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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.

168,657 papers · 148 categories

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148296443591 · Jun 202019922001200920172026
48 results for modular convex analysis

The paper develops a new approach to conditional risk measures using modular convex analysis.

problem Developing a new method for conditional risk measures.
method Random modular approach to conditional certainty equivalents and niveloids in the conditional LL^{\infty}-space.
result Retrieves a conditional variational formula for optimized certainty equivalents and applies it to the conditional entropic risk measure.

Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular loss functions, sub-modular functions or supermodular functions separately while …

2016-04-12abs ↗pdf ↗

In this paper the exact linear relation between the leading eigenvectors of the modularity matrix and the singular vectors of an uncentered data matrix is developed. Based on this analysis the concept of a modularity component is defined, and its properties are developed. It is shown that modularity component analysis …

2015-10-19abs ↗pdf ↗

Algorithm tackles constrained reinforcement learning with concave-convex and knapsack constraints.

problem Constrained episodic reinforcement learning with concave rewards and convex constraints.
method Modular analysis with strong theoretical guarantees for concave-convex and knapsack settings.
result Significantly outperforms existing approaches in constrained episodic environments.

Fixed points found in cluster modular groups under specific conditions.

problem Proving fixed points in cluster modular groups.
method Generalizing Kerckhoff's Nielsen realization theorem for cluster modular groups, using convexity of log-cluster variables.
result Finite subgroups of cluster modular groups have fixed points in cluster manifolds under certain conditions.

New methods for scalable inference in modular models with misspecified sub-models.

problem Model misspecification in multi-modular models complicates evidence combination.
method Variational methods for approximating Cut and SMI posteriors, and Variational Meta-Posterior.
result Feasibility of analysis with multiple cuts using a single set of variational parameters.

Networks capture pairwise interactions between entities and are frequently used in applications such as social networks, food networks, and protein interaction networks, to name a few. Communities, cohesive groups of nodes, often form in these applications, and identifying them gives insight into the overall organizati…

2017-07-28abs ↗pdf ↗

New algorithms detect changes in non-stationary MABs for better performance.

problem Non-stationary MAB environments where arm reward distributions change over time.
method Modular Detection Augmented Bandit (DAB) procedures with improved performance lower bounds.
result Modular DAB procedures achieve order-optimal regret bounds for various change detectors and bandit algorithms.

Artificial neural networks (ANNs) have achieved significant success in tackling classical and modern machine learning problems. As learning problems grow in scale and complexity, and expand into multi-disciplinary territory, a more modular approach for scaling ANNs will be needed. Modular neural networks (MNNs) are neu…

2019-04-29abs ↗pdf ↗

Theoretical analysis explains why models generalize after overfitting in modular addition.

problem Understanding why models generalize after overfitting in modular addition.
method Theoretical analysis and gradient descent behavior of two-layer quadratic networks and Transformers.
result Two-layer quadratic networks and simple Transformers generalize well after initially overfitting, indicating grokking.

New method uses hyperspherical geometry to improve community detection.

problem Improving community detection methods in network analysis.
method Mapping networks to points on a hypersphere, then projecting to clustering vectors.
result Modularity maximization is equivalent to minimizing angular distance on the hypersphere.

New techniques prove quantum modularity for various functions.

problem Proving quantum modularity of false theta functions and related series.
method Developed techniques including Poisson summation formula and modular series framework.
result Unified approach to proving quantum modularity for various functions.

Classifies big mapping classes on infinite type surfaces.

problem Investigating geometric properties of hyperbolic structures on infinite type surfaces.
method Analyzing the space of convex hyperbolic structures with Fenchel-Nielsen topology and studying the dynamics of mapping classes.
result Classifies big mapping classes into three types based on their dynamics on Teichmüller subspaces.

In [GMPS] we proved that the moment map image of a bb-symplectic toric manifold is a convex bb-polytope. In this paper we obtain convexity results for the more general case of non-toric hamiltonian torus actions on bb-symplectic manifolds. The modular weights of the action on the connected components of the exceptio…

2014-12-08abs ↗pdf ↗

We establish several Witten type rigidity and vanishing theorems for twisted Toeplitz operators on odd dimensional manifolds. We obtain our results by combining the modular method, modular transgression and some careful analysis of odd Chern classes for cocycles in odd KK-theory. Moreover we discover that in odd dimen…

2015-04-12abs ↗pdf ↗

The goal of this article is to show that five explicitly given transformations, a rotation, two screw Heisenberg rotations, a vertical translation and an involution generate the Euclidean Picard modular groups with coefficient in the Euclidean ring of integers of a quadratic imaginary number field. We also obtain the r…

2010-06-16abs ↗pdf ↗

Study geodesics in curved spaces, counts ambiguous paths, confirms number theory conjectures.

problem Counting ambiguous geodesics in curved spaces.
method Asymptotic formula for common perpendiculars in negatively curved spaces, applying to modular orbifolds and number fields.
result Confirms and extends Motohashi's conjecture on binary additive divisor problem.

New framework for modular reinforcement learning reduces sample complexity.

problem Achieving independent credit assignment in reinforcement learning.
method Defining modular credit assignment as minimizing algorithmic mutual information, introducing modularity criterion for causal analysis.
result Single-step temporal difference action-value methods meet the modularity criterion, improving sample efficiency.

Study modular geodesics and wedge domains in non-compactly causal symmetric spaces.

problem Understanding the geometric implementation of modular group in symmetric spaces.
method Analyzing the flow generated by Euler elements and their geometric properties.
result The wedge region W is connected and coincides with the observer domain under certain conditions.

Clustering on hypergraphs has been garnering increased attention with potential applications in network analysis, VLSI design and computer vision, among others. In this work, we generalize the framework of modularity maximization for clustering on hypergraphs. To this end, we introduce a hypergraph null model, analogou…

2018-12-28abs ↗pdf ↗

We explain how neural networks learn to solve modular addition tasks.

problem How two-layer neural networks learn to solve modular addition tasks.
method Formalized a diversification condition during training, proving it allows the network to approximate the correct logic for modular addition.
result Neural networks can robustly identify the correct sum through phase symmetry and frequency diversification.

DynMSA detects market clusters for better portfolio allocation.

problem Identifying stable market clusters for effective portfolio management.
method Combining Random Matrix Theory with modularity optimization and spectral clustering.
result DynMSA outperforms baseline models in intra- and inter-cluster correlation differences.

Submodularity is studied for convex risk measures, including Expected Shortfall.

problem Characterizing submodularity in convex risk measures.
method Analyzing submodularity properties of law-invariant coherent risk measures, including Expected Shortfall and Value-at-Risk.
result AES is submodular only when it reduces to ES, and empirical analysis shows AES violations are less frequent than VaR and ES violations.

In this paper we analyse the bipartite Colombian firms-products network, throughout a period of five years, from 2010 to 2014. Our analysis depicts a strongly modular system, with several groups of firms specializing in the export of specific categories of products. These clusters have been detected by running the bipa…

2018-09-10abs ↗pdf ↗

We study geodesics on the modular surface, comparing WP and hyperbolic metrics.

problem Comparing geodesics on the modular surface under different metrics.
method Lift WP geodesics to the universal cover, analyze geometric properties, and compare deviations.
result WP and hyperbolic geodesics fellow-travel in the thick part of the universal cover.

Learning with non-modular losses is an important problem when sets of predictions are made simultaneously. The main tools for constructing convex surrogate loss functions for set prediction are margin rescaling and slack rescaling. In this work, we show that these strategies lead to tight convex surrogates iff the unde…

2015-12-24abs ↗pdf ↗

We find and propose an explanation for a large variety of modularity-related symmetries in problems of 3-manifold topology and physics of 3d N=2\mathcal{N}=2 theories where such structures a priori are not manifest. These modular structures include: mock modular forms, SL(2,Z)SL(2,\mathbb{Z}) Weil representations, quantum mo…

2018-09-26abs ↗pdf ↗

We show that up to automorphisms of PC2\mathbb P^2_{\mathbb C} there are 1414 homogeneous convex foliations of degree 55 on PC2.\mathbb P^2_{\mathbb C}. We establish some properties of the Fermat foliation F0d\mathcal F_{0}^{d} of degree d2d\geq2 and of the Hilbert modular foliation FH5\mathcal{F}_H^{5} of degree 5.5. As a…

2018-12-22abs ↗pdf ↗

Researchers found the global topology of the Eisenstein-Picard modular surface.

problem Understanding the global topology of the Eisenstein-Picard modular surface.
method Quotient space of the complex hyperbolic plane by the modular group.
result Determined the global topology of the Eisenstein-Picard modular surface as a 4-orbifold.

Study modular surfaces in Lorentz-Minkowski 3-space, classifying and analyzing their curvature and applications.

problem Understanding the curvature properties of modular surfaces in Lorentz-Minkowski space.
method Analyzing the sign of Gaussian and mean curvature, classifying surfaces, and applying to conformal field theories.
result Complete classification of zero Gaussian curvature modular surfaces and non-existence of non-planar maximal modular surfaces.

Modular neural networks generalize better with less data.

problem Theoretical and practical understanding of how modularity improves neural network generalization.
method Theoretical analysis of sample complexity, development of a novel learning rule.
result Modular networks require fewer samples to generalize compared to nonmodular networks, especially in high-dimensional tasks.

Modular neural causal models outperform other models in generalization and adaptation.

problem Robust out-of-distribution generalization and fast adaptation in machine learning.
method Factorizing data generating process into modules using only causal parents as predictors.
result Modular neural causal models offer robust generalization and fast adaptation, especially in low data regimes.

Our aim is to introduce and advocate non-ΣΣ (non-symmetric) modular operads. While ordinary modular operads were inspired by the structure of the moduli space of stable complex curves, non-ΣΣ modular operads model surfaces with open strings outputs. An immediate application of our theory is a short proof that the mod…

2014-10-13abs ↗pdf ↗