Paper derives a simplified formula for Expected Improvement using log-transformed data.
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.
Trend · papers per month
A simple log-transform fixes heavy-tailed data for generative models.
The study shows conditions for elliptic surfaces without 1-handles.
Several classification methods assume that the underlying distributions follow tree-structured graphical models. Indeed, trees capture statistical dependencies between pairs of variables, which may be crucial to attain low classification errors. The resulting classifier is linear in the log-transformed univariate and b…
Computes Vafa-Witten invariants of 3-manifolds.
Multisections generalize trisections for 4-manifolds, allowing complex operations and explicit diagrams.
Paper proposes an intelligent credit limit management system using causal inference.
For any positive integer we give a -cork with a -effective embedding in a 4-manifold being homeomorphic to . This means that a cork gives a subset in the differential structures on . Further, we describe handle decompositions of the twisted doubles (homotopy…
Given a 4-manifold X and an imbedding of T^{2} x B^2 into X, we describe an algorithm X --> X_{p,q} for drawing the handlebody of the 4-manifold obtained from X by (p,q)-logarithmic transforms along the parallel tori. By using this algorithm, we obtain a simple handle picture of the Dolgachev surface E(1)_{p,q}, from t…
In this paper, we will introduce a cut and paste move, called a geometrically null log transform, and prove that any two manifolds related by a sequence of these moves become diffeomorphic afte r one stabilization. To motivate the cut and paste move, we will use the symplec tic fiber sum, and a construction of Fintushe…
We introduce a new generalization of Gompf nuclei and give applications. We construct infinitely many exotic smooth structures for a large class of compact 4-manifolds with boundary, regarding topological invariants. We prove that a large class of closed 3-manifolds (including disjoint unions of Stein fillable 3-manifo…
When used as a surrogate objective for maximum likelihood estimation in latent variable models, the evidence lower bound (ELBO) produces state-of-the-art results. Inspired by this, we consider the extension of the ELBO to a family of lower bounds defined by a particle filter's estimator of the marginal likelihood, the …
We present a simple quantile regression-based forecasting method that was applied in a probabilistic load forecasting framework of the Global Energy Forecasting Competition 2017 (GEFCom2017). The hourly load data is log transformed and split into a long-term trend component and a remainder term. The key forecasting ele…
Model predicts volatility and dependencies in EUA and energy prices.
We present an improved Bayesian framework for performing inference of affine transformations of constrained functions. We focus on quadrature with nonnegative functions, a common task in Bayesian inference. We consider constraints on the range of the function of interest, such as nonnegativity or boundedness. Although …
The paper revisits expected signatures in semimartingale models, providing new formulae and simplifying complexity.
Class probabilities predicted by most multiclass classifiers are uncalibrated, often tending towards over-confidence. With neural networks, calibration can be improved by temperature scaling, a method to learn a single corrective multiplicative factor for inputs to the last softmax layer. On non-neural models the exist…
Firm size data usually do not show the normality that is often assumed in statistical analysis such as regression analysis. In this study we focus on two firm size data: the number of employees and sale. Those data deviate considerably from a normal distribution. To improve the normality of those data we transform them…
A minimalist approach generates synthetic tabular data with sparse PCA and XGBoost.
Study optimal investment and reinsurance strategy for insurers under random coefficients.
Paper introduces probabilistic forecasting methods for cryptocurrency volatility.
Among econophysics investigations, studies of religious groups have been of interest. On one hand, the present paper concerns the Antoinist community financial reports, - a community which appeared at the end of the 19-th century in Belgium. Several growth-decay regimes have been previously found over different time sp…
Study uses AI and ML to predict and optimize corrosion resistance of aluminum alloys.
Robust visual tracking for long video sequences is a research area that has many important applications. The main challenges include how the target image can be modeled and how this model can be updated. In this paper, we model the target using a covariance descriptor, as this descriptor is robust to problems such as p…
Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to …
New estimators improve causal inference in machine learning studies.
Stable training of deep normalizing flows for high-dimensional variational inference.
Binary PheNorm extends phenotype labeling for EHRs using binary silver labels.
Paper uses Transformers to predict intraday volume ratio with high accuracy.
Study develops ensemble machine learning framework for predicting groundwater heavy metal pollution.
New model predicts sales of new products with short life cycles.