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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.

168,742 papers · 148 categories

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23466992 · Jun 202019922001200920172026
48 results for fractional norms

Study confirms fractional norms and quasinorms do not help overcome curse of dimensionality.

problem Overcoming the curse of dimensionality in machine learning.
method Systematic testing of fractional norms and quasinorms (p<1) on classification problems.
result Distance concentration behavior is qualitatively the same for all norms and quasinorms as dimensionality increases.

Paper addresses concentration of distances for fractional quasi p-norms, identifying conditions for concentration and anti-concentration.

problem Understanding concentration of distances for fractional quasi p-norms in high dimensions.
method Analyzes conditions for concentration and anti-concentration of distances for fractional quasi p-norms.
result Identifies conditions for concentration and anti-concentration of fractional quasi p-norms, ruling out some approaches and specifying conditions for control.

New framework assesses regularization norms in ill-posed problems, revealing L2 instability and proposing adaptive fractional RKHS solutions.

problem Comparative analysis of regularization norms in ill-posed problems.
method Small noise analysis framework for Tikhonov and RKHS regularizations.
result Optimal convergence rates achieved with adaptive fractional RKHS, but hyper-parameters decay too fast.

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

Extends fractional LpL^p uncertainty principles with extremizers and stability results.

problem Investigating uncertainty principles in fractional LpL^p settings.
method Analyzing the fractional Schrödinger equation to find extremal functions and sharp constants.
result Proves stability of extremizers for fractional uncertainty inequalities.

Researchers develop neural networks for approximating functions in Banach spaces.

problem Approximating Banach space valued continuous functions.
method Quasi-interpolation Banach space valued neural network operators using algebraic sigmoid functions.
result Jackson type inequalities for function approximation.

Learning rates for least-squares regression are typically expressed in terms of L2L_2-norms. In this paper we extend these rates to norms stronger than the L2L_2-norm without requiring the regression function to be contained in the hypothesis space. In the special case of Sobolev reproducing kernel Hilbert spaces used …

2017-02-23abs ↗pdf ↗

New algorithm detects communities even with corrupted data, reaching Kesten-Stigum threshold.

problem Robust community detection in stochastic block model with node corruptions.
method Polynomial-time algorithm using Grothendieck norm of principal submatrices.
result First algorithm to achieve weak recovery at Kesten-Stigum threshold with node corruptions.

A new method reparameterizes ridge regression for faster, more interpretable results.

problem Challenges in selecting hyperparameter α for ridge regression.
method Fractional Ridge Regression (FRR) reparameterizes RR in terms of the ratio γ.
result FRR solutions vary with different γ, avoiding wasted calculations and manual exploration.

Paper addresses fault-tolerance in distributed machine learning with stochastic gradient descent.

problem Fault-tolerance in distributed stochastic gradient descent (D-SGD) for machine learning.
method Proposes norm-based comparative gradient elimination (CGE) to robustify D-SGD against Byzantine faulty agents.
result CGE guarantees fault-tolerance against a bounded fraction of Byzantine agents under standard stochastic assumptions.

Estimation of functions of d d variables is considered using ridge combinations of the form k=1mc1,kφ(j=1dc0,j,kxjbk) \textstyle\sum_{k=1}^m c_{1,k} φ(\textstyle\sum_{j=1}^d c_{0,j,k}x_j-b_k) where the activation function φ φ is a function with bounded value and derivative. These include single-hidden layer neural networks, polynomials, …

2017-02-09abs ↗pdf ↗

We investigate the asymptotic behavior as time goes to infinity of Hawkes processes whose regression kernel has L1L^1 norm close to one and power law tail of the form x(1+α)x^{-(1+α)}, with α(0,1)α\in(0,1). We in particular prove that when α(1/2,1)α\in(1/2,1), after suitable rescaling, their law converges to that of a kind of integr…

2015-04-13abs ↗pdf ↗

In this paper we consider a punctured Riemann surface endowed with a Hermitian metric which equals the Poincaré metric near the punctures and a holomorphic line bundle which polarizes the metric. We show that the Bergman kernel can be localized around the singularities and its local model is the Bergman kernel of the p…

2016-04-21abs ↗pdf ↗

This paper considers the problem of estimating a low-rank matrix from the observation of all or a subset of its entries in the presence of Poisson noise. When we observe all entries, this is a problem of matrix denoising; when we observe only a subset of the entries, this is a problem of matrix completion. In both case…

2019-07-11abs ↗pdf ↗

Improved algorithm for conditional linear regression with heterogeneous covariances.

problem Identifying a linear predictor for a fraction of data with varying covariances.
method Polynomial time algorithm using Disjunctive Normal Form (DNF) to identify a condition and linear predictor.
result Removed requirement for similar covariances in each condition term, improving algorithm applicability.

Develops efficient estimators for PCA and sparse regression in the presence of oblivious outliers.

problem Estimation of PCA and sparse regression in the presence of a small fraction of corrupted data.
method Designs efficient estimators using Huber loss with non-smooth regularizers like the ℓ1 norm or nuclear norm.
result Achieves consistent estimation error approaching zero as the number of observations grows.

Robust testing of sparse signals in corrupted data.

problem Testing the norm of high-dimensional sparse signals in the presence of arbitrary corruption.
method Two observation models: i.i.d. samples from N(θ,Id)\mathcal{N}(θ, I_d) and sparse linear regression model.
result The robust testing requires significantly more samples than non-robust testing.

This study reveals the critical role of scale vectors in large language models, improving optimization and expressivity.

problem Understanding and optimizing the scale vectors in large language models.
method Systematic study of scale vectors from expressivity, optimization, and architectural perspectives; theoretical and empirical analysis of weight decay; proposing and evaluating improvements.
result Scale vectors improve optimization through a self-amplifying preconditioning effect and are beneficial for expressivity in certain architectures.

AL0\ell_0CORE tensor decomposition reduces computational cost for sparse count data.

problem Efficiently decompose sparse count data matrices.
method Probabilistic Tucker decomposition with 0\ell_0-norm constraint.
result AL0\ell_0CORE achieves similar results to full Tucker decomposition at a fraction of the cost.

Proposes a new K-means method for efficient clustering of nonlinear data.

problem Challenges of kernel K-means, including high memory usage and computational inefficiency.
method Combines linear and nonlinear approaches using explicit feature maps based on spectral analysis.
result Demonstrates Explicit Kernel Minkowski Weighted K-means (Explicit KMWK-means) reduces memory usage and improves efficiency.

In this work we present a new approach on studying dynamical systems. Combining the two ways of expressing the uncertainty, using probabilistic theory and credibility theory, we have research the generalized fractional hybrid equations. We have introduced the concepts of generalized fractional Wiener process, generaliz…

2009-09-15abs ↗pdf ↗

New initialization schemes preserve fractional moments of weights in deep networks, improving training and test performance.

problem Heavy-tailed distribution of stochastic gradients in DNNs during training.
method Developed initialization schemes that preserve any given fractional moment of order s < 2 over layers for various activations.
result The network output admits a heavy-tailed distribution with finite moments, improving training and test performance.

New estimator tackles multi-task linear regression with outliers, avoiding eigenvalue lower bounds.

problem Multi-task linear regression with contaminated tasks and eigenvalue lower bounds failure.
method Matrix-weighted norm regularization and relative balancedness condition.
result Prediction MSE bounds match Duan and Wang (2023) under weaker spectral assumptions.

Introduces fractional k-dimensional measure bridging fractional length and area.

problem Defining fractional measures for dimensions between 0 and n-1.
method Introduces a parameterized fractional measure σσ that converges to Hausdorff measure.
result Fractional measure converges to Hausdorff measure with a known constant factor.

The theory of derivative of noninteger order goes back to Leibniz, Liouville and Riemann. Derivatives of fractional order have found many applications in recent studies in mechanics, physics, economics. In this paper we define the fractional tangent bundle on a manifold, using a method of Radu Miron. The fractional Lei…

2007-09-15abs ↗pdf ↗

Let SgS_g be a closed orientable surface of genus g2g \geq 2 and CC a simple closed nonseparating curve in FF. Let tCt_C denote a left handed Dehn twist about CC. A \textit{fractional power} of tCt_C of \textit{exponent} $\fraction{\ell}{n}$ is an $h \in \Mod(S_g)$ such that hn=tCh^n = t_C^{\ell}. Unlike a root of a $t…

2012-07-16abs ↗pdf ↗

We formulate the fractional Ricci flow theory for (pseudo) Riemannian geometries enabled with nonholonomic distributions defining fractional integro-differential structures, for non-integer dimensions. There are constructed fractional analogs of Perelman's functionals and derived the corresponding fractional evolution …

2010-04-05abs ↗pdf ↗

Modeling financial markets with memory using fractional calculus and Brownian motion.

problem Capturing memory effects in financial markets using stochastic models.
method Fractional Langevin equation with colored noise generated by fractional Brownian motion.
result Anomalous marginal glass phase observed in some regions of the system.

In this paper we established the condition for a curve to satisfy stochas- tic fractional HP (Hamilton-Pontryagin) equations. These equations are described using It^o integral. We have also considered the case of stochastic fractional Hamiltonian equa- tions, for a hyperregular Lagrange function. From the stochastic fr…

2009-06-24abs ↗pdf ↗

Approximates derivative pricing under fractional stochastic volatility.

problem Derivative pricing under fractional stochastic volatility model.
method Approximate expression derived from deterministic functions and fractional Ornstein-Uhlenbeck process.
result Numerical simulations show the feasibility and effect of long-range dependencies on derivative prices.

The study applies wealth thermalization hypothesis to social networks and explains inequality.

problem Explains inequality in human society through wealth thermalization hypothesis.
method Uses Random Matrix Theory and social networks with nonlinear perturbation.
result Shows that wealth distribution follows Rayleigh-Jeans distribution, leading to inequality.

New method uses fractional posteriors for semiparametric inference with improved uncertainty quantification.

problem Semiparametric inference with nonparametric priors and fractional posteriors.
method Established a general Bernstein--von Mises theorem for fractional posterior distributions, proposed shifted-and-rescaled credible sets.
result Fractional posterior credible sets provide reliable uncertainty quantification but have inflated size; shifted-and-rescaled set is an efficient confidence set.

In this paper we introduce a link between geometry of ordinary continued fractions and trajectories of points that moves according to the second Kepler law. We expand geometric interpretation of ordinary continued fractions to the case of continued fractions with arbitrary elements.

2009-11-14abs ↗pdf ↗

New algorithm estimates robust Gaussian covariance in nearly matrix multiplication time.

problem Estimating robust covariance from corrupted Gaussian samples.
method Developed a novel algorithm achieving near-optimal error in Mahalanobis norm with runtime nearly matrix multiplication time.
result Achieved the same statistical guarantees as previous work but with no dependence on ε in runtime.