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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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70141211281 · Jun 202019922001200920172026
48 results for least disagree metric

Even when confronted with the same data, agents often disagree on a model of the real-world. Here, we address the question of how interacting heterogenous agents, who disagree on what model the real-world follows, optimize their trading actions. The market has latent factors that drive prices, and agents account for th…

2018-10-14abs ↗pdf ↗

New metrics improve uncertainty estimation on graph data.

problem Current GNNs focus only on nodewise scores, limiting uncertainty estimation.
method Proposed edgewise metrics for uncertainty estimation on graphs.
result GNN models with structured prediction perform better in uncertainty estimation.

The null distance for Lorentzian manifolds was recently introduced by Sormani and Vega. Under mild assumptions on the time function of the spacetime, the null distance gives rise to an intrinsic, conformally invariant metric that induces the manifold topology. We show when warped products of low regularity and globally…

2019-09-10abs ↗pdf ↗

FID misaligns with human judgment due to reliance on ImageNet classes.

problem FID metric's reliance on ImageNet classes causes discrepancies with human evaluation.
method Investigated and visualized the feature space of FID and its relation to ImageNet classes.
result Aligning histograms of Top-NN ImageNet classifications can reduce FID without improving quality.

In matrix factorization, available graph side-information may not be well suited for the matrix completion problem, having edges that disagree with the latent-feature relations learnt from the incomplete data matrix. We show that removing these contested\textit{contested} edges improves prediction accuracy and scalability. We…

2019-08-25abs ↗pdf ↗

This work evaluates and benchmarks calibration metrics for data-driven regression models.

problem Conflicting results from different calibration metrics make it hard to compare and interpret model performance.
method Systematically extracted and benchmarked 14 regression calibration metrics across various data types and recalibration methods.
result Many metrics disagree on the same recalibration result, highlighting the need for careful metric selection.

Efficient algorithm for online learning with Massart noise achieves near-optimal mistake bound.

problem Online learning with adversarial context and Massart noise.
method Developed an efficient algorithm for γγ-margin linear classifiers in the presence of Massart noise.
result Achieved a mistake bound of ηT+o(T)ηT + o(T) for the online learning model.

The Schouten bracket (or antibracket) plays a central role in the Poisson formalism and the Batalin-Vilkovisky quantization of gauge systems. There are several (in)equivalent ways to realize this concept on jet spaces. In this paper, we compare the definitions, examining in what ways they agree or disagree and how they…

2012-08-30abs ↗pdf ↗

New framework to test neural network representation similarity measures.

problem Disagreements among dissimilarity measures in neural networks.
method Statistical testing framework to evaluate measures based on functional behavior.
result Current metrics have different weaknesses; a classical baseline performs surprisingly well.

Complex statistical machine learning models are increasingly being used or considered for use in high-stakes decision-making pipelines in domains such as financial services, health care, criminal justice and human services. These models are often investigated as possible improvements over more classical tools such as r…

2017-06-30abs ↗pdf ↗

This paper develops a dynamic equilibrium model where agents exhibit a strong form of belief heterogeneity: they disagree about zero probability events. It is shown that, somewhat surprisingly, equilibrium exists in this setting, and that the disagreement about nullsets naturally leads to equilibrium asset pricing bubb…

2013-06-21abs ↗pdf ↗

This paper formulates a model of utility for a continuous time framework that captures the decision-maker's concern with ambiguity about both the drift and volatility of the driving process. At a technical level, the analysis requires a significant departure from existing continuous time modeling because it cannot be d…

2011-03-08abs ↗pdf ↗

New method gives provable error bounds for neural nets under distribution shift.

problem Proving reliable error bounds for neural networks under distribution shift.
method Optimizing a classifier to disagree with another, using a new 'disagreement loss'.
result Valid error bounds with comparable accuracy to competitive methods.

Geodesics on Kähler manifold potentials are paths of least action.

problem Understanding geodesics on the space of Kähler potentials.
method Study Lagrangians and geodesics on the Fréchet manifold of Kähler potentials, showing geodesics are paths of least action.
result Geodesics on the space of Kähler potentials are paths of least action, and conversely under suitable conditions.

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

2007-07-24abs ↗pdf ↗

We consider invariant Einstein metrics on the Stiefel manifold $V_q\bb{R} ^n$ of all orthonormal qq-frames in $\bb{R}^n$. This manifold is diffeomorphic to the homogeneous space $\SO(n)/\SO(n-q)$ and its isotropy representation contains equivalent summands. %This causes difficulty in the description of all $\SO(n)$-in…

2013-11-07abs ↗pdf ↗

In this article, we prove that on any compact spin manifold of dimension m congruent 0,6,7 mod 8, there exists a metric, for which the associated Dirac operator has at least one eigenvalue of multiplicity at least two. We prove this by catching the desired metric in a subspace of Riemannian metrics with a loop that is …

2015-04-04abs ↗pdf ↗

The dynamics of representations into PSL_d(R) are studied for surfaces of genus at least 3.

problem Dynamics of representations into PSL_d(R) for surfaces of genus at least 3.
method Showed quasi-convex subsets of infinite diameter for the Weil--Petersson metric have finite diameter for the path metric of the pressure metric through controlled bounded length of biinfinite paths of bending deformations.
result Biinfinite paths of bending deformations have controlled bounded length.

We show that if FF is a smooth, closed, orientable surface embedded in a closed, orientable 3-manifold MM such that for each Riemannian metric gg on MM, FF is isotopic to a least-area surface F(g)F(g), then FF is incompressible.

2008-09-18abs ↗pdf ↗

We consider tackling a single-agent RL problem by distributing it to nn learners. These learners, called advisors, endeavour to solve the problem from a different focus. Their advice, taking the form of action values, is then communicated to an aggregator, which is in control of the system. We show that the local plan…

2017-04-03abs ↗pdf ↗

Study on Carathéodory metric discrepancies on Teichmüller spaces.

problem Determine if Carathéodory metric agrees with Teichmüller metric on Teichmüller spaces.
method Analyzed general case of Teichmüller spaces, proving metric discrepancies except for seven specific spaces.
result Proved Carathéodory metric disagrees with Teichmüller metric on all Teichmüller spaces except seven specific ones.

The study examines Heegaard splittings defined by Dehn twists and finds hyperbolic metrics with specific geodesic lengths.

problem Characterizing Heegaard splittings defined by Dehn twists and their geometric properties.
method Examining Heegaard splittings of genus g3g \geq 3 defined by the nn-th power of a Dehn twist along a pared acylindrical curve.
result For n14n \geq 14, the Heegaard splitting has a hyperbolic metric with a closed geodesic of length between 0.7/(n2g2)0.7/(n^2g^2) and 34.3/n234.3/n^2.

We show that every closed Lorentzian surface contains at least two closed geodesics. Explicit examples show the optimality of this claim. Refining this result we relate the least number of closed geodesics to the causal structure of the surface and the homotopy type of the Lorentzian metric.

2010-11-22abs ↗pdf ↗

We develop efficient algorithms to estimate the stability of Ordinary Least Squares regression results.

problem Measuring the stability of regression conclusions in low dimensions.
method Efficient algorithms for estimating the minimum number of samples that need to be removed to change a regression conclusion.
result We can estimate stability up to a factor of 3 better than the greedy heuristic and certify stability even for dropping a majority of samples.

Minimal number of geodesics in Finsler manifolds with indefinite Killing form is at least four.

problem Determining the minimal number of homogeneous geodesics in Finsler manifolds with indefinite Killing form.
method Analyzing examples of Lie groups with invariant Finsler metrics and presenting new examples.
result Homogeneous Finsler manifolds with indefinite Killing form admit at least four homogeneous geodesics.

We study distributed learning with the least squares regularization scheme in a reproducing kernel Hilbert space (RKHS). By a divide-and-conquer approach, the algorithm partitions a data set into disjoint data subsets, applies the least squares regularization scheme to each data subset to produce an output function, an…

2016-08-11abs ↗pdf ↗

For a smooth compact Riemannian manifold with positive Yamabe invariant, positive Q curvature and dimension at least 5, we prove the existence of a conformal metric with constant Q curvature. Our approach is based on the study of extremal problem for a new functional involving the Paneitz operator.

2014-11-14abs ↗pdf ↗

We prove that if (M,g)(M,g) is a topological 3-ball with a C4C^4-smooth Riemannian metric gg, and mean-convex boundary M\partial M then knowledge of least areas circumscribed by simple closed curves γMγ\subset \partial M uniquely determines the metric gg, under some additional geometric assumptions. These are that gg

2017-11-26abs ↗pdf ↗

Classifies Einstein metrics on 4-manifolds with specific symmetry groups.

problem Classifying Einstein metrics on 4-manifolds with certain symmetry properties.
method Analyzes cohomogeneity-one Einstein metrics and uses symmetry properties.
result Locally symmetric or homothetic to the Page metric on CP2CP2\mathbf{CP}^2 \sharp \overline{\mathbf{CP}}^2.

The paper shows caustics by reflection in projective Finsler metrics have at least four cusps.

problem The problem is to understand caustics in projective Finsler metrics.
method The approach is to study Finsler billiards in convex domains with projective metrics and analyze the caustics formed.
result Caustics by reflection in projective Finsler metrics have at least four cusps.