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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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18375573 · May 202619922001200920172026
48 results for log-log threshold

Paper proves integrability and entropy compactness for Kähler potentials with uniform log-log threshold.

problem Integrability and entropy compactness for Kähler potentials with specific density.
method Skoda-Zeriahi type integrability theorem and log-log threshold detection.
result Positivity of integrability threshold and entropy compactness for uniform log-log threshold.

The paper studies how arm selection in a bandit problem changes with shape constraints.

problem Stochastic Thresholding Bandit Problem under shape constraints.
method Investigation of TBP under four shape constraints: monotonic increasing, unimodal, concave, and fixed.
result Minimax rates for regret vary significantly depending on the shape constraint.

The so-called Pareto-Levy or power-law distribution has been successfully used as a model to describe probabilities associated to extreme variations of worldwide stock markets indexes data and it has the form Pr(X>x) x(alpha)forgamma<x<infinity.TheselectionofthethresholdparametergammaPr(X>x) ~ x**(-alpha) for gamma< x <infinity. The selection of the threshold parameter gamma from empirical d…

2004-11-06abs ↗pdf ↗

The study finds effective lower bounds for spectra of random surfaces and bundles.

problem Determining the spectrum of Laplacian on random surfaces and bundles.
method Analysis of random covering surfaces and unitary bundles over finite-area non-compact hyperbolic surfaces.
result With high probability, the spectrum of random surfaces and bundles has no eigenvalues below a certain threshold.

Study tests rough fractional volatility model across different time scales, revealing new volatility patterns.

problem Testing robustness of rough fractional volatility model over various time scales.
method Used large dataset on FX rates, included smoothing and measurement errors, analyzed log-log plots of realized variance increments.
result Found new stylized facts in volatility patterns, including convexity and nonlinear behavior.

KSS method converges and recovers correct clustering under certain conditions.

problem Subspace clustering for semi-randomly sampled data.
method Local convergence analysis and recovery guarantee for KSS method.
result KSS method converges superlinearly and finds correct clustering within loglog N iterations.

The paper explores the shape of filling-systole subspace in surface moduli space and critical points of systole function.

problem Understanding the structure and critical points of the filling-systole subspace in surface moduli space.
method Analyzing Teichmüller and Weil-Petersson distances to determine the proximity of points to the subspace.
result Most points in Mg\mathcal{M}_g are within a specific Teichmüller distance from XgX_g and have a certain distance from the thick part of Mg\mathcal{M}_g.

SVGD algorithm converges at rate 1/sqrt(log log n) for sub-Gaussian distributions.

problem Approximating a probability distribution with particles.
method Stein variational gradient descent (SVGD) with finite particles and sub-Gaussian target distribution.
result SVGD achieves a convergence rate of 1/sqrt(log log n) for sub-Gaussian distributions.

The study proves a theorem about subword complexity for free group automorphisms.

problem Analyzing subword complexity for attracting fixed points of automorphisms of free groups.
method Combinatorial arguments and train tracks.
result Subword complexity of attracting fixed points is equivalent to n, n log log n, n log n, or n^2.

If we pick nn random points uniformly in [0,1]d[0,1]^d and connect each point to its kk-nearest neighbors, then it is well known that there exists a giant connected component with high probability. We prove that in [0,1]d[0,1]^d it suffices to connect every point to cd,1loglogn c_{d,1} \log{\log{n}} points chosen randomly among its $…

2017-11-13abs ↗pdf ↗

GN algorithm solves batched bandit for nondegenerate functions near-optimally.

problem Batched bandit learning for nondegenerate functions.
method Introduces Geometric Narrowing (GN) algorithm with a O~(A+dT)\widetilde{\mathcal{O}} ( A_{+}^d \sqrt{T} ) regret bound and O(loglogT)\mathcal{O} (\log \log T) batches.
result GN achieves near optimal regret with minimal number of batches.

Multivariate Poisson approximation of the length spectrum of random surfaces is studied by means of the Chen-Stein method. This approach delivers simple and explicit error bounds in Poisson limit theorems. They are used to prove that Poisson approximation applies to curves of length up to order o(loglogg)o(\log\log g) with gg

2016-05-02abs ↗pdf ↗

Study on adaptivity constraints in linear contextual bandits with optimal design.

problem Impact of adaptivity constraints on linear contextual bandits.
method Two models of limited adaptivity: batch learning and rare policy switches. Proposed distributional optimal design.
result Achieves minimax-optimal regret with optimal number of policy switches and batches.

Motivated by applications such as discovering strong ties in social networks and assembling genome subsequences in biology, we study the problem of recovering a hidden 2k2k-nearest neighbor (NN) graph in an nn-vertex complete graph, whose edge weights are independent and distributed according to PnP_n for edges in the…

2019-11-18abs ↗pdf ↗

The problem of estimating an unknown discrete distribution from its samples is a fundamental tenet of statistical learning. Over the past decade, it attracted significant research effort and has been solved for a variety of divergence measures. Surprisingly, an equally important problem, estimating an unknown Markov ch…

2018-10-28abs ↗pdf ↗

We study the minimax optimal rate for estimating the Wasserstein-11 metric between two unknown probability measures based on nn i.i.d. empirical samples from them. We show that estimating the Wasserstein metric itself between probability measures, is not significantly easier than estimating the probability measures u…

2019-08-27abs ↗pdf ↗

Improved approximation for socially fair clustering with p\ell_p-objective.

problem Finding a set of centers minimizing the maximum distance to all points in each group.
method Introduced a strengthened LP relaxation with an integrality gap of Θ(logloglog)\Theta(\frac{\log \ell}{\log\log\ell}).
result Improved approximation algorithm with (eO(p)logloglog)(e^{O(p)} \frac{\log \ell}{\log\log\ell})-approximation.

On a complete Riemannian manifold M with Ricci curvature satisfying Ric(r,r)Ar2(logr)2(log(logr))2...(logkr)2\textrm{Ric}(\nabla r,\nabla r) \geq -Ar^2(\log r)^2(\log(\log r))^2...(\log^{k}r)^2 for r1r\gg 1, where A>0 is a constant, and r is the distance from an arbitrarily fixed point in M. we prove some Liouville-type theorems for a C^2 function $f:M\ri…

2010-11-06abs ↗pdf ↗

Two algorithms for linear contextual bandits with rare updates achieve optimal regret and efficiency.

problem Linear contextual bandits with infrequent parameter updates.
method Two practical algorithms with O(loglogT)O(\log\log T) updates, BLCE-G and BLCE.
result Minimax-optimal regret with low computational complexity.

New RL algorithm reduces policy switching cost to loglog(T) with similar regret.

problem Low policy switching cost in real-life RL applications.
method Stage-wise exploration and adaptive policy elimination.
result Regret of O(HSAloglogT)O(HSA \log\log T) with O(HSAloglogT)O(HSA \log\log T) switching cost.

It is well known that Sparse PCA (Sparse Principal Component Analysis) is NP-hard to solve exactly on worst-case instances. What is the complexity of solving Sparse PCA approximately? Our contributions include: 1) a simple and efficient algorithm that achieves an n1/3n^{-1/3}-approximation; 2) NP-hardness of approximatio…

2015-07-21abs ↗pdf ↗

This paper considers the problem of characterizing the simplest discrete point sets that are aperiodic, using invariants based on topological dynamics. A Delone set whose patch-counting function N(T), for radius T, is finite for all T is called repetitive if there is a function M(T) such that every ball of radius M(T)+…

1999-09-06abs ↗pdf ↗

An Atlas model is a rank-based system of continuous semimartingales for which the steady-state values of the processes follow a power law, or Pareto distribution. For a power law, the log-log plot of these steady-state values versus rank is a straight line. Zipf's law is a power law for which the slope of this line is …

2016-02-27abs ↗pdf ↗

New algorithm for reinforcement learning in uncertain environments with unknown thresholds.

problem Safety in reinforcement learning in unknown and uncertain environments.
method Growing-Window estimator sampling and Stochastic Pessimistic-Optimistic Thresholding (SPOT) algorithm.
result Achieves sublinear regret and constraint violation of ildeO(T) ilde{\mathcal{O}}(\sqrt{T}).

A new SSL method uses instance-dependent thresholds to improve accuracy.

problem Improving semi-supervised learning by better selecting confident unlabeled instances.
method Proposes instance-dependent thresholds that vary based on the ambiguity and error rates of pseudo-labels for each unlabeled instance.
result Demonstrates that instance-dependent thresholds provide a probabilistic guarantee for correct pseudo-labels.

The study tightens the sample complexity for learning nonparametric mixture components.

problem Learning nonparametric distributions in a finite mixture model.
method Assumes each component is a convolution of a Gaussian and a compactly supported density, and uses a quantitative Tauberian theorem.
result Tight bounds on sample complexity required for estimating each component, showing it lies between polynomial and exponential.

Adaptive algorithm for outlier detection by balancing arm exploration and threshold estimation.

problem Identifying outliers in a set of rewards where the threshold is a function of all rewards.
method Adaptively updated confidence interval for the threshold based on previous rounds' estimates, balancing exploration of individual arms and the outlier threshold.
result Efficient algorithm with reduced sample complexity for outlier detection.

The article examines different thresholding methods for improving PAM algorithm in cancer classification.

problem High-dimensional classification with too many features selected by PAM.
method Extends PAM with hard and order thresholding methods and a deep search algorithm.
result Improved cancer status prediction accuracy and smaller number of features.

Although the threshold network is one of the most used tools to characterize the underlying structure of a stock market, the identification of the optimal threshold to construct a reliable stock network remains challenging. In this paper, the concept of dynamic consistence between the threshold network and the stock ma…

2018-03-06abs ↗pdf ↗