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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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169339508677 · Jun 202019922001200920172026
48 results for interpolation function

Deep neural networks can interpolate any dataset in the overparametrized regime.

problem Interpolating any dataset with deep neural networks in the overparametrized regime.
method Proving universal approximations and interpolating any dataset with deep neural networks, considering specific conditions on activation functions.
result Interpolation of any dataset is possible in the overparametrized regime with deep neural networks.

Motivated from the action functional for bosonic strings with extrinsic curvature term we introduce an action functional for maps between Riemannian manifolds that interpolates between the actions for harmonic and biharmonic maps. Critical points of this functional will be called interpolating sesqui-harmonic maps. In …

2018-01-29abs ↗pdf ↗

Develops interpolation methods for matrix functions in statistics and machine learning.

problem Estimating matrix functions in statistics and machine learning.
method Interpolates log-determinant and trace of matrix powers using modified sharp bounds.
result Accuracy and performance demonstrated in numerical examples.

In this article we study various analytic aspects of interpolating sesqui-harmonic maps between Riemannian manifolds where we mostly focus on the case of a spherical target. The latter are critical points of an energy functional that interpolates between the functionals for harmonic and biharmonic maps. In the case of …

2019-07-09abs ↗pdf ↗

We show that stochastic interpolation flow maps are Lipschitz with a sharp constant.

problem High dimensional sampling and transport problems.
method Investigating stochastic interpolation flow for generating data samples.
result Stochastic interpolation flow maps are Lipschitz with a sharp constant matching optimal transport maps.

Estimates box dimension of fractal interpolation surfaces using oscillation vectors.

problem Estimating the complexity of fractal interpolation surfaces.
method Defined vertical scaling matrices and used them to relate oscillation vectors of different levels.
result Obtained the box dimension of generalized affine fractal interpolation surfaces.

This work bridges stochastic interpolants to infinite-dimensional Hilbert spaces.

problem Limited flexibility in generating arbitrary distributions for function-valued data.
method Establishes a rigorous framework for stochastic interpolants in infinite-dimensional Hilbert spaces.
result Achieves state-of-the-art results in conditional generation for complex PDE-based benchmarks.

The study identifies conditions under which algorithmic stability explains generalization in interpolating learning systems.

problem Understanding when algorithmic stability explains generalization in interpolating learning systems.
method Modeling training as a function-space trajectory and measuring sensitivity to single-sample perturbations.
result There exist interpolating regimes with small risk where contractive sensitivity cannot hold, showing that stability is not a universal explanation.

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

We replace the output layer of deep neural nets, typically the softmax function, by a novel interpolating function. And we propose end-to-end training and testing algorithms for this new architecture. Compared to classical neural nets with softmax function as output activation, the surrogate with interpolating function…

2018-02-01abs ↗pdf ↗

Ridgeless ReLU networks interpolate datasets and extrapolate based on curvature signs.

problem Interpolating and extrapolating 1D datasets with ReLU networks.
method Minimizes 2\ell_2-norm of weights, extrapolates based on curvature signs.
result Ridgeless ReLU interpolants extrapolate as nearest neighbor curvature extrapolation.

Study on biharmonic and interpolating sesqui-harmonic vector fields on para-Kähler--Norden manifolds.

problem Investigating higher-order harmonicity in pseudo-Riemannian geometry.
method Deriving first variations of bienergy and interpolating sesqui-energy functionals, characterizing biharmonic and interpolating sesqui-harmonic vector fields.
result Explicit characterizations and examples of vector fields satisfying biharmonic and interpolating sesqui-harmonic conditions.

We introduce a new wavelet transform suitable for analyzing functions on point clouds and graphs. Our construction is based on a generalization of the average interpolating refinement scheme of Donoho. The most important ingredient of the original scheme that needs to be altered is the choice of the interpolant. Here, …

2011-10-10abs ↗pdf ↗

A new GP interpolation method for better predictive distributions in ranges of interest.

problem Improving predictive distributions in specific ranges of interest.
method Relaxed Gaussian process interpolation, relaxing interpolation constraints outside ranges of interest.
result Better predictive distributions in ranges of interest, especially in non-stationary cases.

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.

Stochastic second-order methods converge fast under interpolation conditions.

problem Minimizing smooth and strongly-convex functions efficiently.
method Regularized subsampled Newton method (R-SSN) and stochastic BFGS algorithms.
result R-SSN achieves global linear convergence and quadratic rate in a local neighbourhood.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

GNNs outperform NNs in interpolating bandlimited functions on Euclidean cubes.

problem Interpolating bandlimited functions on Euclidean cubes using GNNs vs. NNs.
method Investigates optimal GNN configurations and weights for function interpolation.
result GNNs require fewer weights and samples to interpolate bandlimited functions compared to NNs.

Deep networks can interpolate noisy data without losing generalization.

problem Characterizing the relationship between interpolation and generalization in overparameterized deep networks.
method Analyzing the loss landscape of neural network functions over volumes around training data points, varying model parameters and training epochs.
result Loss sharpness in the input space follows a double descent, with large models predicting noisy targets over larger volumes around training data points.

Efficiently prices American options with multiple assets using sparse grids.

problem Pricing American options with multiple underlying assets efficiently.
method Dynamic programming formulation followed by sparse grid interpolation.
result Sparse grids reduce the number of interpolation points and maintain function smoothness.

Paper investigates optimal interpolation methods in linear regression.

problem Understanding when interpolating methods generalize well in linear regression.
method Investigates optimal response-linear interpolators using functions linear in the response variable.
result Provides a closed-form expression for the optimal interpolator and shows it can be derived as the limit of gradient descent.

This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.

problem Evolution of point cloud data on smooth manifolds in higher dimensions.
method Lagrangian approach using adaptive B-Spline interpolation.
result Demonstrates the convergence of geometric quantities and the effectiveness of the approach.

Paper develops SINNOs for approximating stochastic processes.

problem Approximating stochastic processes with neural networks.
method Developed stochastic interpolation neural network operators (SINNOs) with random coefficients.
result Established boundedness, interpolation accuracy, and approximation capabilities of SINNOs.

The study examines deep convolutional neural networks and their learning ability.

problem Understanding the learning ability of deep convolutional neural networks (DCNNs).
method Examines DCNNs under both underparameterized and overparameterized settings, using a novel network deepening scheme.
result Establishes the first learning rates of underparameterized DCNNs and shows how adding layers can create interpolating DCNNs with good learning rates.

This paper introduces a new bound to explain generalization in over-parameterized models.

problem Understanding why some over-parameterized models generalize well while others do not.
method PAC-Chernoff bounds and smoothness measures based on large deviation theory.
result Interpolators with smoother structures generalize better, according to the new theoretical framework.

Deep neural networks can approximate rough functions with high accuracy.

problem Approximating rough functions with neural networks.
method Proved that ENO interpolation can be cast as a deep ReLU neural network, transferring ENO's high-order accuracy.
result Deep neural networks can achieve high-order accuracy in approximating Lipschitz functions.

Regression models can interpolate noisy data and still perform well, contrary to the bias-variance tradeoff.

problem Understanding why overparametrized models can generalize well despite the bias-variance tradeoff.
method Analysis of minimum norm solutions and ridge regression, focusing on the smallest singular value of the regression matrix.
result Testing error exhibits double descent behavior as model order increases, contrary to the classical bias-variance tradeoff.

The paper proposes a new method for density estimation using spline quasi-interpolation for clustering.

problem Density estimation and clustering modeling for multivariate data.
method Spline quasi-interpolation for mono-variate approximation, copulas for multivariate modeling.
result The proposed method achieves accurate clustering of data using copulas and spline quasi-interpolation.

This paper introduces an interpolation-based method, called the reconstruction approach, for nonparametric regression. Based on the fact that interpolation usually has negligible errors compared to statistical estimation, the reconstruction approach uses an interpolator to parameterize the regression function with its …

2018-05-25abs ↗pdf ↗