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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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114227341454 · Jun 202019922001200920172026
48 results for local addition

The paper explores risk-minimization for exponential additive models, providing mathematical expressions and numerical examples.

problem Risk-minimization in incomplete markets for exponential additive models.
method Derive explicit mathematical expressions for local risk-minimization strategies in exponential additive models.
result Provide necessary conditions for deriving expressions and confirm integrability conditions for specific models.

We design a new algorithm for the Euclidean kk-means problem that operates in the local model of differential privacy. Unlike in the non-private literature, differentially private algorithms for the kk-means objective incur both additive and multiplicative errors. Our algorithm significantly reduces the additive erro…

2019-07-04abs ↗pdf ↗

New image classifier uses hierarchical max-pooling with local pooling.

problem Improving image classification accuracy with variable spatial relationships.
method Introduces a hierarchical max-pooling model with additional local pooling for convolutional neural networks.
result Demonstrates improved performance in estimating image features.

We prove that higher moment maps on area measures of a euclidean vector space are injective, while the kernel of the centroid map equals the image of the first variation map. Based on this, we introduce the space of smooth dual area measures on a finite-dimensional euclidean vector space and prove that it admits a natu…

2017-03-23abs ↗pdf ↗

v2: An additional assumption was added in Theorem 4.8. In order to show that a connected abelian group is admissible on the site of locally compact spaces we must in addition assume that it is locally topologically divisible. This condition is used in the proof of Lemma 4.62.

2007-01-15abs ↗pdf ↗

New findings show independent subordination is not relevant for accurate option pricing.

problem Determining if independent subordination improves option pricing accuracy.
method Utilized a class of additive processes (ATS) to demonstrate that independent subordination is incompatible with market data and shows worse calibration performances.
result Independent subordination is not relevant for accurate option pricing, as shown by the ATS class of processes.

This paper proposes a novel approach to train deep neural networks by unlocking the layer-wise dependency of backpropagation training. The approach employs additional modules called local critic networks besides the main network model to be trained, which are used to obtain error gradients without complete feedforward …

2018-05-03abs ↗pdf ↗

Investigate local Lie group structure of bisections over compact manifolds

problem Study the local Lie group structure associated with the space of admissible bisections of a local Lie groupoid over a compact manifold.
method Investigate the relation of this local Lie group to the Lie algebra of sections of the associated Lie algebroid.
result Prove that the globalizability of a local Lie groupoid implies the globalizability of its associated local Lie group of bisections.

We study the critical points of the renormalized volume for acylindrical geometrically finite hyperbolic 3-manifolds that include rank-1 cusps, and show that the renormalized volume is locally convex around these critical points. We give a modified definition of the renormalized volume that is additive under gluing, an…

2015-05-03abs ↗pdf ↗

A method interprets black-box models using an ensemble of gradient boosting machines.

problem Local and global interpretation of black-box models.
method An ensemble of gradient boosting machines (GBMs) to form a generalized additive model.
result Efficiency and properties demonstrated on synthetic and real datasets.

Paper compares two local explanation methods for machine learning models.

problem Comparing two local explanation methods for machine learning models.
method Integrated Gradients and Baseline Shapley methods.
result Additional insights on comparative behavior for tabular data and neural networks.

Unified approach for interpretable regression with flexible modeling.

problem Combining predictive adaptivity with interpretability in heterogeneous data.
method Combining random Fourier features, spectral feature map, principal component analysis, Gaussian mixture model, and cluster-specific generalized additive models.
result Consistently improves upon classical and black-box models across benchmark datasets.

We study local normal forms for completely integrable systems on Poisson manifolds in the presence of additional symmetries. The symmetries that we consider are encoded in actions of compact Lie groups. The existence of Weinstein's splitting theorem for the integrable system is also studied giving some examples in whic…

2013-01-07abs ↗pdf ↗

We prove that the locally finite simplicial volume and the Lipschitz simplicial volume are additive with respect to certain gluings of manifolds. In particular, we prove that in dimension 3\geq 3 they are additive with respect to connected sums and gluings along π1π_1-injective, amenable aspherical boundary components…

2017-04-15abs ↗pdf ↗

The rise of algorithmic decision making led to active researches on how to define and guarantee fairness, mostly focusing on one-shot decision making. In several important applications such as hiring, however, decisions are made in multiple stage with additional information at each stage. In such cases, fairness issues…

2019-06-15abs ↗pdf ↗

Vision based localization is the problem of inferring the pose of the camera given a single image. One solution to this problem is to learn a deep neural network to infer the pose of a query image after learning on a dataset of images with known poses. Another more commonly used approach rely on image retrieval where t…

2019-11-07abs ↗pdf ↗

Many methods to explain black-box models, whether local or global, are additive. In this paper, we study global additive explanations for non-additive models, focusing on four explanation methods: partial dependence, Shapley explanations adapted to a global setting, distilled additive explanations, and gradient-based e…

2018-01-26abs ↗pdf ↗

As a generalization of Davis-Januszkiewicz theory, there is an essential link between locally standard (Z2)n(\Z_2)^n-actions (or TnT^n-actions) actions and nice manifolds with corners, so that a class of nicely behaved equivariant cut-and-paste operations on locally standard actions can be carried out in step on nice mani…

2008-07-21abs ↗pdf ↗

The affine-additive group is hyperbolic with a non-vanishing 4-capacity.

problem Characterizing the hyperbolicity of the affine-additive group.
method Proving local 4-Ahlfors regularity and hyperbolicity using a left-invariant metric and measure.
result The affine-additive group is hyperbolic with a non-vanishing 4-capacity.

Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets

problem Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets
method Area-charge inequalities and local rigidity of free boundary MOTS in charged initial data sets
result Prove area-charge inequalities for free boundary MOTS in initial data sets for the Einstein-Maxwell equations with vanishing magnetic fields

This paper surveys recent progress on issues related to the Bartnik quasi-local mass mBm_B. In addition, we formulate a number of new problems and conjectures regarding foundational properties of the mass mBm_B. This work is dedicated with pleasure to Robert Bartnik in honor of his 60th birthday.

2019-03-09abs ↗pdf ↗

BART and MOTR-BART improve tree-based predictions with local linear models.

problem Non-linearity and high-order interactions in data.
method Bayesian Additive Regression Trees (BART) and Model Trees BART (MOTR-BART) using piecewise linear functions.
result MOTR-BART achieves equal or better performance with fewer trees than BART.

One of the limiting factors of using support vector machines (SVMs) in large scale applications are their super-linear computational requirements in terms of the number of training samples. To address this issue, several approaches that train SVMs on many small chunks of large data sets separately have been proposed in…

2015-07-23abs ↗pdf ↗

New proof of log-Brunn-Minkowski inequality for zonoids and convex bodies.

problem Proving the log-Brunn-Minkowski inequality for convex bodies and zonoids.
method Establishing monotonicity of the deficit in the LLBM under line segment addition.
result Equality in LLBM for smooth convex bodies occurs only for homothetic bodies.

Motivated by the definition of the smooth manifold structure on a suitable mapping space, we consider the general problem of how to transfer local properties from a smooth space to an associated mapping space. This leads to the notion of smoothly local properties. In realising the definition of a local property at a pa…

2013-01-23abs ↗pdf ↗

Local rigidity proved for convex hypersurfaces in spaces of constant curvature.

problem Proving rigidity of convex hypersurfaces in spaces of constant curvature.
method Analyzing isometric convex hypersurfaces in spaces of constant curvature of dimension n4n\ge4.
result Two convex isometric hypersurfaces are congruent locally around their corresponding under strict convexity isometries.

SGD converges with positive probability for non-convex deep neural networks under specific conditions.

problem Convergence of SGD for non-convex deep neural networks.
method Established local convergence with positive probability under local Łojasiewicz condition and additional structural assumption.
result SGD converges with positive probability for non-convex deep neural networks under specific conditions.

Under a convexity assumption on the boundary we solve a local inverse problem, namely we show that the geodesic X-ray transform can be inverted locally in a stable manner; one even has a reconstruction formula. We also show that under an assumption on the existence of a global foliation by strictly convex hypersurfaces…

2012-10-07abs ↗pdf ↗

Study geodesics in curved spaces, counts ambiguous paths, confirms number theory conjectures.

problem Counting ambiguous geodesics in curved spaces.
method Asymptotic formula for common perpendiculars in negatively curved spaces, applying to modular orbifolds and number fields.
result Confirms and extends Motohashi's conjecture on binary additive divisor problem.

Locally connected boundaries proven for relatively hyperbolic groups.

problem Proving local connectedness of boundaries for relatively hyperbolic groups.
method Using a group pair (Γ,P)(Γ,\mathbb{P}) that is relatively one ended, and removing restrictions on cardinality and peripheral subgroups.
result The Bowditch boundary of (Γ,P)(Γ,\mathbb{P}) is locally connected.

We discuss a correspondence between certain contact pairs on the one hand, and certain locally conformally symplectic forms on the other. In particular, we characterize these structures through suspensions of contactomorphisms. If the contact pair is endowed with a normal metric, then the corresponding lcs form is loca…

2010-06-02abs ↗pdf ↗

In this article, we survey recent developments in defining the quasi-local mass in general relativity. We discuss various approaches and the properties and applications of the different definitions. Among the expected properties, we focus on the rigidity property: for a surface in the Minkowski spacetime, one expects t…

2014-11-23abs ↗pdf ↗