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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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3156299441,258 · Jun 202019922001200920172026
48 results for generalized linear family

We assume a vector bundle p:EMp: E\to M with a general linear connection KK and a classical linear connection $\Lam$ on MM. We prove that all classical linear connections on the total space EE naturally given by $(\Lam, K)$ form a 15-parameter family. Further we prove that all connections on J1EJ^1 E naturally given by…

2004-10-21abs ↗pdf ↗

Theory is developed for linear-quadratic at infinity generating families for Legendrian knots in R^3. It is shown that the unknot with maximal Thurston--Bennequin invariant of -1 has a unique linear-quadratic at infinity generating family, up to fiber-preserving diffeomorphism and stabilization. From this, invariant ge…

2009-04-17abs ↗pdf ↗

Squared families are a new model class derived from linear transformations, offering convenient properties and universal approximation.

problem Developing a new class of probability models that are easier to handle and have useful properties.
method Introducing squared families as families of probability densities obtained by squaring a linear transformation of a statistic, and showing their properties and applications.
result Squared families have convenient properties and can approximate target densities well.

Dropout improves regularization in flexible models for rare features.

problem Understanding theoretical properties of dropout in generalized linear models.
method Theoretical analysis and application to adaptive smoothing with B-splines.
result Dropout prefers rare features in mean and dispersion parameters.

This paper studies a class of exponential family models whose canonical parameters are specified as linear functionals of an unknown infinite-dimensional slope function. The optimal minimax rates of convergence for slope function estimation are established. The estimators that achieve the optimal rates are constructed …

2011-08-17abs ↗pdf ↗

Analyzes the complexity of linear hypothesis sets using Rademacher complexity.

problem Understanding the complexity of linear hypothesis sets for various norms.
method Tight analysis of empirical Rademacher complexity for linear hypothesis classes with bounded weights.
result Improved bounds on Rademacher complexity for linear hypothesis sets, matching or improving existing results.

New insights into natural exponential families improve regret bounds for bandit problems.

problem Improving regret bounds for bandit problems with subexponential tails.
method Proving self-concordance for natural exponential families and applying to bandits.
result Optimistic algorithms for generalized linear bandits have second-order regret bounds that are free of an exponential dependence on problem parameters.

Proves stability of Schwarzschild black holes without symmetry assumptions.

problem Stability of Schwarzschild black holes under general conditions.
method Teleologically normalised double null gauges, analysis of linear stability, and control of non-linearities.
result Proves non-linear asymptotic stability of Schwarzschild family as solutions to Einstein vacuum equations.

New method optimizes offline linear bandits using different confidence sets.

problem Optimizing offline learning for linear contextual bandits.
method Introduces a family of pessimistic learning rules based on p\ell_p confidence sets.
result The π^\hatπ_\infty rule achieves minimax performance and strictly dominates other predictors.

We associate to a parametrized family ff of nonlinear Fredholm maps possessing a trivial branch of zeroes an {\it index of bifurcation} β(f)β(f) which provides an algebraic measure for the number of bifurcation points from the trivial branch. The index β(f)β(f) is derived from the index bundle of the linearization of the …

2010-05-07abs ↗pdf ↗

A framework connects VAEs to GLMs for better model initialization and performance.

problem Understanding and optimizing loss function critical points in VAEs.
method Introducing a theoretical framework based on GLM and EDFs.
result Maximum likelihood initialization improves VAE performance.

The paper shows how the generalization curve can have multiple peaks, influenced by data and learning algorithm biases.

problem Understanding the generalization behavior of linear regression models under varying parameterizations.
method Analyzes generalization loss in linear regression models with varying parameterizations, both under- and over-parameterized.
result The generalization curve can have an arbitrary number of peaks, and their locations can be controlled.

EFDA extends LDA to non-Gaussian models using exponential families.

problem Classifying non-Gaussian data with LDA's limitations.
method EFDA uses exponential families to derive closed-form estimators for natural parameters and a linear decision rule.
result EFDA matches LDA's accuracy while reducing ECE by 2-6x, proving asymptotic calibration and efficiency.

Let ΛΛ be a Legendrian in the jet space of some manifold XX. To a generating family presentation of ΛΛ, we associate a constructible sheaf on X×RX \times \mathbb{R} whose singular support at infinity is ΛΛ, and such that the generating family homology is canonically isomorphic to the endomorphism algebra of this she…

2015-04-06abs ↗pdf ↗

We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks …

2013-01-30abs ↗pdf ↗

The paper discusses methods for interval estimation of coefficients in penalized regression models for insurance data.

problem Valid inference on coefficients after feature selection in GLM family for insurance data.
method Proposes methodologies for constructing confidence intervals of coefficients after feature selection in GLM family.
result Valid inference on coefficients after feature selection in GLM family for insurance data.

The study uncovers universality laws for Gaussian mixtures in generalized linear models.

problem Understanding the asymptotic behavior of estimators in Gaussian mixture models.
method Investigates the asymptotic joint statistics of generalized linear estimators from empirical risk minimization and Gibbs sampling.
result Characterizes conditions under which the joint statistics depend only on means and covariances of class conditional features.

Flow-based generative models are a family of exact log-likelihood models with tractable sampling and latent-variable inference, hence conceptually attractive for modeling complex distributions. However, flow-based models are limited by density estimation performance issues as compared to state-of-the-art autoregressive…

2019-05-08abs ↗pdf ↗

We present a projectively invariant description of planar linear 3-webs. For a non-hexagonal 3-web, we introduce family of projective torsion-free Cartan connections, the web leaves being geodesics for each member of the family, and give a web linearization criterion. Finally, we propose an algorithm for resolving the …

2017-08-07abs ↗pdf ↗

The paper solves a geometric problem related to K3 surfaces and complex-hyperkähler metrics.

problem Geometric meaning of small deformations of twistor cycles in K3 period domain.
method Construction of a moduli space for families of marked K3 surfaces and use of Penrose's Non-linear Graviton construction.
result Small deformations of twistor cycles induce complex-hyperkähler metrics on K3 surface families.

For a Legendrian knot L in R^3 with a chosen Morse complex sequence (MCS) we construct a differential graded algebra (DGA) whose differential counts "chord paths" in the front projection of L. The definition of the DGA is motivated by considering Morse-theoretic data from generating families. In particular, when the MC…

2011-06-16abs ↗pdf ↗

Paper explores duality in DPPs using embedding structure analysis.

problem Understanding the geometric structure of determinantal point processes.
method Analyzes the exponential family embedding of DPPs and uses the e-embedding curvature tensor.
result Discovers the duality between marginal and L-ensemble kernels.

The paper extends optimal transport for linear separability of sheared distributions in supervised learning.

problem Learning on the space of probability measures using shifts and scalings.
method Embedding probability measures into L2L^2 spaces using optimal transport, then applying regular machine learning techniques.
result Sheared distributions can be linearly separated under certain conditions, with bounds on transformations.

We prove an index theorem for families of linear periodic Hamiltonian systems, which is reminiscent of the Atiyah-Singer index theorem for selfadjoint elliptic operators. For the special case of one-parameter families, we compare our theorem with a classical result of Salamon and Zehnder. Finally, we use the index theo…

2013-05-24abs ↗pdf ↗

We investigate a class of hierarchical mixtures-of-experts (HME) models where exponential family regression models with generalized linear mean functions of the form psi(ga+fx^Tfgb) are mixed. Here psi(...) is the inverse link function. Suppose the true response y follows an exponential family regression model with mea…

2013-01-30abs ↗pdf ↗

We study the asymptotics of a family of link invariants on the orbits of a smooth volume-preserving ergodic vector field on a compact domain of the 3-space. These invariants, called linear saddle invariants, include many concordance invariants and generate an infinite-dimensional vector space of link invariants. In con…

2008-03-06abs ↗pdf ↗

Researchers create a family of conformally covariant operators.

problem Developing a comprehensive set of conformally covariant operators.
method Constructing a family of conformally covariant tridifferential operators as tangential operators in the Fefferman--Graham ambient space.
result Symmetrization of ambient operators is formally self-adjoint.

Diffeomorphism freedom induces a gauge dependence in the theory of spacetime perturbations. We derive a compact formula for gauge transformations of perturbations of arbitrary order. To this end, we develop the theory of Taylor expansions for one-parameter families (not necessarily groups) of diffeomorphisms. First, we…

1997-08-28abs ↗pdf ↗

The integer hull of a polyhedron is the convex hull of the integer points contained in it. We show that the vertices of the integer hulls of a rational family of polyhedra of size O(n) have quasipolynomial coordinates. As a corollary, we show that the stable commutator length of elements in a surgery family is a ratio …

2010-11-05abs ↗pdf ↗

Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.

problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.