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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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147295442589 · Jun 202019922001200920172026
48 results for mixed energy estimate

Uniform volume estimate for Kähler metrics in big cohomology classes.

problem Estimating volume for singular Kähler metrics in big cohomology classes.
method Generalized mixed energy estimate for functions in complex Sobolev space to big cohomology classes.
result Uniform non-collapsing volume estimate for local Kähler metrics.

Paper proposes a novel optimization method for disaggregating smart meter data.

problem Energy disaggregation, inferring appliance-specific energy consumption from aggregate meter data.
method Two-stage optimization approach: first phase uses mixed integer programming, second phase binary quadratic optimization with penalty terms and appliance constraints.
result Proposed method successfully reconstructs appliance signatures, overcoming previous optimization-based methods' limitations.

Paper proposes a method to improve MCMC sampling for energy-based models.

problem MCMC sampling of energy-based models is often not mixing in high-dimensional data.
method Proposes using a flow-based model as a backbone to correct the energy-based model, enabling mixing in latent space.
result MCMC sampling of the corrected EBM in the latent space mixes well and traverses modes in the data space.

Study free energy in spherical spin glasses, proving universality dichotomy.

problem Analyzing free energy in spherical spin glass models with different tail exponents.
method Introduced a tail-adapted normalization and used universality dichotomy.
result Sharp universality dichotomy for free energy across different tail exponents.

Outlier detection amounts to finding data points that differ significantly from the norm. Classic outlier detection methods are largely designed for single data type such as continuous or discrete. However, real world data is increasingly heterogeneous, where a data point can have both discrete and continuous attribute…

2016-08-17abs ↗pdf ↗

PVI improves SIVI by directly optimizing ELBO without parametric assumptions.

problem Intractable variational densities in SIVI methods.
method Particle Variational Inference (PVI) using empirical measures to approximate optimal mixing distributions.
result PVI directly optimizes the ELBO and performs favorably compared to other SIVI methods.

iDEM generates samples from Boltzmann densities without data.

problem Generating statistically independent samples from unnormalized distributions.
method Iterative algorithm using energy and gradient for diffusion-based sampler training.
result iDEM achieves state-of-the-art performance and trains faster than existing methods.

Paper proposes CoopFlow, a two-flow generator for energy-based models.

problem Training energy-based models with Langevin flow and normalizing flow.
method CoopFlow trains an energy-based model using a normalizing flow initialization and a short-run Langevin flow revision.
result CoopFlow converges to a moment matching estimator and synthesizes realistic images.

Unified empirical and variational Bayes for unnormalized densities.

problem Approximating unnormalized densities using latent variable models.
method Formulate a latent variable model for Y=X+N(0,σ2Id)Y=X+N(0,σ^2 I_d), use ELBO as parametrization of YY's energy function, and estimate XX with empirical Bayes least-squares.
result UVB has higher capacity to approximate energy functions than MLPs in DEEN.

Proposes a pricing agent using reinforcement learning to balance renewable energy demand.

problem Intermittent renewable energy sources challenge carbon-free electricity generation.
method Reinforcement learning approach to balance customer demand with renewable energy generation.
result Demonstrates improved electricity pricing strategy for renewable energy integration.

The literature on statistical learning for time series assumes the asymptotic independence or ``mixing' of the data-generating process. These mixing assumptions are never tested, nor are there methods for estimating mixing rates from data. We give an estimator for the ββ-mixing rate based on a single stationary sample…

2011-03-04abs ↗pdf ↗

In this paper we propose a geometrization of the non-relativistic quantum mechanics for mixed states. Our geometric approach makes use of the Uhlmann's principal fibre bundle to describe the space of mixed states and as a novelty tool, to define a dynamic-dependent metric tensor on the principal manifold, such that the…

2013-02-06abs ↗pdf ↗

New model predicts energy prices under different scenarios.

problem Complex causal relationships in energy markets with continuous regime changes.
method Augmented Time Series Structural Causal Models (ATSCM) integrating neural causal discovery.
result Enables novel counterfactual queries in energy markets.

New Riemannian optimization improves variance estimation in mixed models.

problem Challenges in estimating variance parameters in linear mixed models due to constraints.
method Formulated as an optimization problem on a Riemannian manifold, using Riemannian gradient and Hessian.
result Yields higher quality variance parameter estimates compared to existing methods.

Develops a deep learning framework for various data types.

problem Handling nonparametric regression and classification across different data types.
method Introduces a general framework with two estimators: NPDNN and SPDNN, based on data satisfying generalized Bernstein-type inequalities.
result Both NPDNN and SPDNN estimators are minimax optimal in many classical settings.

Researchers prove constant solutions for a specific Finslerian equation.

problem Investigating exponentially harmonic functions on Finslerian spaces.
method Analyzing the exponential energy functional and using nonnegative Ricci curvature conditions.
result Any bounded solution to the Finslerian equation is constant.

Introduces Causal Energy Minimization to understand Transformer layers.

problem Empirical parameterization of Transformer blocks remains largely unexplored.
method Causal Energy Minimization framework that recasts Transformer layers as optimization steps on conditional energy functions.
result Identifies design space for Transformer layers including weight sharing and energy-based interpretations.

Proves spacetime positive mass theorem for spin initial data sets with arbitrary ends.

problem Proving the spacetime positive mass theorem for specific spacetime configurations.
method Solving a mixed boundary value problem for the Dirac-Witten operator with a Callias potential.
result Established spacetime positive mass theorem for asymptotically flat spin initial data sets with arbitrary ends.

The paper studies solutions to a nonlinear equation on Finsler manifolds with gradient estimates and Harnack inequalities.

problem Exploring positive solutions to a nonlinear parabolic equation on Finsler manifolds.
method Developed new comparison theorems and used Li-Yau estimates.
result Established gradient estimates and Harnack inequalities for solutions.

A new AI optimization method uses energy-conserving dynamics inspired by Born-Infeld theory.

problem Optimization challenges in non-convex loss functions and machine learning tasks.
method Discretization of Born-Infeld dynamics for energy-conserving Hamiltonian optimization.
result The method avoids high local minima and outperforms traditional methods in shallow valleys.

Estimates Markov chain mixing time from a single trajectory.

problem Estimating mixing time of Markov chains from a single trajectory.
method Contraction with respect to total variation, inspired by Wolfer's contraction coefficient.
result Improved confidence intervals and instance-dependent rates for estimating Markov chains.

We revisit the problem of uniqueness for the Ricci flow and give a short, direct proof, based on the consideration of a simple energy quantity, of Hamilton/Chen-Zhu's theorem on the uniqueness of complete solutions of uniformly bounded curvature. With a variation of this quantity and technique, we further prove a uniqu…

2012-06-14abs ↗pdf ↗

The paper proposes methods for predicting missing values in mixed data matrices.

problem Matrix completion for mixed data types (continuous, binary, ordinal).
method Generalized latent factor models for low-rank matrix estimation with entrywise consistency.
result Tight probabilistic error bounds for the proposed estimators.

SBMs learn manifold-like structures by mixing samples with a non-conservative field.

problem How SBMs learn data distributions on low-dimensional manifolds.
method Investigating linear approximations and subspaces of local feature vectors during diffusion.
result SBMs mix samples by a non-conservative field within the manifold, maintaining manifold-like structure.

Energy trees handle complex data structures with multiple variable types.

problem Handling intricate data structures with various types of covariates.
method Energy trees, a regression and classification model, use energy statistics to accommodate structured covariates of different types.
result Energy trees maintain statistical foundations, interpretability, and robustness to overfitting.

Gradient Boosted Mixed Models estimate mean and variance components for clustered data.

problem Limited flexibility in linear mixed models for complex settings.
method Gradient Boosting extended to mixed models with likelihood-based gradients and flexible base learners.
result Accurate recovery of variance components and improved predictive accuracy.

metabeta uses neural networks to speed up Bayesian mixed-effects regression.

problem Bayesian mixed-effects regression is computationally expensive.
method metabeta is a neural network model that pre-trains to estimate posterior distributions.
result metabeta achieves comparable performance to MCMC at a fraction of the time.

Reservoir subspace injection improves online ICA by preserving injected features.

problem Discarding injected features in top-nn whitening can degrade performance.
method Formalized reservoir subspace injection (RSI) and developed diagnostics (IER, SSO, ρ_x) to identify and mitigate the failure mode.
result RSI controller preserves passthrough retention, improving performance by up to 2.2 dB.

DPERC efficiently estimates covariance matrices for mixed data with missing values.

problem Estimating covariance matrices for datasets with missing values and mixed features.
method Direct Parameter Estimation for Randomly Missing Data with Categorical Features (DPERC).
result DPERC outperforms other methods in estimating covariance matrices for mixed data with missing values.

Paper optimizes battery storage in multiple energy markets for better profits.

problem Optimizing battery storage participation in multiple energy markets to balance supply and demand.
method Developed a joint bidding strategy combining intraday and frequency markets using mixed integer linear programming and a learned classifier strategy.
result The LCS increases overall profits by over 4% compared to static strategies and by more than 3% over a naive dynamic benchmark.

Novel network model estimates mixed-membership structure with covariate information.

problem Estimating latent mixed-membership structure in networks with covariate information.
method Proposes a novel network model that incorporates both community information and node covariate similarities.
result Achieves optimal estimation accuracy for similarity matrix and mixed-membership.

We study the global probability distribution of energy consumption per capita around the world using data from the U.S. Energy Information Administration (EIA) for 1980-2010. We find that the Lorenz curves have moved up during this time period, and the Gini coefficient G has decreased from 0.66 in 1980 to 0.55 in 2010,…

2013-12-22abs ↗pdf ↗

Estimates watermarked content proportions in mixed-source texts.

problem Optimally estimating the proportion of watermarked content in texts with mixed sources.
method Casting the problem as estimating a proportion parameter in a mixture model based on pivotal statistics.
result Proposes efficient estimators for watermark proportion and shows their accuracy through evaluations.

DNFS trains efficient samplers for discrete distributions using locally equivariant Transformers.

problem Sampling from unnormalised discrete distributions.
method DNFS learns a rate matrix to satisfy the Kolmogorov equation, using control variates and locally equivariant Transformers.
result DNFS achieves efficient and effective sampling across various applications.

We analyze a gradient flow of closed planar curves minimizing the anisoperimetric ratio. For such a flow the normal velocity is a function of the anisotropic curvature and it also depends on the total interfacial energy and enclosed area of the curve. In contrast to the gradient flow for the isoperimetric ratio, we sho…

2012-03-10abs ↗pdf ↗

GBMixed boosts mixed models for clustered data, estimating mean and variance flexibly.

problem Flexible estimation of mean and variance components in clustered data.
method Gradient Boosting framework for linear mixed models with likelihood-based gradients.
result GBMixed accurately recovers complex nonlinear fixed effects and covariances.

A new method combines machine learning with mixed-effects models for better repeated measurement analysis.

problem Inference of linear coefficients in partially linear mixed-effects models with complex interactions and high-dimensional variables.
method Double machine learning approach to estimate nonparametrically nonlinear variables, then use standard linear mixed-effects techniques to estimate the linear coefficient.
result The estimated fixed effects coefficient converges at the parametric rate and is semiparametrically efficient.