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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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10203040 · May 202619922001200920172026
48 results for graceful composition

With the proliferation of mobile devices and the internet of things, developing principled solutions for privacy in time series applications has become increasingly important. While differential privacy is the gold standard for database privacy, many time series applications require a different kind of guarantee, and a…

2017-07-10abs ↗pdf ↗

Deep learning corrects GRACE TWSA mismatch in NOAH models.

problem Improving hydrological model predictive performance with GRACE data.
method Developed and applied deep convolutional neural network (CNN) models to learn and correct TWSA mismatch.
result Significant improvement in correlation coefficient and Nash-Sutcliff efficiency over original NOAH TWSA.

GRACE generates concise explanations for neural networks on tabular data.

problem Lack of explainable AI solutions for neural networks on tabular data.
method Borrowing ideas from causality and philosophy, GRACE generates contrastive samples to explain neural network predictions.
result GRACE explanations are more intuitive and lead to better decision-making.

Proposes a new method for big portfolio selection using graph-based conditional moments.

problem Challenges in selecting portfolios for thousands of stocks.
method Graph-based Conditional Moments (GRACE) method: learns quantiles, means, variances, skewness, and kurtosis of stock returns.
result Shows superior performance compared to competitors, especially in measures of conditional variance, skewness, and kurtosis.

Method improves clarity in forecasting spatio-temporal data.

problem Forecasting spatio-temporal data with clarity and interpretability.
method Supervised semi-nonnegative matrix factorization with frequency regularization.
result Method offers clearer interpretability in forecasting spatio-temporal data.

Study bounds noise level in linear regression with dependent data.

problem Analyzing noise level in linear regression with dependent data.
method Derive upper bounds for random design linear regression with ββ-mixing data, without realizability assumptions.
result Correctly recovers the noise level of the problem, exhibiting graceful degradation with misspecification.

It is well known that the distribution of returns from various financial instruments are leptokurtic, meaning that the distributions have "fatter tails" than a Normal distribution, and have skew toward zero. This paper presents a graceful micro-level explanation for such fat-tailed outcomes, using agents whose private …

2013-04-02abs ↗pdf ↗

New compression schemes save communication in distributed mean estimation.

problem Efficiently compressing vectors for mean estimation in a limited communication setting.
method Collaborative compression schemes that exploit vector similarities without requiring known correlations.
result Analysis shows varying error types with vector similarity.

Study on RL on volatility surfaces, proving no free lunch for law-seeking methods.

problem Aligning RL agents with no-arbitrage laws in volatile markets.
method Built a law manifold, defined penalties, and used a Goodhart decomposition.
result No free lunch theorem: Law-seeking RL cannot outperform baselines.

Paper establishes a formula linking model performance to insurance loss ratio.

problem Improving model performance does not always lead to proportional improvements in loss ratio.
method Derives a closed-form formula connecting Pearson correlation to expected loss ratio.
result Model improvements have diminishing marginal returns in reducing loss ratio.

Improved Bayesian inference via variational approximations of generalized rho-posteriors.

problem Robust Bayesian inference under model misspecification and data contamination.
method Introducing a modified ρρ-posterior and using PAC-Bayesian analysis with variational approximations.
result Theoretical guarantees for tractable inference with competitive robustness and computational efficiency.

Study risk-controlling prediction sets for single trajectory data from dynamical systems.

problem Performance guarantees for risk-controlling prediction sets in single trajectory data from unknown stochastic dynamical systems.
method Used blocking and decoupling techniques to analyze performance guarantees under different data generating processes.
result Performance guarantees similar to iid setting when data is stationary and contractive, with graceful degradation otherwise.

This work is an analytical and numerical study of the composition of several fractals into one and of the relation between the composite dimension and the dimensions of the component fractals. In the case of composition of standard IFS with segments of equal size, the composite dimension can be expressed as a function …

2014-07-10abs ↗pdf ↗

HOTCAKE compresses CNNs by decomposing kernels into smaller parts.

problem Compressing deep CNNs without significant accuracy loss.
method Input channel decomposition, guided Tucker rank selection, higher order Tucker decomposition, fine-tuning.
result HOTCAKE produces highly compressed CNN models with good accuracy.

New geometric approach for analyzing compositional data like gut microbiomes.

problem Analyzing non-negative compositional data with relative values only.
method Reinterpret compositional data as quotient topology of a sphere, using spherical harmonics and reflection group actions.
result Construction of Reproducing Kernel Hilbert Space (RKHS) for compositional data.

Study on deep neural networks using branching processes and Mehler's formula.

problem Understanding the mathematical role of activation functions in compositional neural networks.
method Connection between compositional kernels and branching processes via Mehler's formula; new random features algorithm.
result Explicit formulas for eigenvalues of compositional kernels quantify complexity.

We establish conditions for compositional generalization in machine learning.

problem Achieving compositional generalization in machine learning models.
method We reformulate compositionality as a property of the data-generating process and derive mild conditions on the training distribution and model architecture.
result Our theoretical framework enables compositional generalization under mild conditions.

Develops methods for causal inference in compositional data using instrumental variables.

problem Interpreting summary statistics like diversity indices as causal effects in compositional data.
method Statistical data transformations and regression techniques tailored for compositional data.
result Advantages and limitations of the proposed methods demonstrated on synthetic and real microbiome data.

In classical field theory, the composite fibred manifolds Y -> Z -> X provides the adequate mathematical formulation of gauge models with broken symmetries, e.g., the gauge gravitation theory. This work is devoted to connections on composite fibred manifolds. In particular, we get the horizontal splitting of the vertic…

1994-12-17abs ↗pdf ↗

The p-index improves investment performance for NYSE stocks but not for SSE stocks.

problem Improving investment performance for stocks using the p-index.
method Comparing different p-ratio strategies and empirical efficient frontiers for SSE and NYSE stocks.
result The p-index enhances investment performance for NYSE stocks but not for SSE stocks.

Model predicts composite structures assembly quality with input uncertainty.

problem Accurate prediction of dimensional deviations and residual stress in composite structures assembly.
method Neural Network Gaussian Process considering input uncertainty.
result NNGPIU model outperforms other methods for nonsmooth, nonlinear responses.

New algorithm reduces complexity for optimizing complex machine learning tasks.

problem Optimizing complex machine learning objectives like reinforcement learning and portfolio management.
method Developed SARAH-Compositional algorithm using Stochastic Recursive Gradient Descent.
result Achieved optimal IFO complexity bounds for stochastic compositional optimization.

This paper introduces compositional data analysis for financial ratios, improving industry-level analysis.

problem Statistical issues with standard financial ratios at industry level.
method Compositional data analysis techniques for financial ratios.
result Improved analysis of financial ratios using compositional data methods.

Study challenges neural models in compositional learning tasks.

problem Challenges in neural models for compositional and relational learning.
method Introduced ConceptWorld environment for generating images from compositional concepts, tested various neural architectures.
result Neural models struggle with longer compositional chains and substitutivity tests.

SCL discovers compositional structures in analogical reasoning tasks.

problem Discovering compositional structures in analogical reasoning tasks like Raven's Progressive Matrices.
method Proposes Scattering Compositional Learner (SCL) that composes neural networks in sequence.
result Achieves state-of-the-art performance on RPM datasets with significant improvements.

Enhanced neural network framework improves constraint satisfaction with topological conditioning.

problem Maintaining semantic coherence while satisfying physical and logical constraints in neuro-symbolic reasoning.
method Integrates topological conditioning with gradient stabilization mechanisms using Forman-Ricci curvature, Deep Delta Learning, and Covariance Matrix Adaptation Evolution Strategy.
result Achieves mean energy reduction to 1.15 compared to baseline values of 11.68, with 95 percent success rate.

Paper develops momentum schemes with variance reduction for non-convex composition optimization.

problem Lack of convergence guarantee and efficient momentum design in existing algorithms.
method Develops various momentum schemes with SPIDER-based variance reduction.
result Achieves near-optimal sample complexity and linear convergence rate.

Model estimates foreign exchange reserve compositions of undisclosed central banks.

problem Limited information on central bank reserve compositions hinders analysis.
method Hidden Markov Model relating portfolio valuation to exchange rates.
result China's reserve composition likely matches global average, while Singapore holds fewer US dollars.

In this paper we study n-composition series of affine manifolds. One composition series are classified using gerbe theory. It is natural to think that n-composition series must be classified using n-gerbe theory. In the last section of this, we propose a notion of abelian n-gerbe theory

2001-05-24abs ↗pdf ↗

This work proves composite neural networks outperform their components under certain conditions.

problem Understanding the performance of composite neural networks.
method Theoretical investigation of a composite neural network combining pre-trained models.
result A composite neural network, with high probability, performs better than any of its pre-trained components.

A new geometry-preserving method for interpreting compositional data.

problem Statistical challenges in high-dimensional compositional data.
method Geometry-preserving framework for dimension reduction of compositional data.
result Identification of a central compositional subspace for compositional predictors.

RICH models scenes as hierarchical tree to learn and generate complex compositions.

problem Learning compositional structures between parts and objects in natural scenes.
method RICH uses a latent scene graph to organize entities into a tree structure and employs a top-down inference approach.
result RICH learns and generates complex scene hierarchies from unlabeled data.

Using quilted Floer cohomology and relative quilt invariants, we define a composition functor for categories of Lagrangian correspondences in monotone and exact symplectic Floer theory. We show that this functor agrees with geometric composition in the case that the composition is smooth and embedded. As a consequence …

2007-08-21abs ↗pdf ↗

This paper extends compositional data analysis using graph signal processing.

problem Traditional log-ratios between all variables are not suitable for specific variable relationships.
method Linking compositional data analysis with graph signal processing, it considers only selected log-ratios.
result The approach retains desirable properties of scale invariance and compositional coherence.

New samplers improve compositional generation with diffusion models.

problem Improving compositional generation with diffusion models.
method Score-based interpretation, energy-based parameterization, Metropolis-corrected samplers.
result New samplers enable successful compositional generation across various tasks.