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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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138275413550 · Jun 202019922001200920172026
48 results for global analysis

The chapter explores globally hyperbolic spacetimes using topology and functional analysis.

problem Understanding global hyperbolicity in spacetimes.
method Foundational tools from order theory and topology, geometric analysis, and connections to physics.
result A connection between global hyperbolicity and geodesic completeness of space-like surfaces.

Global stability bounds for matrix frames in phase retrieval problems.

problem Phase retrieval for matrix frames in various applications.
method Computable global stability bounds for the quasi-linear analysis map β, using Whitney stratification of positive semidefinite matrices of low rank.
result Novel conditions for a frame to be generalized phase retrievable.

Global analysis of Dixmier traces and Wodzicki residues on compact Lie groups.

problem Computing Dixmier traces and Wodzicki residues on compact Lie groups.
method Global quantisation approach, using global symbols and representation theory.
result Explicit formulae for Dixmier traces and Wodzicki residues on compact Lie groups.

The paper analyzes sterling bills of exchange during the first globalization, revealing their global financial role.

problem Understanding the global financial role of sterling bills of exchange during the first globalization.
method Descriptive statistics and network analysis of a unique data set of 23,493 bills re-discounted by the Bank of England in 1906.
result Sterling bills of exchange had a truly global dimension and were crucial for overcoming information asymmetries.

TADA detects anomalies in time series using topological data analysis.

problem Detecting global changes in dependency structure between channels in multivariate time series.
method Topological Data Analysis for detecting anomalies in multivariate time series.
result The approach is more suitable for detecting global changes of correlation structures than existing methods.

Global Sensitivity Analysis improves feature importance ranking in Random Forests.

problem Improving feature importance ranking in Random Forests.
method Applying Global Sensitivity Analysis to Random Forests for feature ranking.
result Our method provides a novel way to rank features based on their importance.

Proposes a differentially private bandit algorithm reducing noise over time.

problem Privacy concerns in interactive recommendation systems.
method Tree-based mechanism to add Laplace or Gaussian noise to model parameters, focusing on dynamic global sensitivity.
result Demonstrates (ε,δ)(ε, δ)-differential privacy with reduced noise and improved regret.

Hidden symmetry of a G'-space X is defined by an extension of the G'-action on X to that of a group G containing G' as a subgroup. In this setting, we study the relationship between the three objects: (A) global analysis on X by using representations of G (hidden symmetry); (B) global analysis on X by using representat…

2016-08-30abs ↗pdf ↗

Efficiently identifies key input variables for expensive functions using active learning.

problem Efficiently identify key input variables for expensive, black-box functions.
method Proposes novel active learning acquisition functions targeting derivative-based global sensitivity measures (DGSMs) under Gaussian process surrogate models.
result Active learning substantially enhances sample efficiency of DGSM estimation, especially with limited evaluation budgets.

Expands Bredon's trick for applications in geometry and topology.

problem Local-to-global extension principles in geometric and topological contexts.
method Novel applications and frameworks for stratified pseudomanifolds, Ricci flow, and persistent homology.
result Establishes Bredon's trick as a unifying framework.

Bayesian optimization is a sample-efficient method for finding a global optimum of an expensive-to-evaluate black-box function. A global solution is found by accumulating a pair of query point and its function value, repeating these two procedures: (i) modeling a surrogate function; (ii) maximizing an acquisition funct…

2019-01-24abs ↗pdf ↗

We consider the problem of analyzing the heterogeneity of clustering distributions for multiple groups of observed data, each of which is indexed by a covariate value, and inferring global clusters arising from observations aggregated over the covariate domain. We propose a novel Bayesian nonparametric method reposing …

2010-01-04abs ↗pdf ↗

Sobol method applied to probabilistic networks for sensitivity analysis.

problem Measuring influence of probabilistic network nodes on a quantity of interest.
method Transforms global sensitivity analysis into marginalization inference exploiting network structure.
result Efficient computation of sensitivity indices for complex networks.

Gradient descent finds global optima in ResNets with sufficient parameters.

problem Finding optimal parameters in ResNet models.
method Mean-field analysis and gradient-flow PDE to study convergence of first-order optimization methods.
result First-order methods can find global minimizers in overparameterized ResNets.

Global calculus for manifolds with boundary, solving evolution problems.

problem Global solvability of evolution problems on manifolds with boundary.
method Established global functional calculus and Gårding inequality for pseudo-differential operators without local coordinates.
result Global solvability for a class of evolution problems.

Gradient descent finds a global minimum in training deep neural networks despite the objective function being non-convex. The current paper proves gradient descent achieves zero training loss in polynomial time for a deep over-parameterized neural network with residual connections (ResNet). Our analysis relies on the p…

2018-11-09abs ↗pdf ↗

New method for mixed-variable GSA improves material design efficiency.

problem Designing materials with both quantitative and qualitative variables.
method Integrates LVGP with Sobol' analysis for mixed-variable GSA.
result Accelerates exploration of novel MOF candidates in combinatorial design spaces.

ClusterGraph visualizes and simplifies multidimensional data clusters for better understanding.

problem Lack of global structure information in clustering results.
method Combining clustering with Topological Data Analysis to provide global structure.
result ClusterGraph provides global layout information about clusters.

The paper analyzes global inflation's systemic nature and its impact on equity markets.

problem Understanding the systemic nature of global inflation and its financial market implications.
method Data-driven study using eigenvalue analysis, inner-product optimization, and time-varying portfolio optimization.
result Countries with high centrality in global inflation are identified, and the robustness of equity indices and sectors during inflationary periods are explored.

Combines global and local features for better social circle prediction in ego-networks.

problem Efficiently analyzing ego-networks with hidden local structures.
method Evolved deep learning techniques to capture both global and local network features.
result Social circle prediction benefits from a combination of global and local features.

Study analyzes global public sentiment on DeFi from 2012-2022.

problem Global public sentiment on DeFi is understudied.
method Sentiment analysis, spatial econometrics, clustering, topic modeling.
result Economic development significantly influences DeFi engagement, especially after 2015.

New IRL algorithm identifies optimal reward and policy from expert demonstrations.

problem Understanding reward functions from expert demonstrations with neural networks.
method Two-timescale single-loop IRL algorithm for neural network parameterized rewards.
result First IRL algorithm with non-asymptotic convergence guarantee and global optimality in neural network settings.

Study creates a global living index to assess quality of life.

problem Long-term impacts of global economic changes on living conditions.
method Machine learning framework combining socio-economic factors.
result Developed a practical tool for policymakers to identify areas needing improvement.

Continuous-time distributed mirror descent with integral feedback converges to global optimum.

problem Distributed optimization of a global strongly convex function with local convex components.
method Continuous-time distributed mirror descent with integral feedback.
result Asymptotic convergence to global optimum with constant step-size.

Proposes counterfactual explainability for causal attribution, extending variance analysis methods.

problem Lack of mechanistic understanding in existing tools for explaining complex models.
method Extends global sensitivity analysis methods to causal explanations using directed acyclic graphs.
result Developed methods to estimate counterfactual explainability and applied to income inequality analysis.

Theoretical analysis of vision transformers' performance with MAE and CL objectives.

problem Understanding the distinct representations learned by vision transformers with MAE and CL objectives.
method Modeling visual data distribution and analyzing ViTs training dynamics with gradient descent.
result ViTs trained with MAE objectives learn both global and local features, while CL-trained ViTs favor global features.

Global sensitivity analysis improves BNN hyperparameter selection for accurate uncertainty quantification.

problem Difficulties in obtaining accurate uncertainty quantification with Bayesian Neural Networks (BNNs).
method Global sensitivity analysis of BNN performance under varying hyperparameter settings.
result Many hyperparameters interact to affect both predictive accuracy and uncertainty quantification.

Proposes a framework to incorporate global sensitivity into local surrogate models.

problem Narrowing focus to local scale in surrogate modeling leads to re-learning global trends.
method Integrates global sensitivity analysis into local surrogate models through input warping.
result Local models become equally sensitive to all input directions, focusing on local dynamics.

The Piyavskii-Shubert algorithm is analyzed for global optimization of Lipschitz functions.

problem Maximizing a non-concave Lipschitz function over a compact domain.
method Sequential function evaluations using a bandit-optimization approach.
result New bounds on the number of evaluations needed for optimization accuracy.

Global fixed income returns span across multiple maturities and economies, that is, they naturally reside on multi-dimensional data structures referred to as tensors. In contrast to standard "flat-view" multivariate models that are agnostic to data structure and only describe linear pairwise relationships, we introduce…

2019-08-06abs ↗pdf ↗

New quasi-Newton method guarantees global superlinear convergence.

problem Global convergence and superlinear convergence of quasi-Newton methods.
method Hybrid proximal extragradient method with online learning for Hessian approximation.
result First globally convergent quasi-Newton method with explicit superlinear convergence rate.

The paper introduces a new financial market for environmental indices to attract investors.

problem Inherent risks and sustainability concerns in environmental investments.
method Quantitative measures, econometric analysis, dynamic asset pricing tools, and financial options.
result Monetization and construction of country-specific environmental indices as dollar-denominated assets.

The paper investigates how activation functions impact the training of Neural ODEs, leading to global convergence.

problem Challenges in training Neural ODEs, particularly gradient computation accuracy and convergence analysis.
method Investigates the impact of activation functions on the training dynamics of Neural ODEs.
result Establishes global convergence of Neural ODEs under gradient descent in overparameterized regimes.

New algorithm for nonstationary multi-armed bandits with optimal performance.

problem Nonstationary multi-armed bandits with changing model parameters over time.
method Adaptive Resetting Bandit (ADR-bandit) algorithm using adaptive windowing techniques.
result ADR-bandit achieves nearly optimal performance in both abrupt and gradual changes.

New method avoids spurious critical points for low-rank matrix recovery.

problem Low-rank matrix recovery problems on Riemannian manifold.
method Riemannian gradient descent with random initialization.
result Riemannian gradient descent avoids spurious critical points and converges nearly linearly.

The paper develops methods to analyze sensitivity in stochastic models using surrogate models.

problem Quantifying the impact of input variability on stochastic simulators with randomness.
method The authors propose using generalized lambda models to emulate response distributions of stochastic simulators and estimate sensitivity indices.
result The proposed method can estimate sensitivity indices even with strong heteroskedasticity and small signal-to-noise ratio.

The paper breaks down AUC into cluster-level components for better model diagnostics.

problem Global AUC masks weaknesses in specific subpopulations, leading to financial or operational risks.
method Formal decomposition of AUC into intra- and inter-cluster components, comparing with other performance metrics.
result Allows practitioners to evaluate and diagnose model performance within and across clusters.

The paper explains how ReLU nets converge globally in high dimensions without strict assumptions.

problem Understanding global convergence of ReLU nets in very high dimensions.
method Fine-grained analysis of random activation matrices and detailed gradient norm and curvature analysis.
result Empirical loss function has favorable geometrical properties in the overparameterized setting.

Max-pooling architectures are theoretically analyzed and shown to be globally optimized and generalize well.

problem Theoretical understanding and optimization of max-pooling in deep learning architectures.
method Theoretical analysis of a convolutional max-pooling architecture, focusing on a pattern detection problem.
result Max-pooling architectures can be globally optimized and generalize well, even for highly over-parameterized models.