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.
Many scientific questions require estimating the effects of continuous treatments. Outcome modeling and weighted regression based on the generalized propensity score are the most commonly used methods to evaluate continuous effects. However, these techniques may be sensitive to model misspecification, extreme weights o…
In the absence of unobserved confounders, matching and weighting methods are widely used to estimate causal quantities including the Average Treatment Effect on the Treated (ATT). Unfortunately, these methods do not necessarily achieve their goal of making the multivariate distribution of covariates for the control gro…
Marginal structural models (MSMs) estimate the causal effect of a time-varying treatment in the presence of time-dependent confounding via weighted regression. The standard approach of using inverse probability of treatment weighting (IPTW) can lead to high-variance estimates due to extreme weights and be sensitive to …
The Fock-Bargmann-Hartogs domain Dn,m(μ) (μ>0) in Cn+m is defined by the inequality ∥w∥2<e−μ∥z∥2, where (z,w)∈Cn×Cm, which is an unbounded non-hyperbolic domain in Cn+m. This paper introduces a Kähler metric αg(μ;ν)(α>0) on Dn,m(μ), …
Conditional kernel mean embeddings are nonparametric models that encode conditional expectations in a reproducing kernel Hilbert space. While they provide a flexible and powerful framework for probabilistic inference, their performance is highly dependent on the choice of kernel and regularization hyperparameters. Neve…
Given a smooth polarized Riemann surface (X, L) endowed with a hyperbolic metric ω with cusp singularities along a divisor D, we show the L^2 projective embedding of (X, D) defined by L^k is asymptotically almost balanced in a weighted sense. The proof depends on sufficiently precise understanding of the behavior of …
For a polarized Kähler manifold (X,L), we show the equivalence between relative balanced embeddings introduced by Mabuchi and σ-balanced embeddings introduced by Sano, answering a question of Hashimoto. We give a GIT characterization of the existence of a σ-balanced embedding, and relate the optimal weight σ t…
We introduce a new normalization technique that exhibits the fast convergence properties of batch normalization using a transformation of layer weights instead of layer outputs. The proposed technique keeps the contribution of positive and negative weights to the layer output balanced. We validate our method on a set o…
In this paper, we develop a novel weighted Laplacian method, which is partially inspired by the theory of graph Laplacian, to study recent popular graph problems, such as multilevel graph partitioning and balanced minimum cut problem, in a more convenient manner. Since the weighted Laplacian strategy inherits the virtu…
We propose new positive definite kernels for permutations. First we introduce a weighted version of the Kendall kernel, which allows to weight unequally the contributions of different item pairs in the permutations depending on their ranks. Like the Kendall kernel, we show that the weighted version is invariant to rela…
Thurston introduced shear deformations (cataclysms) on geodesic laminations - deformations including left and right displacements along geodesics. For hyperbolic surfaces with cusps, we consider shear deformations on disjoint unions of ideal geodesics. The length of a balanced weighted sum of ideal geodesics is defined…
We present a new approach to the problems of evaluating and learning personalized decision policies from observational data of past contexts, decisions, and outcomes. Only the outcome of the enacted decision is available and the historical policy is unknown. These problems arise in personalized medicine using electroni…
The paper analyzes how re-weighting helps in reducing variance in high-dimensional kernel methods under covariate shifts.
problem The challenge of high-dimensional kernel methods under covariate shifts and the role of re-weighting.
method Derives asymptotic expansion of high-dimensional kernels under covariate shifts, analyzes bias-variance decomposition, and characterizes the regularized kernel.
result Re-weighting helps in decreasing variance and can be seen as a data-dependent regularization.
Adaptive weights improve physics-informed neural networks and deep operator networks.
problem Training physics-informed neural networks and deep operator networks can be challenging, leading to unsatisfactory accuracy and efficiency.
method Proposes a pointwise adaptive weighting method that balances the residual decay rate across different training points.
result Our proposed approach of balanced residual decay rates offers advantages including bounded weights, high prediction accuracy, fast convergence rate, low training uncertainty, low computational cost, and ease of hyperparameter tuning.
Estimation of importance sampling weights for off-policy evaluation of contextual bandits often results in imbalance - a mismatch between the desired and the actual distribution of state-action pairs after weighting. In this work we present balanced off-policy evaluation (B-OPE), a generic method for estimating weights…
Multiple kernel learning (MKL) method is generally believed to perform better than single kernel method. However, some empirical studies show that this is not always true: the combination of multiple kernels may even yield an even worse performance than using a single kernel. There are two possible reasons for the fail…