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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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3016019021,202 · Jun 202019922001200920172026
48 results for intrinsic methods

Revisits VIC method to correct intrinsic reward bias in stochastic environments.

problem Intrinsic reward bias in VIC leading to suboptimal solutions.
method Proposes two methods based on transitional probability model and Gaussian mixture model to correct bias.
result Achieves maximal empowerment through corrected intrinsic reward.

New method estimates intrinsic dimensionality using angles, not distances.

problem Estimating local intrinsic dimensionality accurately.
method Introduces a new estimator using the distribution of angles between neighbor points.
result New estimator behaves similarly but complementarily to existing measures of intrinsic dimensionality.

Generally accepted depreciation methods do not compute the intrinsic value of an asset, as they do not factor for the Time Value of Money, a key principle within financial theory. This is disadvantageous, as knowing the intrinsic value of an asset can assist with making effective purchase and sale decisions. By applyin…

2016-04-30abs ↗pdf ↗

eDCF estimates intrinsic dimension using local connectivity.

problem Challenges in estimating intrinsic dimension due to scale dependence.
method eDCF: a novel, scalable, and parallelizable method based on Connectivity Factor (CF).
result eDCF consistently matches leading estimators with comparable MAE and higher exact intrinsic dimension match rates.

The paper improves ranking by integrating covariates and sparse intrinsic scores.

problem Ranking items with incomplete preference scores explained by covariates.
method Extends BTL model with covariate information and sparse intrinsic scores, using penalized MLE.
result Developed debiased estimator for penalized MLE with distributional properties.

Develops intrinsic Gaussian process regression for manifold-valued data.

problem Lack of intrinsic Gaussian process methods for manifold-valued response variables.
method Proposes an intrinsic covariance structure and a novel intrinsic Gaussian process regression model.
result Establishes asymptotic properties and shows posterior consistency.

Paper infers intrinsic dimension from quasi-convex measurements.

problem Inferring intrinsic dimension from measurements by quasi-convex functions.
method Developed a method using filtration of Dowker complexes based on discrete data of point orderings.
result Correct intrinsic dimension can be inferred in the limit of large data under generic assumptions.

We study the intrinsic torsion of almost quaternion-Hermitian manifolds via the exterior algebra. In particular, we show how it is determined by particular three-forms formed from simple combinations of the exterior derivatives of the local Kaehler forms. This gives a practical method to compute the intrinsic torsion a…

2007-07-06abs ↗pdf ↗

A new multi-objective RL framework improves intrinsic exploration performance.

problem Sub-optimal exploration performance due to ad-hoc handling of intrinsic exploration.
method A multi-objective RL framework where both exploration and exploitation are optimized as separate objectives.
result EMU-Q method outperforms classic and other intrinsic RL methods on benchmarks.

Introduces intrinsic Hopf-Lax semigroup linking to intrinsic slope.

problem Understanding intrinsic Hopf-Lax semigroup and its relation to intrinsic slope.
method Introduces and proves the link between intrinsic Hopf-Lax semigroup and intrinsic slope.
result Intrinsic Hopf-Lax semigroup is a subsolution of Hamilton-Jacobi type equality.

Data living on manifolds commonly appear in many applications. Often this results from an inherently latent low-dimensional system being observed through higher dimensional measurements. We show that under certain conditions, it is possible to construct an intrinsic and isometric data representation, which respects an …

2018-06-01abs ↗pdf ↗

The focus of this paper is on intrinsic methods to detect overfitting. By intrinsic methods, we mean methods that rely only on the model and the training data, as opposed to traditional methods (we call them extrinsic methods) that rely on performance on a test set or on bounds from model complexity. We propose a famil…

2019-07-03abs ↗pdf ↗

MSA compares neural representations' intrinsic geometry for better understanding.

problem Existing similarity measures fail to capture subtle distinctions between neural network solutions.
method Metric similarity analysis (MSA) using Riemannian geometry.
result MSA can disentangle features of neural computations and compare nonlinear dynamics.

New method for long-term sampling of complex dynamics on curved spaces.

problem Sampling ergodic dynamics on Riemannian manifolds efficiently over long periods.
method Intrinsic geometric operations for sampling invariant measure without embeddings.
result Outperforms previous methods in long-term sampling efficiency.

A graph is called intrinsically knotted if every embedding of the graph contains a knotted cycle. Johnson, Kidwell and Michael, and, independently, Mattman showed that intrinsically knotted graphs have at least 21 edges. Recently Lee, Kim, Lee and Oh, and, independently, Barsotti and Mattman, showed that K7K_7 and the …

2017-08-13abs ↗pdf ↗

The paper introduces a new intrinsic reward method for exploration in reinforcement learning.

problem Improving exploration in reinforcement learning agents.
method Intrinsic rewards proportional to the entropy of future state-action features.
result The new objective leads to improved visitation of features within individual trajectories.

A new method integrates autoencoders with geometry regularization for manifold learning.

problem Extracting simplified low-dimensional representations that capture intrinsic geometry in data.
method Integrates autoencoders with a geometric regularization term based on diffusion potential distances.
result The method preserves intrinsic structure, enables out-of-sample extension, and faithful reconstruction.

We propose a new method for estimating the intrinsic dimension of a dataset by applying the principle of regularized maximum likelihood to the distances between close neighbors. We propose a regularization scheme which is motivated by divergence minimization principles. We derive the estimator by a Poisson process appr…

2012-03-15abs ↗pdf ↗

New method quantifies intrinsic causal contributions in neural networks.

problem Measuring the causal influence of input features in deep neural networks.
method Proposes an identifiable generative post-hoc framework to quantify intrinsic causal contributions (ICC) as structural causal models.
result ICC generates more intuitive and reliable explanations compared to existing global explanation techniques.

We introduce new sufficient conditions for intrinsic knotting and linking. A graph on n vertices with at least 4n-9 edges is intrinsically linked. A graph on n vertices with at least 5n-14 edges is intrinsically knotted. We also classify graphs that are 0, 1, or 2 edges short of being complete partite graphs with respe…

2007-01-15abs ↗pdf ↗

Deep multi-task learning benefits from low intrinsic dimensionality, leading to better generalization.

problem Improving generalization in deep multi-task learning with high-dimensional models.
method Parametrizing multi-task networks in a low-dimensional space using random expansions and weight compression.
result First non-vacuous generalization bounds for deep multi-task networks are derived.

A new method classifies almost contact metric manifolds using intrinsic endomorphisms.

problem Difficult classification of almost contact metric manifolds into 2^12 classes.
method Introducing intrinsic endomorphisms S and h, providing a flowchart based on algebraic conditions.
result A more natural classification scheme with fewer classes, including H\mathcal{H}-parallel manifolds.

New graph shows edge deletion/contraction doesn't always result in intrinsically linked graphs.

problem Edge operations in intrinsically knotted graphs don't always produce intrinsically linked graphs.
method Presented a new intrinsically knotted graph.
result Edge operations in intrinsically knotted graphs don't always result in intrinsically linked graphs.

A directed graph GG is intrinsically linked\textit{intrinsically linked} if every embedding of that graph contains a non-split link LL, where each component of LL is a consistently oriented cycle in GG. A tournament\textit{tournament} is a directed graph where each pair of vertices is connected by exactly one directed edge. We consider intr…

2019-01-11abs ↗pdf ↗

We classify graphs that are 0, 1, or 2 edges short of being complete partite graphs with respect to intrinsic linking and intrinsic knotting. In addition, we classify intrinsic knotting of graphs on 8 vertices. For graphs in these families, we verify a conjecture presented in Adams' "The Knot Book": If a vertex is remo…

2003-12-09abs ↗pdf ↗

Most exact methods for k-nearest neighbour search suffer from the curse of dimensionality; that is, their query times exhibit exponential dependence on either the ambient or the intrinsic dimensionality. Dynamic Continuous Indexing (DCI) offers a promising way of circumventing the curse and successfully reduces the dep…

2017-03-01abs ↗pdf ↗

Investigates intrinsic Lipschitz sections in nonlinear quotient maps.

problem Analyzing intrinsic Lipschitz sections in non-linear quotient maps.
method Introduced Leibniz formula for intrinsic slope under weaker conditions, used properties of intrinsic dilations in Carnot groups, and provided conditions for sum of sections.
result Found conditions for sum of intrinsically Lipschitz sections in Carnot groups of step 2.

New saliency evaluations focus on completeness and soundness, improving explanations.

problem Current saliency evaluations focus on completeness but ignore soundness.
method Introduces new intrinsic evaluation metrics based on completeness and soundness.
result Simple saliency method matches or outperforms prior methods in new evaluations.

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design problem, or close variants thereof, have been proposed in the literature. In this…

2018-04-17abs ↗pdf ↗