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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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136273409545 · Jun 202019922001200920172026
48 results for grid sampling

A new approach models exploration in continuous-time RL using random measures.

problem Modeling exploration in continuous-time reinforcement learning.
method Random measure approach to control execution in continuous-time RL.
result Grid-sampling limit SDE can replace existing models for theoretical analysis and learning algorithms.

Scalable algorithm for sampling Gaussian processes using sparse grids and preconditioners.

problem Generating high-dimensional Gaussian random vectors for GP sampling is computationally challenging.
method Proposes a scalable algorithm using inducing points approximation with sparse grids and additive Schwarz preconditioners.
result Demonstrates the efficacy and accuracy of the proposed method through experiments and comparisons.

Optimal sampling reduces power grid data analysis costs.

problem Efficient online analysis of high-speed, correlated IoT data.
method D-optimality criterion-based sampling methods combining Bernoulli and leverage score sampling.
result Leverage score sampling improves computational efficiency and outperforms benchmarks.

New algorithm tackles high-dimensional simulation optimization, converging efficiently.

problem High-dimensional simulation optimization challenges.
method Sparse grid experimental design combined with kernel ridge regression using Brownian field kernel, followed by expected improvement strategy.
result Established upper bounds on convergence rate, demonstrating superior performance in practice.

New sampling bounds improve uniform coverage verification in machine learning.

problem Conservative bounds in classical coverage analyses at small failure probabilities.
method Variance-based analysis of uniform random sampling on a dd-dimensional unit hypercube.
result Sample complexity bound with logarithmic dependence on failure probability.

Study non-monotonic loss functions in CRC, achieving valid risk control with large calibration samples.

problem Non-monotonic loss functions in CRC, violating existing theory's monotonicity assumption.
method Finite grid selection, calibration sample size analysis, Lipschitz continuity, monotonicity, distribution shift.
result Valid CRC achieved with large calibration samples, optimal excess risk rate of log(m)/n\sqrt{\log(m)/n}.

Power system studies require the topological structures of real-world power networks; however, such data is confidential due to important security concerns. Thus, power grid synthesis (PGS), i.e., creating realistic power grids that imitate actual power networks, has gained significant attention. In this letter, we cas…

2019-01-17abs ↗pdf ↗

M-CaStLe discovers causal structures in multivariate space-time data.

problem Challenges in causal graph discovery for high-dimensional gridded data.
method Generalizes CaStLe to multivariate analyses, using local embeddings and pooling spatial replicates.
result More accurately recovers multivariate causal structure and identifies physical dynamics.

Inexact acquisition solutions in BO lead to sublinear cumulative regret.

problem Inexact maximization of acquisition functions in Bayesian optimization.
method Define inaccuracy measure, establish cumulative regret bounds for GP-UCB and GP-TS.
result Inexact BO algorithms can achieve sublinear cumulative regret under appropriate inaccuracy conditions.

Determining the appropriate batch size for mini-batch gradient descent is always time consuming as it often relies on grid search. This paper considers a resizable mini-batch gradient descent (RMGD) algorithm based on a multi-armed bandit for achieving best performance in grid search by selecting an appropriate batch s…

2017-11-17abs ↗pdf ↗

New insights into data geometry reveal manifold structure in grid-cell activity.

problem Understanding the roles of different dimensions in data geometry.
method Generalised Hanson-Wright inequality and random function model analysis.
result Persistence diagrams reveal latent homology and manifold structure.

Canonical parametrisations of classical confocal coordinate systems are introduced and exploited to construct non-planar analogues of incircular (IC) nets on individual quadrics and systems of confocal quadrics. Intimate connections with classical deformations of quadrics which are isometric along asymptotic lines and …

2019-08-02abs ↗pdf ↗

3D object recognition accuracy can be improved by learning the multi-scale spatial features from 3D spatial geometric representations of objects such as point clouds, 3D models, surfaces, and RGB-D data. Current deep learning approaches learn such features either using structured data representations (voxel grids and o…

2018-05-30abs ↗pdf ↗

Consider a set of latent factors whose observable effect of activation is caught on a measure space that appears as a grid of bits tacking value in {0,1}\{0, 1 \}. This paper intend to deliver a theoretical and practical answer to the question: Given that we have access to a perfect indicator of the activation of latent f…

2019-09-20abs ↗pdf ↗

Ensuring secure and reliable operations of the power grid is a primary concern of system operators. Phasor measurement units (PMUs) are rapidly being deployed in the grid to provide fast-sampled operational data that should enable quicker decision-making. This work presents a general interpretable framework for analyzi…

2019-11-14abs ↗pdf ↗

We present a grid diagram analogue of Carter, Rieger and Saito's smooth movie theorem. Specifically, we give definitions for grid movies, grid movie isotopies and present a definition of grid planar isotopy as a particular subset of the grid diagram moves: stabilization, destabilization and commutation. We show that gr…

2013-03-07abs ↗pdf ↗

The growing integration of distributed energy resources (DERs) in urban distribution grids raises various reliability issues due to DER's uncertain and complex behaviors. With a large-scale DER penetration, traditional outage detection methods, which rely on customers making phone calls and smart meters' "last gasp" si…

2018-11-14abs ↗pdf ↗

The paper introduces triple grid diagrams to construct Lagrangian surfaces in complex projective space.

problem Constructing Lagrangian surfaces in complex projective space.
method Defining and analyzing triple grid diagrams to determine Lagrangian caps and surfaces.
result Triple grid diagrams can determine closed Lagrangian surfaces in CP2\mathbb{CP}^2 under certain conditions.

Half grid diagrams prove every link can be represented by a special type of grid diagram.

problem Representing links using grid diagrams and related invariants.
method Defining half grid diagrams and constructing canonical pairs, proving equivalence to Jones' construction, relating to classical link invariants.
result Established a new method to relate the oriented Thompson index to classical link invariants and provided bounds for knot invariants.

A new method optimizes MMD test power by dynamically selecting kernels, overcoming traditional trade-offs.

problem Fixed kernels fail to distinguish certain distributions, leading to overfitting and variance collapse.
method Complexity-Penalized MMD (CP-MMD) criterion, derived from concentration inequality, optimizes kernel selection.
result CP-MMD maximizes true test power while ensuring unconditional Type-I validity, matching or exceeding state-of-the-art performance.

Grid homology properties for MOY graphs studied.

problem Defining and studying properties of grid homology for MOY graphs.
method Defined grid homology from Harvey and O'Donnol's work. Studied properties using oriented skein relation, edge contraction, and parallel edge unification.
result Properties of grid homology for MOY graphs were studied and defined.

New method constructs moduli spaces of Lagrangian surfaces in CP^2 from grid diagrams.

problem Constructing explicit examples of triple grid diagrams for Lagrangian surfaces in CP^2.
method Elegant geometric construction reducing to linear algebra.
result Explicit construction of moduli space of triple grid diagrams.

This paper recovers smooth functions from noisy modulo samples using a three-stage strategy.

problem Recovering Hölder smooth functions from noisy modulo samples.
method Three-stage strategy: denoising with local polynomial estimators, unwrapping, and spline-based quasi-interpolant.
result Uniform error rates for Hölder class functions with high probability.

The paper studies grid homology for spatial graphs and proves a Künneth formula for connected sums.

problem Understanding grid homology for spatial graphs with various types of edges.
method Developed grid homology for spatial graphs with cut edges and applied it to prove a Künneth formula for connected sums.
result A Künneth formula for knot Floer homology of connected sums is proven using grid homology.

Hexagon grid patterns emerge from conformal isometry in grid cell neural networks.

problem Understanding the algebraic, geometric, and topological properties of grid cells.
method Investigating recurrent neural network models of grid cells, focusing on Lie group and Lie algebra representations, conformal isometry, and hexagon periodic patterns.
result Conformal isometry leads to hexagon periodic patterns in grid cell responses and accurate path integration.