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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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230460690920 · Jun 202019922001200920172026
48 results for flexible approach

Flexible approach for normal approximations in geometric and topological statistics.

problem Normal approximation for complex statistics not expressible as sums of score functions.
method Flexible add-one cost operator combined with strong stabilization theory.
result Established normal approximation results for geometric and topological statistics.

Flexible spatial models improve predictive performance over nonstationary alternatives.

problem Improving predictive performance in nonstationary spatial modeling.
method Introduces a modular parametric covariance function that extends nonstationary spatial models.
result The proposed covariance function outperforms nonparametric methods in predictive performance.

We present a flexible approach for the valuation of interest rate derivatives based on Affine Processes. We extend the methodology proposed in Keller-Ressel et al. (2009) by changing the choice of the state space. We provide semi-closed-form solutions for the pricing of caps and floors. We then show that it is possible…

2012-03-21abs ↗pdf ↗

Flexible Hawkes model with Gaussian process self-effects for time-dependent data.

problem Modeling time-dependent point processes with history dependence and self-effects.
method Extended Hawkes process with Gaussian process self-effects for both excitatory and inhibitory types, using Bayesian inference and mean-field variational approximation.
result Efficient approximate Bayesian inference achieved via data augmentation and mean-field variational approach.

Frengression models causal data flexibly and faithfully.

problem Challenges in robust benchmarking and evaluation of causal inference with real-world data.
method Introduces frengression, a deep generative model for joint distribution of covariates, treatments, and outcomes.
result Frengression provides accurate estimation and flexible simulation of multivariate, time-varying data.

A new HP model balances interpretability and flexibility for EHR event sequences.

problem Balancing interpretability and flexibility in modeling diagnostic event sequences.
method Proposes a neural network-based HP with flexible impact kernel and transformer layers.
result Accurately recovers impact functions, competitive performance, and clinically meaningful interpretation.

A new clustering method uses nonparametric smoothing to estimate cluster membership functions.

problem Clustering with flexible, nonparametric estimation.
method Nonparametric smoothing to estimate cluster membership functions without explicit modelling assumptions.
result The method automatically determines the number of clusters and level of flexibility.

Proposes a variational autoencoder for long-term customer revenue forecasting.

problem Predicting long-term customer revenue from sparse and irregular transaction data.
method Variational Autoencoder (VAE) with flexible latent representation.
result Improves upon latest benchmarks in multiple real-world datasets.

Proposes a new method to improve Bayesian computation accuracy using flexible classification.

problem Bayesian computations accuracy check using rank-based simulation-based calibration has limitations.
method Replaces marginal rank test with a flexible classification approach that learns from data.
result Improves statistical power and provides an interpretable divergence measure of miscalibration.

Flexible empirical Bayes for large-scale multiple linear regression.

problem Large-scale multiple linear regression with flexible priors and efficient computation.
method Adaptive shrinkage priors combined with variational approximations for hyperparameter estimation.
result The posterior mean from the empirical Bayes method solves a penalized regression problem.

Develops deep probabilistic graphical modeling for better flexibility and interpretability.

problem Lack of flexibility in probabilistic graphical models and interpretability in deep learning.
method Combines deep learning and probabilistic graphical modeling to create flexible models with interpretable latent structures.
result Solves problems in probabilistic topic models and introduces new learning algorithms.

Flexible DNN for survival data, avoiding proportional hazards assumption.

problem Survival analysis with complex interactions and non-proportional hazards.
method Partially linear DNN model with a flexible nonparametric component.
result FLEXI-Haz achieves optimal convergence rates and asymptotic efficiency.

Combines MCTM and NF for flexible multivariate density regression with interpretable marginals.

problem Difficult interpretation of flexible NF models and limitations of MCTM in flexibility.
method Hybrid approach combining MCTM for interpretable marginals and NF for complex joint distributions.
result Demonstrates versatility and improved performance compared to MCTM and other NF models.

Bayesian model improves classification performance with flexible uncertainty modeling.

problem Improving classification performance with flexible uncertainty modeling.
method Combines Gaussian process and Dirichlet process priors for latent function and link function, respectively.
result Outperforms standard logistic regression on simulated data.

A central problem in machine learning involves modeling complex data-sets using highly flexible families of probability distributions in which learning, sampling, inference, and evaluation are still analytically or computationally tractable. Here, we develop an approach that simultaneously achieves both flexibility and…

2015-03-12abs ↗pdf ↗

Flexible Bayesian approach for generalized linear models, especially for sparse logistic regression.

problem Sparse logistic regression challenges in machine learning.
method Empirical Bayes approach with mean-field variational inference, tuning-free and scalable.
result Superior predictive performance in sparse logistic regression compared to existing methods.

Labels distilled from images improve model training efficiency and flexibility.

problem Creating synthetic labels for a small set of real images to train models effectively.
method Introduce a more robust and flexible meta-learning algorithm for distillation and an effective first-order strategy based on convex optimization layers.
result Label distillation leads to improved results and greater flexibility in neural architectures.

RegFlow models future states with flexible probability distributions.

problem Predicting future states under complex, non-deterministic scenarios.
method Hypernetwork architecture and continuous normalizing flow model.
result RegFlow achieves state-of-the-art results on benchmark datasets.

Introduces a new geometric method for optimal experimental design.

problem Restrictive invariance properties of traditional OED approaches based on probability densities.
method Mutual transport dependence (MTD) using optimal transport theory.
result Demonstrates high-quality designs and flexibility compared to standard methods.

Flexible evidential deep learning improves uncertainty quantification in machine learning.

problem Overconfident predictions in machine learning models can lead to serious consequences.
method Proposes flexible evidential deep learning (F-EDL) to model uncertainty over class probabilities using a flexible Dirichlet distribution.
result Empirically demonstrates state-of-the-art uncertainty quantification performance across diverse scenarios.

Proposes a flexible method for learning latent causal representations.

problem Limited applicability of existing causal representation learning methods.
method Imposes constraints on function classes and relaxes identifiability conditions.
result Establishes partial identifiability results under weaker conditions.

A flexible calendar rebalancing approach for Indian stock portfolios.

problem Optimizing stock portfolio performance in the Indian stock market.
method Calendar rebalancing of sector-specific portfolios based on historical stock prices.
result The proposed calendar rebalancing approach improves portfolio performance over the test period.

Flexible framework for CMTF with ADMM for various constraints and couplings.

problem Challenges in data fusion from multiple sources with varying characteristics.
method Flexible algorithmic framework using AO and ADMM for various constraints, loss functions, and couplings.
result Accurate and computationally efficient results for various loss functions, including KL divergence.

Humans and animals show remarkable flexibility in adjusting their behaviour when their goals, or rewards in the environment change. While such flexibility is a hallmark of intelligent behaviour, these multi-task scenarios remain an important challenge for machine learning algorithms and neurobiological models alike. We…

2019-06-18abs ↗pdf ↗

In this paper we define and study flexible links and flexible isotopy in projective space. Flexible links are meant to capture the topological properties of real algebraic links. We classify all flexible links up to flexible isotopy using Ekholms interpretation of Viros encomplexed writhe.

2012-12-15abs ↗pdf ↗

The authors characterize flexibility in power and energy markets considering time, spatiality, resource, and risk.

problem Evaluating and maximizing flexibility in power systems and markets.
method Characterization of flexibility dimensions (time, spatiality, resource, risk) and their interrelations with flexibility assets, products, and services.
result Flexibility should be evaluated based on multiple dimensions for efficient power systems and markets.

Step-DAD improves BED by periodically updating a design policy during experiments.

problem Improving flexibility and robustness in Bayesian experimental design.
method Semi-amortized, policy-based approach that updates a design policy during data collection.
result Consistently superior decision-making and robustness compared to current BED methods.

Develops flexible non-parametric ACFs using B-spline kernels.

problem Flexible modelling of the autocovariance function (ACF) in time-series, spatial, and spatio-temporal analysis.
method Derives the inverse Fourier transform of B-spline spectral bases to create a general class of non-parametric ACFs.
result Provides a provably dense, flexible, and general class of non-parametric ACFs for various types of processes.

One popular approach to option pricing in Lévy models is through solving the related partial integro differential equation (PIDE). For the numerical solution of such equations powerful Galerkin methods have been put forward e.g. by Hilber et al. (2013). As in practice large classes of models are maintained simultaneous…

2016-03-27abs ↗pdf ↗

GPDFlow models extreme threshold exceedance with flexible dependence using normalizing flows.

problem Challenges in modeling multivariate threshold exceedance probabilities due to infinite parametrizations.
method GPDFlow uses normalizing flows to flexibly represent dependence without explicit parametric assumptions.
result GPDFlow significantly improves modeling accuracy and flexibility compared to traditional parametric methods.

Ultra-fast search algorithm for trillion-scale corpora with semantic flexibility.

problem Efficiently searching over large natural language corpora with semantic variations.
method String matching based on suffix arrays, vector representation of words, dynamic corpus-aware pruning, fast exact lookup.
result Substantially lower search latency compared to existing methods on FineWeb-Edu corpus.