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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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48 results for local quantifier

We quantify Peter Scott's Theorem that surface groups are locally extended residually finite (LERF) in terms of geometric data. In the process, we will quantify another result by Scott that any closed geodesic in a surface lifts to an embedded loop in a finite cover.

2012-04-23abs ↗pdf ↗

This paper improves privacy accounting in decentralized FL using f-Differential Privacy.

problem Challenges in accurately quantifying privacy budget in decentralized FL.
method Develops two new f-DP-based accounting methods for decentralized FL.
result Yields tighter (ε,δ) bounds and improved utility compared to existing methods.

This study optimizes model averaging for personalized collaborative learning.

problem Differences in data or objectives between nodes in federated learning.
method Weighted averaging between local and global models for scalar mean estimation.
result There is always some positive model averaging that reduces expected squared error.

LOV model calibrates European and American options with path-dependent volatility.

problem Calibrating European and American options with path-dependent volatility.
method Designing a local volatility model that incorporates path-dependent shocks through an occupation sensitivity function.
result LOV model successfully calibrates options chains with automatic European vanilla option calibration and path-dependent flexibility.

TNDE quantifies dynamic gene drivers from single-cell snapshots.

problem Reconstructing time-resolved regulatory effects in biological processes.
method Time-varying Network Driver Estimation (TNDE) using shared graph attention encoder and partial optimal transport.
result TNDE identifies stage-specific driver genes in mouse erythropoiesis.

Pseudo-Bayesian Optimization improves black-box function optimization using simple local regression.

problem Optimizing expensive black-box functions with uncertainty quantification.
method Axiomatic framework for convergence guarantees, combined with simple local regression and randomized prior.
result Empirically superior algorithms outperform state-of-the-art benchmarks in various applications.

Bayesian model uses mobile data to assess business resilience after hurricanes.

problem Evaluating economic impact of extreme shocks on businesses.
method Bayesian structural time series model with mobile phone data.
result Estimates business resilience after hurricanes, revealing key characteristics.

LASE improves local network structure visualization by targeting locally low-dimensional regions.

problem Global spectral embedding fails to capture local geometric features in sparse, transitive networks.
method Local Adjacency Spectral Embedding (LASE) using weighted spectral decomposition.
result LASE reveals locally low-dimensional structure, improving local reconstruction and visualization.

In this paper we examine a novel addition to the known methods for learning Bayesian networks from data that improves the quality of the learned networks. Our approach explicitly represents and learns the local structure in the conditional probability tables (CPTs), that quantify these networks. This increases the spac…

2013-02-13abs ↗pdf ↗

We introduce the notion of multiscale covariance tensor fields (CTF) associated with Euclidean random variables as a gateway to the shape of their distributions. Multiscale CTFs quantify variation of the data about every point in the data landscape at all spatial scales, unlike the usual covariance tensor that only qua…

2015-09-15abs ↗pdf ↗

FedSARSA converges with heterogeneous agents, achieving linear speed-up.

problem Convergence analysis of Federated SARSA with heterogeneous agents.
method Linear function approximation, local training, multi-step error expansion.
result FedSARSA achieves linear speed-up with respect to the number of agents.

SAGE quantifies feature importance in machine learning models.

problem Understanding the role of individual features in complex models.
method Formalizing predictive power through model-based and universal measures, and introducing SAGE for efficient calculation.
result SAGE assigns more accurate feature importance values than other methods.

The study quantifies how many objects can be linearly classified under all views.

problem Understanding the expressivity of group-equivariant representations.
method Generalization of Cover's Function Counting Theorem to quantify separable dichotomies.
result The fraction of separable dichotomies is determined by the fixed space dimension of the group action.

A statistical test controls false positives in anomaly localization using diffusion models.

problem Uncertainty and bias in generative models for anomaly localization.
method Selective inference to quantify significance and control false positives.
result The method effectively controls false positive detection rates.

Local surrogate models, to approximate the local decision boundary of a black-box classifier, constitute one approach to generate explanations for the rationale behind an individual prediction made by the back-box. This paper highlights the importance of defining the right locality, the neighborhood on which a local su…

2018-06-19abs ↗pdf ↗

Adaptive method improves prediction intervals with global coverage guarantees and local error distribution.

problem Global coverage guarantees of conformal regression are often violated by local error distributions.
method Adaptive Conformal Regression with Jackknife+ Rescaled Scores
result Improves local coverage without sacrificing global coverage, especially in low-data regimes.

Study shows volume constraints lead to isoperimetric constant bounds in specific metric spaces.

problem Understanding isoperimetric constants in metric measure spaces with measure contraction property.
method Proves local isoperimetric inequalities on essentially non-branching MCP(K,N) spaces with volume constraints and geometric conditions.
result Establishes bounds on isoperimetric constants in smaller geodesic balls.

Paper develops a model to assess capital requirement for demographic risk using stochastic methods.

problem Quantifying capital requirement for demographic risk in life insurance contracts.
method Stochastic model extending local GAAP to Solvency II framework, proving market consistency.
result Model highlights main drivers of capital requirement evaluation, comparing to GAAP.

We take initial steps in studying PAC-MDP algorithms with limited adaptivity, that is, algorithms that change its exploration policy as infrequently as possible during regret minimization. This is motivated by the difficulty of running fully adaptive algorithms in real-world applications (such as medical domains), and …

2019-05-30abs ↗pdf ↗

Method extracts time-localized clusters to explain deep learning models in ECG analysis.

problem Limited understanding of deep learning models in ECG analysis.
method Extracts time-localized clusters from model's internal representations.
result Enhances trust in AI-driven diagnostics and reveals clinically relevant patterns.

A new model detects and localizes anomalies in multivariate time series data.

problem Anomaly diagnosis in multivariate time series data, especially localization.
method Attention Low-Rank Transformer (ALoRa-T) with low-rank regularization and Attention Low-Rank score.
result The proposed method significantly outperforms state-of-the-art methods in anomaly detection and localization.

In-vivo examination of the physical connectivity of axonal projections through the white matter of the human brain is made possible by diffusion weighted magnetic resonance imaging (dMRI) Analysis of dMRI commonly considers derived scalar metrics such as fractional anisotrophy as proxies for "white matter integrity," a…

2019-10-02abs ↗pdf ↗

The goal of this paper is to measure the non-convexity of compact and smooth connected components of real algebraic plane curves. We study these curves first in a general setting and then in an asymptotic one. In particular, we consider sufficiently small levels of a real bivariate polynomial in a small enough neighbou…

2019-07-19abs ↗pdf ↗

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-d…

2019-02-05abs ↗pdf ↗

Researchers use GANs to infer physics-based inverse problems, quantifying uncertainty and promoting generalizability.

problem Quantifying uncertainty in physics-based inverse problems.
method Trained conditional Wasserstein GANs with U-Net architecture and conditional instance normalization.
result The approach effectively samples from the posterior and promotes generalizability with out-of-distribution samples.

Proposes a Bayesian federated learning method for diverse tasks.

problem Current federated learning approaches focus on homogeneous tasks, ignoring task diversity.
method Integrates multi-task learning with MOGP at the local level and federated learning at the global level.
result Demonstrates superior predictive performance and uncertainty calibration on diverse tasks.