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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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71143214285 · May 202619922001200920172026
48 results for local replacement

A method to improve few-shot learning using continual local replacement and pseudo labeling.

problem Learning novel classes with limited data.
method Sophisticated network architecture for feature representation and continual local replacement strategy.
result Significantly improved generalization and better decision boundary for classification.

We give two generalizations of the Atiyah-Bott-Berline-Vergne localization theorem for the equivariant cohomology of a torus action: 1) replacing the torus action by a compact connected Lie group action, 2) replacing the manifold having a torus action by an equivariant map. This provides a systematic method for calcula…

2003-09-04abs ↗pdf ↗

New convergence bounds for shuffling-based SGD methods in distributed learning.

problem Analyzing the performance of shuffling-based variants of SGD in distributed learning.
method Study of minibatch and local Random Reshuffling methods, proving convergence bounds and lower bounds.
result Shuffling-based variants converge faster than with-replacement sampling methods, and the bounds are tight.

If M and N are equivariantly homotopy equivalent G-manifolds, then the fixed sets M^G and N^G are also homotopy equivalent. The replacement problem asks the converse question: If F is homotopy equivalent to the fixed set M^G, is F = N^G for a G-manifold equivariantly homotopy equivalent to M? We prove that for locally …

2009-09-28abs ↗pdf ↗

Let (M,g) be a smooth compact Riemannian manifold without boundary of dimension n>=6. We prove that {align*} \|u\|_{L^{2^*}(M,g)}^2 \le K^2\int_M\{|\nabla_g u|^2+c(n)R_gu^2\}dv_g +A\|u\|_{L^{2n/(n+2)}(M,g)}^2, {align*} for all u\in H^1(M), where 2^*=2n/(n-2), c(n)=(n-2)/[4(n-1)], R_g is the scalar curvature, $K^{-1}=\i…

2002-01-24abs ↗pdf ↗

SGD without replacement decouples into curvature-following and flatness-regularizing steps.

problem Theoretical analysis of SGD without replacement for large-scale neural networks.
method Analysis of SGD without replacement in a realistic regime, considering high curvature and flatness.
result Optimizing with SGD without replacement is locally equivalent to an additional regularizer step.

We propose a reduction for non-convex optimization that can (1) turn an stationary-point finding algorithm into an local-minimum finding one, and (2) replace the Hessian-vector product computations with only gradient computations. It works both in the stochastic and the deterministic settings, without hurting the algor…

2017-11-17abs ↗pdf ↗

We prove precompactness in an orbifold Cheeger-Gromov sense of complete gradient Ricci shrinkers with a lower bound on their entropy and a local integral Riemann bound. We do not need any pointwise curvature assumptions, volume or diameter bounds. In dimension four, under a technical assumption, we can replace the loca…

2010-05-18abs ↗pdf ↗

Previous work (Pradines, 1966, Aof and Brown, 1992) has given a setting for a holonomy Lie groupoid of a locally Lie groupoid. Here we develop analogous 2-dimensional notions starting from a locally Lie crossed module of groupoids. This involves replacing the Ehresmann notion of a local smooth coadmissible section of a…

2000-09-08abs ↗pdf ↗

This paper studies the convergence behaviour of dictionary learning via the Iterative Thresholding and K-residual Means (ITKrM) algorithm. On one hand it is proved that ITKrM is a contraction under much more relaxed conditions than previously necessary. On the other hand it is shown that there seem to exist stable fixe…

2018-04-19abs ↗pdf ↗

We show two novel concentration inequalities for suprema of empirical processes when sampling without replacement, which both take the variance of the functions into account. While these inequalities may potentially have broad applications in learning theory in general, we exemplify their significance by studying the t…

2014-11-26abs ↗pdf ↗

Paper introduces P-sensitive functions and their applications in robust optimization and financial models.

problem Developing robust models for financial and optimization problems under uncertainty.
method Introducing P-sensitive functions and their localization representations, applying to optimization and financial models.
result P-sensitive functions are precisely those that can be localized, providing a new perspective on robust modeling.

Modified condition proves no positive scalar curvature for enlargeable manifolds.

problem Proving no positive scalar curvature for modified Λ2Λ^2-enlargeable manifolds.
method Replacing constant near infinity with locally constant near infinity and proving the result.
result Modified Λ2Λ^2-enlargeable manifolds cannot carry a complete Riemannian metric of positive scalar curvature.

The calibration of a local volatility models to a given set of option prices is a classical problem of mathematical finance. It was considered in multiple papers where various solutions were proposed. In this paper an extension of the approach proposed in LiptonSepp2011 is developed by i) replacing a piecewise constant…

2016-08-18abs ↗pdf ↗

Develops a functional generalization of Eldan's stochastic localization for optimization and privacy.

problem Sampling under non-Euclidean geometries and optimization in differential privacy.
method Functional generalization of Eldan's stochastic localization, incorporating log-Laplace transform.
result Improves query complexities in zeroth-order differential private convex optimization.

Proposes a new regression method using LpL_p-norms for non-Gaussian noise.

problem Non-Gaussian noise in residuals affects the performance of local least squares regression.
method Introduces local polynomial LpL_p-norm regression, replacing weighted least squares with weighted LpL_p-norm estimation.
result Demonstrates superior performance over local least squares in one-dimensional data and higher dimensions.

We discuss certain aspects of the combinatorial approach to the differential geometry of non-abelian gerbes, due to W. Messing and the author (arXiv:math.AG/0106083), and give a more direct derivation of the associated cocycle equations. This leads us to a more restrictive definition of the corresponding coboundary rel…

2008-02-13abs ↗pdf ↗

A 44-move is a local operation for links consisting in replacing two parallel arcs by four half twists. At the present time, it is not known if this induces an unkotting operation for knots. Studying the Dabkowski-Sahi invariant, we prove that any invariant of knots based on the fundamental group π1(S3K)π_1(S^3\setminus K)

2018-08-16abs ↗pdf ↗

Localized curvature bounds ensure harmonic maps are constant.

problem Ensuring harmonic maps are constant under localized curvature constraints.
method Localized Bochner-type rigidity theorem for harmonic maps with image-dependent curvature bounds.
result Harmonic maps are constant if minimal Ricci curvature dominates image-dependent curvature bounds.

Improved Local SGD convergence for general convex objectives with bounded second-order heterogeneity.

problem Understanding when and why Local SGD outperforms alternatives in distributed optimization.
method Established improved convergence guarantees for Local SGD on general convex objectives under bounded second-order heterogeneity.
result Upper bounds for Local SGD are nearly tight, providing a sharper convergence theory.

For any virtual link L=STL = S \cup T that may be decomposed into a pair of oriented nn-tangles SS and TT, an oriented local move of type TTT \mapsto T' is a replacement of TT with the nn-tangle TT' in a way that preserves the orientation of LL. After developing a general decomposition for the Jones polynomial of …

2019-03-10abs ↗pdf ↗

Efficiently samples sequences without replacement for machine learning models.

problem Generating diverse outputs from sequential models without duplicates.
method Incremental sampling procedure for randomized programs, including neural models.
result Efficacy and flexibility of incremental sampling for large output spaces.

The study sharpens local Bernstein estimates for Laplace eigenfunctions on compact manifolds.

problem Understanding local growth properties of Laplace eigenfunctions on compact Riemannian manifolds.
method Refined Donnelly-Fefferman method based on L2L^{2}--Carleman estimates, combined with elliptic regularity and patching of local Carleman estimates.
result Almost sharp local LpL^{p}--Bernstein inequalities for p[1,]p\in[1,\infty].

Let M be an oriented compact 3-manifold and let T be a (loose) triangulation of M, with ideal vertices at the components of the boundary of M and possibly internal vertices. We show that any spin structure s on M can be encoded by extra combinatorial structures on T. We then analyze how to change these extra structures…

2013-04-14abs ↗pdf ↗

This paper addresses credit valuation adjustment with a new closeout convention.

problem Accurate estimation of financial claim value considering counterparty credit risk.
method Theoretical and computational analysis of a nonlinear valuation system using neural networks.
result A neural network-based algorithm effectively solves the high-dimensional nonlinear valuation system.

Stochastic LWTA networks resist adversarial attacks while maintaining accuracy.

problem Adversarial robustness of neural networks.
method Replaced ReLU with stochastic LWTA activations, trained with Variational Bayesian and PGD.
result Stochastic LWTA networks achieve state-of-the-art robustness against adversarial attacks.