Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

3517021,0531,404 · Jun 202019922001200920172026
48 results for model rectification

We present new rectification theorems of degenerate quasi-conformal structures that give a meaning to quotients of Riemann surfaces with empty interior "fundamental domains". These techniques are used to define the unique renormalization of polynomials with Cantor set Julia sets.

2014-05-22abs ↗pdf ↗

Estimates nonlinear Hawkes processes using RKHSs with ReLU rectification.

problem Nonlinear multivariate Hawkes processes with complex interaction functions.
method Nonparametric estimation using RKHSs with approximations for ReLU and integral operators.
result Proposes an estimation method with bounds on approximation errors.

Consider a bundle of circles passing through 0 in 4-dimensional space. It is said to be rectifiable if there is a germ of diffeomorphism at 0 that takes all circles from our bundle to straight lines. We will give a classification of all rectifiable bundles of circles containing sufficiently many circles in general posi…

2001-10-14abs ↗pdf ↗

In this work we compute lower Lipschitz bounds of p\ell_p pooling operators for p=1,2,p=1, 2, \infty as well as p\ell_p pooling operators preceded by half-rectification layers. These give sufficient conditions for the design of invertible neural network layers. Numerical experiments on MNIST and image patches confirm tha…

2013-11-16abs ↗pdf ↗

We revisit skip-gram negative sampling (SGNS), one of the most popular neural-network based approaches to learning distributed word representation. We first point out the ambiguity issue undermining the SGNS model, in the sense that the word vectors can be entirely distorted without changing the objective value. To res…

2018-04-01abs ↗pdf ↗

Recently, the geodesibility of planar vector fields, which are algebrizable (differentiable in the sense of Lorch for some associative and commutative unital algebra), has been established. In this paper, we consider algebrizable three-dimensional vector fields, for which we give rectifications and Riemannian metrics u…

2019-11-30abs ↗pdf ↗

We study the supremum of the volume of hyperbolic polyhedra with some fixed combinatorics and with vertices of any kind (real, ideal or hyperideal). We find that the supremum is always equal to the volume of the rectification of the 1-skeleton. The theorem is proved by applying a sort of volume-increasing flow to any h…

2020-02-01abs ↗pdf ↗

The goal of this paper is to describe all local diffeomorphisms mapping a family of circles, in an open subset of $\r^3$, into straight lines. This paper contains two main results. The first is a complete description of the rectifiable collection of circles in $\r^3$ passing through one point. It turns out that to be r…

2003-01-20abs ↗pdf ↗

PPI uses predictions and weighting to infer from partially labeled data.

problem Valid inference with partially labeled data.
method Combines model-based predictions with bias correction from labeled data, using Horvitz-Thompson and Hájek corrections.
result IPW-adjusted PPI with estimated propensities performs similarly to known-probability case.

New method reduces discrete flow transitions, improving perplexity estimation.

problem Stochasticity in discrete paths makes rectification strategies ineffective.
method Dynamic-optimal-transport-like minimization objective with minibatch strategies.
result 32 times reduction in transitions for same perplexity.

Adaptive optimization algorithms such as Adam are widely used in deep learning. The stability of such algorithms is often improved with a warmup schedule for the learning rate. Motivated by the difficulty of choosing and tuning warmup schedules, recent work proposes automatic variance rectification of Adam's adaptive l…

2019-10-09abs ↗pdf ↗

Critical volatility triggers log-normal to power-law transitions in interconnected systems.

problem Understanding the transition from log-normal to power-law distributions in interconnected systems.
method Analyzing an infinite option-on-option chain model, deriving a critical volatility threshold.
result A critical volatility threshold of approximately 250.66% for unconditional cases, dropping to 125.3% with selective survival.

Framework corrects model form errors in structural dynamics predictions.

problem Model form errors in parametric models of structural dynamics.
method Gaussian Process Latent Force Model (GPLFM) for non-parametric discrepancy representation, linear Bayesian filtering for state and discrepancy estimation, modal reduction for computational tractability.
result Significant reduction of displacement and rotation prediction errors under unseen excitations.

We introduce a new neural network model, together with a tractable and monotone online learning algorithm. Our model describes feed-forward networks for classification, with one output node for each class. The only nonlinear operation is rectification using a ReLU function with a bias. However, there is a rectifier on …

2018-05-10abs ↗pdf ↗

This paper improves the efficiency of generative models by optimizing the straightness of Rectified Flow.

problem Improving the efficiency of generative models by reducing discretization error.
method Introducing a novel Piecewise Straightness parameter, γ2,T, to optimize the straightness of Rectified Flow.
result Minimizing curvature in Rectified Flow models leads to high-fidelity, one-step sampling.

The Rectified Linear Unit (ReLU) is a foundational activation function in artficial neural networks. Recent literature frequently misattributes its origin to the 2018 (initial) version of this paper, which exclusively investigated ReLU at the classification layer. This paper formally corrects the citation record by tra…

2018-03-22abs ↗pdf ↗

Deep neural networks (DNNs) are known for their vulnerability to adversarial examples. These are examples that have undergone small, carefully crafted perturbations, and which can easily fool a DNN into making misclassifications at test time. Thus far, the field of adversarial research has mainly focused on image model…

2019-04-10abs ↗pdf ↗

Paper tackles RUL prediction with scarce data using indirect supervision.

problem Predicting RUL with indirect supervision and scarce time series data.
method Unified framework called parameterized static regression, handling data scarcity without interpolation.
result Competitive performance in prediction accuracy with simulated data scarcity.

The Mutual Information (MI) is an often used measure of dependency between two random variables utilized in information theory, statistics and machine learning. Recently several MI estimators have been proposed that can achieve parametric MSE convergence rate. However, most of the previously proposed estimators have th…

2018-01-27abs ↗pdf ↗

PPI uses proxy data to improve inference from limited labels across related tasks.

problem Statistical inference with limited labels across multiple related tasks.
method Prediction-powered inference framework that uses cross-task recalibration to improve power and accuracy.
result Cross-task recalibration can substantially reduce confidence interval widths when labels are scarce.

Poisson variational autoencoders introduce a metabolic cost term that penalizes high baseline activity.

problem Energy constraints in computation.
method Poisson variational autoencoders with a Kullback-Leibler divergence term proportional to firing rates.
result Poisson variational autoencoders introduce a metabolic cost term that penalizes high baseline activity.

AReLU uses attention-based rectification to improve neural network performance.

problem Improving neural network performance through better activation functions.
method Integrates attention mechanism with rectified linear unit (ReLU) to learn and scale feature maps.
result AReLU significantly boosts performance of most network architectures with minimal changes.

MuSiCNet tackles irregularly sampled multivariate time series by treating them as a hierarchy of relatively regular series.

problem Irregularly sampled multivariate time series with missing values.
method Gradual coarse-to-fine approach with multi-scale and multi-correlation attention network.
result MuSiCNet improves ISMTS representation quality through hierarchical learning.

The paper studies how to allocate human validation in AI-assisted tasks to minimize errors.

problem Heterogeneous reliability of AI-generated signals across tasks, products, and customer segments.
method Tuned prediction-powered inference, upper confidence bounds policy, Neyman square-root rule.
result The proposed policy outperforms uniform and epsilon-greedy allocation, closing most of the gap to the oracle when reliability is heterogeneous.

This paper is concerned with the structure of Gromov-Hausdorff limit spaces (Min,gi,pi)dGH(Xn,d,p)(M^n_i,g_i,p_i)\stackrel{d_{GH}}{\longrightarrow} (X^n,d,p) of Riemannian manifolds satisfying a uniform lower Ricci curvature bound RcMin(n1)Rc_{M^n_i}\geq -(n-1) as well as the noncollapsing assumption Vol(B1(pi))>v>0Vol(B_1(p_i))>v>0. In such cases, there is …

2018-05-21abs ↗pdf ↗

The paper introduces BCART models for aggregate claim amount, improving frequency-severity and joint modeling.

problem Modeling aggregate claim amount with frequency-severity and joint dependencies.
method Developed three types of BCART models: frequency-severity, sequential, and joint models. Used various distributions for claim severity data.
result Weibull distribution outperforms gamma and lognormal for right-skewed, heavy-tailed claim severity data.

The paper uses model-based trees to create interpretable surrogate models for complex machine learning models.

problem Interpreting complex machine learning models.
method Using model-based trees to partition feature space and create interpretable models.
result Model-based trees generate optimal surrogate models that balance interpretability and performance.

The study examines how model predictions hold up under model extensions.

problem Model predictions may not be robust under model extensions, limiting their applicability.
method The study uses causal ordering to assess robustness of qualitative model predictions and characterizes model extensions that preserve predictions.
result Conditions and techniques are provided to assess robustness of model predictions under model extensions.

Revises Bayesian model averaging for foundation models.

problem Ensemble pre-trained and lightly-finetuned foundation models for improved classification performance.
method Introduces trainable linear classifiers and computationally cheaper model averaging scheme (OMA).
result Ensembled models can better predict on various datasets.

Paper introduces symmetric divergence link models for probability distributions.

problem Symmetric divergence measures for probability distributions.
method Two general classes of link models: one for survival functions and another for cumulative probability distribution functions.
result Advantages of symmetric divergence measures over asymmetric measures for model averaging and feature assessment.

Researchers review challenges in interpreting additive models, especially neural additive models.

problem Challenges in interpreting additive models, particularly neural additive models.
method Review of generalized additive models and discussion of nonidentifiability.
result Challenges in claiming interpretability or suitability for safety-critical applications of additive models.

Sigma models linked to Gross-Neveu models via quiver varieties.

problem Understanding the relationship between sigma models and Gross-Neveu models.
method Exploring the mathematical correspondence between sigma models and Gross-Neveu models, including their geometric and trigonometric/elliptic deformations.
result Sigma models are mathematically equivalent to Gross-Neveu models under certain conditions.

Simple models are preferred over complex models, but over-simplistic models could lead to erroneous interpretations. The classical approach is to start with a simple model, whose shortcomings are assessed in residual-based model diagnostics. Eventually, one increases the complexity of this initial overly simple model a…

2017-06-26abs ↗pdf ↗