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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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2955918861,181 · Jun 202019922001200920172026
48 results for k-step method

New kk-step policy gradient method avoids local optima in restricted policy classes.

problem Suboptimal local optima in policy gradient methods for restricted policy classes.
method Proposes a kk-step policy gradient method to escape myopic local optima.
result The method converges to near optimal solutions exponentially close to the optimal deterministic policy.

New RL method learns K-step lookahead Q-functions for fixed-horizon MDPs.

problem Challenges in online reinforcement learning for non-episodic, finite-horizon MDPs.
method Introduces a K-step lookahead Q-function with a time-varying threshold for selecting actions.
result Achieves minimax optimal constant regret for K=1 and O(max((K1),CK1)SATlog(T))\mathcal{O}(\max((K-1),C_{K-1})\sqrt{SAT\log(T)}) regret for K ≥ 2.

We propose a family of near-metrics based on local graph diffusion to capture similarity for a wide class of data sets. These quasi-metametrics, as their names suggest, dispense with one or two standard axioms of metric spaces, specifically distinguishability and symmetry, so that similarity between data points of arbi…

2017-07-21abs ↗pdf ↗

We prove some stability results for smooth H-minimal hypersurfaces immersed in a sub-Riemannian k-step Carnot group G. The main tools are the formulas for the 1st and 2nd variation of the H-perimeter measure.

2012-03-27abs ↗pdf ↗

Let $\GG$ be a sub-Riemannian kk-step Carnot group of homogeneous dimension QQ. In this paper, we shall prove several geometric inequalities concerning smooth hypersurfaces (i.e. codimension one submanifolds) immersed in $\GG$, endowed with the $\HH$-perimeter measure.

2012-03-27abs ↗pdf ↗

The paper studies algebraic relations of first integrals on specific Lie groups.

problem Algebraic relations of first integrals on step-two and step-three nilpotent Lie groups.
method Analysis of isometry algebra and invariant first integrals.
result Complete families of first integrals can be constructed with Killing vector fields and symmetric Killing 2-tensor fields in low dimensions.

Most prior work on active learning of classifiers has focused on sequentially selecting one unlabeled example at a time to be labeled in order to reduce the overall labeling effort. In many scenarios, however, it is desirable to label an entire batch of examples at once, for example, when labels can be acquired in para…

2012-06-27abs ↗pdf ↗

The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success o…

2016-08-02abs ↗pdf ↗

The study of invariant SKT structures on nilmanifolds, focusing on 2-step cases.

problem Existence of invariant SKT structures on complex nilmanifolds.
method Construction of examples and negative answer to the existence of invariant SKT structures on higher-step nilmanifolds.
result Negative result on the existence of invariant SKT structures on kk-step (k>2k>2) complex nilmanifolds.

This paper explores the recently proposed Graph Convolutional Network architecture proposed in (Kipf & Welling, 2016) The key points of their work is summarized and their results are reproduced. Graph regularization and alternative graph convolution approaches are explored. I find that explicit graph regularization was…

2018-03-12abs ↗pdf ↗

Let ΣΣ be a surface whose interior admits a hyperbolic structure of finite volume. In this paper, we show that any infinite order mapping class acts with infinite order on the homology of some universal kk--step nilpotent cover of ΣΣ. We show that a Torelli mapping class either acts with infinite order on the homolo…

2011-10-17abs ↗pdf ↗

Study on holonomy of Obata connection on specific nilmanifolds.

problem Characterizing holonomy of Obata connection on 2-step hypercomplex nilmanifolds.
method Explicitly computed curvature tensor to determine conditions for flatness.
result Holonomy algebra of Obata connection is always abelian subalgebra of sl(n,H)\mathfrak{sl}(n, \mathbb{H}).

Training of the neural autoregressive density estimator (NADE) can be viewed as doing one step of probabilistic inference on missing values in data. We propose a new model that extends this inference scheme to multiple steps, arguing that it is easier to learn to improve a reconstruction in kk steps rather than to lea…

2014-06-05abs ↗pdf ↗

A new ensemble method improves kNN performance by extending the neighborhood rule.

problem Traditional kNN's limitations when test points are outside the spherical region and ensemble's high errors.
method Determines neighbors in k steps, using bootstrap samples and optimal models selection.
result The proposed ensemble method outperforms state-of-the-art methods on 17 benchmark datasets.

Study pseudo-Kähler and hypersymplectic structures on semidirect products.

problem Investigate pseudo-Kähler and hypersymplectic structures on semidirect products.
method Work at the Lie algebra level, classify structures induced by existing structures, and construct new structures.
result Construct a large class of hypersymplectic Lie algebras and non-flat hypersymplectic metrics.

CUDC collects diverse data for offline RL by predicting future states.

problem Challenges in collecting task-agnostic data for offline RL.
method Adaptive temporal distances for curiosity-driven data collection.
result CUDC outperforms existing unsupervised methods in offline RL tasks.

The vast majority of successful deep neural networks are trained using variants of stochastic gradient descent (SGD) algorithms. Recent attempts to improve SGD can be broadly categorized into two approaches: (1) adaptive learning rate schemes, such as AdaGrad and Adam, and (2) accelerated schemes, such as heavy-ball an…

2019-07-19abs ↗pdf ↗

Study non-parametric value function estimation from a single path.

problem Estimating value function from a single trajectory in Markov reward processes.
method Kernel-based multi-step temporal difference (TD) estimates, including KK-step look-ahead TD and TD(λ)(λ).
result Non-asymptotic guarantees for TD estimates, capturing interactions between mixing time and model mis-specification.

Algorithm improves resource allocation for food outreach to homeless.

problem Resource-constrained outreach for homeless individuals and food rescue.
method Thompson sampling with Markov chain recovery (via Stein variational gradient descent) for partially-observed episodic restless bandits.
result Significantly outperforms baselines in both organizations' problems.

Self-distillation optimally improves model performance in spiked covariance models.

problem Improving model performance in spiked covariance models.
method Developed spectral shrinkage estimators and analyzed self-distillation.
result Self-distillation achieves optimal performance among spectral shrinkage estimators for spiked covariance matrices.

Study proposes an active subsampling method for estimating individualized thresholds in high-dimensional data.

problem Estimating optimal individualized thresholds in high-dimensional data with limited labeled samples.
method Developed a K-step active subsampling algorithm to iteratively select and label the most informative data points.
result Revealed a phase transition phenomenon in the estimation of θθ with respect to the smoothness of the conditional density.

New framework models time-uncertain point processes for better event prediction.

problem Uncertainty in event times in point processes.
method Formulated and discretized continuous-time Hawkes processes with time grid, enabling optimization methods for inference.
result Parameter recovery with O(1/k)O(1/k) convergence rate using gradient descent and VI.

The paper introduces an adjacency constraint to improve goal-conditioned HRL.

problem Training inefficiency in goal-conditioned HRL due to large action space.
method Restricting the high-level action space to a k-step adjacent region of the current state.
result The adjacency constraint preserves optimal hierarchical policies and improves HRL performance.

We simplify Bayesian filtering by framing it as optimization, making it practical for high-dimensional systems.

problem Bayesian filtering struggles in high-dimensional state spaces like neural networks.
method We frame Bayesian filtering as optimization, using gradient descent for nonlinear cases.
result Our method results in effective, robust, and scalable filters for high-dimensional systems.

We study the minimization of a convex function f(X)f(X) over the set of n×nn\times n positive semi-definite matrices, but when the problem is recast as minUg(U):=f(UU)\min_U g(U) := f(UU^\top), with URn×rU \in \mathbb{R}^{n \times r} and rnr \leq n. We study the performance of gradient descent on gg---which we refer to as Factored Gradi…

2015-09-14abs ↗pdf ↗

In adaptive data analysis, the user makes a sequence of queries on the data, where at each step the choice of query may depend on the results in previous steps. The releases are often randomized in order to reduce overfitting for such adaptively chosen queries. In this paper, we propose a minimax framework for adaptive…

2016-02-13abs ↗pdf ↗

We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…

2016-02-08abs ↗pdf ↗

A new method combines Laplace and Variational Bayes for scalable inference.

problem Complex models and large datasets make exact inference infeasible.
method Low-Rank Variational Bayes Correction (VBC) using Laplace method and Variational Bayes correction in a lower dimension.
result The method ensures scalability in both model complexity and data size.

In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …

2015-10-15abs ↗pdf ↗

Simple stochastic Newton and cubic Newton methods with fast convergence.

problem Minimizing large numbers of smooth and strongly convex functions.
method Stochastic Newton and cubic Newton methods with simple local linear-quadratic rates.
result Local linear-quadratic convergence results with fast adaptation to problem's curvature.

A comprehensive benchmark of 15 scRNA-seq imputation methods across various datasets and analyses.

problem Imputation of single-cell RNA sequencing data to recover latent transcriptional signals.
method Evaluation of 15 imputation methods across 30 datasets and 6 downstream analyses.
result Traditional methods generally outperform DL-based methods in scRNA-seq data analysis.