Research
On-device research index

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.

169,181 papers · 148 categories

Trend · papers per month

3627241,0861,448 · Jun 202019922001200920182026
48 results for infinite models

Study examines infinite limits of transformer dynamics, identifying key parameterizations.

problem Understanding the training dynamics of transformer models in the feature learning regime.
method Analysis of infinite scaling limits using dynamical mean field theory.
result Identified parameterizations that admit well-defined infinite width and depth limits.

This paper reviews recent advances in Bayesian nonparametric techniques for constructing and performing inference in infinite hidden Markov models. We focus on variants of Bayesian nonparametric hidden Markov models that enhance a posteriori state-persistence in particular. This paper also introduces a new Bayesian non…

2014-06-30abs ↗pdf ↗

New approach finds optimal hidden paths in large models, scaling to high dimensions.

problem Finding optimal hidden paths in large, high-dimensional models.
method Developed a new approach to existence of the infinite Viterbi alignment for models satisfying a decay-convexity condition.
result Quantitative bounds on the distance to the infinite Viterbi alignment, demonstrating scalability to high-dimensional problems.

The paper discusses the importance of infinite-mean models in finance and risk management.

problem Classic statistical models assume finite mean or variance, which is not suitable for heavy-tailed data.
method Discussion and recent results on infinite-mean models in economics and finance.
result Classic statistical results for finite-mean models often fail or flip for infinite-mean models.

This paper presents a natural extension of stagewise ranking to the the case of infinitely many items. We introduce the infinite generalized Mallows model (IGM), describe its properties and give procedures to estimate it from data. For estimation of multimodal distributions we introduce the Exponential-Blurring-Mean-Sh…

2012-06-13abs ↗pdf ↗

Study evaluates initialization strategies for infinite hidden Markov models.

problem Limited attention to initialization in infinite hidden Markov models.
method Systematically evaluated distance-based clustering, model-based, and uniform initializations.
result Distance-based clustering initializations consistently outperform other methods.

This research develops approximation theory for OOMs of infinite-dimensional processes.

problem Developing an approximation theory for OOMs of infinite-dimensional processes.
method Establishing an inner product structure and proving continuity of observable operators.
result A fundamental obstacle in making an infinite-dimensional space of future distributions into a Hilbert space is described.

Project infinite time series graphs to finite marginal models using number theory.

problem Handling infinite time series graphs for causal inference.
method Projection method using number theory to find common ancestors in infinite graphs.
result Developed algorithm to project infinite graphs to finite marginal models.

This paper conditions non-linear infinite-dimensional diffusion processes.

problem Conditioning non-linear and infinite-dimensional diffusion processes.
method Infinite-dimensional Girsanov's theorem to condition function-valued stochastic processes.
result Conditioning of non-linear infinite-dimensional diffusion processes is achieved.

Develops robust methods for infinite-dimensional stochastic processes.

problem Measuring covariations in stochastic evolution equations in infinite dimensions.
method Asymptotic theory for jump robust measurement of covariations.
result Identifies scaling limits for realized covariations.

The grand arc graph's asymptotic dimension is shown to be infinite.

problem Determining the asymptotic dimension of the grand arc graph.
method Using Gromov-hyperbolic and cocompact arc and curve models, the asymptotic dimension is shown to be infinite for a broad class of surfaces.
result The asymptotic dimension of the grand arc graph is infinite.

Infinite Hidden Markov Models (iHMM's) are an attractive, nonparametric generalization of the classical Hidden Markov Model which can automatically infer the number of hidden states in the system. However, due to the infinite-dimensional nature of transition dynamics performing inference in the iHMM is difficult. In th…

2015-05-03abs ↗pdf ↗

Paper introduces infinite-dimensional generative models using Doob's h-transform.

problem Defining generative models in infinite dimensions.
method Using Doob's h-transform to force a reference diffusion towards a target distribution.
result The forced process can be approximated by minimising a score-matching objective.

Infinite-dimensional SBDMs improve image generation across multiple resolutions.

problem Efficient image generation at high resolutions and across different levels.
method Developed SBDMs in infinite-dimensional setting, using trace class operators and operator networks.
result Improved efficiency and generalization across resolution levels.

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

Study improves kernel quadrature for infinitely wide models with faster approximation and estimation rates.

problem Efficiently approximating and estimating expectations in infinitely wide models.
method Developed general kernel quadrature (GKQ) for parameter distributions, achieving faster rates.
result Achieved a fast approximation rate of O(ep)O(e^{-p}) and a fast estimation rate of O~(1/n)\widetilde{O}(1/n).

New framework for understanding infinite-width neural networks.

problem Understanding the infinite-width limit behavior of neural networks.
method General framework to study limit behavior of neural models based on hyperparameter scaling.
result Derives scaling for existing mean-field and neural tangent kernel limits and introduces new dynamically stable limits.

Empirical study compares finite- and infinite-width BNNs, revealing performance differences under model mismatch.

problem Comparing BNNs with different widths due to conflicting model properties and inference intractability.
method Empirical comparison of finite- and infinite-width BNNs, analyzing performance under model mismatch.
result Increasing width can hurt BNN performance when the model is mis-specified, and finite-width BNNs generalize better under model mismatch.

We present the Infinite Latent Events Model, a nonparametric hierarchical Bayesian distribution over infinite dimensional Dynamic Bayesian Networks with binary state representations and noisy-OR-like transitions. The distribution can be used to learn structure in discrete timeseries data by simultaneously inferring a s…

2012-05-09abs ↗pdf ↗

Solves infinite horizon portfolio problem with path-dependent labor income.

problem Infinite horizon portfolio choice with path-dependent labor income.
method Solves an infinite dimensional stochastic optimal control problem using explicit solutions to the HJB equation.
result Explicit solutions to the optimal controls in feedback form are found.

Lectures on deep learning properties in infinite and large-width networks.

problem Understanding deep neural networks in extreme width conditions.
method Analysis of random deep neural networks, connections to linear models, kernels, and Gaussian processes, perturbative and non-perturbative treatments.
result Properties and behaviors of deep neural networks in the infinite-width limit and large-width regime.

Bayesian neural networks approximate Student-t processes in the infinite-width limit.

problem Modeling uncertainty in neural networks with greater flexibility.
method Extending asymptotic properties of Gaussian processes to Student-t processes in the infinite-width limit of BNNs.
result Posterior BNNs converge to Student-t processes in the infinite-width limit.

Existence of balanced embedding proved for complex manifold into infinite-dimensional space.

problem Balanced embedding of non-compact complex manifolds into infinite-dimensional projective space.
method Gradient flow in a Hilbert space, long-time existence established by perturbation, convergence depends on a priori bounds.
result Existence of balanced embedding proved in a model case.

This work investigates training infinite mixtures with maximum likelihood for improved uncertainty quantification.

problem Improving uncertainty quantification in neural networks.
method Investigates training infinite mixtures with maximum likelihood instead of variational inference.
result The proposed method leads to stochastic networks with increased predictive variance, improved robustness, and higher entropy on out-of-distribution data.

Unified asymptotic theory and tests for ACD models reveal infinite-mean durations in cryptocurrency trading.

problem Challenges in asymptotic theory for ACD models, especially for integrated ACD.
method Unified asymptotic theory for quasi-maximum likelihood estimator, hypothesis testing framework.
result Infinite-mean durations in cryptocurrency trading, rejected integrated ACD hypothesis.

We construct a new infinite family of models of exotic 7-spheres. These models are direct generalizations of the Gromoll-Meyer sphere. From their symmetries, geodesics and submanifolds half of them are closer to the standard 7-sphere than any other known model for an exotic 7-sphere.

2006-10-11abs ↗pdf ↗

Deep neural networks' infinite-width behavior approximated by Gaussian models.

problem Understanding the behavior of deep neural networks in the limit of infinite width.
method Using the Lindeberg exchange principle to approximate weights by Gaussian random variables.
result Quantitative bounds on the 2-Wasserstein distance between deep neural networks and Gaussian limits.

Veech groups uniformize Teichmüller geodesic curves in Riemann moduli space. Recently, examples of infinitely generated Veech groups have been given. We show that these can even have infinitely many cusps and infinitely many infinite ends. We further show that examples exist for which each direction of an infinite end …

2004-10-06abs ↗pdf ↗

Innovative PGMs match neural networks, revealing precise approximations during forward propagation.

problem Lack of precise semantics and probabilistic interpretation in neural networks.
method Constructing infinite tree-structured PGMs that correspond to neural networks.
result DNNs perform precise approximations of PGM inference during forward propagation.

Proposes an algorithm for infinite-dimensional sparse learning in system identification.

problem System identification without known model structures.
method Atomic norm regularization and greedy algorithm for solving an infinite-dimensional group lasso problem.
result The proposed algorithm outperforms benchmark methods in impulse response fitting and pole location estimation.

Study pricing options on forward contracts using infinite-dimensional affine models.

problem Pricing European-style options on forward contracts in complex stochastic volatility models.
method Model forward price curves using stochastic partial differential equations modulated by stochastic volatility processes. Analyze two classes of affine stochastic volatility models: Gaussian and pure-jump. Derive conditions for existence of exponential moments and develop semi-closed pricing formulas.
result Developed semi-closed Fourier-based pricing formulas for vanilla call and put options in infinite-dimensional affine models.