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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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48 results for flexible settings

Automates detection of fast-ramped flexibility events for DSOs.

problem Monitoring and supervising flexibility activations in power systems.
method Unsupervised detection and open-set classification.
result Automatically identifies critical flexibility activations for early intervention.

In this paper we study geometric, algebraic, and computational aspects of flexibility and infinitesimal flexibility of Kokotsakis meshes. A Kokotsakis mesh is a mesh that consists of a face in the middle and a certain band of faces attached to the middle face by its perimeter. In particular any 3x3-mesh made of quadran…

2008-12-16abs ↗pdf ↗

The paper defines flexible domains for minimal surfaces in Euclidean spaces and explores their properties.

problem Understanding the flexibility of domains in Euclidean spaces for minimal surfaces.
method Investigates the concept of flexibility in terms of minimal surfaces contained in domains.
result Defines flexible domains and shows how they can be approximated by minimal immersions.

Two flexible, degenerate constructions related to Thurston's theorem.

problem Understanding the structure and local non-rigidity of Teichmüller spaces and their representations.
method Constructing geodesic segments and open sets in Teichmüller spaces with specific properties.
result Geodesic segments and open sets with degenerate properties in Teichmüller spaces.

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.

EBPs model exchangeable data with flexible distributions.

problem Current energy-based models restrict set cardinality and limited distribution forms.
method Introduced Energy-Based Processes (EBPs) that extend energy models to exchangeable data with neural network parameterizations.
result EBPs can express more flexible distributions over sets without cardinality restrictions.

TM-VI uses flexible transformation models to approximate complex posteriors in Bayesian models.

problem Approximating complex posteriors in Bayesian models with limited flexibility.
method Transformation models for variational inference (TM-VI).
result TM-VI allows accurate approximation of complex posteriors in models with one parameter and works in a mean-field fashion for multi-parameter models.

We present any-precision deep neural networks (DNNs), which are trained with a new method that allows the learned DNNs to be flexible in numerical precision during inference. The same model in runtime can be flexibly and directly set to different bit-widths, by truncating the least significant bits, to support dynamic …

2019-11-17abs ↗pdf ↗

This paper proposes Relational Similarity Machines (RSM): a fast, accurate, and flexible relational learning framework for supervised and semi-supervised learning tasks. Despite the importance of relational learning, most existing methods are hard to adapt to different settings, due to issues with efficiency, scalabili…

2016-08-02abs ↗pdf ↗

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 ↗

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

GNet uses Gaussian processes for scalable, flexible neural networks.

problem Large-scale predictive modeling with high computational and storage costs.
method GNet employs Gaussian processes with nonparametric activation functions and a fast algorithm for efficient training and predictions.
result GNet achieves competitive performance across various test problems, including nonlinear function prediction and real-world data regression.

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.

New algorithm improves inference for flexible models with infinite latent features.

problem Inference for models with infinite latent features is computationally challenging and limiting.
method Adaptive slice sampling for posterior inference with general completely random measures.
result Higher effective sample size and predictive performance compared to existing methods.

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 ↗

A new method achieves optimal uniformity in designs with minimal flexibility.

problem Achieving optimal uniformity in designs with minimal flexibility.
method Derive a lower bound on the uniformity constant and use a greedy construction to achieve this bound, then extend the scheme for more flexibility.
result A simple greedy construction achieves the optimal uniformity constant.

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.

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.

One-Class Boundary Peeling detects outliers efficiently and robustly.

problem Unsupervised outlier detection in diverse data distributions.
method One-Class Boundary Peeling uses flexible boundaries generated by one-class SVMs and iteratively peels them.
result One-Class Boundary Peeling outperforms state-of-the-art methods in synthetic data simulations.

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.

Flexible multi-task learning framework using summary statistics.

problem Data-sharing constraints in healthcare settings.
method Proposes a flexible multi-task learning framework utilizing summary statistics and adaptive parameter selection.
result Systematic non-asymptotic analysis and simulations demonstrate the method's performance.

Flexible framework integrates machine learning and DRO for uncertain parameter prediction.

problem Limited joint observations of uncertain parameters and covariates.
method Wasserstein, sample robust optimization, and phi-divergence-based ambiguity sets.
result Validation of theoretical and practical benefits in limited data scenarios.

Flexible Cox model for time-dependent covariates with complex sparsity patterns.

problem Lack of flexibility in enforcing specific sparsity patterns in time-dependent Cox models.
method Proposes a flexible framework for variable selection in time-dependent Cox models, accommodating complex selection rules.
result Achieves accurate estimation with low false alarm rates for complex covariate structures.

New inequality for odd-degree flexible curves using surface doubling.

problem Bounding the number of non-empty ovals of odd-degree flexible curves.
method Defining an Arnold surface for odd-degree flexible curves and using it to derive a Viro--Zvonilov-type inequality.
result Upper bound on the number of non-empty ovals of odd-degree flexible curves.

VSPS creates flexible prediction regions for multi-target regression with guaranteed coverage.

problem Uncertainty quantification in multi-target regression with complex distributions.
method Conditional normalizing flows with conformal calibration to identify dense regions.
result VSPS produces smaller, more informative prediction regions with robust coverage guarantees.

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 ↗

The paper provides theoretical guarantees for transformation-based models in variational inference.

problem Theoretical justification for transformation-based models in variational inference.
method Theoretical analysis of non-linear latent variable models and Gaussian process priors.
result Theoretical guarantees for implicit variational inference, achieving optimal risk bounds and approximating the true posterior.

Modeling variability in tensor decomposition methods is one of the challenges of source separation. One possible solution to account for variations from one data set to another, jointly analysed, is to resort to the PARAFAC2 model. However, so far imposing constraints on the mode with variability has not been possible.…

2018-02-14abs ↗pdf ↗

Polyhedra called Siamese dipyramids are known to be non-flexible, however their physical models behave like physical models of flexible polyhedra. We discuss a simple mathematical method for explaining the model flexibility of the Siamese dipyramids.

2017-12-26abs ↗pdf ↗

In this paper we study infinitesimal and finite flexibility for generic semidiscrete surfaces. We prove that generic 2-ribbon semidiscrete surfaces have one degree of infinitesimal and finite flexibility. In particular we write down a system of differential equations describing isometric deformations in the case of exi…

2010-04-14abs ↗pdf ↗

New methods generalize nonlinear ICA beyond structural sparsity.

problem Identify true latent sources from nonlinear mixtures without structural sparsity assumptions.
method Propose identifiability results for undercomplete, partial sparsity, and flexible grouping structures.
result Prove identifiability in general settings of undercompleteness, partial sparsity, and flexible grouping structures.

Proposes a method to model financial returns with extreme shocks using flexible tail transformations.

problem Capturing extreme shocks in financial return data.
method Introduces a transformation layer in normalizing flows to model heavy-tailed distributions.
result Trained models can generate synthetic sets of extreme returns.