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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.

168,694 papers · 148 categories

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84168251335 · Jun 202019922001200920172026
48 results for global variables

New local MDI variable importances derived from global scores match Shapley values.

problem Local feature relevance in tree-based models.
method Deriving local MDI importance measure from global scores and linking it to Shapley values.
result Local MDI importances have a natural connection with Shapley values.

Study proves boundedness of operators in variable exponent Morrey spaces.

problem Boundedness of operators in global Morrey-type spaces with variable exponents.
method Analysis of Hardy-Littlewood maximal operator and potential type operator in variable exponent Morrey spaces.
result Boundedness of the Hardy-Littlewood maximal operator and potential type operator in global Morrey-type spaces with variable exponents.

DSVNP uses global and local latent variables for improved neural process predictions.

problem Limited expressiveness of vanilla neural processes in capturing target-specific local variation.
method Introduces DSVNP combining global and local latent variables for prediction.
result Competitive prediction performance in multi-output regression and uncertainty estimation.

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.

New method improves uncertainty quantification in latent variable models.

problem Uncertainty quantification in latent variable models with SGLD-Gibbs.
method Statistical scaling limit theory for SGLD-Gibbs, proposing hyperparameter tuning.
result Explicit guidance on hyperparameter tuning for SGLD-Gibbs ensures meaningful uncertainty quantification.

The paper proposes a new model for predicting and analyzing economic variables.

problem Predicting and analyzing economic variables in developed regions.
method Time-varying parameter global vector autoregressive (TVP-GVAR) framework combined with machine learning models.
result The proposed model provides high precision out-of-sample predictions and novel insights into economic variable connectedness.

When response variables are nominal and populations are cross-classified with respect to multiple polytomies, questions often arise about the degree of association of the responses with explanatory variables. When populations are known, we introduce a nominal association vector and matrix to evaluate the dependence of …

2011-09-12abs ↗pdf ↗

Study tests how U.S. equity prices align with global asset frequencies using financial variables.

problem Testing whether U.S. equity prices align with global asset frequencies using financial variables.
method Examines SPX and RUT gaps, uses OIS-based funding, volatility, trading-friction, financial-condition variables, and residual information.
result Gains in fit survive broad-dollar neutralization, alternative blocks, PCA, residualization, and nested horizon selection, supporting reduced-form P-Q alignment.

OceanForecastBench offers a comprehensive benchmark for data-driven ocean forecasting models.

problem Lack of open-source, standardized benchmarks for data-driven ocean forecasting models.
method Proposes OceanForecastBench, a benchmark with high-quality data and evaluation pipeline.
result Offers the most comprehensive benchmarking framework for data-driven ocean forecasting.

In this paper we analyze the obstructions to the existence of global action-angle variables for regular non-commutative integrable systems (NCI systems) on Poisson manifolds. In contrast with local action-angle variables, which exist as soon as the fibers of the momentum map of such an integrable system are compact, gl…

2015-02-28abs ↗pdf ↗

Local learning method selects covariates for causal effect estimation in the presence of latent variables.

problem Estimating causal effects from nonexperimental data with latent variables.
method Local learning approach that identifies valid adjustment sets for causal relationships.
result Ensures soundness and completeness of causal effect estimation under standard assumptions.

Proposes ICE-based metric for better understanding interactions in black-box models.

problem Misleading global sensitivity metrics in black-box models due to interaction effects.
method Individual Conditional Expectation (ICE) curves to compute feature importance and interactions.
result ICE-based metric provides richer insights into feature importance and interactions.

Trends in terrestrial temperature variability are perhaps more relevant for species viability than trends in mean temperature. In this paper, we develop methodology for estimating such trends using multi-resolution climate data from polar orbiting weather satellites. We derive two novel algorithms for computation that …

2018-05-18abs ↗pdf ↗

DiCoLa recursively decomposes causal structure learning for latent variables.

problem Learning causal structures in high-dimensional settings with latent variables.
method Recursive decomposition framework for divide-and-conquer causal discovery.
result Theoretical soundness and completeness of DiCoLa framework.

OCEAN infers online task identities from context variables.

problem Online task inference for compositional tasks with context adaptation.
method Variational inference framework OCEAN models global and local context variables in a joint latent space.
result OCEAN provides more effective task inference with sequential context adaptation.

In this paper, we consider the problem of recovering a sparse signal based on penalized least squares formulations. We develop a novel algorithm of primal-dual active set type for a class of nonconvex sparsity-promoting penalties, including 0\ell^0, bridge, smoothly clipped absolute deviation, capped 1\ell^1 and mini…

2013-10-04abs ↗pdf ↗

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.

Constructing powerful generative models for natural images is a challenging task. PixelCNN models capture details and local information in images very well but have limited receptive field. Variational autoencoders with a factorial decoder can capture global information easily, but they often fail to reconstruct detail…

2019-08-26abs ↗pdf ↗

Improves Bayesian optimisation for engineering design problems with many variables.

problem Efficiently searching for global minima in high-dimensional design spaces.
method Integrates input and output data to identify a reduced latent subspace using probabilistic partial least squares.
result Significant improvements in convergence to the global minimum compared to existing methods.

A new method for decomposing non-negative tensors using energy-based modeling.

problem Challenges in traditional tensor decomposition methods, especially global optimization and rank selection.
method Energy-based modeling of tensors, considering interactions between modes for global optimization.
result Demonstrates effectiveness in tensor completion and approximation, revealing a relationship between many-body and low-rank approximations.

New framework quantifies variable importance across all good models and is stable across data distribution.

problem Conflicting variable importance conclusions from different models trained on the same data.
method Proposes a new variable importance framework that considers all good models and is stable across data distribution.
result Framework accurately estimates true variable importance and recovers rankings for complex setups.

Study optimal adjustment sets for causal policies with hidden variables.

problem Estimating dynamic treatment regimes with hidden variables.
method Developed criteria for graphs without hidden variables to compare estimators, extended to dynamic policies and hidden variables.
result Existence and computation of optimal minimal and globally optimal adjustment sets.

We consider the fundamental problem of inferring the causal direction between two univariate numeric random variables XX and YY from observational data. The two-variable case is especially difficult to solve since it is not possible to use standard conditional independence tests between the variables. To tackle this …

2017-09-26abs ↗pdf ↗

GIV methodology extends instrumental variable estimation for high-dimensional data.

problem Estimating structural parameters in high-dimensional models with endogeneity and latent factors.
method Extends GIV methodology to large N and T, treats factors and loadings as unknown, and uses additional instruments for efficiency.
result Efficiency gains and negligible sampling errors in estimated instrument and factors.

Global sensitivity analysis with variance-based measures suffers from several theoretical and practical limitations, since they focus only on the variance of the output and handle multivariate variables in a limited way. In this paper, we introduce a new class of sensitivity indices based on dependence measures which o…

2013-11-11abs ↗pdf ↗

Global solutions and smoothing effects for reaction-diffusion equations on manifolds.

problem Global existence and smoothing effects for reaction-diffusion equations on Riemannian manifolds.
method Functional analytic methods, Sobolev and Poincaré inequalities.
result Existence of global solutions under certain conditions on the manifold.

In this work, we propose a simple but effective method to interpret black-box machine learning models globally. That is, we use a compact binary tree, the interpretation tree, to explicitly represent the most important decision rules that are implicitly contained in the black-box machine learning models. This tree is l…

2018-02-11abs ↗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.

The study examines cross-border lending behavior from G7 countries, showing changes in driving factors after the 2008 financial crisis.

problem Understanding the factors affecting cross-border lending behavior among G7 countries.
method Employed a gravity model to analyze bilateral and global factors influencing cross-border lending.
result Driving factors for cross-border lending have changed since the 2008 financial crisis, with continent variable becoming more significant.

A new deep generative model captures global dependencies without supervision.

problem Global modeling in deep generative models.
method Non-i.i.d. variational autoencoders with mixture model and global Gaussian latent variable.
result Captures interpretable disentangled representations and domain alignment.

Study uses deep learning for efficient hedging of long-term financial derivatives.

problem Optimizing hedging strategies for long-term financial derivatives with various penalties and stylized facts.
method Deep reinforcement learning applied to neural networks optimizing hedging policies with quadratic and non-quadratic penalties.
result Non-quadratic global hedging policies result in significantly smaller downside risk metrics and significant hedging gains.

VAE global minima can learn correct manifold dimensions, even with conditioning variables.

problem Understanding VAE behavior on manifolds and adapting to varying dimensions.
method Proving VAE global minima can learn correct manifold dimensions and extending to CVAEs.
result Proven that VAE global minima can learn correct manifold dimensions and adapted to CVAEs.

Bayesian networks with latent variables are characterized and their likelihoods compared.

problem Characterizing and comparing likelihoods of Bayesian networks with latent variables.
method Characterized likelihood function and empirical Bayesian network. Proved dominance of global maximum likelihood from empirical model.
result The global maximum likelihood of the original Bayesian network is attained if and only if parameters are consistent with empirical model.

New approach reduces shape optimization anomalies and improves design quality.

problem Improving global optimization efficiency and avoiding geometrical anomalies in shape optimization.
method Reducing design variables, modeling generative process via probabilistic models, penalizing anomalous designs.
result Abnormal designs are penalized, leading to high-quality designs and improved convergence.

We study the convergence of a variant of distributed gradient descent (DGD) on a distributed low-rank matrix approximation problem wherein some optimization variables are used for consensus (as in classical DGD) and some optimization variables appear only locally at a single node in the network. We term the resulting a…

2018-11-07abs ↗pdf ↗

We introduce a simple recurrent variational auto-encoder architecture that significantly improves image modeling. The system represents the state-of-the-art in latent variable models for both the ImageNet and Omniglot datasets. We show that it naturally separates global conceptual information from lower level details, …

2016-04-29abs ↗pdf ↗

In a recent paper (arXiv:math-ph/0609076) the authors investigated the basic global geometry of congruence moduli curves and shape curves of 3-body motions with vanishing angular momentum. Here the study is extended to the case of planary 3-body motions in general. In particular, the results on the separation of the si…

2006-09-28abs ↗pdf ↗

Framework assesses variable importance for heterogeneous treatment effects.

problem High-risk domains need reliable methods to assess treatment effect heterogeneity.
method Inferential framework based on Shapley values and semiparametric theory.
result Valid inference on variable importance for heterogeneous treatment effects.

LSTMs outperform DFM in nowcasting COVID-19 economic variables.

problem Timely estimation of macroeconomic variables during the pandemic.
method Comparison of LSTM and DFM performance on three variables (export values, volumes, and services exports).
result LSTMs outperformed DFM in two-thirds of variable/quarter combinations.

Unified analysis of neural networks in NPIV using 2SLS and MFLD.

problem Global convergence of neural networks in NPIV.
method Lifted perspective through MFLD, penalty gradient approach for bilevel optimization.
result First global convergence result of neural networks for 2SLS in NPIV.