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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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7142128 · Jun 202019922001200920172026
48 results for late switching

New framework optimizes deep learning training by deferring large batch sizes to late stages.

problem Optimizing batch size scheduling for deep learning training efficiency.
method Introduced the functional scaling law (FSL) framework to analyze and optimize batch size scheduling.
result Large batch sizes can be deferred to late training stages without sacrificing performance.

Ebay uses forecasting and simulation to decide when to disable a vendor.

problem Determining the optimal time to disable a vendor to avoid customer loss.
method Data-driven approach involving multiplicative seasonality model, Monte Carlo simulation, and linear model.
result Identifies the best time to disable a vendor to minimize customer loss.

Detects corruption in agentic models during execution.

problem Inconsistent context, retrieval errors, or adversarial inputs corrupt intermediate steps of reasoning chains.
method Analyzes token graphs induced by attention and computes spectral statistics to emit accept/reject signals.
result A single threshold on the high frequency energy ratio optimally detects context inconsistency in agentic models.

Study assesses drought and late-frost risks in Bavaria using vine copulas.

problem Assessing risks of late-frost and drought in Bavaria due to climate change.
method Used vine copula models for non-Gaussian and asymmetric dependencies, with univariate and bivariate regression analyses.
result Identified 'at-risk' regions for forest adaptation.

Second part of series studying charged scalar fields on Reissner--Nordström spacetimes.

problem Analyzing late-time behavior and stability of charged scalar fields on black hole backgrounds.
method Purely physical-space based methods, energy estimates, inverse-power laws.
result First pointwise decay estimates for charged scalar fields on black hole backgrounds.

LITE models improve query-document relevance with learnable late interactions.

problem Improving query-document relevance with lower latency and storage.
method Proposes learnable late-interaction models (LITE) that use factorized query and document embeddings followed by a learnable scorer.
result Empirically, LITE outperforms previous late-interaction models in re-ranking tasks.

SAM selects flatter minima late in training, improving generalization.

problem Improving neural network generalization under various settings.
method Sharpness-Aware Minimization (SAM) applied late in training.
result SAM efficiently selects flatter minima late in training, improving generalization.

A lot of attention has been devoted to multimedia indexing over the past few years. In the literature, we often consider two kinds of fusion schemes: The early fusion and the late fusion. In this paper we focus on late classifier fusion, where one combines the scores of each modality at the decision level. To tackle th…

2012-07-04abs ↗pdf ↗

Late fusion of clinical notes and physiological data improves ICU mortality prediction.

problem Improving ICU mortality prediction using multimodal data.
method Late fusion of clinical notes and physiological time series data with a deep learning architecture.
result Late fusion approach provides statistically significant improvement in mortality prediction performance.

In the past few years, a lot of attention has been devoted to multimedia indexing by fusing multimodal informations. Two kinds of fusion schemes are generally considered: The early fusion and the late fusion. We focus on late classifier fusion, where one combines the scores of each modality at the decision level. To ta…

2014-04-30abs ↗pdf ↗

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter space, thus enabling chains to achieve a faster convergence rate when measured in n…

2016-08-29abs ↗pdf ↗

In this paper, we study optimal switching problems under ambiguity. To characterize the optimal switching under ambiguity in the finite horizon, we use multidimensional reflected backward stochastic differential equations (multidimensional RBSDEs) and show that a value function of the optimal switching under ambiguity …

2016-08-22abs ↗pdf ↗

This work extends identifiability analysis to sequential latent variable models, focusing on Switching Dynamical Systems.

problem Identifying latent variables in sequential data models.
method Proved identifiability of Markov Switching Models and established conditions for Switching Dynamical Systems.
result Identifiability of latent variables and non-linear mappings in Switching Dynamical Systems up to affine transformations.

The problem of optimal switching between nonlinear autonomous subsystems is investigated in this study where the objective is not only bringing the states to close to the desired point, but also adjusting the switching pattern, in the sense of penalizing switching occurrences and assigning different preferences to util…

2014-11-17abs ↗pdf ↗

Code-switching, the alternation of languages within a conversation or utterance, is a common communicative phenomenon that occurs in multilingual communities across the world. This survey reviews computational approaches for code-switched Speech and Natural Language Processing. We motivate why processing code-switched …

2019-03-25abs ↗pdf ↗

Pension benefits in rural China lead to cognitive decline among the elderly.

problem Cognitive decline in late adulthood among rural Chinese elderly.
method Examined the effects of a new pension scheme on cognitive performance.
result Pension benefits negatively impact cognitive functioning, particularly delayed recall.

Study approximates financial market with discrete-time models.

problem Approximating continuous-time financial market models with discrete-time.
method Constructs discrete-time market models with Markov switching and proves convergence.
result Discrete-time models converge to continuous-time Black-Scholes model with Markov switching.

This paper studies deep learning methodologies for portfolio optimization in the US equities market. We present a novel residual switching network that can automatically sense changes in market regimes and switch between momentum and reversal predictors accordingly. The residual switching network architecture combines …

2019-10-16abs ↗pdf ↗

Optimizes control of hybrid systems with multiple switching processes.

problem Optimal control of hybrid systems with multiple Markov switching processes.
method Combines two separate Markov chains into one synthetic chain, derives HJB equations, and solves the portfolio choice problem.
result Derives explicit solutions and value functions for the optimal control problem.

New algorithm learns switching dynamics from multiple neural signals.

problem Learning accurate switching dynamical system models from multimodal neural data.
method Unsupervised learning algorithm for multiscale switching dynamical system models.
result Switching multiscale dynamical system models outperform single-scale models in behavior decoding.

Paper tackles utility maximization with job-switching and retirement constraints.

problem Maximizing utility with job-switching and retirement constraints.
method Dual-martingale approach and double obstacle problem theory.
result Characterization of optimal job-switching strategy and wealth boundaries.

New RL algorithm reduces policy switching cost to loglog(T) with similar regret.

problem Low policy switching cost in real-life RL applications.
method Stage-wise exploration and adaptive policy elimination.
result Regret of O(HSAloglogT)O(HSA \log\log T) with O(HSAloglogT)O(HSA \log\log T) switching cost.

Paper presents an efficient algorithm for linear MDP with low switching cost.

problem Large state space reinforcement learning problems with low switching cost.
method First algorithm for linear MDP with low switching cost, achieving near-optimal regret and switching cost.
result Regret bound of $\widetilde{O}\left(\sqrt{d^3H^4K} ight)$ and near-optimal switching cost of $O\left(d H\log K ight)$.

Study strategic competition in commodity markets using impulse-switching controls.

problem Strategic competition between upstream and downstream firms in commodity markets.
method Non-zero-sum stochastic differential game with mixed impulse/switching controls.
result Multiple Nash equilibria found, depending on the number of switches by the downstream firm.

Optimal switching regret for all segmentations in online convex optimisation.

problem Non-stationary online convex optimisation problems.
method Developed an efficient algorithm to achieve optimal switching regret on every possible segmentation.
result Achieved asymptotically optimal switching regret on every possible segmentation simultaneously.

This paper tackles near-optimal adversarial RL with switching costs, providing algorithms and matching lower bounds.

problem Adversarial RL with switching costs, where loss distribution can be non-stationary or adversarial.
method Developed novel switching-reduced algorithms with matching lower bounds for known and unknown transition functions.
result Achieved near-optimal performance in adversarial RL with switching costs, matching theoretical lower bounds.

This paper addresses parameter estimation for wave equations with Markovian switching.

problem Parameter estimation for wave equations with abrupt changes.
method Bayesian statistical framework using discrete sparse Bayesian learning.
result Strong performance in parameter estimation for variable coefficient PDEs.

In this paper, we derive the family switching formula of -n two-sphere fiber bundle embedded in a smooth four-manifold fiber bundle. In the smooth category, it is a partial generalization of Fintushel-Stern's argument for four-manifolds. We also derive an algebraic analogue of the family switching formula, allowing the…

2003-08-20abs ↗pdf ↗

Deep Convolutional Neural Networks (CNN) enforces supervised information only at the output layer, and hidden layers are trained by back propagating the prediction error from the output layer without explicit supervision. We propose a supervised feature learning approach, Label Consistent Neural Network, which enforces…

2016-02-03abs ↗pdf ↗

Regime switching volatility models provide a tractable method of modelling stochastic volatility. Currently the most popular method of regime switching calibration is the Hamilton filter. We propose using the Baum-Welch algorithm, an established technique from Engineering, to calibrate regime switching models instead. …

2009-04-09abs ↗pdf ↗

Audit fees change based on company and economic factors during auditor switching.

problem Understanding how audit fees change when auditors switch firms.
method Examined the impact of auditor switching on audit fees, considering company characteristics and economic data.
result The direction and magnitude of audit fee changes during switching depend on economic stability and company characteristics.

LaMBO optimizes modular systems with switching costs, achieving better results than existing methods.

problem Optimizing systems with costly variable updates in a sequence of modules.
method Lazy Modular Bayesian Optimization (LaMBO) that minimizes switching costs.
result LaMBO achieves vanishing regret and improves over existing cost-aware Bayesian optimization algorithms.

Develops identifiability theory for multi-lag regime-switching models.

problem Ensuring interpretability of deep latent variable models with multi-lag dependencies.
method Formulates a general theoretical framework for multi-lag Regime-Switching Models (RSMs), proving identifiability of number of regimes and multi-lag transitions.
result Establishes identifiability conditions for multi-lag regime-switching models, including Markov Switching Models and Switching Dynamical Systems.