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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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1.8%3.7%5.5%7.3% · Apr 199819922001200920172026
48 results for hard coupling

Single sample estimation for hard-constrained models like SAT and coloring problems.

problem Estimating parameters of Markov Random Fields with hard constraints using a single sample.
method Pseudo-likelihood estimator with coupling techniques.
result Single-sample estimation is not always possible for hard constraints, and existence of an estimator is related to satisfiability.

As the Securities and Exchange Commission(SEC) has implemented a new regulation on short-sellings, short-sellers are required to repurchase stocks once the clearing risk rises to a certain level. Avellaneda and Lipkin proposed a fully coupled SDE system to describe the mechanism which is referred as Hard-To-Borrow(HTB)…

2020-01-28abs ↗pdf ↗

The paper explores when linear system identification is hard or easy, especially for under-actuated systems.

problem Statistical hardness of learning linear systems, especially under-actuated or under-excited systems.
method Using tools from minimax theory and recent statistical tools for finite sample analysis of system identification.
result The controllability index of linear systems affects the sample complexity of identification, making some systems hard to learn.

Learning shrinks hard tail, improving inference performance.

problem Improving inference performance in neural networks.
method Latent Instance Difficulty (LID) model analyzing fine-tuning of neural networks.
result Training-dependent inference scaling, with βexteffβ_ ext{eff} growing with sample size before saturating.

In this paper, we present a local information theoretic approach to explicitly learn probabilistic clustering of a discrete random variable. Our formulation yields a convex maximization problem for which it is NP-hard to find the global optimum. In order to algorithmically solve this optimization problem, we propose tw…

2018-10-10abs ↗pdf ↗

We study the problem of identifying the causal relationship between two discrete random variables from observational data. We recently proposed a novel framework called entropic causality that works in a very general functional model but makes the assumption that the unobserved exogenous variable has small entropy in t…

2017-01-28abs ↗pdf ↗

We empirically investigate the (negative) expected accuracy as an alternative loss function to cross entropy (negative log likelihood) for classification tasks. Coupled with softmax activation, it has small derivatives over most of its domain, and is therefore hard to optimize. A modified, leaky version is evaluated on…

2019-05-01abs ↗pdf ↗

New model approximates sparse mean-CVaR portfolio optimization efficiently.

problem NP-hard 0\ell_0-constrained mean-CVaR optimization.
method Proximal alternating linearized minimization algorithm with nested fixed-point proximity.
result The model offers a guaranteed approximation of the 0\ell_0-constrained mean-CVaR model.

New algorithms improve privacy in bandit problems with partial information.

problem Privacy constraints in multi-armed bandit problems with partial reward information.
method Proposed a generic framework for designing εε-global DP extensions of UCB and KL-UCB algorithms.
result AdaP-KLUCB algorithm achieves optimal regret bound under εε-global DP constraints.

DiffSlack learns neural networks with nonlinear constraints via learnable slack variables.

problem Enforcing nonlinear inequality constraints in neural networks.
method DiffSlack reformulates inequalities as equalities with learnable slack variables, predicting them as part of the network output.
result DiffSlack achieves higher planning success rates and stronger geometric constraint satisfaction compared to existing methods.

This paper analyzes the difficulty of unsupervised domain adaptation using information theory.

problem The challenge of unsupervised domain adaptation under covariate shift.
method Formulates the problem using a distribution π in the ground-truth triples (p, q, f), defines optimal learner performance, and introduces PTLU for quantifying difficulty.
result Characterizes the optimal learner and introduces PTLU as a measure of UDA difficulty.

Given a graphical model (GM), computing its partition function is the most essential inference task, but it is computationally intractable in general. To address the issue, iterative approximation algorithms exploring certain local structure/consistency of GM have been investigated as popular choices in practice. Howev…

2019-05-14abs ↗pdf ↗

Paper establishes identifiability and achievability for causal representation learning.

problem Identifying and recovering latent causal models and variables from observational and interventional data.
method Establishes identifiability and achievability using uncoupled interventions and a recovery algorithm.
result Guaranteed perfect recovery of latent causal model and variables under uncoupled interventions.

Computing partition functions, the normalizing constants of probability distributions, is often hard. Variants of importance sampling give unbiased estimates of a normalizer Z, however, unbiased estimates of the reciprocal 1/Z are harder to obtain. Unbiased estimates of 1/Z allow Markov chain Monte Carlo sampling of "d…

2016-10-15abs ↗pdf ↗

Paper tackles P vs NP problem in portfolio optimization with cardinality constraints and Black-Scholes derivatives.

problem Operationalizing the P vs NP problem in cardinality-constrained portfolio selection.
method Mixed-integer quadratic program with genetic algorithms, Monte Carlo sampling, and greedy screening.
result Cardinality constraint reshapes efficient frontier, highlighting trade-offs between stability and computational cost.

We consider the problem of identifying the causal direction between two discrete random variables using observational data. Unlike previous work, we keep the most general functional model but make an assumption on the unobserved exogenous variable: Inspired by Occam's razor, we assume that the exogenous variable is sim…

2016-11-12abs ↗pdf ↗

Optimizes angular velocity transfers for rigid bodies under deadline constraints.

problem Stochastic guidance of spin states of rigid bodies over a hard deadline.
method Structural analysis of Kantorovich optimal coupling formulation for nonlinear dynamics.
result Derives the ground cost for optimal transport of angular velocity.

Motivated by the study of coupled Kähler-Einstein metrics by Hultgren and Witt Nyström and coupled Kähler-Ricci solitons by Hultgren, we study in this paper coupled Sasaki-Einstein metrics and coupled Sasaki-Ricci solitons. We first show an isomorphism between the Lie algebra of all transverse holomorphic vector fields…

2018-12-10abs ↗pdf ↗

Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.

problem Understanding when maps on products of spaces can be embedded.
method Uses known results for nonsingular biskew and bilinear maps, studies genericity properties, extends Whitney embedding theorems, and relates to Z/2\mathbb{Z}/2-coindex of embedding spaces.
result Generates strong obstructions to coupled embeddability in terms of combinatorics of triangulations.

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

Develops non-Markovian couplings for sub-Riemannian Brownian motions.

problem Constructing couplings for sub-Riemannian Brownian motions starting from points on the same vertical fiber.
method Uses global isometries to construct maximal couplings, satisfying a reflection principle.
result Estimates coupling time and applies to inequalities for the heat semigroup.

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

Hard instances, which require a long time for a specific algorithm to solve, help (1) analyze the algorithm for accelerating it and (2) build a good benchmark for evaluating the performance of algorithms. There exist several efforts for automatic generation of hard instances. For example, evolutionary algorithms have b…

2019-02-26abs ↗pdf ↗

Tackles the computational hardness of HPC detection, conjecturing equivalence to PC detection.

problem Computational hardness of hypergraphic planted clique detection.
method No specific method mentioned; focuses on conjecturing equivalence.
result Equivalence of computational hardness between HPC and PC detection.

The paper studies the question of whether the classical mirror and synchronous couplings of two Brownian motions minimise and maximise, respectively, the coupling time of the corresponding geometric Brownian motions. We establish a characterisation of the optimality of the two couplings over any finite time horizon and…

2013-04-07abs ↗pdf ↗

Unified analytic account of correlation emergence and Epps effect in coupled limit order books

problem Correlation emergence and Epps effect in coupled limit order books
method Discrete random-walk description of order flow with creation, cancellation, and diffusion, coupled reaction-diffusion equations with moving reaction boundary
result Realized correlations as a function of aggregation time

AIF improves physical AI agents' performance in dynamic environments.

problem Physical AI agents are less capable than biological agents in open-ended real-world environments.
method Developed from probability theory, Bayesian machine learning, variational inference, and Active Inference (AIF), grounded in the Free Energy Principle.
result AIF minimizes variational free energy and is well-suited to physical constraints.

The matching of multiple objects (e.g. shapes or images) is a fundamental problem in vision and graphics. In order to robustly handle ambiguities, noise and repetitive patterns in challenging real-world settings, it is essential to take geometric consistency between points into account. Computationally, the multi-match…

2018-11-26abs ↗pdf ↗