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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.

168,657 papers · 148 categories

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76152228304 · Jun 202019922001200920172026
48 results for local parametrization

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

We give a local parametric description of all holomorphic hypersurfaces in complex Euclidean and projective spaces with constant index of relative nullity, together with applications. This is a complex analogue to the parametrization for real hypersurfaces in Euclidean space known as the Gauss parametrization.

2008-09-04abs ↗pdf ↗

New parametrizations for minimal timelike surfaces discovered.

problem Finding parametrizations for minimal timelike surfaces in specific spaces.
method Derived representation formulas for null curves leading to parametrizations of minimal timelike surfaces.
result Examples of minimal timelike surfaces constructed.

New estimator robust to adversarial noise and data heterogeneity.

problem Sensitive to adversarial noise and poor performance with heterogeneous data.
method Distributionally robust estimator minimizing worst-case conditional expected loss over adversarial distributions.
result Efficiently finds non-parametric local estimates via convex optimization.

Paper shows faster convergence to local-minimizers in over-parametrized models under interpolation-like conditions.

problem Escaping saddle-points in over-parametrized models.
method Stochastic and deterministic optimization algorithms under interpolation-like conditions.
result Oracle complexity of PSGD and SCRN algorithms to reach εε-local-minimizer matches or improves upon deterministic rates.

New algorithm learns nonlinear phenomena from noisy local measurements without data exchange.

problem Learning nonlinear phenomena from noisy local measurements in a decentralized network.
method Non-parametric learning algorithm that spreads information only between neighboring nodes.
result Non-asymptotic estimation error bounds for the proposed method.

In this work we prove the fact that, for a short time, it is possible to construct a smooth parametrized family of isometric embeddings of an arbitrary smooth parametrized family of Riemannian metrics on a smooth closed manifold into an Euclidean space. In order to prove this statement we work out stability estimates w…

2017-12-07abs ↗pdf ↗

Locally private methods detect changes in time series data.

problem Detecting distributional changes in time series data under local differential privacy.
method Proposed locally differentially private algorithms based on randomized response and binary mechanisms.
result Theoretical performance bounds and empirical validation of detection accuracy.

In this paper, we give a general time-varying parameter model, where the multidimensional parameter possibly includes jumps. The quantity of interest is defined as the integrated value over time of the parameter process Θ=T10TθtdtΘ= T^{-1} \int_0^T θ_t^* dt. We provide a local parametric estimator (LPE) of ΘΘ and conditions u…

2016-03-17abs ↗pdf ↗

Proves heat expansion for Laplacian on a singularity.

problem Analytic hypersurface with isolated singularity and Laplacian heat expansion.
method Local parametrization, Newton scheme, quasihomogeneous tangent cone, local models with irregular singularities.
result Existence of small time heat expansion for Laplace operator.

Neural networks can learn relationships that traditional models cannot.

problem Identifying factors that differentiate neural networks from traditional models.
method Proving non-identifiability of neural networks compared to smooth parametric models.
result Neural networks can learn nontrivial relationships that traditional models cannot.

New method removes interference bias in causal models.

problem Interference bias impedes causal effect identification in real-world settings.
method Novel definition of causal models with local interference, semi-parametric assumptions.
result True Average Causal Effect can be identified in certain semi-parametric models with local interference.

Method calibrates local volatility and stochastic short rate models for equity-rate dynamics.

problem Joint calibration of local volatility and stochastic short rate models.
method Iterative approach using semimartingale optimal transport.
result Demonstrated performance on market data using European SPX options and cap interest rate options.

Let G(n)=Sp(n,1)G(n)={\rm Sp}(n,1) or SU(n,1){\rm SU}(n,1). We classify conjugation orbits of generic pairs of loxodromic elements in G(n)G(n). Such pairs, called `non-singular', were introduced by Gongopadhyay and Parsad for SU(3,1){\rm SU}(3,1). We extend this notion and classify G(n)G(n)-conjugation orbits of such elements in arbitrary dim…

2019-11-22abs ↗pdf ↗

We show that there are no spurious local minima in the non-convex factorized parametrization of low-rank matrix recovery from incoherent linear measurements. With noisy measurements we show all local minima are very close to a global optimum. Together with a curvature bound at saddle points, this yields a polynomial ti…

2016-05-23abs ↗pdf ↗

Extending BTZ models to complete hyperbolic surfaces.

problem Extending BTZ models to complete hyperbolic surfaces.
method Proving a parametrization result for globally hyperbolic Cauchy-maximal and Cauchy-compact locally Minkowski manifolds with extreme BTZ.
result The tangent bundle of the Teichmüller space parametrizes globally hyperbolic Cauchy-maximal and Cauchy-compact locally Minkowski manifolds with extreme BTZ.

Non-parametric estimation of a multivariate density estimation is tackled via a method which combines traditional local smoothing with a form of global smoothing but without imposing a rigid structure. Simulation work delivers encouraging indications on the effectiveness of the method. An application to density-based c…

2016-10-07abs ↗pdf ↗

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 ↗

We consider the non-parametric regression problem under Huber's εε-contamination model, in which an εε fraction of observations are subject to arbitrary adversarial noise. We first show that a simple local binning median step can effectively remove the adversary noise and this median estimator is minimax optimal up t…

2018-05-26abs ↗pdf ↗

We construct a geometric, real analytic parametrization of the Hitchin component Hit_n(S) of the PSL_n(R)-character variety R_{PSL_n(R)}(S) of a closed surface S. The approach is explicit and constructive. In essence, our parametrization is an extension of Thurston's shear coordinates for the Teichmueller space of a cl…

2012-09-16abs ↗pdf ↗

The paper develops a new method for estimating non-parametric regression functions with spatio-temporal dependencies.

problem Estimating non-parametric regression functions with spatio-temporal dependencies.
method Locally Adaptive Regression Splines (LARS) with ADMM algorithm.
result The method shows superior performance compared to existing techniques.

Local-HDP learns independent topics for each 3D object category in real-time.

problem Learning independent topics for each 3D object category in real-time.
method Local-Hierarchical Dirichlet Process (Local-HDP) with online variational inference.
result Local-HDP outperforms other approaches in accuracy, scalability, and memory efficiency.

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.

The paper sets bounds on how much regret is unavoidable in adaptive LQR with unknown B-matrix.

problem Understanding the limits of adaptive LQR with unknown B-matrix.
method Local asymptotic minimax regret lower bounds using van Trees' inequality and Bellman error representation.
result Logarithmic regret is impossible if the parametrization induces an uninformative optimal policy.

Neural Networks trained with gradient descent are known to be susceptible to catastrophic forgetting caused by parameter shift during the training process. In the context of Neural Machine Translation (NMT) this results in poor performance on heterogeneous datasets and on sub-tasks like rare phrase translation. On the …

2019-02-28abs ↗pdf ↗

We show that every coarse moduli space, parametrizing complex special linear rank two local systems with fixed boundary traces on a surface with nonempty boundary, is log Calabi-Yau in that it has a normal projective compactification with trivial log canonical divisor. We connect this to a novel symmetry of generating …

2016-12-08abs ↗pdf ↗

New model improves deep learning robustness against adversarial attacks.

problem Improving adversarial robustness of deep learning models.
method Local competition principle, LWTA nonlinearities, Bayesian non-parametrics.
result The new model achieves high robustness to adversarial perturbations on MNIST and CIFAR10 datasets.

A parametrization of hypergraphs based on the geometry of points in Rd\mathbf{R}^d is developed. Informative prior distributions on hypergraphs are induced through this parametrization by priors on point configurations via spatial processes. This prior specification is used to infer conditional independence models or M…

2009-12-18abs ↗pdf ↗

New projection operators for multipatch spaces with stable properties.

problem Problems with non-matching interfaces in multipatch spaces.
method Construction of commuting projection operators on de Rham sequences of multipatch spaces with local tensor-product parametrization.
result Local and stable projection operators in any LpL^p norm for shape-regular spline patches with different mappings and local refinements.

Study evaluates policies in partially observable environments without full model specification.

problem Evaluating policies in partially observable environments without full model specification.
method Developed non-parametric identification and recursive fitted-Q-evaluation algorithm.
result Established finite-sample error bounds for policy value estimation.