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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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63127190253 · Jun 202019922001200920172026
48 results for low index

Pruning is an efficient model compression technique to remove redundancy in the connectivity of deep neural networks (DNNs). Computations using sparse matrices obtained by pruning parameters, however, exhibit vastly different parallelism depending on the index representation scheme. As a result, fine-grained pruning ha…

2019-05-14abs ↗pdf ↗

Study efficient estimation of hidden subspaces in Gaussian Multi-index models.

problem Estimating hidden subspaces in Gaussian Multi-index models with low-dimensional projections.
method Introduced the generative leap exponent and developed an agnostic sequential estimation procedure using spectral U-statistics.
result Achieved optimal sample complexity of $n=Θ(d^{1 \vee \k/2})$ for efficient estimation.

The systole function has a universal index gap on moduli spaces.

problem Understanding the index gap of systole functions on moduli spaces.
method Analyzing Morse theory properties of systole functions on moduli spaces and their compactifications.
result There exists a universal constant C>0C>0 such that any critical point in Mg,n\mathcal M_{g,n} has Morse index at least Cloglog(g+n)C\log\log(g+n).

Adversarial robustness in multi-index models is as easy as standard learning.

problem Adversarial robustness in high-dimensional multi-index models.
method Proves that hidden directions of multi-index models offer a Bayes optimal low-dimensional projection for robustness against 2\ell_2-bounded adversarial perturbations.
result Adversarially robust learning is as easy as standard learning, requiring no additional samples.

Adding linear layers to ReLU networks favors functions with low mixed variation.

problem Understanding function space bias in overparameterized neural networks.
method Examined a family of networks with varying depths and same capacity but different representation costs, focusing on the effect of adding linear layers to the input side.
result Adding linear layers to shallow ReLU networks results in a bias towards functions with low mixed variation, which can be well approximated by single- or multi-index models.

For an immersed minimal surface in R3\mathbb{R}^3, we show that there exists a lower bound on its Morse index that depends on the genus and number of ends, counting multiplicity. This improves, in several ways, an estimate we previously obtained bounding the genus and number of ends by the index. Our new estimate resol…

2018-08-20abs ↗pdf ↗

Study proves rigidity of capillary surfaces in curved 3D spaces.

problem Proving rigidity of capillary surfaces in curved 3D spaces.
method Local rigidity result for infinitesimally rigid capillary surfaces in Riemannian 3-manifolds with mean convex boundary.
result Bounds on genus, boundary components, and area of compact capillary minimal surfaces with low index.

The study examines how formal index insurance compares to informal risk sharing in managing natural disasters.

problem The challenges of natural disasters and the effectiveness of index insurance in risk management.
method A three-strategy evolutionary game model to analyze the competitive relationship between formal index insurance, informal risk sharing, and non-insurance.
result Basis risk and loss ratio significantly impact the adoption rate of index insurance, with different strategies preferred under varying conditions.

We develop a general structure theory for compact homogeneous Riemannian manifolds in relation to the co-index of symmetry. We will then use these results to classify irreducible, simply connected, compact homogeneous Riemannian manifolds whose co-index of symmetry is less or equal than three. We will also construct ma…

2013-12-20abs ↗pdf ↗

Kernel Quantization improves CNN compression without sacrificing performance.

problem Efficiently compressing CNN models without significant performance loss.
method Quantizes convolution kernels as the unit, learning a codebook for low-bit indexes.
result Significant compression ratio achieved with minimal accuracy loss.

Paper examines global Covid-19 data complexity and finds low intrinsic dimensions.

problem Understanding the complexity of Covid-19 data across countries.
method Used a Bayesian mixture model (Hidalgo) to estimate intrinsic dimensionality.
result Covid-19 data projects onto two low-dimensional manifolds without significant loss of information.

Randomly biased data makes complex models as easy to learn as simple ones.

problem Learning complex models like multi-index and sparse Boolean functions.
method Introducing a small random shift in the first moment of the data distribution.
result Randomly biased data makes Gaussian single index models and sparse Boolean functions as easy to learn as linear functions.

Study spectral estimators for multi-index models to recover low-dimensional signal subspaces.

problem Recovering low-dimensional signal subspaces in multi-index models.
method Spectral estimators for multi-index models.
result Precise asymptotic characterization of spectral methods' performance, revealing a phase transition for weak recovery.

This is an expository article. It discusses an approach to hypoelliptic Fredholm index theory based on noncommutative methods (groupoids, C*-algebras, K-theory). The paper starts with an explicit index theorem for scalar second order differential operators on 3-manifolds that are Fredholm but not elliptic. This low-bro…

2010-01-29abs ↗pdf ↗

Paper introduces a new index to measure financial and workplace resilience of firms.

problem Corporate resilience and its types in turbulent markets.
method Quantitative analysis of earnings expectations and implied discount rates.
result Evidence of workplace resilience amplification by financial status in the COVID-19 era.

Single Index Models (SIMs) are simple yet flexible semi-parametric models for classification and regression. Response variables are modeled as a nonlinear, monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights, and the nonlinear function. While met…

2015-06-30abs ↗pdf ↗

Index structures are important for efficient data access, which have been widely used to improve the performance in many in-memory systems. Due to high in-memory overheads, traditional index structures become difficult to process the explosive growth of data, let alone providing low latency and high throughput performa…

2019-05-08abs ↗pdf ↗

Study shows computational and statistical gaps in Gaussian Single-Index Models.

problem Statistical and computational trade-offs in high-dimensional regression problems.
method Analysis of SQ and LDP frameworks, partial-trace algorithm.
result Computational algorithms require significantly more samples than information-theoretic limits.

Transformers learn low-dimensional target functions efficiently in-context.

problem Efficiently learning nonlinear target functions in-context using transformers.
method Nonlinear MLP layer in transformers optimized by gradient descent, focusing on single-index target functions.
result Transformers can learn target functions with low-dimensional structures efficiently in-context.

We study the estimation of the parametric components of single and multiple index volatility models. Using the first- and second-order Stein's identities, we develop methods that are applicable for the estimation of the variance index in the high-dimensional setting requiring finite moment condition, which allows for h…

2018-11-27abs ↗pdf ↗

This paper reviews and analyzes various modeling approaches for financial index tracking.

problem Efficient replication of market index performance in financial markets.
method Categorization into three frameworks: optimization, statistical, and machine learning; empirical study on S&P 500 dataset.
result Optimization-based models deliver the most precise index tracking, statistical-based models achieve the strongest return-risk balance, and data-driven models provide competitive performance.

We introduce in this paper a new algorithm for Multi-Armed Bandit (MAB) problems. A machine learning paradigm popular within Cognitive Network related topics (e.g., Spectrum Sensing and Allocation). We focus on the case where the rewards are exponentially distributed, which is common when dealing with Rayleigh fading c…

2012-04-07abs ↗pdf ↗

The Chern classes of a K-theory class which is represented by a vector bundle with connection admit refinements to Cheeger-Simons classes in Deligne cohomology. In the present paper we consider similar refinements in the case where the classes in K-theory are represented by geometric families of Dirac operators. In low…

2002-01-14abs ↗pdf ↗

New algorithms learn multi-index models via harmonic analysis, achieving statistical and computational trade-offs.

problem Learning multi-index models with unknown projections of input data.
method Exploiting the equivariance of the problem under the orthogonal group, we derive lower bounds and construct spectral algorithms based on harmonic tensor unfolding.
result Achieve statistical and computational trade-offs between sample and runtime complexity.

DFR models dynamic distributional data with weighted Fréchet means.

problem Regression of distribution-valued responses over time.
method Dynamic Fréchet Regression (DFR) with index-aware weighting and feature selection.
result Improved predictive accuracy and feature recovery over existing methods.

Counterexample disproves Borde-Sorkin conjecture on causal continuity of Morse spacetimes.

problem Disproving the Borde-Sorkin conjecture on causal continuity of Morse spacetimes.
method Provided a counterexample with low regularity causal structure and causal bubbling.
result Borde-Sorkin conjecture does not hold for Morse spacetimes with large anisotropy.

For a knot KS3K\subset S^3, its exterior E(K)=S3\η(K)E(K) = S^3\backslashη(K) has a singular foliation by Seifert surfaces of KK derived from a circle-valued Morse function f ⁣:E(K)S1f\colon E(K)\to S^1. When ff is self-indexing and has no critical points of index 0 or 3, the regular levels that separate the index-1 and index-2 critica…

2018-12-17abs ↗pdf ↗

We study the parameter estimation problem for a varying index coefficient model in high dimensions. Unlike the most existing works that iteratively estimate the parameters and link functions, based on the generalized Stein's identity, we propose computationally efficient estimators for the high-dimensional parameters w…

2018-10-16abs ↗pdf ↗

Single Index Models (SIMs) are simple yet flexible semi-parametric models for machine learning, where the response variable is modeled as a monotonic function of a linear combination of features. Estimation in this context requires learning both the feature weights and the nonlinear function that relates features to ob…

2016-03-13abs ↗pdf ↗

Proposes a method for valid inference in GPLSIMs with longitudinal data.

problem Challenges in longitudinal data inference due to within-subject correlation and unstable variance estimation.
method Profile estimating-equation approach using spline approximation and block empirical likelihood.
result Block empirical likelihood ratio statistic with Wilks-type chi-square limit for joint inference.

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that this technically simple method is capable of reveling more details about time-seri…

2004-06-09abs ↗pdf ↗

The study analyzes macroeconomic factors affecting copper futures volatility and long-term correlation with S&P 500.

problem Understanding the impact of macroeconomic variables on copper futures volatility and long-term correlation.
method Employed GARCH-MIDAS and DCC-MIDAS modeling frameworks to examine the influence of low-frequency macroeconomic variables on copper futures returns and long-term correlation with S&P 500.
result PPI is the most efficient macroeconomic variable impacting copper futures returns, and MIDAS filter improves model fitness and long-run relationship.