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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.

168,694 papers · 148 categories

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182364546728 · Jun 202019922001200920172026
48 results for monotone link function

Study tackles nonlinear factor models with unknown monotone links from incomplete and noisy data.

problem Learning nonlinear factor models with unknown monotone links from incomplete and noisy data.
method Formulated as joint recovery of low-rank factors, loadings, and nonlinear link function; proposed BCD algorithm with regularization.
result Established convergence guarantees and sublinear regret bounds for link-function updates.

New deficit functions link elliptic and parabolic inequalities, proving log Sobolev.

problem Proving log Sobolev inequality using deficit functions.
method Introducing two deficit functions, one elliptic and one parabolic, and showing their pointwise convergence and equations.
result Elliptic deficit converges to parabolic deficit, leading to an elliptic proof of log Sobolev inequality.

We propose a Laplace approximation that creates a stochastic unit from any smooth monotonic activation function, using only Gaussian noise. This paper investigates the application of this stochastic approximation in training a family of Restricted Boltzmann Machines (RBM) that are closely linked to Bregman divergences.…

2016-01-01abs ↗pdf ↗

We prove three new monotonicity formulas for manifolds with a lower Ricci curvature bound and show that they are connected to rate of convergence to tangent cones. In fact, we show that the derivative of each of these three monotone quantities is bounded from below in terms of the Gromov-Hausdorff distance to the neare…

2011-11-21abs ↗pdf ↗

Develops a two-level monotonic multistage recommender system for better user-specific prediction.

problem Leveraging user-item-stage dependencies in a monotonic chain of events for enhanced prediction accuracy.
method A multistage recommender system with a two-level monotonic property, using a large-margin classifier based on a nonnegative additive latent factor model.
result The proposed method outperforms existing methods in simulations and an article sharing dataset.

Under certain topological assumptions, we show that two monotone Lagrangian submanifolds embedded in the standard symplectic vector space with the same monotonicity constant cannot link one another and that, individually, their smooth knot type is determined entirely by the homotopy theoretic data which classifies the …

2012-11-28abs ↗pdf ↗

Efficiently learns Single-Index Models with constant factor approximation.

problem Learning Single-Index Models under L22L_2^2 loss with unknown link functions.
method An efficient algorithm using alignment sharpness for optimization.
result Achieves constant factor approximation to optimal loss for various distributions and link functions.

In this paper, we prove an extended version of the Minkowski Inequality, holding for any smooth bounded set ΩRnΩ\subset \mathbb R^n, n3n\geq 3. Our proof relies on the discovery of effective monotonicity formulas holding along the level set flow of the pp-capacitary potentials associated with ΩΩ, for every pp suffici…

2019-06-02abs ↗pdf ↗

Probit Monotone BART estimates binary outcomes using monotonic functions.

problem Estimating conditional mean functions for binary outcomes with monotonicity constraints.
method Proposes a new BART variant that incorporates monotonicity constraints for binary outcomes.
result Allows for more precise estimation of monotonic functions in binary outcome models.

Trivial links are unique up to number of link components, but they can be hard to recognize from arbitrary diagrams. We define a new measure of the complexity of a link embedding, the crumple, and show how this may be used to measure progress toward a trivial embedding. In conjunction with a modified form of arc presen…

2011-10-13abs ↗pdf ↗

Paper proposes an alternative to MLE for GLMs with non-canonical link functions.

problem Challenges in MLE for GLMs with non-canonical link functions.
method Variational Inequality (VI) estimation framework.
result Established finite-sample error bounds and asymptotic normality for VI estimator.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

We study deep neural networks with polynomial activations, particularly their expressive power. For a fixed architecture and activation degree, a polynomial neural network defines an algebraic map from weights to polynomials. The image of this map is the functional space associated to the network, and it is an irreduci…

2019-05-29abs ↗pdf ↗

The paper investigates quantitative rigidity using Colding's monotonicity formulas for Ricci curvature.

problem Quantifying rigidity in manifolds with nonnegative Ricci curvature.
method Investigates pinching of Colding's monotone functionals and constructs kk-splitting functions.
result Quantitative control of splitting functions by pinching at independent points controls the distance to the nearest cone.

Paper proposes fitting loss functions to data using source functions from information geometry.

problem Choosing appropriate loss functions for machine learning models.
method Introduces source functions from information geometry to fit loss functions to the domain at hand.
result Significant improvements over state-of-the-art methods in model training.

The study finds monotonic properties of harmonic functions on 3-manifolds with a flat end.

problem Understanding harmonic functions on 3-manifolds with specific ends.
method Derives monotonic properties of positive harmonic functions on 3-manifolds with nonnegative scalar curvature and asymptotically flat ends.
result Rigidity characterization of spatial Schwarzschild manifolds with two ends.

In [S. Basu, A. Gabrielov, N. Vorobjov, Semi-monotone sets. arXiv:1004.5047v2 (2011)] we defined semi-monotone sets, as open bounded sets, definable in an o-minimal structure over the reals, and having connected intersections with all translated coordinate cones in R^n. In this paper we develop this theory further by d…

2012-01-02abs ↗pdf ↗

Study learns a neuron with non-monotonic activation functions.

problem Learning a single neuron with non-monotonic activation functions.
method Gradient descent (GD) with conditions on activation function and input distribution.
result Learnability of non-monotonic activation functions is established without monotonicity assumption.

Derives monotonic quantities for pp-harmonic functions on manifolds.

problem Understanding pp-harmonic functions on manifolds with nonnegative scalar curvature.
method Derives local and global monotonic quantities associated with pp-harmonic functions.
result Establishes inequalities relating mass, capacity, and Willmore functional.

The paper solves MMV and MV problems with random coefficients and finds shared optimal strategies.

problem Optimal trading strategies with random market coefficients.
method Backward stochastic differential equations (BSDEs) to find optimal strategies.
result MMV and MV problems share the same optimal portfolio and value under random coefficients.

In this paper we generalize the monotonicity formulas of [C] for manifolds with nonnegative Ricci curvature. Monotone quantities play a key role in analysis and geometry; see, e.g., [A], [CM1] and [GL] for applications of monotonicity to uniqueness. Among the applications here is that level sets of Green's function on …

2012-09-20abs ↗pdf ↗

Researchers extend monotonicity formulas for harmonic functions in RCD(0,N) spaces.

problem Generalizing monotonicity formulas for harmonic functions in mRCD(0,N){ m RCD}(0,N) spaces.
method New estimates for harmonic functions and a functional version of the outer volume cone theorem.
result Proven rigidity and almost rigidity statements for harmonic functions in mRCD(0,N){ m RCD}(0,N) spaces.

We propose some natural generalizations of Reidemeister moves that do not increase the number of crossings in the generated diagrams. Experimentations make us conjecture that this class of monotonic moves is complete for computing canonical forms and then deciding isotopy.

2007-07-08abs ↗pdf ↗

Paper tackles stochastic kk-submodular bandits with full feedback, achieving sublinear regret.

problem Online optimization of kk-submodular functions with full-bandit feedback.
method Proposes online algorithms for various kk-submodular stochastic combinatorial multi-armed bandit problems.
result Achieves sublinear αα-regret bounds for multiple kk-submodular stochastic combinatorial multi-armed bandit problems.

New algorithms for generalized linear bandits with unknown reward functions.

problem Misspecification of reward functions in existing bandit algorithms.
method Introducing single index bandits, proposing STOR, ESTOR, and GSTOR algorithms.
result Achieved nearly optimal regret bound of ildeOT(T) ilde{O}_T(\sqrt{T}).

We propose learning deep models that are monotonic with respect to a user-specified set of inputs by alternating layers of linear embeddings, ensembles of lattices, and calibrators (piecewise linear functions), with appropriate constraints for monotonicity, and jointly training the resulting network. We implement the l…

2017-09-19abs ↗pdf ↗

We propose a new framework for imposing monotonicity constraints in a Bayesian nonparametric setting based on numerical solutions of stochastic differential equations. We derive a nonparametric model of monotonic functions that allows for interpretable priors and principled quantification of hierarchical uncertainty. W…

2019-05-30abs ↗pdf ↗

Derive monotone quantities for harmonic functions on asymptotically flat 3-manifolds with nonnegative scalar curvature.

problem Derive monotone quantities for harmonic functions on asymptotically flat 3-manifolds with nonnegative scalar curvature.
method Follow the strategy developed in Miao.
result Derive monotone quantities for harmonic functions on asymptotically flat 3-manifolds with nonnegative scalar curvature.

We prove monotonicity of a parabolic frequency on manifolds. This is a parabolic analog of Almgren's frequency function. Remarkably we get monotonicity on all manifolds and no curvature assumption is needed. When the manifold is Euclidean space and the drift operator is the Ornstein-Uhlenbeck operator this can been see…

2020-02-25abs ↗pdf ↗