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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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137273410546 · Jun 202019922001200920172026
48 results for hard-to-compute distributions

Autoregressive models struggle with hard-to-compute distributions, alternatives like energy-based and latent-variable models solve this.

problem Autoregressive models struggle with distributions whose next-symbol probability is hard to compute.
method Alternatives include energy-based models and latent-variable autoregressive models.
result Alternatives to autoregressive models can escape limitations of hard-to-compute distributions.

Consider a noisy linear observation model with an unknown permutation, based on observing y=ΠAx+wy = Π^* A x^* + w, where xRdx^* \in \mathbb{R}^d is an unknown vector, ΠΠ^* is an unknown n×nn \times n permutation matrix, and wRnw \in \mathbb{R}^n is additive Gaussian noise. We analyze the problem of permutation recovery in a …

2016-08-09abs ↗pdf ↗

Many polynomial invariants of knots and links, including the Jones and HOMFLY-PT polynomials, are widely used in practice but #P-hard to compute. It was shown by Makowsky in 2001 that computing the Jones polynomial is fixed-parameter tractable in the treewidth of the link diagram, but the parameterised complexity of th…

2017-12-15abs ↗pdf ↗

Variational problems that involve Wasserstein distances have been recently proposed to summarize and learn from probability measures. Despite being conceptually simple, such problems are computationally challenging because they involve minimizing over quantities (Wasserstein distances) that are themselves hard to compu…

2015-03-09abs ↗pdf ↗

Quantum kernels offer potential speed-ups but require encoding problem-specific knowledge.

problem Generalization difficulty in high-dimensional feature spaces.
method Analysis of spectral properties of quantum kernels and their RKHS.
result Quantum advantage is expected if RKHS is low-dimensional and contains hard-to-compute functions.

We introduce a methodology for efficiently computing a lower bound to empowerment, allowing it to be used as an unsupervised cost function for policy learning in real-time control. Empowerment, being the channel capacity between actions and states, maximises the influence of an agent on its near future. It has been sho…

2017-10-13abs ↗pdf ↗

Algorithm calculates quantum invariants of 3-manifolds with polynomial time complexity.

problem Computing quantum invariants from Tambara-Yamagami categories is #P-hard.
method Fixed-parameter tractable algorithm with first Betti number as parameter.
result Existence of FPT algorithm for Tambara-Yamagami invariants.

Optimal Morse matchings reveal essential structures of cell complexes which lead to powerful tools to study discrete geometrical objects, in particular discrete 3-manifolds. However, such matchings are known to be NP-hard to compute on 3-manifolds, through a reduction to the erasability problem. Here, we refine the stu…

2013-03-28abs ↗pdf ↗

Integrals of linearly constrained multivariate Gaussian densities are a frequent problem in machine learning and statistics, arising in tasks like generalized linear models and Bayesian optimization. Yet they are notoriously hard to compute, and to further complicate matters, the numerical values of such integrals may …

2019-10-21abs ↗pdf ↗

New invariants derived from Seifert graphs help distinguish alternating links.

problem Distinguishing alternating links from each other.
method Introducing new quantities derived from Seifert graphs of reduced alternating link diagrams and proving they are link invariants.
result These new invariants can easily distinguish many different alternating links, even large and complicated ones.

New invariant csmc_{sm} simplifies computing geometric invariants of recursive group orbits.

problem Computing geometric invariants of recursive group orbits is hard.
method Introduced new invariant csmc_{sm} and used it to compute invariants explicitly.
result Explicit formulas for local Euler obstructions and sectional Euler characteristics.

Variational problems that involve Wasserstein distances and more generally optimal transport (OT) theory are playing an increasingly important role in data sciences. Such problems can be used to form an examplar measure out of various probability measures, as in the Wasserstein barycenter problem, or to carry out param…

2018-11-13abs ↗pdf ↗

Paper approximates XVA for European contingent claims using BSDEs and polynomial expansions.

problem Computing Value Adjustment of European contingent claims with nonlinear features.
method Reduced-form approach, nonlinear Backward Stochastic Differential Equation (BSDE), change of numeraire, Taylor's polynomial expansion.
result Simple first-order approximation can be computationally efficient for CIR intensity model.

The Perona-Malik model has been very successful at restoring images from noisy input. In this paper, we reinterpret the Perona-Malik model in the language of Gaussian scale mixtures and derive some extensions of the model. Specifically, we show that the expectation-maximization (EM) algorithm applied to Gaussian scale …

2016-12-19abs ↗pdf ↗

Efficient local Lipschitz bounds improve neural network robustness.

problem Certifying robustness of neural networks is challenging and often leads to over-regularization.
method Proposes an efficient trainable local Lipschitz upper bound by considering activation functions and weight matrices.
result Consistently outperforms state-of-the-art methods in clean and certified accuracy on various datasets.

Optimal transport for measures on noisy tree metrics is solved with robust approach.

problem Optimal transport problem for measures on noisy tree metrics.
method Max-min robust optimal transport approach considering uncertainty sets of tree metrics.
result Robust optimal transport admits a closed-form expression for fast computation.

Efficiently constructs sparse ROMs for high-dimensional data using causation entropy.

problem Creating effective reduced-order models for high-dimensional dynamical data.
method Uses causation entropy to identify important terms and construct ROMs with varying sparsity.
result Demonstrates the effectiveness of causation entropy in constructing sparse ROMs for chaotic systems with skewed statistics.

Survey of Graph Neural Networks for efficient computation.

problem Efficient processing of Graph Neural Networks (GNNs) is challenging.
method Review of GNN algorithms, software and hardware acceleration analysis.
result Distilled hardware-software, graph-aware, and communication-centric vision for GNN accelerators.

The paper explores solutions to the distributional Bellman equation in reinforcement learning.

problem Distributional reinforcement learning considers complete return distributions, not just expected returns.
method Study existence and uniqueness of solutions to general distributional Bellman equations, linking them to multivariate affine equations.
result Any solution to a distributional Bellman equation can be derived from a multivariate affine distributional equation.

Proposes vMF distribution for skewed elliptical distributions.

problem Skewed distributions not adequately modeled by symmetric distributions.
method Introduces von-Mises-Fisher (vMF) distribution to represent skewed elliptical distributions.
result vMF distribution provides an explicit and simple probability representation of skewed elliptical distributions.

We realise the first and second Grushin distributions as symmetry reductions of the 3-dimensional Heisenberg distribution and 4-dimensional Engel distribution respectively. Similarly, we realise the Martinet distribution as an alternative symmetry reduction of the Engel distribution. These reductions allow us to derive…

2012-07-23abs ↗pdf ↗

Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all negative phenomena affecting society. So far, Econophysics papers tried to analyse in…

2014-10-17abs ↗pdf ↗

Study clusters distributions with known or unknown clusters using distribution testing.

problem Cluster distributions that are ε\varepsilon-far in total variation.
method Distribution testing approach to establish upper and lower bounds on sample complexity.
result Achieves tight sample complexity bounds for all regimes (up to a logarithmic factor).

Gradually Truncated Log-normal distribution - Size distribution of firms Abstract Many natural and economical phenomena are described through power law or log- normal distributions. In these cases, probability decreases very slowly with step size compared to normal distribution. Thus it is essential to cut-off these di…

2001-11-30abs ↗pdf ↗

A new distribution family extends the α\alpha-stable distribution with a degree of freedom parameter.

problem Lack of moments in the α\alpha-stable distribution.
method Wright function framework to combine and extend distribution families.
result Generalized α\alpha-stable distribution with valid moments.

Paper develops a new method to improve model calibration under distribution shifts.

problem Challenges in uncertainty quantification with different training and test distributions.
method Develops multi-domain temperature scaling to handle distribution shifts.
result Outperforms existing methods on in-distribution and out-of-distribution test sets.

New class of heavy-tailed distributions shows weighted averages dominate individual variables.

problem Understanding and comparing risks in heavy-tailed distributions.
method Introducing a new class of heavy-tailed distributions and proving stochastic dominance relations.
result Weighted averages of random variables in this class are stochastically larger than individual variables.

Researchers derived formulas for joint moments of elliptical distributions.

problem Calculating joint moments of elliptical distributions.
method Used Stein's lemma and two different methods to derive expressions.
result New formulae for expectations of product of normally distributed random variables and simplified expressions for other distributions.

Paper proposes a new method for designing materials using deep learning.

problem Designing high-performance material distributions from given distributions.
method Iterative process of selecting, generating, and merging material distributions using a deep generative model.
result The method improves material performance through iterative refinement.

One-shot algorithm for feature-distributed kernel PCA reduces communication costs.

problem Efficiently perform kernel PCA in distributed computing environments.
method Inspired by dual relationship between sample-distributed and feature-distributed scenarios, proposes a one-shot algorithm for feature-distributed kernel PCA.
result The algorithm provides high-quality results with low communication costs, especially when eigenvalues decay fast.

Paper finds how many neurons are needed to approximate histogram distributions.

problem How many neurons are needed to approximate a target probability distribution?
method Examined for uniform input distribution and histogram target distributions, using efficient neural net construction.
result Obtained a new upper bound on the number of required neurons, strictly better than previous bounds.

A new distributed clustering framework using distributional kernel.

problem Clustering in distributed networks with arbitrary shapes, sizes, and densities.
method Distributed Clustering based on Distributional Kernel (KDC) using similarity of distributions.
result KDC guarantees equivalent clustering outcomes to centralized methods, reduces runtime, and discovers arbitrary clusters.

Paper introduces a new distributional successor measure for reinforcement learning.

problem Learning the distributional consequences of behavior in reinforcement learning.
method Formulates distributional successor measure as a distribution over distributions, proposes algorithm to learn it from data.
result Demonstrates zero-shot risk-sensitive policy evaluation.