New method improves stability of soft FQI for offline RL.
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.
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This study improves estimation of locally stationary functional time series using NW method.
Efficient method classifies locally stationary time series based on second-order characteristics.
For a sequence of immersed connected closed Hamiltonian stationary Lagrangian submaniolds in with uniform bounds on their volumes and the total extrinsic curvatures, we prove that a subsequence converges either to a point or to a Hamiltonian stationary Lagrangian -varifold locally uniformly in $C^{k…
Paper develops sparse learning for heavy-tailed time series with locally stationary dynamics.
A well known result of Da Rios and Levi-Civita says that a closed planar curve is elastic if and only if it is stationary under the localized induction (or smoke ring) equation, where stationary means that the evolution under the localized induction equation is by rigid motions. We prove an analogous result for surface…
Proposes LSGP for better graph signal representation.
Gradient-based optimization methods are the most popular choice for finding local optima for classical minimization and saddle point problems. Here, we highlight a systemic issue of gradient dynamics that arise for saddle point problems, namely the presence of undesired stable stationary points that are no local optima…
A new convolutional spectral kernel network learns hierarchical and local features.
Green functions on stationary varifolds established with inequalities and convergence results.
The paper develops a stationary-distribution theory for Random Forest ensemble size selection.
We derive a local curvature estimate for four-dimensional stationary solutions to the inheriting Einstein-Maxwell-Klein-Gordon equations. In particular, it implies that any such stationary geodesically complete solution with vanishing Poynting vector and proper coupling constants (like dark energy) is flat. We also gen…
We solve Bartnik's stationary extension problem near Schwarzschild spheres.
We prove a Morrey-type theorem for Hamiltonian stationary submanifolds of . Namely, if is a Lagrangian submanifold with weakly harmonic Lagrangian phase then must be smooth. In the process we also discuss a local version of the equation, which is a nonline…
We study global aspects of complete, non-singular asymptotically locally AdS spacetimes solving the vacuum Einstein equations whose conformal infinity is an arbitrary globally stationary spacetime. It is proved that any such solution which is asymptotically stationary to the past and future is itself globally stationar…
We extend the results of Hardt and Simon on area-minimizing cones to prove that isolated singularities of stationary one-sided area-minimizing hypersurfaces can be locally perturbed away on the side that they are minimizing.
We establish a moduli space of stationary vacuum metrics in a spacetime, and set up a well-defined boundary map in , assigning a metric class with its Bartnik boundary data. Furthermore, we prove the boundary map is Fredholm by showing that the stationary vacuum equations (combined with p…
We analyze here Hamiltonian stationary surfaces in the complex projective plane as (local) solutions to an integrable system, formulated as a zero curvature on a loop group. As an application, we show in details why such tori are finite type solutions, and eventually describe the simplest of them: the homogeneous ones.
The paper examines Nash equilibrium in GANs for stationary Gaussian processes.
We study Finsler spacetimes and Killing vector fields taking care of the fact that the generalized metric tensor associated to the Lorentz-Finsler function is in general well defined only on a subset of the slit tangent bundle. We then introduce a new class of Finsler spacetimes endowed with a timelike Killing vect…
In non-compact manifolds, geodesic flowers exist.
New method learns time-varying home field advantage in football.
Paper tackles non-stationary bandits with various examples.
This work improves Gaussian process regression for large, non-stationary data.
The expressive power of Gaussian processes depends heavily on the choice of kernel. In this work we propose the novel harmonizable mixture kernel (HMK), a family of expressive, interpretable, non-stationary kernels derived from mixture models on the generalized spectral representation. As a theoretically sound treatmen…
We study theoretical properties of regularized robust M-estimators, applicable when data are drawn from a sparse high-dimensional linear model and contaminated by heavy-tailed distributions and/or outliers in the additive errors and covariates. We first establish a form of local statistical consistency for the penalize…
Paper shows no spurious local minima in a specific matrix factorization problem.
In this article we study the regularity of stationary points of the knot energies introduced by O'Hara in the range . In a first step we prove that is on the set of all regular embedded closed curves belonging to and calculate its derivative. After that we use the structure…
We obtain an explicit parametrization of stationary discs glued to some Levi non-degenerate hypersurfaces. These discs form a family which is invariant under the action of biholomorphisms. We use this parametrization to construct a local circular representation of these hypersurfaces. As a corollary, we get the uniquen…
Classifies cosmological Finsler spacetimes, finding viable non-stationary models.
Paper develops NW kernel estimator for LSPs with Wasserstein bounds.
Study how large-scale flows align small-scale vortices in 3D Euler equations.
Proposes a new Bayesian mixture of student-t processes for modeling non-stationary data.
The stationary points of the total scalar curvature functional on the space of unit volume metrics on a given closed manifold are known to be precisely the Einstein metrics. One may consider the modified problem of finding stationary points for the volume functional on the space of metrics whose scalar curvature is equ…
A defining feature of non-stationary systems is the time dependence of their statistical parameters. Measured time series may exhibit Gaussian statistics on short time horizons, due to the central limit theorem. The sample statistics for long time horizons, however, averages over the time-dependent parameters. To model…
Quantification of the stationary points and the associated basins of attraction of neural network loss surfaces is an important step towards a better understanding of neural network loss surfaces at large. This work proposes a novel method to visualise basins of attraction together with the associated stationary points…
We prove the existence of stationary discs in the ball for small almost complex deformations of the standard structure. We define a local analogue of the Riemann map and establish its main properties. These constructions are applied to study the local geometry of almost complex manifolds and their morphisms.
Study neural architectures on learned latent graphs using Schrödinger dynamics.
We analyze stochastic gradient algorithms for optimizing nonconvex problems. In particular, our goal is to find local minima (second-order stationary points) instead of just finding first-order stationary points which may be some bad unstable saddle points. We show that a simple perturbed version of stochastic recursiv…
In this paper, we provide non-parametric statistical tools to test stationarity of microstructure noise in general hidden Ito semimartingales, and discuss how to measure liquidity risk using high frequency financial data. In particular, we investigate the impact of non-stationary microstructure noise on some volatility…
The study recovers airflow from thoracic and abdominal movements using advanced signal processing.
Improved API to achieve optimal error bound and query complexity in local planning.
We prove Bismut-type formulae for the first and second derivatives of a Feynman-Kac semigroup on a complete Riemannian manifold. We derive local estimates and give bounds on the logarithmic derivatives of the integral kernel. Stationary solutions are also considered. The arguments are based on local martingales, althou…
In this paper we study general Schatten- quasi-norm (SPQN) regularized matrix minimization problems. In particular, we first introduce a class of first-order stationary points for them, and show that the first-order stationary points introduced in [11] for an SPQN regularized minimization problem are equiva…
We give nearly matching upper and lower bounds on the oracle complexity of finding -stationary points () in stochastic convex optimization. We jointly analyze the oracle complexity in both the local stochastic oracle model and the global oracle (or, statistical learning) model. This allows u…
Paper proposes a new method to stabilize noisy gradient algorithms.
New algorithm reduces online learning regret by exploiting historical invariances.
Designing a covariance function that represents the underlying correlation is a crucial step in modeling complex natural systems, such as climate models. Geospatial datasets at a global scale usually suffer from non-stationarity and non-uniformly smooth spatial boundaries. A Gaussian process regression using a non-stat…