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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.

168,657 papers · 148 categories

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3136279401,253 · Jun 202019922001200920172026
48 results for low data regimes

Paper analyzes Gibbs and Langevin Monte Carlo for interpolation regime, showing generalization from low errors.

problem Analyzing Gibbs and Langevin Monte Carlo in overparameterized interpolation regime.
method Data-dependent bounds and stability under approximation with Langevin Monte Carlo.
result Generalization is signaled by small training errors in noisy regime, with bounds stable under approximation.

Adding uninformative labels improves tumor segmentation in low-data mammography.

problem Improving tumor segmentation in mammography with limited data.
method Used seemingly uninformative labels from non-expert annotators to turn a multi-label task into a multi-class problem.
result Performance gains in tumor segmentation are achieved in low-data settings with additional uninformative labels.

Analyzes SGD dynamics in two-layer networks, bridging different regimes.

problem Understanding SGD dynamics in high-dimensional and mean-field settings.
method Rigorous analysis via deterministic low-dimensional description of sufficient statistics.
result Infinite-width dynamics remains close to a low-dimensional subspace.

This study compares MLPs and KANs in low-data regimes, finding MLPs with personalized activation functions outperform KANs.

problem Comparing MLPs and KANs in low-data regimes.
method Introduced an effective technique for designing MLPs with unique, parameterized activation functions for each neuron.
result MLPs with personalized activation functions achieve significantly higher predictive accuracy with only a modest increase in parameters, especially in low-data regimes.

CoreFlow models matrix-valued distributions efficiently, preserving shared low-rank structure.

problem Learning matrix-valued distributions from high-dimensional and incomplete data.
method Low-rank flow model that learns shared row/column subspaces and trains a normalizing flow on the core.
result CoreFlow improves generation quality in few-sample regimes and remains competitive in data-rich settings.

Volatility forecasting and return prediction in high-frequency Chinese equity markets.

problem Improving statistical forecasting performance and economic strategy outcomes in equity markets.
method Developing a sequential two-stage framework combining realized volatility modeling and XGBoost return prediction.
result Regime-aware volatility forecasting outperforms baseline models.

A new method for anomaly detection adapts to local non-stationarity in low-data regimes.

problem Adapting conformal anomaly detection to handle distribution shifts in real-world data.
method Proposes a continuous inference relaxation using continuous weighted kernel density estimation to decouple local adaptation from tail resolution.
result Restores detection capabilities and statistical power in low-data regimes while maintaining valid error control.

The paper proposes a machine learning framework for portfolio optimization with limited data.

problem Low data environments and regime uncertainty in portfolio optimization.
method A teacher-student learning pipeline with CVaR optimizer generating supervisory labels and neural models trained on real and synthetic data.
result Student models can match or outperform the CVaR teacher and achieve improved robustness under regime shifts.

Improved computed tomography reconstruction with deep learning and deep image prior.

problem Low data efficiency in computed tomography reconstruction.
method Combining learned primal-dual methods with deep image prior for improved quality and generalization.
result Proposed methods outperform state-of-the-art in low data regime.

GRIP2 improves deep learning feature selection robustness in correlated and noisy data.

problem Identifying predictive features in correlated and noisy data.
method Integrates first-layer feature activity over a two-dimensional regularization surface to control sparsity and geometry, using efficient block-stochastic sampling.
result Demonstrates improved robustness and power in high correlation and low signal-to-noise ratio regimes.

3D convolutional neural networks are difficult to train because they are parameter-expensive and data-hungry. To solve these problems we propose a simple technique for learning 3D convolutional kernels efficiently requiring less training data. We achieve this by factorizing the 3D kernel along the temporal dimension, r…

2019-12-09abs ↗pdf ↗

Model captures external influences through random parameters and regime switching.

problem Capturing external influences in asset dynamics with uncertainty and regime changes.
method Developed a stochastic model with random parameters and regime switching, mathematically consistent and interpretable.
result Demonstrated the model's versatility through local volatility models and characteristic functions.

Analyzes Willmore flow for graphs with boundary data, proving existence and convergence.

problem Willmore flow of graphs with boundary conditions over bounded domains.
method Developed low-regularity theory, reformulated graphical equation, used time-weighted parabolic Hölder spaces.
result Proved short-time and global existence for initial data in C1+α(Ω)C^{1+α}(\overlineΩ) and Lipschitz, with exponential convergence.

ReCAP adapts to dynamic financial markets by segmenting and combining policy vectors.

problem Inefficient traditional PM approaches in non-stationary financial markets.
method Integrates continual learning into PM, segmenting regimes and adapting policies.
result Consistently outperforms baselines in real-world financial datasets.

We train a network to generate mappings between training sets and classification policies (a 'classifier generator') by conditioning on the entire training set via an attentional mechanism. The network is directly optimized for test set performance on an training set of related tasks, which is then transferred to unsee…

2018-03-30abs ↗pdf ↗

Gradient descent and SGD achieve low test error in specific network weight regimes.

problem Optimizing two-layer ReLU networks with standard initialization.
method Gradient flow and stochastic gradient descent, analyzing margins and weight norms.
result Gradient descent and SGD can achieve globally maximal margins under certain constraints.

New survival learners estimate heterogeneous treatment effects from time-to-event data.

problem Estimating HTEs from time-to-event data with censoring outcomes.
method Orthogonal survival learners with theoretical guarantees and custom weighting functions.
result Orthogonal survival learners provide robust and model-agnostic HTE estimation.

New lower bounds show challenges in clustering in moderate dimensions.

problem Clustering points from mixtures of isotropic Gaussians in moderate dimensions.
method Established low-degree polynomial lower bounds and developed a novel non-spectral algorithm.
result New lower bounds reveal a 'non-parametric rate' in moderate dimensions.

The paper develops a method to predict the latent deterioration phase in limit order books before stress is observed.

problem Limit order books can transition rapidly from stable to stressed conditions, making it difficult to detect the latent deterioration phase.
method The paper formalizes a three-regime causal data-generating process and proposes a trigger-based detector combining MAX aggregation of complementary signal channels, a rising-edge condition, and adaptive thresholding.
result The proposed method achieves mean lead-time of +18.6 timesteps with perfect precision and moderate coverage, outperforming classical change-point and microstructure baselines.

Improved generative models using overparametrized shallow neural networks.

problem Improving generative models for data with hidden low-dimensional structure.
method Using energy-based models with overparametrized shallow neural networks as approximators.
result Models trained in the 'active' regime outperform those in the 'lazy' or kernel regime, leading to better adaptivity to hidden structure.

Deep neural networks have had an enormous impact on image analysis. State-of-the-art training methods, based on weight decay and DropOut, result in impressive performance when a very large training set is available. However, they tend to have large problems overfitting to small data sets. Indeed, the available regulari…

2016-05-30abs ↗pdf ↗

CPCR mitigates bias in PCR for overparameterized models.

problem Bias in Principal Component Regression (PCR) for overparameterized models.
method Calibrated Principal Component Regression (CPCR) learns a low-variance prior in the PC subspace and calibrates the model in the original feature space.
result CPCR outperforms standard PCR in overparameterized settings, improving prediction across multiple problems.

The paper reveals low-rank structure in neural network gradients, influenced by data and model parameters.

problem Investigating low-rank structure in gradients of neural networks under relaxed assumptions.
method Spiked data model, relaxation of isotropy assumptions, analysis of mean-field and neural-tangent-kernel scalings.
result Gradient of input weights is approximately low rank, dominated by two rank-one terms.

No trapped surfaces can form under low-regularity bounds in certain spacetimes.

problem Existence of trapped surfaces in low regularity solutions to Einstein's equations.
method Analyzing the initial data in Besov B2,13/2B^{3/2}_{2,1} norm and extending to H3/2H^{3/2} smallness.
result No trapped surfaces can exist initially when the Cauchy data are close to Minkowski spacetime data.

This study improves UAV identification using RF signals with one-shot generative methods.

problem Limited RF environments and signal variability make traditional RF identification ineffective.
method Introduces one-shot generative methods to augment RF signals for UAV identification.
result One-shot generative methods outperform traditional methods in low-data regimes.

New methods combine low and high-fidelity data for accurate surrogate modeling.

problem Challenges in surrogate modeling for high-dimensional outputs with limited training data.
method Projection-based multifidelity linear regression methods integrating low-fidelity and high-fidelity data.
result Multifidelity methods achieve up to 12% improvement in median accuracy compared to single-fidelity methods.

The study examines denoising and noisy-input regression under distribution shift, revealing double descent behavior and insights for data augmentation.

problem Understanding denoising in machine learning, especially under noisy inputs and distribution shift.
method Theoretical analysis of supervised denoising and noisy-input regression, considering low-rank data and proportional regime.
result The test error exhibits double descent under general distribution shift, indicating that overfitting the noise can be benign, tempered, or catastrophic.

CoLoRA models predict PDE solutions quickly and accurately with minimal data.

problem Efficiently modeling PDE solutions with limited data.
method Continuous low-rank adaptation of neural networks trained on offline data.
result Predictions are orders of magnitude faster and more accurate than classical methods.

Study compares deep feature methods for anomaly detection in limited data scenarios.

problem Handling limited data in industrial inspection applications.
method Three approaches (KNN, Mahalanobis, PaDiM) using pre-trained deep features with data augmentation.
result Data augmentation significantly improves performance in small data regimes.

Proposes GPLFR for predicting high-dimensional outputs with few data.

problem Predicting high-dimensional outputs from limited data.
method GPLFR combines Gaussian process and linear-Gaussian decoding for high-dimensional prediction.
result GPLFR outperforms existing methods in predicting high-dimensional outputs.

Effective training of neural networks requires much data. In the low-data regime, parameters are underdetermined, and learnt networks generalise poorly. Data Augmentation alleviates this by using existing data more effectively. However standard data augmentation produces only limited plausible alternative data. Given t…

2017-11-12abs ↗pdf ↗

Develops a method to ensure accuracy of few-shot transfer learning models.

problem Lack of generalization guarantees for low-data transfer learning.
method Trains a distribution over PEFT parameters using upstream tasks and samples plausible PEFTs for downstream tasks.
result Demonstrates non-vacuous generalization guarantees compared to existing methods in the low-shot regime.

Time series forecasting models fail to consistently select the best model across different datasets.

problem Inconsistency in model selection for time series forecasting across varying data regimes.
method Characterized time series using descriptors like trend strength, seasonality, noise level, and temporal dependence. Developed a rule-based selection mechanism to map data regimes to candidate models.
result Rule-based model selection achieves low accuracy, with correct model identification occurring in only a small fraction of cases.

Gradient descent in tensor factorization favors low-rank solutions.

problem Tackling implicit regularization in tensor factorization problems.
method Gradient descent with small random initialization for overparametrized tensor factorization.
result Gradient descent leads to implicit regularization towards low tubal rank solutions.

Optimized portfolio management with dynamic market regimes using RL and OC learning.

problem Mean-Variance portfolio optimization in a regime-switching market.
method Reinforcement learning (RL) with Orthogonality Condition (OC) learning for regime-switching market dynamics.
result OC learning outperforms TD learning in simulated and real market scenarios, leading to better portfolio performance.

The article uses dynamic factor allocation to improve portfolio performance by integrating regime-switching signals.

problem Improving portfolio performance through dynamic factor allocation.
method The authors apply the sparse jump model (SJM) to identify bull and bear market regimes for individual factors, then fine-tune hyperparameters using a hypothetical single-factor long-short strategy. These regime inferences are incorporated into the Black-Litterman framework to dynamically adjust allocations among indices.
result The constructed multi-factor portfolio significantly improves the information ratio (IR) relative to the market, raising it from 0.05 to approximately 0.4.

Often, large, high dimensional datasets collected across multiple modalities can be organized as a higher order tensor. Low-rank tensor decomposition then arises as a powerful and widely used tool to discover simple low dimensional structures underlying such data. However, we currently lack a theoretical understanding …

2018-10-23abs ↗pdf ↗