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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.

169,341 papers · 148 categories

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130260389519 · May 202619922001200920182026
48 results for multilevel framework

A multilevel framework speeds up sparse optimization for inverse covariance estimation and logistic regression.

problem Sparse optimization problems in machine learning and signal processing.
method Multilevel framework exploiting sparseness of solutions.
result Efficiently solves l1 regularized optimization problems for inverse covariance estimation and logistic regression.

Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that scales efficiently to very large data sets. Instead of solving the whole training s…

2014-10-13abs ↗pdf ↗

Accelerates MCMC sampling for large-scale problems using machine learning.

problem Efficiently sampling large-scale Bayesian inference problems with high computational cost.
method Integrates low-fidelity machine learning models into a multilevel MCMC framework.
result Significantly accelerates multilevel sampling by a factor of two with similar accuracy.

A method learns to solve multilevel combinatorial problems with two players.

problem Multilevel combinatorial optimization problems with multiple players.
method Value-based multi-agent reinforcement learning in a graph neural network framework.
result Close to optimal solutions on graphs up to 100 nodes, with a significant speedup.

Framework detects covert financial market manipulation using LOB representations.

problem Detecting covert financial market manipulation (spoofing) from complex anomaly patterns in multilevel prices.
method Cascaded contrastive representation learning of LOB data.
result Transformer-based architectures achieve state-of-the-art results in detection performance.

Develops a multilevel Monte Carlo framework with dropout for efficient uncertainty quantification.

problem Efficiently quantify uncertainty in complex models using dropout.
method Integrates multilevel Monte Carlo with Monte Carlo dropout, creating coupled estimators to reduce variance.
result Demonstrates significant variance reduction and efficiency gains over single-level Monte Carlo dropout.

In medical domain, data features often contain missing values. This can create serious bias in the predictive modeling. Typical standard data mining methods often produce poor performance measures. In this paper, we propose a new method to simultaneously classify large datasets and reduce the effects of missing values.…

2015-03-21abs ↗pdf ↗

A multilevel model combines genetic and imaging data for AD diagnosis.

problem Classification from multimodal genetic and brain imaging data with unbalanced contributions.
method Multilevel model with structured penalties for joint effects between modalities.
result The model reveals relationships between genes, brain regions, and disease status.

A new training method uses multilevel minimization for machine learning.

problem Training machine learning models with high variance and low efficiency.
method Constructs a multilevel hierarchy by reducing sample size and internally trains surrogate models with fewer samples.
result The multilevel method enhances model training efficiency compared to subsampled Newton's and variance reduction methods.

The paper improves Monte Carlo methods for optimization problems.

problem Efficiently solving optimization problems with biased Monte Carlo estimators.
method Introduces Multilevel Monte Carlo (MLMC) within Sample Average Approximation (SAA).
result Establishes uniform convergence and sample complexity for MLMC in SAA.

Adaptive Multilevel Splitting improves rare event pricing for financial derivatives.

problem Efficient pricing of binary options in rare event regimes with discontinuous payoffs.
method Adaptive Multilevel Splitting (AMS) reformulates rare-event problem as conditional events.
result AMS achieves up to 200-fold improvements over standard Monte Carlo, preserving unbiasedness.

Improved multilevel scheme for value-at-risk computation.

problem Discontinuity in Heaviside function affects value-at-risk computation.
method Adaptive multilevel stochastic approximation to mitigate discontinuity.
result Best complexity improved to O(ε2lnε52\varepsilon^{-2}|\ln{\varepsilon}|^\frac52).

We develop a multilevel approach to compute approximate solutions to backward differential equations (BSDEs). The fully implementable algorithm of our multilevel scheme constructs sequential martingale control variates along a sequence of refining time-grids to reduce statistical approximation errors in an adaptive and…

2014-12-09abs ↗pdf ↗

A new clustering method using transportation distance for multilevel data.

problem Multilevel clustering problems, especially with large datasets.
method Probabilistic approach based on composite transportation distance, solving a joint optimization problem over probability measures.
result Efficient and scalable solution for multilevel datasets, demonstrated on synthetic and real data.

New training method for neural nets using multilevel entropic regularization.

problem Training efficiency and generalization bounds for neural nets.
method Multilevel relative entropy, chaining mutual information, Gibbs posterior distribution.
result Proves the Gibbs posterior achieves the unique minimum of the empirical risk minimization problem.

Since Giles introduced the multilevel Monte Carlo path simulation method [18], there has been rapid development of the technique for a variety of applications in computational finance. This paper surveys the progress so far, highlights the key features in achieving a high rate of multilevel variance convergence, and su…

2012-12-06abs ↗pdf ↗

Automates kernel discovery for longitudinal data analysis.

problem Handling irregularly sampled, sparse longitudinal data with multilevel correlation.
method Combines deep neural networks and non-parametric kernel methods to discover complex multilevel correlation structure.
result Significantly outperforms state-of-the-art methods on benchmark data sets.

New deep fusion methods improve human action recognition using depth and inertial sensor data.

problem Existing multimodal HAR frameworks lack mid-level feature fusion.
method Proposes three deep multilevel multimodal fusion frameworks, transforming depth and inertial sensor data into images and using convolution with Prewitt filter to create modality within modality.
result Supremacy of proposed fusion frameworks over existing methods on three publicly available datasets.

We investigate the extension of the multilevel Monte Carlo path simulation method to jump-diffusion SDEs. We consider models with finite rate activity, using a jump-adapted discretisation in which the jump times are computed and added to the standard uniform dis- cretisation times. The key component in multilevel analy…

2011-06-23abs ↗pdf ↗

A new ML-based framework improves variational inference efficiency.

problem Efficient and accurate gradient estimation in variational inference.
method Multilevel Monte Carlo (MLMC) with reparameterized gradient estimators and adaptive learning rate.
result Our method achieves faster convergence and reduces gradient variance.

Develops a multilevel method for solving BLUP and GLS models with high dimensional data.

problem Numerical instability and ill-conditioned covariance matrices in high-dimensional data.
method Multilevel basis construction and transformation of covariance matrices using kD-tree partitioning.
result The multilevel method solves BLUP and GLS models accurately and efficiently, scaling well with dimensions and observations.

A new method for multilevel clustering using Wasserstein distances.

problem Simultaneously partitioning data in groups and discovering group patterns.
method Joint optimization over spaces of discrete probability measures with Wasserstein distances.
result Consistency properties for estimates of local and global clusters established.

Adaptive Multilevel Monte Carlo improves probability estimation for complex random variables.

problem Estimating probabilities of complex random variables with multiple approximations.
method Adaptive Multilevel Monte Carlo framework for discontinuous functionals.
result Achieves optimal computational complexities for both smooth and discontinuous functionals.

A new method for multilevel clustering using Wasserstein means.

problem Simultaneously partitioning data in each group and discovering grouping patterns among groups.
method Joint optimization over spaces of discrete probability measures with Wasserstein distance metrics, including variants that admit fast optimization.
result Consistency properties for estimates of both local and global clusters are established.

Improved Bayesian regression for large datasets using multilevel Gibbs sampling.

problem Efficiently handling large-scale Bayesian regression with complex posterior distributions.
method Developed a multilevel Gibbs sampler for linear mixed models, incorporating data clustering and correlated samples for variance reduction.
result Significant speed-up achieved for Bayesian regression without sacrificing predictive performance.

The paper proposes a method to learn discriminative multilevel dictionaries for supervised image classification.

problem Improving sparse representation for supervised image classification.
method Learning structured multilevel dictionaries with discriminative constraints for each class, using reconstruction errors of image patches.
result Competitive results compared to state-of-the-art methods on texture image classification.

The paper introduces a multilevel initialization method for deep neural networks.

problem Training very deep neural networks with layer-parallel methods.
method Continuous interpretation of training as optimal control, using time-dependent ODEs for neural network discretization, and a refinement strategy across the time domain.
result The method creates deep networks with good initializations from coarser networks, reducing training time and providing regularization.

Efficiently price VIX options using multilevel Monte Carlo in rough Bergomi model.

problem Pricing VIX options in a rough Bergomi model with high computational complexity.
method Combining rectangle discretization, Cholesky sampling, and multilevel Monte Carlo.
result Reduced computational complexity to O(ε2log2(ε))\mathcal{O}(\varepsilon^{-2} \log^2(\varepsilon)) and asymptotically optimal O(ε2)\mathcal{O}(\varepsilon^{-2}).

A new algorithm estimates VaR and ES for financial risks.

problem Estimating Value-at-Risk and Expected Shortfall for financial losses.
method Multilevel Stochastic Approximation (MLSA) scheme for nested stochastic approximation problems.
result Optimal complexities for VaR and ES estimation are derived.

Monte Carlo is a simple and flexible tool that is widely used in computational finance. In this context, it is common for the quantity of interest to be the expected value of a random variable defined via a stochastic differential equation. In 2008, Giles proposed a remarkable improvement to the approach of discretizin…

2015-05-05abs ↗pdf ↗

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-m…

2014-01-09abs ↗pdf ↗

We apply multilevel Monte Carlo for option pricing problems using exponential Lévy models with a uniform timestep discretisation to monitor the running maximum required for lookback and barrier options. The numerical results demonstrate the computational efficiency of this approach. We derive estimates of the convergen…

2014-03-20abs ↗pdf ↗