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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.

169,051 papers · 148 categories

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48 results for exponential function

Proves new concentration inequalities for sub-gaussian and sub-exponential variables.

problem Understanding functions of independent random variables better.
method Sub-gaussian and sub-exponential conditions, Rademacher complexities, Lipschitz function classes.
result Extension of Rademacher complexities to unbounded sub-exponential distributions.

Researchers prove constant solutions for a specific Finslerian equation.

problem Investigating exponentially harmonic functions on Finslerian spaces.
method Analyzing the exponential energy functional and using nonnegative Ricci curvature conditions.
result Any bounded solution to the Finslerian equation is constant.

Paper evaluates squared-exponential covariance function for Gaussian processes with integral observations.

problem Evaluating double line integrals of the squared exponential covariance function in Gaussian processes.
method Proposes a new approach to reduce double integrals to a single integral using the error function and efficiently computed with numerical techniques.
result Shows superior numerical robustness and accuracy compared to existing methods.

Study portfolio optimization with an exponential utility function and illiquid asset.

problem Optimizing a portfolio with a risk-free, liquid, and illiquid risky asset.
method Analytical substitution, Lie algebraic reduction, solving PDEs.
result Different optimization results for exponential utility function compared to HARA.

Proposes a new classification model using extended exponential functions.

problem Improving classification accuracy in binary linear classification problems.
method Developed a Bregman-Tweedie classification model based on extended exponential functions.
result The H-Bregman and L-Bregman sub-models outperform traditional methods in ranking and classification accuracy.

New energy functional and fields for Yang-Mills theory, proving monotonicity and vanishing theorems.

problem Developing new mathematical tools for Yang-Mills theory.
method Introducing normalized exponential Yang-Mills energy functional, deriving monotonicity formula and vanishing theorem.
result Monotonicity and vanishing theorems for exponential Yang-Mills fields.

Three-hidden-layer neural networks can approximate Hölder continuous functions uniformly with exponential rate.

problem Approximating Hölder continuous functions with neural networks.
method Introduced Floor-Exponential-Step (FLES) networks with three hidden layers.
result Uniform approximation of Hölder continuous functions with an exponential rate.

The paper classifies statistical Einstein manifolds in exponential families.

problem Classifying statistical Einstein manifolds in exponential families.
method Deriving partial differential equations for potential functions, obtaining special and group-invariant solutions.
result Special and group-invariant solutions of the equations for potential functions of exponential families.

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed …

2011-08-17abs ↗pdf ↗

A new model relaxes constraints on exponential dispersion models.

problem Tight conditions on cumulant function limit the class of exponential dispersion models.
method Introduces K-LED model with Legendre cumulant function and Bregman divergence guidance.
result The model allows for easier computation of mean parameter and includes various distributions.

Correspondence found between exponential families and affine Grassmannians.

problem Understanding the relationship between exponential families and geometric structures.
method Established a one-to-one correspondence between exponential families and affine Grassmannians.
result Found a correspondence between minimal exponential families and affine Grassmannians.

We prove that the number of combinatorially distinct causal 3-dimensional triangulations homeomorphic to the 3-dimensional sphere is bounded by an exponential function of the number of tetrahedra. It is also proven that the number of combinatorially distinct causal 4-dimensional triangulations homeomorphic to the 4-sph…

2014-08-09abs ↗pdf ↗

A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. In a previous paper we showed that gradient maps of exponentially concave functions provide solutions to a Monge-Kantorovich optimal transport problem and give a better gradient approximat…

2016-05-19abs ↗pdf ↗

The exponential mechanism is extended to infinite dimensional outputs, leading to a Central Limit Theorem and a non-negligible privacy noise.

problem Extending the exponential mechanism to infinite dimensional outputs for privacy and statistical estimation.
method Designing the exponential mechanism with respect to a specific base measure over the output space, and proving a Central Limit Theorem.
result The magnitude of privacy noise is asymptotically non-negligible relative to the statistical estimation error.

The study shows exponential distortion in virtually special groups containing free subgroups.

problem Understanding distortion in virtually special groups containing free subgroups.
method Constructing examples of virtually special groups with finite rank free subgroups.
result Distortion functions grow like exp^k(x^m) and can be superexponential.

Paper proposes a new ee-exponentiated transformation to make convex loss functions more robust to outliers.

problem Making convex loss functions robust to outliers in the presence of label noise.
method Introduces a novel ee-exponentiated transformation for loss functions and proves its effectiveness through theoretical and empirical analysis.
result The transformed loss function achieves tighter generalization error bounds and higher accuracy in noisy datasets.

We analyze the data on personal income distribution from the Australian Bureau of Statistics. We compare fits of the data to the exponential, log-normal, and gamma distributions. The exponential function gives a good (albeit not perfect) description of 98% of the population in the lower part of the distribution. The lo…

2006-01-22abs ↗pdf ↗

Paper introduces a method for supervised hierarchical clustering with Exponential Linkage.

problem Discrepancy between training and clustering objectives in supervised clustering.
method Tightly couples supervised training of dissimilarity function with hierarchical clustering, using Exponential Linkage.
result Joint training procedure consistently matches or outperforms other methods, improving dendrogram purity by up to 8 points.

Paper explores connections between loss functions and consistency in binary classification and regression.

problem Consistency in binary classification and regression applications.
method Characterization of conformable loss functions and derivation of a new Huber-type loss function.
result Margin-based loss functions are equivalent to loss functions of squared standardized logistic regression residuals.

Exponential Lasso improves Lasso's robustness to outliers and heavy-tailed noise.

problem Lasso's sensitivity to outliers and heavy-tailed noise in high-dimensional statistics.
method Integrates an exponential-type loss function into the Lasso framework.
result Achieves strong statistical convergence rates robust to heavy-tailed contamination.

First order methods can take extremely long to find global minima of non-convex functions.

problem Finding global minimizers of non-convex functions.
method Designing a family of non-convex functions and using statistical lower bounds for parameter estimation.
result First order methods can take exponential time to converge to a global minimizer.

Incorporates matrix exponential into generative flows for improved performance.

problem Improving generative flow models for better density estimation.
method Integrates matrix exponential into generative flows, proposing new layers and modifying network architecture.
result The proposed model achieves great performance on density estimation.

New RL approach handles non-exponential discounting for sequential decisions.

problem Modeling human discounting in sequential decision-making tasks.
method Generalized model-based reinforcement learning with arbitrary discount functions, using Hamilton-Jacobi-Bellman equation and collocation method.
result Validated approach on simulated problems, showing applicability to human discounting.

Optimal insurance policy for exponential utility maximization with convex premium calculation.

problem Maximizing terminal wealth utility with exponential utility function and convex premium formula.
method Necessary condition for optimal indemnity, numerical algorithm to compute it, convergence proof.
result Numerical algorithm converges to unique optimal indemnity.

Study on harmonic functions in spaces with collapsing behaviors.

problem Harmonic functions on spaces with inhomogeneous collapsing behaviors at infinity.
method Analysis of complete and incomplete spaces with nonnegative Ricci curvature.
result Any nonconstant harmonic function yields a definite exponential growth rate.

New algorithm trains deep neural networks without global optimization.

problem Training deep neural networks efficiently and without global optimization.
method Uses random complex exponential activation functions and Markov Chain Monte Carlo sampling.
result Consistently attains theoretical approximation rate for residual networks.

New approach to concentration inequalities for unbounded state space dynamical systems.

problem Concentration inequalities for unbounded state space dynamical systems.
method Functional analytic framework, transport-entropy inequality.
result Exponential concentration inequalities for sampling from stationary distribution.

New activation function SERLU improves neural network performance.

problem Improving neural network performance and avoiding overfitting.
method Introducing a new activation function (SERLU) that breaks monotonicity while preserving self-normalizing property and developing shift-dropout for regularization.
result SERLU-based neural networks provide consistently promising results compared to other activation functions.

Unified framework for analyzing gradient flows of measures with exponential decay of entropy.

problem Analyzing exponential decay of entropy functionals in gradient flows of measures.
method Characterization of global exponential decay behaviors using Hellinger-Kantorovich geometry, shape-mass decomposition, and Polyak-Łojasiewicz-type inequalities.
result Unified theoretical framework for gradient flows with complete analysis of exponential decay behaviors.

The paper explores the limits of deep neural networks in approximating various function classes.

problem Characterizing the limits of deep neural networks in function approximation.
method Develops a theory relating function complexity and network complexity, using Kolmogorov complexity.
result Deep networks are optimal approximants for various function classes and provide exponential approximation accuracy.

Study dynamics of LpL^p-multipliers on harmonic manifolds with exponential volume growth.

problem Characterize the behavior of LpL^p-multipliers on harmonic manifolds of purely exponential volume growth.
method Analyzing the dynamics of LpL^p-multipliers on non-compact harmonic manifolds, using Fourier transformation and properties of radial functions.
result Show that LpL^p-multipliers acting nicely on smooth functions with compact support for p2p\leq 2 cannot be chaotic.