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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.

168,657 papers · 148 categories

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103206309412 · Jun 202019922001200920172026
48 results for good points

Kernel methods on discrete domains have shown great promise for many challenging data types, for instance, biological sequence data and molecular structure data. Scalable kernel methods like Support Vector Machines may offer good predictive performances but do not intrinsically provide uncertainty estimates. In contras…

2018-10-24abs ↗pdf ↗

The study examines the chaos of fractional Brownian fields as Hurst parameter approaches zero.

problem Understanding the chaos of fractional Brownian fields as their Hurst parameter tends to zero.
method Defining normalizing kernels and using Berestycki's ``good points'' approach to derive the limiting measure of multiplicative chaos.
result The limiting measure of multiplicative chaos converges to a log-correlated Gaussian field as the Hurst parameter approaches zero.

New compactification for character varieties with good topological properties.

problem Compactification of character varieties with good topological properties.
method Announced a new compactification with interpretations of ideal points.
result Relates to Weyl chamber length compactification and applies to maximal and Hitchin representations.

Poor (even random) starting points for learning/training/optimization are common in machine learning. In many settings, the method of Robbins and Monro (online stochastic gradient descent) is known to be optimal for good starting points, but may not be optimal for poor starting points -- indeed, for poor starting point…

2016-02-09abs ↗pdf ↗

The paper establishes conditions for optimal sampling configurations on complex manifolds.

problem Finding optimal sampling configurations on complex manifolds.
method Analyzes point configurations on compact complex manifolds using tensor powers of Hermitian ample line bundles.
result Necessary and sufficient conditions for the existence of asymptotically Fekete sequences.

We consider the problem of classification using similarity/distance functions over data. Specifically, we propose a framework for defining the goodness of a (dis)similarity function with respect to a given learning task and propose algorithms that have guaranteed generalization properties when working with such good fu…

2011-12-22abs ↗pdf ↗

In this paper we propose a method of obtaining points of extreme overfitting - parameters of modern neural networks, at which they demonstrate close to 100 % training accuracy, simultaneously with almost zero accuracy on the test sample. Despite the widespread opinion that the overwhelming majority of critical points o…

2019-06-14abs ↗pdf ↗

New GoF test improves change point detection in multivariate time series.

problem Detecting changes in multivariate time series data efficiently and robustly.
method Developed a novel multivariate rank-energy GoF test (sRE) for change point detection.
result sRE-based CPD outperforms existing methods in AUC and F1-score.

The paper analyzes how good initial guesses affect the amount of data needed for low-rank matrix recovery.

problem Theoretical guarantee of local optimization algorithms requires excessive data to prevent spurious local minima.
method Quantifies the relationship between initial guess quality and sample complexity using restricted isometry constant.
result A linear improvement in initial guess quality leads to a constant factor improvement in sample complexity.

Develops a goodness-of-fit test for self-exciting processes.

problem Quantifying how well generative models capture self-exciting point processes.
method Connects to Quasi-maximum-likelihood estimator (QMLE) theory and develops a non-parametric self-normalizing statistic, the Generalized Score (GS) statistics.
result Validates the proposed GS test's good performance through numerical simulation and real-data experiments.

The development of algorithms for hierarchical clustering has been hampered by a shortage of precise objective functions. To help address this situation, we introduce a simple cost function on hierarchies over a set of points, given pairwise similarities between those points. We show that this criterion behaves sensibl…

2015-10-16abs ↗pdf ↗

New Q-Newton's method avoids saddle points and converges quadratically.

problem Optimizing functions with saddle points and ensuring convergence guarantees.
method Modified New Q-Newton's method with Backtracking line search.
result Theorem for Morse functions: quadratic convergence to local minima.

Improved modeling of persistence diagrams for data analysis.

problem Determining significant outliers in persistence diagrams.
method Modification of the RST (Replicating Statistical Topology) model using MCMC Metropolis-Hastings algorithm.
result The modified RST model improves the goodness of fit in persistence diagram analysis.

We construct, for any ``good'' Cantor set FF of Sn1S^{n-1}, an immersion of the sphere SnS^n with set of points of zero Gauss-Kronecker curvature equal to F×D1F\times D^{1}, where D1D^{1} is the 1-dimensional disk. In particular these examples show that the theorem of Matheus-Oliveira strictly extends two results by do C…

2003-04-11abs ↗pdf ↗

New algorithms use outsourced data to improve model training efficiency.

problem Limited computational resources restrict model training efficiency.
method Simulation-based algorithms using outsourced data to find good initial points.
result The algorithms can find good initial points with high probability under suitable conditions.

This paper explores a simple regularizer for reinforcement learning by proposing Generative Adversarial Self-Imitation Learning (GASIL), which encourages the agent to imitate past good trajectories via generative adversarial imitation learning framework. Instead of directly maximizing rewards, GASIL focuses on reproduc…

2018-12-03abs ↗pdf ↗

Given a model ff that predicts a target yy from a vector of input features x=x1,x2,,xM\pmb{x} = x_1, x_2, \ldots, x_M, we seek to measure the importance of each feature with respect to the model's ability to make a good prediction. To this end, we consider how (on average) some measure of goodness or badness of prediction (wh…

2019-10-01abs ↗pdf ↗

New method uses reinforcement learning to sample from complex data structures efficiently.

problem Constructing reliable samples from high-dimensional polytopes for goodness-of-fit tests.
method Markov decision process and reinforcement learning for sampling.
result Demonstrated scalable tools from linear algebra for theoretical guarantees in non-linear algebra context.

The two key issues of modern Bayesian statistics are: (i) establishing principled approach for distilling statistical prior that is consistent with the given data from an initial believable scientific prior; and (ii) development of a Bayes-frequentist consolidated data analysis workflow that is more effective than eith…

2018-02-01abs ↗pdf ↗

Epanechnikov Mean Shift is a simple yet empirically very effective algorithm for clustering. It localizes the centroids of data clusters via estimating modes of the probability distribution that generates the data points, using the `optimal' Epanechnikov kernel density estimator. However, since the procedure involves n…

2017-11-20abs ↗pdf ↗

Deep neural networks improve surrogate models for non-smooth quantities in uncertain geometries.

problem Building accurate surrogates for non-smooth quantities in uncertain geometries.
method Deep neural networks for point evaluation of solutions to interface problems with geometric uncertainties.
result Neural networks provide good surrogates without suffering from the curse of dimensionality.

We consider point clouds obtained as random samples of a measure on a Euclidean domain. A graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points they connect. Our goal is to develop mathematical tools needed to study the consistency, as the number of availa…

2014-03-25abs ↗pdf ↗

We present a novel Neural Embedding Spatio-Temporal (NEST) point process model for spatio-temporal discrete event data and develop an efficient imitation learning (a type of reinforcement learning) based approach for model fitting. Despite the rapid development of one-dimensional temporal point processes for discrete e…

2019-06-13abs ↗pdf ↗

From a sequence of similarity networks, with edges representing certain similarity measures between nodes, we are interested in detecting a change-point which changes the statistical property of the networks. After the change, a subset of anomalous nodes which compares dissimilarly with the normal nodes. We study a sim…

2016-12-05abs ↗pdf ↗

We propose two nonparametric statistical tests of goodness of fit for conditional distributions: given a conditional probability density function p(yx)p(y|x) and a joint sample, decide whether the sample is drawn from p(yx)rx(x)p(y|x)r_x(x) for some density rxr_x. Our tests, formulated with a Stein operator, can be applied to any…

2020-02-24abs ↗pdf ↗

In many applications, the training data for a machine learning task is partitioned across multiple nodes, and aggregating this data may be infeasible due to communication, privacy, or storage constraints. Existing distributed optimization methods for learning global models in these settings typically aggregate local up…

2018-05-20abs ↗pdf ↗

Let Wn\mathcal{W}^{n} be the class of CC^{\infty } complete simply connected nn-dimensional manifolds without conjugate points. The hyperbolic space as well as Euclidean space are good examples of such manifolds. Let % W\in \mathcal{W}^{n} and let AA be a subset of WW. This article aims at characterization and bu…

2013-11-03abs ↗pdf ↗

Paper introduces a method to explain deep learning models and identify good generalization.

problem Limited interpretability of neural networks hinders progress and real-world applications.
method Polytope interpolation method for local explainability and generalization assessment.
result Developed a method to identify deep learning models with good generalization properties.

Social goods, such as healthcare, smart city, and information networks, often produce ordered event data in continuous time. The generative processes of these event data can be very complex, requiring flexible models to capture their dynamics. Temporal point processes offer an elegant framework for modeling event data …

2018-11-12abs ↗pdf ↗

The random subspace method, known as the pillar of random forests, is good at making precise and robust predictions. However, there is not a straightforward way yet to combine it with deep learning. In this paper, we therefore propose Neural Random Subspace (NRS), a novel deep learning based random subspace method. In …

2019-11-18abs ↗pdf ↗

Unified neural network model for astro-particle physics predictions with coverage, systematics, and goodness-of-fit.

problem Lack of statistical uncertainties, coverage, systematic uncertainties, and goodness-of-fit in neural network predictions.
method KL-divergence objective for joint distribution of data and labels, conditional normalizing flows, amortized with neural networks.
result Unified supervised learning and VAEs under stochastic variational inference for event property predictions.