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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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74147221294 · Jun 202019922001200920172026
48 results for iterative sequences

Strong stability of ergodic iterations proven without ergodic driving sequence.

problem Ensuring strong stability of ergodic iterations under non-ergodic driving sequences.
method Revisiting processes driven by stationary ergodic sequences, proving strong stability under mild conditions on recursive maps.
result Strong stability of iterations proven without ergodic driving sequence.

In a recent paper, Darvas-Rubinstein proved a convergence result for the Kahler-Ricci iteration, which is a sequence of recursively defined complex Monge-Ampere equations. We introduce the Monge-Ampere iteration to be an analogous, but more general, sequence of recursively defined real Monge-Ampere second boundary valu…

2017-12-07abs ↗pdf ↗

We propose a novel adversarial learning strategy for mixture models of Hawkes processes, leveraging data augmentation techniques of Hawkes process in the framework of self-paced learning. Instead of learning a mixture model directly from a set of event sequences drawn from different Hawkes processes, the proposed metho…

2019-06-20abs ↗pdf ↗

In this paper we consider a problem of searching a space of predictive models for a given training data set. We propose an iterative procedure for deriving a sequence of improving models and a corresponding sequence of sets of non-linear features on the original input space. After a finite number of iterations N, the n…

2013-12-19abs ↗pdf ↗

For the multiple differential algebra of iterated differential forms (see math.DG/0605113 and math.DG/0609287) on a diffiety (O,C) an analogue of C-spectral sequence is constructed. The first term of it is naturally interpreted as the algebra of secondary iterated differential forms on (O,C). This allows to develop sec…

2006-10-30abs ↗pdf ↗

In the preceding note math.DG/0610917 the Λk1CΛ_{k-1}\mathcal{C}--spectral sequence, whose first term is composed of \emph{secondary iterated differential forms}, was constructed for a generic diffiety. In this note the zero and first terms of this spectral sequence are explicitly computed for infinite jet spaces. In par…

2007-03-22abs ↗pdf ↗

LES optimizes designs by sampling descent sequences, achieving strong sample efficiency.

problem Optimizing large, complex design spaces is infeasible and unnecessary.
method LES uses Bayesian optimization to target solutions reachable by iterative optimizers.
result LES achieves strong sample efficiency compared to existing methods.

Single-timescale analysis improves convergence in multi-sequence stochastic approximation.

problem Finite-time convergence of nonlinear stochastic approximation with multiple coupled sequences.
method Smoothness property of fixed points and analysis of fine-grained single-timescale SA.
result Improved iteration complexity for achieving ε-accuracy in multi-sequence single-timescale SA.

We determine the set of all genus g bridge numbers of many iterated torus knots, listing these numbers in a sequence called the bridge spectrum. In addition, we prove a structural lemma about the decomposition of a strongly irreducible bridge surface induced by cutting along a collection of essential surfaces.

2013-01-31abs ↗pdf ↗

We prove that iterated spaces of directions of a limit of a noncollapsing sequence of manifolds with lower curvature bound are topologically spheres. As an application we show that for any finite dimensional Alexandrov space XnX^n with n5n\ge 5 there exists an Alexandrov space YY homeomorphic to XX which can not be o…

2001-09-11abs ↗pdf ↗

Neural Architecture Search (NAS) enabled the discovery of state-of-the-art architectures in many domains. However, the success of NAS depends on the definition of the search space. Current search spaces are defined as a static sequence of decisions and a set of available actions for each decision. Each possible sequenc…

2018-12-27abs ↗pdf ↗

We consider the minimization of a function defined on a Riemannian manifold M\mathcal{M} accessible only through unbiased estimates of its gradients. We develop a geometric framework to transform a sequence of slowly converging iterates generated from stochastic gradient descent (SGD) on M\mathcal{M} to an averaged i…

2018-02-26abs ↗pdf ↗

Bayesian optimization of antibodies learns from immune system evolution.

problem Efficiently optimizing antibody sequences in a large space of possibilities.
method Bayesian optimization guided by a generative model of evolving antibody sequences.
result CloneBO optimizes antibodies more efficiently than previous methods.

Several machine learning problems arising in natural language processing can be modeled as a sequence labeling problem. We provide Gaussian process models based on pseudo-likelihood approximation to perform sequence labeling. Gaussian processes (GPs) provide a Bayesian approach to learning in a kernel based framework. …

2014-12-25abs ↗pdf ↗

In this paper we study properties of the area evolute (AE) and the center symmetry set (CSS) of a convex planar curve γγ. The main tool is to define a Minkowski plane where γγ becomes a constant width curve. In this Minkowski plane, the CSS is the evolute of γγ and the AE is an involute of the CSS. We prove that the…

2013-01-27abs ↗pdf ↗

Improved bounds for non-linear SA with fast convergence.

problem Stochastic approximation with non-linear mappings and multiple time scales.
method Mean squared error bounds with O(1/k)O(1/k) rate for contractive mappings.
result First O(1/k)O(1/k) rate for non-linear two-time-scale SA without additional smoothness assumptions.

Given a fibered link, consider the characteristic polynomial of the monodromy restricted to first homology. This generalizes the notion of the Alexander polynomial of a knot. We define a construction, called iterated plumbing, to create a sequence of fibered links from a given one. The resulting sequence of characteris…

2005-06-29abs ↗pdf ↗

Value aggregation is a general framework for solving imitation learning problems. Based on the idea of data aggregation, it generates a policy sequence by iteratively interleaving policy optimization and evaluation in an online learning setting. While the existence of a good policy in the policy sequence can be guarant…

2018-01-22abs ↗pdf ↗

This paper presents a general iterative bias correction procedure for regression smoothers. This bias reduction schema is shown to correspond operationally to the L2L_2 Boosting algorithm and provides a new statistical interpretation for L2L_2 Boosting. We analyze the behavior of the Boosting algorithm applied to commo…

2008-01-30abs ↗pdf ↗

Paper shows how online betting algorithms' regret can be used to create tight confidence sequences.

problem Estimating the expectation of random variables from samples and creating time-uniform confidence sequences.
method Converts the regret guarantee of universal portfolio algorithms into time-uniform concentration inequalities and confidence sequences.
result Numerically obtained confidence sequences are never vacuous and satisfy the law of iterated logarithm.

Video sequences contain rich dynamic patterns, such as dynamic texture patterns that exhibit stationarity in the temporal domain, and action patterns that are non-stationary in either spatial or temporal domain. We show that a spatial-temporal generative ConvNet can be used to model and synthesize dynamic patterns. The…

2016-06-03abs ↗pdf ↗

l1 reweighting algorithms are very popular in sparse signal recovery and compressed sensing, since in the practice they have been observed to outperform classical l1 methods. Nevertheless, the theoretical analysis of their convergence is a critical point, and generally is limited to the convergence of the functional to…

2018-12-07abs ↗pdf ↗

We describe the first term of the Λk1CΛ_{k-1}\mathcal{C}--spectral sequence (see math.DG/0610917) of the diffiety (E,C), E being the infinite prolongation of an l-normal system of partial differential equations, and C the Cartan distribution on it.

2007-03-26abs ↗pdf ↗

Forest Fire Clustering discovers cell types from single-cell data.

problem Discovering cell types from large-scale single-cell sequencing data.
method Iterative label propagation and parallelized Monte Carlo simulation.
result Forest Fire Clustering outperforms state-of-the-art methods on diverse benchmarks.

We develop a framework for warm-starting Bayesian optimization, that reduces the solution time required to solve an optimization problem that is one in a sequence of related problems. This is useful when optimizing the output of a stochastic simulator that fails to provide derivative information, for which Bayesian opt…

2016-08-11abs ↗pdf ↗

We present and analyze several strategies for improving the performance of stochastic variance-reduced gradient (SVRG) methods. We first show that the convergence rate of these methods can be preserved under a decreasing sequence of errors in the control variate, and use this to derive variants of SVRG that use growing…

2015-11-05abs ↗pdf ↗

We propose sequenced-replacement sampling (SRS) for training deep neural networks. The basic idea is to assign a fixed sequence index to each sample in the dataset. Once a mini-batch is randomly drawn in each training iteration, we refill the original dataset by successively adding samples according to their sequence i…

2018-10-19abs ↗pdf ↗

Let XX be a closed hyperbolic surface and λ,ηλ, η be weighted geodesic multicurves which are short on X. We show that the iterated grafting along λλ and ηη is close in the Teichmueller metric to grafting along a single multicurve which can be given explicitly in terms of λλ and ηη. Using this result, we study the h…

2008-02-22abs ↗pdf ↗

We iterate Manolescu's unoriented skein exact triangle in knot Floer homology with coefficients in the field of rational functions over Z/2Z\mathbb{Z}/2\mathbb{Z}. The result is a spectral sequence which converges to a stabilized version of delta-graded knot Floer homology. The (E2,d2)(E_2,d_2) page of this spectral sequence …

2011-05-26abs ↗pdf ↗

DGE learns event representations from image sequences without manual annotations.

problem Data hunger and domain adaptation issues in self-supervised learning for temporal segmentation.
method Dynamic Graph Embedding (DGE) learns event representations by iteratively updating a graph and its embedding.
result DGE achieves robust temporal segmentation on benchmark datasets, outperforming state-of-the-art methods.