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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.

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20406080 · Jun 202019922001200920172026
48 results for majorization

Best-of-Majority improves inference performance in Pass@kk settings.

problem Inference in difficult tasks often underperforms with single-shot selection methods.
method Combining majority voting and Best-of-N, Best-of-Majority restricts candidates to high-frequency responses.
result Best-of-Majority achieves minimax optimal regret and outperforms other methods.

Study on price formation in a market with a major player and minor firms.

problem Equilibrium price formation in a market with a major financial firm and many minor firms.
method Analyzes the equilibrium price process in both finite and mean field models, considering idiosyncratic and common noises.
result Derives the functional form of price impact for the major firm in both market sizes.

Optimal trading strategies identified in electricity markets with a major player.

problem Price formation and optimal trading in intraday electricity markets with strategic interactions.
method Stochastic control theory and mean field games with a major player.
result Nash equilibrium identified in closed form for the asymptotic case.

Novel analysis improves weighted majority vote in multiclass classification.

problem Improving the performance of weighted majority vote in multiclass classification.
method Analyzes expected risk of weighted majority vote, considering prediction correlations and provides a bound for efficient minimization.
result Minimization of the new bound typically does not degrade the test error of the ensemble.

Estimates for polynomial operators using determinant majorization and subharmonics.

problem Bounding solutions of polynomial operators on Euclidean domains.
method Combines Alexandrov estimate and determinant majorization, using subharmonics and semiconvex approximation.
result Includes classical Alexandrov-Bakelman-Pucci estimate for linear operators.

New algorithms minimize PAC-Bayesian C-Bound for majority voting, leading to scalable and accurate predictors.

problem Improving majority vote classifiers using PAC-Bayesian bounds.
method Directly optimizing PAC-Bayesian guarantees on the C-Bound with gradient descent.
result Self-bounding majority vote learning algorithms with scalable and accurate predictors.

In his seminal work, Schapire (1990) proved that weak classifiers could be improved to achieve arbitrarily high accuracy, but he never implied that a simple majority-vote mechanism could always do the trick. By comparing the asymptotic misclassification error of the majority-vote classifier with the average individual …

2013-07-24abs ↗pdf ↗

Unified approach for federated learning using MM optimization.

problem Scaling stochastic optimization to federated learning.
method Unified Majorize-Minimize (MM) framework for stochastic optimization, extended to federated learning.
result Unified algorithm \QSMM\ for federated learning that aggregates surrogate majorizing functions.

The paper extends logistic regression for unbounded majority classes and derives asymptotic properties.

problem Infinitely imbalanced logistic regression inference.
method Derive a second order expansion for slope parameter under unbounded majority class.
result The second order term converges to a normal distribution with a variance depending only on the minority class's mean.

Wisdom of the crowd revealed a striking fact that the majority answer from a crowd is often more accurate than any individual expert. We observed the same story in machine learning--ensemble methods leverage this idea to combine multiple learning algorithms to obtain better classification performance. Among many popula…

2019-09-28abs ↗pdf ↗

Proposes MM-DUST for efficient generalized lasso solution paths.

problem Efficiently solve generalized lasso problems in large-scale and non-linear models.
method Majorization-minimization dual stagewise algorithm incorporating quadratic majorizers and stagewise learning.
result Established the uniform convergence of approximated solution paths.

A new oversampling framework generates minority samples by perturbing majority classes.

problem Oversampling in imbalanced classification often neglects majority classes, leading to samples spread across the minority space.
method Introduces a counterfactual objective to generate new minority samples by perturbing majority samples.
result Generated minority samples are near the decision boundary and significantly outperform state-of-the-art methods.

Framework uses machine learning to distinguish major COVID-19 variants.

problem Discriminate and visualize associations between major COVID-19 variants based on genome sequences.
method Unsupervised machine learning methods, including k-mer analysis, PCA, t-SNE, UMAP, and agglomerative hierarchical clustering.
result Framework effectively distinguishes between major variants and identifies emerging variants.

Geometric approach to majorizing measures for polyhedra and general compact objects.

problem Understanding the relationship between a space and its convex hull in geometric measure theory.
method Geometric approach using covering number relationships and volume ratios.
result Established a method to evaluate covering number and volume ratios for various spaces.

Framework learns to transform majority to minority samples for balanced classification.

problem Imbalanced classification leading to biased predictions.
method Minimizes MMD and uses triplet loss for global alignment and boundary awareness.
result Consistent improvements over classical and generative baselines in AUROC, G-mean, F1-score, and MCC.

Proposes BMME for optimizing nonsmooth nonconvex problems with block structure.

problem Optimizing nonsmooth nonconvex problems with block structure.
method Block Alternating Bregman Majorization Minimization with Extrapolation (BMME).
result Subsequential convergence to a first-order stationary point under mild assumptions, global convergence under stronger conditions.

Cryptocurrencies show stable prices as a medium of exchange.

problem Price stability of cryptocurrencies as a medium of exchange.
method Filtered daily returns of major cryptocurrencies compared to major financial assets using Pearson correlations, dynamic time-warping method, and Black-Scholes model.
result Cryptocurrencies exhibit stable daily returns relative to major financial assets over the years 2016-2020.

The paper improves confidence regions for band-limited functions using tighter norm bounds and majority voting.

problem Constructing reliable confidence regions for band-limited functions from noisy data.
method Improved norm bounds using Hoeffding's inequality and empirical Bernstein bound, majority voting to aggregate intervals.
result Confidence intervals retain their simultaneous coverage guarantee even when aggregated from random subsamples.

The present paper introduces a majority orienting model in which the dealers' behavior changes based on the influence of the price to show the oscillation of stock price in the stock market. We show the oscillation of the price for the model by applying the van der Pol equation which is a deterministic approximation of…

2004-03-31abs ↗pdf ↗

Contrastive examples improve fairness in face recognition by balancing minority and majority groups.

problem Face recognition algorithms favor majority groups in training data.
method Create contrastive examples by swapping group memberships in the training dataset.
result Contrastive examples improve fairness metrics like equalized odds.

We propose an inference method to estimate sparse interactions and biases according to Boltzmann machine learning. The basis of this method is L1L_1 regularization, which is often used in compressed sensing, a technique for reconstructing sparse input signals from undersampled outputs. L1L_1 regularization impedes the …

2015-03-11abs ↗pdf ↗

We give a general overview of the influence of William Thurston on the French mathematical school and we show how some of the major problems he solved are rooted in the French mathematical tradition. At the same time, we survey some of Thurston's major results and their impact. The final version of this paper will appe…

2019-12-06abs ↗pdf ↗

We introduce the minority game theory for two kinds of the Korean treasury bond (KTB) in Korean futures exchange markets. Since we discuss numerically the standard deviation and the global efficiency for an arbitrary strategy, our case is found to be approximate to the majority game. Our result presented will be compar…

2005-03-01abs ↗pdf ↗

Develops variational framework for LQG risk-sensitive MFGs with major-minor interactions.

problem Risk-sensitive optimal control in LQG systems with major-minor interactions.
method Variational approach, nonlinear necessary and sufficient condition of optimality, equivalent risk-neutral measure, Markovian closed-loop best-response strategies.
result Derives optimal control strategies for LQG risk-sensitive MFGs with major-minor interactions, establishing Nash and ε\varepsilon-Nash equilibria.

New algorithm for nonconvex optimization on constrained Riemannian manifolds converges quickly.

problem Optimization on constrained Riemannian manifolds.
method Block majorization-minimization (BMM) for smooth nonconvex objectives with Riemannian constraints.
result Converges to stationary points within O(ε2)O(ε^{-2}) iterations.

This paper examines autocorrelation in major crypto markets, finding persistent correlations on short time frames.

problem Assessing the efficiency of major cryptocurrency markets through autocorrelation analysis.
method Pearson's autocorrelation coefficient, Ljung-Box test, rolling window analysis.
result Persistent autocorrelation on 5m and 1H time frames, disagreement on 1D and 1W time frames.