trivial correlations.
method Derive asymptotically exact equations for SGD training of shallow, non-linear autoencoders.
result Autoencoders learn principal components sequentially and tie weights are ineffective.

Researchers derive exact priors for finite Bayesian neural networks.

problem Understanding non-Gaussian priors in finite Bayesian neural networks.
method Analytical derivation of function space priors for finite fully-connected feedforward networks.
result Exact solutions for priors of finite networks, including Meijer G-function for linear networks and mixtures for ReLU networks.

Exact causal network discovery is polynomial for sparse networks.

problem Finding the optimal causal Bayesian network from data is computationally hard.
method Pruning the search space using network properties, combined with dynamic programming and shortest-path searches.
result Exact discovery is polynomial for sparse causal Bayesian networks.

Many applications concern sparse signals, for example, detecting anomalies from the differences between consecutive images taken by surveillance cameras. This paper focuses on the problem of recovering a K-sparse signal x in N dimensions. In the mainstream framework of compressed sensing (CS), the vector x is recovered…

2013-02-04abs ↗pdf ↗

Deep random feature models are analyzed for their performance with exact asymptotic expressions.

problem Understanding the performance of deep random feature models.
method Established a novel universality result and used the convex Gaussian Min-Max theorem.
result Exact asymptotic expressions for the performance of deep random feature models are derived.

Neural network discovers exact solutions to QP with linear constraints.

problem Discovering exact solutions to Quadratic Programs (QP) with linear constraints using neural networks.
method Proposes a neural network modeling approach that analytically derives model parameters from problem coefficients, ensuring closed-form solutions without training.
result The closed-form NN model produces exact solutions for every critical region of the QP solution function, outperforming DNNs and commercial solvers in terms of optimality and feasibility.

Exact simulation of correlated binary outcomes using PMF constraints and linear programming.

problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.

This work presents an exact solution to the generalized Heston model, where the model parameters are assumed to have linear time dependence The solution for the model in expressed in terms of confluent hypergeometric functions.

2014-02-23abs ↗pdf ↗

The exact nonnegative matrix factorization (exact NMF) problem is the following: given an mm-by-nn nonnegative matrix XX and a factorization rank rr, find, if possible, an mm-by-rr nonnegative matrix WW and an rr-by-nn nonnegative matrix HH such that X=WHX = WH. In this paper, we propose two heuristics for exac…

2014-11-26abs ↗pdf ↗

This paper considers the problem of estimating the structure of multiple related directed acyclic graph (DAG) models. Building on recent developments in exact estimation of DAGs using integer linear programming (ILP), we present an ILP approach for joint estimation over multiple DAGs, that does not require that the ver…

2014-04-04abs ↗pdf ↗

Study on stable torsion length in groups, showing it vanishes in crystallographic groups and providing algorithms for computation.

problem Understanding the stable torsion length in groups, especially in crystallographic and free products of groups.
method Developed linear programming and exact algorithms to compute stable torsion length in free products of groups and finite groups.
result Showed that stable torsion length vanishes in crystallographic groups and provided exact computations for nontrivial examples.

In this paper we investigate fiber-wise linear complex Banach sub-Poisson structures defined canonically by the structure of a W*-algebra M. In particular we show that these structures are arranged in the short exact sequence of complex Banach sub-Poisson VB-groupoids with the groupoid of partially invertible elements …

2017-03-03abs ↗pdf ↗

The study shows that the visible range from a point on harmonic manifolds follows an exponential distribution.

problem Understanding the visible range from a point on harmonic manifolds.
method Analyzing Poisson Boolean models on harmonic manifolds, focusing on the geometric mechanism of tube volumes around geodesic segments.
result The visible range from a point on harmonic manifolds follows an exponential distribution.