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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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123245368490 · Jun 202019922001200920172026
48 results for mixed criticality systems

Proposes a method to allocate time budgets in mixed criticality systems.

problem Managing execution time variability in mixed criticality systems.
method Quantifies execution time variability using statistical dispersion parameters and proposes a heuristic to allocate time budgets.
result The proposed heuristic reduces the probability of exceeding allocated budgets.

Study resolves polynomial germs, proving no mixed critical points and strict transform properties.

problem Resolving mixed critical points and properties of strict transforms of polynomial germs.
method Toric resolutions and modifications of weighted homogeneous polynomials.
result No mixed critical points and strict transform properties as germs.

New solutions found for elliptic systems with mixed couplings.

problem Existence of fully nontrivial solutions to elliptic systems with mixed couplings.
method Study of fully nontrivial solutions to the system with mixed couplings in a bounded or unbounded domain.
result New existence and multiplicity results of fully nontrivial solutions.

Mixed-integer optimization improves fairness and transparency in machine learning models.

problem Ensuring fairness and transparency in machine learning models deployed in sensitive areas.
method Embedding responsible ML considerations directly into the learning process using mixed-integer optimization.
result MIO enables the learning of inherently transparent models that can incorporate fairness or other constraints.

The paper develops methods to derive mixed superposition rules for Lie systems and applies them to various physical systems.

problem Finding general solutions for Lie systems.
method Develops mixed superposition rules for Lie systems with imprimitive Lie algebras and semidirect sums.
result Extends coalgebra method to Lie systems of partial differential equations.

Optimizes pension mix of PAYGO, EET, and individual savings.

problem Balancing PAYGO, EET, and individual savings in funded pension schemes.
method Solves a Nash equilibrium between pension participants and government, considering age-dependent preferences and optimal asset allocation.
result Identifies critical ages and optimal contribution rates for maximizing overall utility.

Mixed integer programming identifies critical neurons in neural networks.

problem Identifying neurons critical for network performance and generalization.
method Developed a mixed integer program (MIP) to assign importance scores to neurons, guiding pruning decisions.
result The method identifies multiple 'lucky' sub-networks resulting in optimized architectures that generalize across datasets.

Meta-active learning optimizes control of safety-critical systems by efficiently learning dynamics and configurations.

problem Efficiently learning system dynamics and optimal configurations for safety-critical systems like deep brain stimulation.
method Meta-learning an acquisition function using LSTM, cast as meta-learning, with a mixed-integer linear program policy.
result Achieved a 46% increase in information gain and a 20% speedup in computation time over baselines.

Machine learning models accurately predict the state and dynamics of reactive mixing.

problem Accurate prediction of reactive mixing for Earth and environmental science applications.
method Built a high-fidelity numerical model to simulate reactive mixing scenarios. Used 20 different machine learning emulators to classify mixing state and predict three QoIs.
result Ensemble methods and MLP models accurately predict the state of reactive mixing and QoIs, significantly faster than high-fidelity simulations.

In various situations in Floer theory, one extracts homological invariants from "Morse-Bott" data in which the "critical set" is a union of manifolds, and the moduli spaces of "flow lines" have evaluation maps taking values in the critical set. This requires a mix of analytic arguments (establishing properties of the m…

2017-11-27abs ↗pdf ↗

We develop algorithms to learn non-linear dynamical systems without mixing assumptions.

problem Learning non-linear dynamical systems from dependent data.
method We introduce an offline algorithm and a one-pass streaming method with SGD-RER.
result Our methods achieve optimal or near-optimal performance for learning non-linear systems.

Mixed superposition rules, i.e., functions describing the general solution of a system of first-order differential equations in terms of a generic family of particular solutions of first-order systems and some constants, are studied. The main achievement is a generalization of the celebrated Lie-Scheffers Theorem, char…

2012-03-01abs ↗pdf ↗

A scalable Bayesian inference method for mixed-effects models in systems biology.

problem Scalable Bayesian inference for complex hierarchical mixed-effects models in systems biology.
method Constructing amortized approximations of likelihood and posterior distributions, refined for each individual dataset.
result Our method is both fast and competitive in statistical accuracy compared to exact pseudomarginal Bayesian inference.

We examine the total mixed scalar curvature of a fixed distribution as a functional of a pseudo-Riemannian metric. We develop variational formulas for quantities of extrinsic geometry of the distribution to find the critical points of this action. Together with the arbitrary variations of the metric, we consider also v…

2016-09-29abs ↗pdf ↗

The paper proves a unique conformal measure for Anosov groups and shows local mixing.

problem Proving the uniqueness of conformal measures for Anosov groups.
method Analogue of Sullivan's theorem for Anosov subgroups of semisimple groups.
result Uniqueness of conformal measures and local mixing for Anosov groups.

The paper tackles long-context linear system identification with improved sample complexity bounds.

problem Identifying dynamical systems with long dependencies over fixed context windows.
method Established sample complexity bounds for systems with linear dependencies over a context window of length p.
result The learning process is not hindered by slow mixing properties in extended context windows.

This work improves mixing rates for Bayesian CART, a key component of BART.

problem Understanding and improving mixing rates for Bayesian inference with MCMC.
method Derived upper bounds on mixing times, provided sufficient conditions for polynomial mixing, and proposed Twiggy Bayesian CART.
result Twiggy Bayesian CART achieves polynomial mixing without assuming signal connectivity.

Adaptive financial dataflow system improves model robustness in dynamic markets.

problem Static historical data leads to poor performance in dynamic financial markets.
method Drift-aware dataflow system with adaptive control and optimization.
result Enhanced model robustness and improved risk-adjusted returns.

Study equidistribution for flows on geometrically finite convergence group actions.

problem Counting, mixing and equidistribution for flows on geometrically finite convergence group actions.
method Establishing results for finite BMS measures on flow spaces associated to geometrically finite convergence group actions.
result Results apply to flow spaces associated to relatively Anosov groups.

No-regret learning fails to converge to Nash equilibria in mixed strategies.

problem Limiting behavior of mixed strategies in repeated games.
method Study of optimal no-regret learning algorithms for 2x2 competitive games.
result Limiting mixed strategies cannot converge to Nash equilibria under mean-based and monotonic updates.

A new method clusters qualitative data with mixed variables, improving interpretability.

problem Clustering qualitative data with context and high-dimensional mixed datasets.
method Hierarchical Qualitative Clustering (HQC) using Maximum Mean Discrepancy.
result HQC maintains interpretability of qualitative information and clusters effectively.

An asset network systemic risk (ANWSER) model is presented to investigate the impact of how shadow banks are intermingled in a financial system on the severity of financial contagion. Particularly, the focus of this study is the impact of the following three representative topologies of an interbank loan network betwee…

2014-09-30abs ↗pdf ↗

In this paper we extend the series of our studies on the properties of an interacting particle model for market microstructure. In our earlier work we defined a Markov process on the majority opinion of the agents, obtained the transition probabilities and analyzed the martingale properties of the ensuing wealth proces…

2006-05-16abs ↗pdf ↗

Proposes a mixed pension system combining PAYG and funded contributions to address sustainability.

problem Sustainability of public pension systems due to declining birth rates and increasing life expectancy.
method Combines a classical PAYG scheme with a funded investment scheme to ensure financial sustainability.
result Individuals contribute to a funded part, making them active participants in addressing demographic risks.

Many real-valued stochastic time-series are locally linear (Gassian), but globally non-linear. For example, the trajectory of a human hand gesture can be viewed as a linear dynamic system driven by a nonlinear dynamic system that represents muscle actions. We present a mixed-state dynamic graphical model in which a hid…

2013-01-23abs ↗pdf ↗

Stock markets are complex systems exhibiting collective phenomena and particular features such as synchronization, fluctuations distributed as power-laws, non-random structures and similarity to neural networks. Such specific properties suggest that markets operate at a very special point. Financial markets are believe…

2013-10-09abs ↗pdf ↗

Post-training quantization method using multiple low-precision points achieves higher precision for critical weights.

problem Discretizing pre-trained deep neural networks without re-training.
method Multipoint quantization with efficient greedy selection and adaptive point number.
result Outperforms state-of-the-art methods on ImageNet classification and PASCAL VOC object detection.

SafeML monitors ML systems for safety and security risks.

problem Ensuring safety and explainability of ML systems in safety-critical domains.
method Statistical difference measures of ECDF to detect distributional shifts.
result Approach can detect invalid application contexts of ML components.

New approach uses secants to improve sensor placement and feature selection for nonlinear systems.

problem Inadequacy of linear methods for minimal sensor placement and feature selection in nonlinear systems.
method Data-driven approach using secant vectors to develop greedy algorithms for robust, near-minimal reconstruction guarantees.
result Demonstrated on two problems where linear techniques fail, secant-based approach provides robust solutions.

Study of Einstein-Hilbert action on metric-affine spaces with connections.

problem Formulating and solving variational problems for mixed Einstein-Hilbert action.
method Developed variational formulas for extrinsic geometry, derived Euler-Lagrange equations, and characterized critical points.
result Derived new equations analogous to Einstein and Cartan equations, with a new Ricci type tensor.