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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.

168,657 papers · 148 categories

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48 results for interval stability

Study stability of operators on warped product manifolds.

problem Stability of operators on warped product manifolds.
method Examined the family of operators La=ΔaSL_a=Δ-aS in a warped product of an infinite interval or real line by a compact manifold.
result Stability of the operators LaL_a was studied in a specific type of manifold.

A new algorithm reduces inference error in adaptive contextual bandits.

problem Challenges in statistical inference for adaptive contextual bandits.
method Proposes a regularized EXP4 algorithm that satisfies the Lai-Wei stability condition.
result Valid Wald-type confidence intervals for linear functionals can be achieved without the price of adaptivity.

This work challenges the assumption that shorter conformal prediction intervals are always better.

problem The conventional evaluation of conformal prediction metrics (coverage and interval length) may not fully capture the quality of predictions.
method The Prejudicial Trick (PT) is introduced, which probabilistically returns either a null interval or a longer one to maintain valid coverage while potentially reducing interval length.
result The Prejudicial Trick can yield deceptively shorter intervals without compromising coverage, but introduces practical vulnerabilities.

By the Thurston stability theorem, a group of C^1 orientation-preserving diffeomorphisms of the closed unit interval is locally indicable. We show that the local order structure of orbits gives a stronger criterion for nonsmoothability that can be used to produce new examples of locally indicable groups of homeomorphis…

2008-02-19abs ↗pdf ↗

Paper proves almost all stabilizer subgroups of Thompson's group satisfy Alexander's theorem.

problem Alexander's theorem for stabilizer subgroups of Thompson's group.
method Defined a method to construct knots and links from Thompson's group F and proved Alexander's theorem for stabilizer subgroups.
result Almost all stabilizer subgroups under the natural action on the unit interval satisfy Alexander's theorem.

The paper presents a method for generating well-calibrated prediction intervals using quality-driven deep ensembles.

problem Generating reliable prediction intervals for regression analysis.
method A multi-objective loss function combining quality measures for prediction intervals and point estimates, with a penalty function to ensure semantic integrity and stability.
result The method produces well-calibrated prediction intervals and point estimates, capturing both aleatoric and epistemic uncertainty.

The paper improves the empirical bootstrap method for non-normal estimators.

problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.

Paper explores using bootstrap methods to improve SGD's stability and robustness.

problem Improving the stability and robustness of SGD.
method Investigates empirical bootstrap approaches for SGD from algorithmic stability and statistical robustness perspectives.
result Demonstrates construction of purely distribution-free confidence intervals using bootstrap SGD.

KCRL learns stable policies for nonlinear systems with formal guarantees.

problem Lack of stabilization guarantees in RL methods for safety-critical systems.
method KCRL uses Krasovskii's Lyapunov functions as a stability constraint and a primal-dual approach to learn stabilizing policies.
result KCRL guarantees learning a stabilizing policy in a finite number of interactions.

The paper examines how gradient descent stabilizes low-rank matrix factorization in noisy conditions.

problem Stability of low-rank implicit regularization in perturbed deep matrix factorization.
method Derives spectral conditions for gradient descent to exhibit a low-rank phase in noiseless settings and analyzes perturbed dynamics.
result Gradient descent converges to a low-rank solution under perturbation, with explicit dependence on perturbation size.

GNMR controls runtime stability in low-precision language model training.

problem Efficient low-precision training faces numerical risks at specific operators.
method GNMR compares gradient norms to historical means, applying bounded recovery actions.
result GNMR preserves high-fidelity quality with sparse, budgeted recovery.

Detect changes in noisy dynamical systems using empirical approximations and finite-sample bounds.

problem Change detection in noisy dynamical systems
method Partition-based empirical approximations and finite-state stationary distribution stability
result Finite-sample bound for empirical stationary density

A new method improves density ratio estimation with fewer function evaluations.

problem Stable and accurate estimation of density ratios with high variance issues.
method Diffusion Secant Alignment for Score-Based Density Ratio Estimation (ISA-DRE)
result ISA-DRE achieves comparable or superior results with fewer function evaluations.

PCS-UQ framework improves uncertainty quantification for machine learning models.

problem Ensuring trustworthy uncertainty quantification for machine learning models in high-stakes domains.
method PCS-UQ framework based on Predictability, Computability, and Stability principles, integrating prediction-checking, bootstrap samples, and multiplicative calibration.
result PCS-UQ maintains target coverage while outperforming or matching conformal methods in interval width and subgroup coverage.

Market activity scales near a constant of 0.632 in intrinsic time.

problem Understanding the stability of market scaling laws.
method Modeling market directional changes as a memoryless exponential hazard process and identifying the intrinsic time scaling constant.
result The intrinsic time scaling constant is 11/e=0.6321 - 1/e = 0.632.

Paper compares Bayesian and de-biased estimators for low-rank matrix completion.

problem Predict missing entries in partially observed matrices.
method Bayesian and de-biased estimators comparison.
result De-biased estimator performs similarly to Bayesian estimators but is more stable and can outperform in small samples.

The paper analyzes two ISGD modes for statistical inference, deriving error bounds and confidence intervals.

problem Statistical inference with implicit SGD for smooth convex functions.
method Proximal Robbins-Monro (proxRM) and proximal Polyak-Ruppert (proxPR) procedures for ISGD.
result Derives non-asymptotic error bounds and confidence interval estimators for model parameters.

This work bridges theory and practice in spiking reservoirs, identifying robust parameter ranges.

problem Challenging tuning of spiking reservoirs at the edge-of-chaos.
method Introducing robustness interval, systematic evaluations, and control experiments.
result Consistent monotonic trends in robustness interval width across network configurations.

CLEAR calibrates both aleatoric and epistemic uncertainties for better predictive intervals.

problem Balanced uncertainty quantification for reliable predictive modeling.
method CLEAR uses two parameters, γ1 and γ2, to combine aleatoric and epistemic uncertainties.
result Clear achieves significant improvements in interval width and coverage.

GP-CATE calibrates CATE intervals in few-placebo trials with Gaussian processes.

problem Calibrating uncertainty intervals for CATE in small-arm trials.
method GP-CATE uses Gaussian processes to model each arm's outcome surface directly.
result GP-CATE achieves calibrated coverage where other methods fail.

Study shows K-moduli spaces connect quartic surfaces to K3 surfaces, verifying predictions and classifying degenerations.

problem Understanding the moduli spaces of quartic K3 surfaces and their birational models.
method Interpolates between GIT and Baily-Borel moduli spaces, describes wall crossings, and classifies degenerations.
result Verifies Laza-O'Grady's prediction and classifies Gorenstein canonical Fano degenerations of \(\mathbb{P}^3\).

Paper improves training physics-informed neural networks with model ensembles.

problem Training physics-informed neural networks (PINNs) is difficult due to convergence to wrong solutions.
method Proposes training an ensemble of PINNs, using ensemble agreement to expand the solution interval.
result Algorithm stabilizes PINN training and yields competitive performance.

Develops a new model to predict training dynamics of large language models.

problem Lack of mechanistic understanding of training dynamics in large language models.
method A first-principles reduced-order model of training dynamics, predicting group-size invariance and stability thresholds.
result Closed-form model predicts training dynamics with high accuracy and provides new diagnostics.

New metrics quantify implementation risk in portfolio backtesting, revealing systematic differences in engine implementations.

problem Systematic divergence in backtested portfolio metrics due to differences in engine implementations.
method Formalized implementation risk, proposed four metrics, executed 15 strategies through five engines, analyzed source-code defects.
result Implementation risk introduces measurable ambiguity in performance attribution, but does not alter investment decisions.

Study designs for estimating treatment effects in adaptive experiments.

problem Estimating treatment effects under adaptive treatment assignment.
method Propose and analyze IPW and AIPW estimators, establish CLTs under design stability.
result Central limit theorems for IPW and AIPW estimators under design stability.

Building and expanding on principles of statistics, machine learning, and scientific inquiry, we propose the predictability, computability, and stability (PCS) framework for veridical data science. Our framework, comprised of both a workflow and documentation, aims to provide responsible, reliable, reproducible, and tr…

2019-01-23abs ↗pdf ↗

Cramming method evaluates learned policies from contextual bandits efficiently.

problem Evaluating final learned policies from contextual bandit algorithms.
method On-policy evaluation using a single pass of data, ensuring consistency and asymptotic normality.
result Cramming method reduces evaluation standard error by approximately 40% compared to off-policy methods.

Develops a foundational argument for Lorentzian or Euclidean spacetime geometry without light or electromagnetic phenomena.

problem Relativity without light
method Formalizing physical principles as axioms about an invariant interval function DD
result Invariant interval functions are powers of nondegenerate quadratic forms

In this paper, we propose a stochastic investment model for actuarial use in South Africa by modelling price inflation rates, share dividends, long term and short-term interest rates for the period 1960-2018 and inflation-linked bonds for the period 2000-2018. Possible bi-directional relations between the economic seri…

2019-12-24abs ↗pdf ↗

The mass, or binding energy, is the basis property of the atomic nucleus. It determines its stability, and reaction and decay rates. Quantifying the nuclear binding is important for understanding the origin of elements in the universe. The astrophysical processes responsible for the nucleosynthesis in stars often take …

2018-06-01abs ↗pdf ↗

SIREN protocol corrects optimistic winner's scores in LLM evaluation.

problem Optimistic winner's scores in LLM evaluation due to adaptive benchmarking.
method SIREN protocol that freezes post-search shortlist, separates selection and evaluation, and uses bootstrap for uncertainty quantification.
result SIREN provides valid confidence intervals for procedure-performance curves and deployment conclusions.

Having a regression model, we are interested in finding two-sided intervals that are guaranteed to contain at least a desired proportion of the conditional distribution of the response variable given a specific combination of predictors. We name such intervals predictive intervals. This work presents a new method to fi…

2014-02-24abs ↗pdf ↗