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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.

168,695 papers · 148 categories

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175349524698 · Jun 202019922001200920172026
48 results for mixed functions

The optimization of expensive to evaluate, black-box, mixed-variable functions, i.e. functions that have continuous and discrete inputs, is a difficult and yet pervasive problem in science and engineering. In Bayesian optimization (BO), special cases of this problem that consider fully continuous or fully discrete doma…

2019-07-02abs ↗pdf ↗

Characterizes continuity of monotone functionals in mixed topology.

problem Continuity of monotone functionals in mixed topology.
method Characterization through lower semicontinuity and dual representations.
result Continuity in mixed topology is equivalent to dual representation in terms of countably additive measures.

This paper presents novel mixed-type Bayesian optimization (BO) algorithms to accelerate the optimization of a target objective function by exploiting correlated auxiliary information of binary type that can be more cheaply obtained, such as in policy search for reinforcement learning and hyperparameter tuning of machi…

2019-06-17abs ↗pdf ↗

Research on mixed polynomials, extending non-degeneracy concepts to complex variables.

problem Extending non-degeneracy concepts to mixed polynomials in complex variables.
method Generalization of Mondal's partial non-degeneracy to mixed polynomials, introducing new concepts and proving properties.
result Strong partial non-degeneracy implies isolated singularities, and mixed polynomials that are strongly inner non-degenerate satisfy the strong Milnor condition.

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.

Library learns Bayesian networks from mixed data without discretization.

problem Learning Bayesian networks from mixed data (discrete and continuous variables).
method Proposes an algorithm for structural and parameter learning of Bayesian networks from mixed data using a mixed MI score function and Gaussian approximation. Offers two graph structure enumeration algorithms.
result Advantages in solving approximation and gap recovery problems on synthetic and real datasets.

Paper analyzes agnostic learning of mixed linear regression without generative models.

problem Learning mixed linear regression without assuming stochastic generation.
method Expectation Maximization (EM) and Alternating Minimization (AM) algorithms.
result AM and EM algorithms converge to population loss minimizers under standard conditions.

New ICA method for sources with mixed spectra.

problem Inaccurate separation of sources with temporal autocorrelations and mixed spectra.
method Estimates spectral density functions and line spectra using cubic splines and indicator functions, then maximizes the Whittle likelihood function.
result Outperforms existing ICA methods in simulations and EEG data applications.

Functional determinant for mixed signature sphere products depends on sphere dimensions and parity.

problem Determining the functional determinant for scalar fields on mixed signature sphere products.
method Analyzing the GJMS operator on Sqimes^q imesSp^p to derive the functional determinant.
result The functional determinant depends only on the total dimension and parity of the sphere dimensions.

The paper finds extremum values for mixed Laplacian eigenvalues on triangles and trapezoids.

problem Finding extremum values for mixed eigenvalues of the Laplacian on triangles and trapezoids.
method Characterizations obtained under suitable geometric constraints.
result Characterizations of extremum values for mixed eigenvalues of the Laplacian on triangles and trapezoids.

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.

Study uniform consistency in nonparametric mixture models and mixed regression.

problem Uniform consistency in nonparametric mixture models and mixed regression models.
method Construct uniformly consistent estimators under general conditions, develop novel technical tools.
result Prove uniform consistency results for nonparametric mixtures and mixed regression models.

Bayesian optimization tackles mixed discrete-continuous problems with Gaussian processes.

problem Optimizing problems with both discrete and continuous variables using costly simulations.
method Relaxing discrete variables into continuous latent variables, using Bayesian optimization, and incorporating compatibility constraints with Lagrangians.
result Comparative analysis of different mixed Bayesian optimization approaches.

Improved density estimation for mixed discrete-continuous data.

problem Inconsistent density estimation for mixtures of continuous and discrete data.
method Modification of existing nonparametric density estimation methods to handle mixed discrete-continuous data.
result Improved consistency and empirical performance for mixed discrete-continuous data.

We extend neural networks with fractional and mixed activation functions for better function approximation.

problem Limitations in approximating higher-order smooth functions in complex spaces.
method Incorporating fractional exponents in activation functions and defining new density functions.
result Improved accuracy and broader applicability of neural network approximation theory.

Deep ReLU networks can approximate and learn smooth functions efficiently.

problem Efficiently approximating and learning smooth functions using deep ReLU neural networks.
method Extending recent results to anisotropic and mixed smooth function classes, establishing approximation rates.
result Deep ReLU networks achieve minimax optimal rates up to logarithmic factors for various smooth function classes.

In this paper, we introduce the weighted mixed (sectional, Ricci and scalar) curvature of a foliated (and almost-product) Riemannian manifold (M,g)(M,g) equipped with a vector field XX. We define several functions (qqth Ricci type curvatures), which "interpolate" between the weighed sectional and Ricci curvatures. The n…

2018-05-04abs ↗pdf ↗

Gradient EM converges exponentially to optimal solution in agnostic mixtures.

problem Fitting kk parametric functions to given data points without a generative model.
method Gradient EM algorithm for agnostic mixtures of arbitrary parametric functions.
result Gradient EM converges exponentially to population loss minimizers with high probability.

Paper tackles best mixed arm identification with cost constraints in bandit models.

problem Finding the best mixed arm with cost constraints in a stochastic bandit model.
method Proposes SFSR algorithm combining successive reject and score-function-based rejection criteria.
result Upper and lower bounds on mis-identification probability show exponential decay with budget.

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.

Let ViV_i be a finite dimensional Hermitian vector space of holomorphic sections of a line bundle LiL_i on a complex nn-dimensional manifold XX. We associate to ViV_i the non-negative Hermitian quadratic form gig_i on X,X, define a Hermitian mixed volume of XX for a "mixing tuple" of nn non-negative Hermitian forms…

2018-11-14abs ↗pdf ↗

The multivariate version of the Mixed Tempered Stable is proposed. It is a generalization of the Normal Variance Mean Mixtures. Characteristics of this new distribution and its capacity in fitting tails and capturing dependence structure between components are investigated. We discuss a random number generating procedu…

2016-09-04abs ↗pdf ↗

A novel graph spectral method for mixed categorical and numerical data.

problem Feature learning for mixed data types (numerical and categorical).
method Graph spectral decomposition of the graph Laplacian to model probabilistic dependence structure.
result Increased separability and clusterability of observations in the transformed feature space.

A new SSL method improves medical image classification using global latent mixing.

problem Costly annotation of large-scale medical image data sets.
method Linear mixing of labeled and unlabeled data in both input and latent space.
result Improved performance in semi-supervised classification of thoracic disease and skin lesion.

A new sampling method for log-concave distributions with warm starts and barriers.

problem Sampling from log-concave distributions constrained by convex bodies with barriers.
method Robust sampling framework using spectral approximations to Hessian of barrier functions.
result Improved mixing times for polytopes and spectrahedra, faster than previous methods.

New optimization algorithm for mixed-variable problems improves efficiency.

problem Optimizing functions with both continuous and categorical variables.
method Combines radial basis function and metric stochastic response surface methods with modifications for categorical variables and parallel processing.
result Numerical experiments show the effectiveness of the proposed modifications.

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.

MVRSM optimizes expensive functions with mixed variables, outperforming state-of-the-art methods.

problem Minimizing expensive functions with mixed continuous and integer variables.
method Mixed-Variable ReLU-based Surrogate Modelling (MVRSM) using rectified linear units.
result MVRSM outperforms state-of-the-art methods on synthetic and real-life benchmarks.

Study non-parametric value function estimation from a single path.

problem Estimating value function from a single trajectory in Markov reward processes.
method Kernel-based multi-step temporal difference (TD) estimates, including KK-step look-ahead TD and TD(λ)(λ).
result Non-asymptotic guarantees for TD estimates, capturing interactions between mixing time and model mis-specification.

Study proves projective Anosov subgroups lead to mixing flows in specific spaces.

problem Understanding mixing properties of flows on specific geometric spaces.
method Constructing non-empty domain of discontinuity in homogeneous space, using spectral estimates for transfer operators.
result Exponential mixing, spectral gap, and meromorphic continuation of zeta functions established.

GP-MRO discovers robust mixed strategies for unknown objectives.

problem Optimizing unknown objectives against worst-case uncertain parameters.
method Sequential learning from noisy point evaluations, combining online learning and Gaussian processes.
result GP-MRO finds robust mixed strategies that significantly improve performance over deterministic strategies.

We investigate properties of the Hodge metric of a mixed period domain. In particular, we calculate its curvature and the curvature of the Hodge bundles. We also consider when the pull back metric via a period map is Kähler. Several applications in cases of geometric interest are given, such as for normal functions and…

2014-07-15abs ↗pdf ↗

The paper develops new inequalities for Markov chain sums, linking them to mixing time.

problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.

A hybrid algorithm combines optimization and enumeration for symbolic regression.

problem Finding any function from a set of operators without prior specification.
method Mixed-integer nonlinear optimization with explicit enumeration and constraints.
result The hybrid algorithm is competitive with state-of-the-art methods.

Paper analyzes error in stochastic approximation for discontinuous functions.

problem Estimating expected error in discontinuous stochastic approximation.
method Uses finite differences and O(n1/5)O(n^{-1/5}) error estimate for discontinuous functions.
result Achieves error estimate of O(n1/5)O(n^{-1/5}) for discontinuous stochastic representation.