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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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3887751,1631,550 · Jun 202019922001200920172026
48 results for finite marginal models

Project infinite time series graphs to finite marginal models using number theory.

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

Bayesian inference for wide neural networks using Edgeworth expansion.

problem Analyzing the non-Gaussian behavior of wide neural networks in Bayesian inference.
method Proposed a non-Gaussian distribution using multivariate Edgeworth expansion for finite-width neural networks.
result Derived non-Gaussian posterior distribution in Bayesian regression tasks.

The paper proposes a parallelizable clustering method for multivariate data.

problem The standard model-based clustering method assumes the same number of clusters per margin, which is often unrealistic.
method Developed a finite mixture model per margin with different numbers of clusters, and used a game-inspired algorithm to cluster multivariate data.
result The proposed method shows good performance in various scenarios and real datasets.

We obtain bounds on the distribution of the maximum of a martingale with fixed marginals at finitely many intermediate times. The bounds are sharp and attained by a solution to nn-marginal Skorokhod embedding problem in Obłój and Spoida [An iterated Azéma-Yor type embedding for finitely many marginals (2013) Preprint]…

2012-03-30abs ↗pdf ↗

Identifying components and estimating mixing weights in unlabeled finite mixtures under marginal independence.

problem Identifying components and estimating mixing weights in unlabeled finite mixtures.
method Proving structural results and extending them to observable mixtures.
result Identifying components and estimating mixing weights under marginal independence.

NDDV estimates data point value from a single stochastic trajectory.

problem Estimating marginal contributions of data points over stochastic training paths.
method Introduces Neural Dynamic Data Valuation (NDDV) using stochastic state and adjoint equations.
result NDDV provides a one-run, trajectory-conditioned estimator of data point value.

The Skorokhod embedding problem aims to represent a given probability measure on the real line as the distribution of Brownian motion stopped at a chosen stopping time. In this paper, we consider an extension of the optimal Skorokhod embedding problem to the case of finitely-many marginal constraints. Using the classic…

2015-06-12abs ↗pdf ↗

Study bounds financial path expectations using martingale distributions.

problem Bounding path-dependent financial expectations over martingale distributions.
method Relaxed martingale optimal transport problem, approximated via linear programming.
result Empirical relaxation can be approximated within O(n^(-1/2)) error.

Identifies interpretable generative model for multivariate data.

problem Black-box architectures of deep generative models are often unidentified and difficult to interpret.
method Introduces Deep Discrete Encoder (DDE) Copula, a hierarchical binary latent variable model inside a copula framework.
result Establishes conditions for identification of DDE copula parameters and proves posterior consistency.

Max-min margin Markov networks improve consistency in structured prediction.

problem Statistical inconsistency in max-margin methods for structured prediction.
method Defining a max-min margin formulation to overcome statistical inconsistency.
result Proves consistency and provides an explicit algorithm with finite sample generalization bounds.

Split conformal prediction provides finite-sample guarantees for black-box models without distributional assumptions.

problem Weak performance guarantees for modern predictive models under minimal assumptions.
method Develops finite-sample guarantees for split conformal prediction, a method that uses nested prediction sets and order statistics.
result The coverage of prediction sets based on order statistics stochastically dominates the Beta distribution.

In this work, we study a new approach to optimizing the margin distribution realized by binary classifiers. The classical approach to this problem is simply maximization of the expected margin, while more recent proposals consider simultaneous variance control and proxy objectives based on robust location estimates, in…

2018-10-11abs ↗pdf ↗

Overview of marginally trapped surfaces in various spacetimes.

problem Understanding marginally trapped surfaces in different spacetimes.
method Differential geometric study of marginally trapped surfaces in Minkowski, de Sitter, anti-de Sitter, and Robertson-Walker spacetimes.
result General local descriptions and classifications of these surfaces.

Semantic paraphrases can fool financial sentiment classifiers due to geometric shifts in model representations.

problem Semantic paraphrase attacks on financial sentiment classifiers
method Developing a continuous local model of semantic paraphrase perturbations
result The worst-case local displacement of the target representation is governed by the largest generalised eigenvalue of a matrix pencil constructed from the Jacobians of the two embedding maps.

The paper distinguishes between conditional and marginal processes in language models and discusses conditions for usefulness.

problem The conditional nature of language models trained on observed sequences and the need for marginal text-only processes.
method Distinguishing between full conditional language process, marginal text-only process, and model-induced distribution; analyzing assumptions of stationarity and ergodicity.
result The marginal text-only law is useful only when the observed prefix is an approximately sufficient statistic for the latent circumstances relevant to continuation.

The paper analyzes the maximum margin algorithm's performance on noisy data.

problem Analyzing the performance of maximum margin algorithm on noisy data.
method Finite-sample analysis of maximum margin algorithm applied to noisy data.
result The maximum margin algorithm can achieve nearly optimal population risk with sufficient over-parameterization.

The paper improves alignment methods for deep neural networks using geometric and spectral analysis.

problem Improving alignment methods for deep neural networks.
method Geometric and spectral analysis of residual Jacobian chains.
result Deterministic and margin-verified results on the transport of dominant singular subspaces across layers.

DIET tests conditional independence using marginal dependence measures of residual information.

problem Computational intractability of conditional randomization tests (CRTs).
method DIET avoids fitting large models by leveraging marginal independence statistics of information residuals.
result DIET achieves higher power than other tractable CRTs on synthetic and real benchmarks.

This study examines biases in flow matching samplers using finite-sample estimation.

problem Biases in flow matching samplers when using finite-sample surrogates.
method Finite-sample plug-in estimation and hierarchy of empirical FM models.
result Exact empirical minimizer and smoothed plug-in regime identified for affine conditional flows.

We propose a new way of thinking about deep neural networks, in which the linear and non-linear components of the network are naturally derived and justified in terms of principles in probability theory. In particular, the models constructed in our framework assign probabilities to uncertain realizations, leading to Ku…

2018-09-26abs ↗pdf ↗

Decision stumps accurately screen variables in nonparametric models.

problem Challenges in theoretical properties of tree-based variable importance measures.
method Derive performance guarantees for variable selection using a single-level CART decision tree (decision stump).
result Decision stumps can perform consistent model selection despite being inaccurate for estimation.

Proposes a method to create shorter, more accurate prediction intervals.

problem Challenges in achieving both conditional validity and interval efficiency in complex settings.
method Uses a conformal-style calibration method for neural network responses, adjusting to empirical PIT distribution.
result Demonstrates better conditional calibration and shorter intervals than existing methods.

Study shows how transformers classify symbols without naming them, proving a margin-versus-collision criterion.

problem How transformers classify symbols without naming them.
method Logistic classification analysis of transformer-kernel regime, colored collision graph.
result Decomposes learned predictor into ideal template-level classifier and finite-sample perturbation.

We solve the nn-marginal Skorokhod embedding problem for a continuous local martingale and a sequence of probability measures μ1,...,μnμ_1,...,μ_n which are in convex order and satisfy an additional technical assumption. Our construction is explicit and is a multiple marginal generalisation of the Azema and Yor (1979) soluti…

2013-04-01abs ↗pdf ↗

The paper analyzes insurance pricing and capital allocation in imperfect markets.

problem Analyzing insurance pricing and capital allocation in imperfect markets.
method Non-additive distortion pricing functional and principle of equal priority of payments in default.
result Derives the natural allocation of premium and margin with properties that merit the name.

Study absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.

problem Absolute continuity of Wasserstein barycenters on manifolds with singular cost functions.
method Approximation framework to handle singularity, geometrically transparent.
result Precise analytic condition on cost profile for necessary assumptions.

This paper supplies two possible resolutions of Fortune's (2000) margin-loan pricing puzzle. Fortune (2000) noted that the margin loan interest rates charged by stock brokers are very high in relation to the actual (low) credit risk and the cost of funds. If we live in the Black-Scholes world, the brokers are presumabl…

2019-06-03abs ↗pdf ↗

We introduce a natural generalization of marginally outer trapped surfaces, called immersed marginally outer trapped surfaces, and prove that three dimensional asymptotically flat initial data sets either contain such surfaces or are diffeomorphic to R^3. We establish a generalization of the Penrose singularity theorem…

2012-04-01abs ↗pdf ↗

We give conditions on a general stress-energy tensor T_{αβ} in a spherically symmetric black hole spacetime which are sufficient to guarantee that the black hole will contain a (spherically symmetric) marginally trapped tube which is eventually achronal, connected, and asymptotic to the event horizon. Price law decay p…

2007-02-19abs ↗pdf ↗

The paper improves conformal prediction by analyzing the beta law of conditional coverage.

problem Improving finite-sample marginal coverage guarantees for non-i.i.d. data.
method The method uses Wasserstein distances to quantify deviations from the beta law of conditional coverage.
result The framework provides direct bounds on marginal coverage gaps and bad-calibration probabilities.