Research
On-device research index

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

Trend · papers per month

77154231308 · Jun 202019922001200920172026
48 results for local maximum

We consider two connected aspects of maximum likelihood estimation of the parameter for high-dimensional discrete graphical models: the existence of the maximum likelihood estimate (mle) and its computation. When the data is sparse, there are many zeros in the contingency table and the maximum likelihood estimate of th…

2015-04-21abs ↗pdf ↗

Alternative hypothesis tests for class-conditional noise using local maximum likelihood.

problem Assessing label noise in supervised learning datasets.
method Proposes hypothesis tests based on local maximum likelihood estimation for nonparametric logistic regression.
result Shows improved applicability and flexibility of the proposed tests compared to parametric approaches.

We consider the volume-normalized Ricci flow close to compact shrinking Ricci solitons. We show that if a compact Ricci soliton (M,g)(M,g) is a local maximum of Perelman's shrinker entropy, any normalized Ricci flow starting close to it exists for all time and converges towards a Ricci soliton. If gg is not a local maxim…

2014-03-14abs ↗pdf ↗

Maximum principle proves positivity of forward rates in stochastic models.

problem Proving positivity of forward rates in stochastic models.
method Maximum principle for mild solutions to SPDEs with Lipschitz coefficients and Wiener noise.
result Sufficient conditions for positivity of forward rates in the Heath-Jarrow-Morton model.

SGD transitions between maxima and minima with varying time scales.

problem Understanding SGD's behavior near critical points in noisy landscapes.
method Analyzing SGD convergence and escape dynamics in 1D landscapes with infinite- and finite-variance noise.
result SGD reliably moves to the basin's minimum unless close to a local maximum, where it can linger.

New boundary condition for Black-Scholes equations in strict local martingale models.

problem Computing prices of European options with underlying asset as a strict local martingale.
method Numerical procedure using finite difference methods with a new boundary condition at infinity.
result The minimal solution, satisfying a discrete maximum principle, is the correct derivative price.

One of the earliest conjectures in computational learning theory-the Sample Compression conjecture-asserts that concept classes (equivalently set systems) admit compression schemes of size linear in their VC dimension. To-date this statement is known to be true for maximum classes---those that possess maximum cardinali…

2014-01-29abs ↗pdf ↗

Let AA be a finite-dimensional local commutative algebra over RR, dimRA=n\dim_RA=n. In this work we consider compact manifolds over AA, and prove that the real part of an AA-differentiable function is constant. Also we find estimates for the dimensions of some spaces of 1-form.

2004-02-14abs ↗pdf ↗

Sublinear LSVI via LSH reduces runtime to sublinear in actions.

problem Efficiently estimating value functions in reinforcement learning with sublinear runtime.
method Formulated as approximate maximum inner product search, used LSH to solve with sublinear time complexity.
result Sublinear runtime while maintaining LSVI's regret.

The multivariate normal density is a monotonic function of the distance to the mean, and its ellipsoidal shape is due to the underlying Euclidean metric. We suggest to replace this metric with a locally adaptive, smoothly changing (Riemannian) metric that favors regions of high local density. The resulting locally adap…

2016-06-08abs ↗pdf ↗

The paper solves a maximum entropy sampling problem with efficient algorithms and performance guarantees.

problem Selecting the most informative principal submatrix from a covariance matrix.
method Derive a novel convex integer program, develop efficient sampling algorithms with approximation bounds, and analyze local search algorithms.
result Efficient algorithms with near-optimal performance guarantees for solving MESP and A-MESP.

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

Inverted file and asymmetric distance computation (IVFADC) have been successfully applied to approximate nearest neighbor search and subsequently maximum inner product search. In such a framework, vector quantization is used for coarse partitioning while product quantization is used for quantizing residuals. In the ori…

2019-03-25abs ↗pdf ↗

Chow and Liu (1968) studied the problem of learning a maximumlikelihood Markov tree. We generalize their work to more complexMarkov networks by considering the problem of learning a maximumlikelihood Markov network of bounded complexity. We discuss howtree-width is in many ways the appropriate measure of complexity and…

2013-01-10abs ↗pdf ↗

Graph Shift (GS) algorithms are recently focused as a promising approach for discovering dense subgraphs in noisy data. However, there are no theoretical foundations for proving the convergence of the GS Algorithm. In this paper, we propose a generic theoretical framework consisting of three key GS components: simplex …

2013-06-13abs ↗pdf ↗

The EM algorithm is a novel numerical method to obtain maximum likelihood estimates and is often used for practical calculations. However, many of maximum likelihood estimation problems are nonconvex, and it is known that the EM algorithm fails to give the optimal estimate by being trapped by local optima. In order to …

2016-06-05abs ↗pdf ↗

Constructs expanding gradient Ricci solitons with unique properties.

problem Creating expanding gradient Ricci solitons with specific characteristics.
method Combining previous work with localized maximum principle.
result Constructs various examples of expanding gradient Ricci solitons with positive curvature and exotic curvature decay.

An efficient LDP protocol for QMLE with improved practicality and theoretical guarantees.

problem Difficult implementation of existing LDP QMLE for large-scale surveys.
method Developed an alternative LDP protocol without long waiting time, high communication cost, and derivative boundedness assumptions.
result Sufficient conditions for consistency and asymptotic normality of the protocol.

We propose the Legendrian web in a contact three manifold as a second order generalization of the planar web. An Abelian relation for a Legendrian web is analogously defined as an additive equation among the first integrals of its foliations. For a class of Legendrian d\, d-webs defined by simple second order ODE's, w…

2011-10-09abs ↗pdf ↗

We describe the local structure of Riemannian manifolds with harmonic curvature which admit a maximum number, in a well-defined sense, of local warped-product decompositions, and at the same time their Ricci tensor has, at some point, only simple eigenvalues. We also prove that, in every given dimension greater than tw…

2018-12-14abs ↗pdf ↗

We provide the classification of locally conformally flat gradient Yamabe solitons with positive sectional curvature. We first show that locally conformally flat gradient Yamabe solitons with positive sectional curvature have to be rotationally symmetric and then give the classification and asymptotic behavior of all r…

2011-04-12abs ↗pdf ↗

LOCAL learns dynamic causal structures from time series data efficiently.

problem Challenges in discovering DAG from time series data due to dynamic nature and nonlinear interactions.
method LOCAL proposes a quasi-maximum likelihood-based score function and adaptive modules ACML and DGPL.
result LOCAL significantly outperforms existing methods in dynamic causal discovery.

Correntropy is a local similarity measure defined in kernel space and the maximum correntropy criterion (MCC) has been successfully applied in many areas of signal processing and machine learning in recent years. The kernel function in correntropy is usually restricted to the Gaussian function with center located at ze…

2019-04-13abs ↗pdf ↗

The study describes the structure of surfaces with constant mean curvature in 3-manifolds.

problem Understanding the geometry of surfaces with constant mean curvature in 3-manifolds.
method Proves a structure theorem describing the local geometry around points of maximum second fundamental form norm.
result Describes how ambient geometry is organized around points of maximum second fundamental form norm.

TMDA aligns subdomain data distribution discrepancies across domains using manifold representations.

problem Transfer learning challenges due to domain divergence.
method TMDA uses low-dimensional manifolds to represent subdomains and aligns local data distribution discrepancies across domains using M3D.
result TMDA is a promising method for various transfer learning tasks.

A characterization of the C-projective vector fields on a Randers spaces is presented in terms of a recently introduced non-Riemannian quantity defined by Z. Shen and denoted by Ξ{\bfΞ}; It is proved that the quantity Ξ{\bfΞ} is invariant for C-projective vector fields. Therefore, the dimension of the algebra of the …

2018-11-06abs ↗pdf ↗

This paper proposes and evaluates the k-greedy equivalence search algorithm (KES) for learning Bayesian networks (BNs) from complete data. The main characteristic of KES is that it allows a trade-off between greediness and randomness, thus exploring different good local optima. When greediness is set at maximum, KES co…

2012-10-19abs ↗pdf ↗