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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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181361542722 · Jun 202019922001200920182026
48 results for function precision

Precise computations of Dehn functions for subgroups of free group products.

problem Computing precise Dehn functions for subgroups of direct products of free groups.
method Analyzing specific subgroups and using algebraic methods to compute Dehn functions.
result Quartic and quadratic Dehn functions for specific subgroups of free group products.

Study identifies three quantization regimes for ReLU networks.

problem Approximation of Lipschitz functions by ReLU networks with finite-precision weights.
method Established through nonasymptotic tight lower and upper bounds on minimax approximation error.
result Memory-optimality achieved in proper quantization regime for deep networks.

Finite-precision learning of anh anh networks is limited by the Monte Carlo rate.

problem Learning anh anh neural networks under finite precision
method Using iterated anh anh activations to construct localized bump functions
result No adaptive randomized algorithm can achieve higher convergence rate than Monte Carlo rate in finite precision

A new R package for high-dimensional regression and precision matrix estimation.

problem High-dimensional linear regression and precision matrix estimation challenges.
method flare package implements various regression methods and extensions for sparse precision matrix estimation.
result The flare package is efficient and scalable for large problems.

A new method quantizes neural networks to low-precision without STE, improving accuracy.

problem Quantization of neural networks to low-precision without a complete theoretical understanding.
method Alpha-blending (AB) using stochastic gradient descent (SGD) to quantize weights and gradually increase the coefficient αα.
result Improves top-1 accuracy by 0.9% on 1-bit BinaryNet, 0.82% on 8-bit MobileNet v1, and 2.93% on 4-bit ResNet_50 v1/2 compared to STE.

BOSH optimizes functions with stochastic evaluations more efficiently and precisely.

problem Optimizing functions with noisy evaluations can lead to suboptimal solutions.
method BOSH uses a hierarchical Gaussian process to generate a growing pool of realizations.
result BOSH provides more efficient and higher-precision optimization than standard BO.

Optimizes CM for stochastic convex optimization with progressive precision.

problem Stochastic nature of objective function in convex optimization.
method Iterative coordinate minimization with optimal precision control.
result Order-optimal regret performance for strongly convex and nonsmooth functions.

Paper explores low-precision SGLD for neural networks, reducing costs without sacrificing performance.

problem Infeasibility of low-precision sampling in large-scale scenarios.
method Developed low-precision SGLD with quantization function and full-precision gradient accumulators.
result Low-precision SGLD achieves comparable performance to full-precision SGLD with only 8 bits.

Improved HGF networks avoid negative precision errors in volatility updates.

problem Negative posterior precision errors in volatility-coupled nodes of HGF networks.
method Introduced a modified quadratic approximation to variational energy.
result Robust update equations across parameter space that track posterior faithfully.

Active learning selects both observations and annotation precision for Gaussian Processes.

problem Costly annotation in supervised learning.
method Proposes an active learning algorithm that selects observations and annotation precision, using a modified BALD objective.
result Empirically shows the benefits of adjusting annotation precision in active learning.

Improved Thompson Sampling outperforms existing Bayesian optimization methods.

problem Thompson Sampling's performance in Bayesian optimization is suboptimal compared to other methods.
method Developed Stagger Thompson Sampler (STS), which more precisely samples the optimal arm with less computation.
result STS outperforms TS, PSS, and other acquisition methods in various optimization tasks.

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).

EasiCS improves neck function assessment by objectively classifying cervical spondylosis.

problem Subjective and coarse-grained neck function assessment methods.
method Developed clustering algorithms on sEMG data to objectively classify cervical spondylosis.
result EasiCS outperforms existing seven algorithms overall.

FQ-Conv quantizes CNNs for efficient inference with low-precision weights and activations.

problem Reducing precision in DNNs leads to reduced accuracy.
method Fully quantized convolutional neural networks (FQ-Conv) using novel quantization and training techniques.
result Ternary-weight CNNs perform nearly as well as full-precision networks.

Expands statistical background for knee osteoarthritis treatment models.

problem Developing optimal exercise and weight loss treatments for knee osteoarthritis.
method Precision medicine models and jackknife cross-validation method.
result Jackknife estimator provides consistent value function estimation.

Kolmogorov neural networks can represent various types of functions.

problem Representing different types of functions with neural networks.
method Continuous, discontinuous bounded or unbounded activation functions in a two hidden layer model.
result Kolmogorov neural networks can represent continuous, discontinuous bounded and all unbounded multivariate functions.

New method optimizes individualized decision rules for precision medicine.

problem Heterogeneous patient responses to treatments.
method Proposes a decision-rule based optimized covariates dependent equivalent (CDE) for individualized decision making.
result Numerical experiments show improved performance in estimating optimal IDRs.

The paper shows how to infer conditional independence from non-Gaussian data.

problem Inferring conditional independence from non-Gaussian distributions.
method Developed a method to recover conditional independence structure from the precision matrix of generalized nonparanormal data.
result The conditional independence structure can be inferred from the precision matrix of generalized nonparanormal data.

The article analyzes high-dimensional classification using empirical risk minimization with precise error predictions.

problem Classifying high-dimensional data with Gaussian mixture models.
method Theoretical analysis of ridge-regularized and unregularized empirical risk minimization for high-dimensional Gaussian mixture separation.
result The square loss is optimal for high-dimensional classification in both ridge-regularized and unregularized cases.

Log-Normal Multiplicative Dynamics improves low-precision training of neural networks.

problem Training large neural networks with low precision is unstable.
method Derive a Bayesian learning rule with log-normal posterior distributions and multiplicative updates.
result LMD achieves stable and accurate training for Vision Transformer and GPT-2.

rags2ridges simplifies graphical modeling of high-dimensional data.

problem Graphical modeling of high-dimensional precision matrices.
method Modular framework for extraction, visualization, and analysis of Gaussian graphical models.
result Provides a one-stop-shop for graphical modeling of high-dimensional precision matrices.

Constructs native Banach spaces for spline operators, enabling precise function reproduction.

problem Developing native Banach spaces for spline-admissible operators.
method Systematic construction involving test functions and completion processes.
result Native spaces ensure precise function reproduction with arbitrary precision.

Study compares different covariance estimation methods for portfolio allocation.

problem Comparing methods for estimating covariance and precision matrices in portfolio allocation.
method Gaussian Graphical Model (GGM), Shrinkage, Thresholding, Random Matrix Theory (RMT) methods.
result GGM methods outperform other methods in predictive ability for portfolio allocation.

Variant of previous work on smooth algebraic functions with compact and non-compact preimages.

problem Constructing smooth algebraic functions with specific preimage properties.
method Explicit construction of smooth real algebraic functions with controlled preimage compactness.
result New results in singularity theory and real algebraic geometry.

We describe the precise structure of the distributional Hessian of the distance function from a point of a Riemannian manifold. In doing this we also discuss some geometrical properties of the cutlocus of a point and we compare some different weak notions of Hessian and Laplacian.

2013-03-06abs ↗pdf ↗

The paper approaches the task of handwritten text recognition (HTR) with attentional encoder-decoder networks trained on sequences of characters, rather than words. We experiment on lines of text from popular handwriting datasets and compare different activation functions for the attention mechanism used for aligning i…

2017-12-11abs ↗pdf ↗

We establish precise upper and lower bounds for the subelliptic heat kernel on nilpotent Lie groups GG of H-type. Specifically, we show that there exist positive constants C1C_1, C2C_2 and a polynomial correction function QtQ_t on GG such that C1Qted24tptC2Qted24tC_1 Q_t e^{-\frac{d^2}{4t}} \le p_t \le C_2 Q_t e^{-\frac{d^2}{4t}} wh…

2008-10-17abs ↗pdf ↗

New method estimates portfolio turnover using covariance matrix of returns.

problem Effective estimation of portfolio turnover for algorithmic trading strategies.
method Developed a mathematical model based on covariance matrix of returns.
result Proved a necessary condition for model applicability and suggested new estimations.

Generalized Precision Matrix for scalable estimation of nonparametric Markov networks.

problem Estimating conditional independence structure in general distributions for all data types.
method Generalized Precision Matrix (GPM) for mixed-type variables, regularized score matching framework for scalability.
result Validated theoretical results and demonstrated scalability in various settings.

Paper analyzes multi-attribute data to estimate differences in Gaussian graphical models.

problem Estimating differences in two Gaussian graphical models with similar structure.
method Group lasso penalized D-trace loss function and ADMM algorithm for optimization.
result Consistency in support recovery and estimation in high-dimensional settings established.