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.
New bounds on ropelength for special alternating knots.
Paper proves existence of minimal surfaces with alternating multiple zeta values.
msPCA solves sparse PCA for multiple components efficiently.
New method proves Jones Polynomial's connect sum property.
The analysis of data sets arising from multiple sensors has drawn significant research attention over the years. Traditional methods, including kernel-based methods, are typically incapable of capturing nonlinear geometric structures. We introduce a latent common manifold model underlying multiple sensor observations f…
Approach generates multiple correct predictions from single supervision.
Study quantizes ropelength and writhe of 12-crossing knots.
New asymptotic e-values improve inference by eliminating data-dependent scaling inefficiency.
We express the coefficients of the Hirzebruch L-polynomials in terms of certain alternating multiple zeta values. In particular, we show that every monomial in the Pontryagin classes appears with a non-zero coefficient, with the expected sign. Similar results hold for the polynomials associated to the A-hat genus.
This paper is devoted to prove the existence of -periodic alternating projections of prime alternating -periodic knots. The main tool is the Menasco-Thistlethwaite's Flyping theorem. Let be an oriented prime alternating knot that is -periodic with , i.e. admits a symmetry that is a rotation of…
Proposes a multivariate regression model for better analysis of multiple datasets.
We present a preference learning framework for multiple criteria sorting. We consider sorting procedures applying an additive value model with diverse types of marginal value functions (including linear, piecewise-linear, splined, and general monotone ones) under a unified analytical framework. Differently from the exi…
Flexible framework for CMTF with ADMM for various constraints and couplings.
Alternative proofs for various inequalities on Riemannian manifolds.
We present DANTE, a novel method for training neural networks using the alternating minimization principle. DANTE provides an alternate perspective to traditional gradient-based backpropagation techniques commonly used to train deep networks. It utilizes an adaptation of quasi-convexity to cast training a neural networ…
Paper introduces SMM for forecasting multiple time series with missing values.
Estimates network structure and interaction rules from multiple agent trajectories.
SimpleMKKM improves multi-kernel clustering efficiency.
Study shows algorithms benefit from limited target data with many source domains.
To cluster data that are not linearly separable in the original feature space, -means clustering was extended to the kernel version. However, the performance of kernel -means clustering largely depends on the choice of kernel function. To mitigate this problem, multiple kernel learning has been introduced into th…
In a discrete time and multiple-priors setting, we propose a new characterisation of the condition of quasi-sure no-arbitrage which has become a standard assumption. This characterisation shows that it is indeed a well-chosen condition being equivalent to several previously used alternative notions of no-arbitrage and …
Bayesian optimization (BO) is a model-based approach for gradient-free black-box function optimization. Typically, BO is powered by a Gaussian process (GP), whose algorithmic complexity is cubic in the number of evaluations. Hence, GP-based BO cannot leverage large amounts of past or related function evaluations, for e…
This paper demonstrates how Dropout can be used in Generative Adversarial Networks to generate multiple different outputs to one input. This method is thought as an alternative to latent space exploration, especially if constraints in the input should be preserved, like in A-to-B translation tasks.
Alternative proof of semipositivity and nefness for K-semistable log-Fano pairs.
Multiplicative noise models are often used instead of additive noise models in cases in which the noise variance depends on the state. Furthermore, when Poisson distributions with relatively small counts are approximated with normal distributions, multiplicative noise approximations are straightforward to implement. Th…
Framework for generating multiple clusterings from multi-view data.
Everyone knows that the Euler characteristic of a combinatorial manifold is given by the alternating sum of its numbers of simplices. It is shown that there are other linear combinations of the numbers of simplices which are combinatorial invariants, but that all such invariants are multiples of the Euler characteristi…
Multiplicative noise, including dropout, is widely used to regularize deep neural networks (DNNs), and is shown to be effective in a wide range of architectures and tasks. From an information perspective, we consider injecting multiplicative noise into a DNN as training the network to solve the task with noisy informat…
We apply the procedure of Lee et al. to the problem of performing inference on the signal-noise ratio of the asset which displays maximum sample Sharpe ratio over a set of possibly correlated assets. We find a multivariate analogue of the commonly used approximate standard error of the Sharpe ratio to use in this condi…
Kernel fusion is a popular and effective approach for combining multiple features that characterize different aspects of data. Traditional approaches for Multiple Kernel Learning (MKL) attempt to learn the parameters for combining the kernels through sophisticated optimization procedures. In this paper, we propose an a…
New method learns vector fields from noisy time series data.
Multiple clustering aims at exploring alternative clusterings to organize the data into meaningful groups from different perspectives. Existing multiple clustering algorithms are designed for single-view data. We assume that the individuality and commonality of multi-view data can be leveraged to generate high-quality …
Paper tackles risk-sensitive decision-making under uncertainty.
DART2 enhances multiple testing by leveraging ancillary information robustly.
The paper solves a pricing problem for a multiple reset put option using integral equations.
Unified framework for multi-source data analysis improves network structure identification.
Selecting the best policy to keep the balance between what a company holds in cash and what is placed in alternative investments is by no means straightforward. We here introduce PyCaMa, a Python module for multiobjective cash management based on linear programming that allows to derive optimal policies for cash manage…
Unified framework uses all data to improve multiple testing efficiency.
We consider the problem of solving mixed random linear equations with components. This is the noiseless setting of mixed linear regression. The goal is to estimate multiple linear models from mixed samples in the case where the labels (which sample corresponds to which model) are not observed. We give a tractable a…
FPGA-based multi-layer equalizer adapts to changing channels.
We study optimal investment with multiple assets in the presence of small proportional transaction costs. Rather than computing an asymptotically optimal no-trade region, we optimize over suitable trading frequencies. We derive explicit formulas for these and the associated welfare losses due to small transaction costs…
Method explains anomaly detection by generating normal modifications.
We describe parallel Markov chain Monte Carlo methods that propagate a collective ensemble of paths, with local covariance information calculated from neighboring replicas. The use of collective dynamics eliminates multiplicative noise and stabilizes the dynamics thus providing a practical approach to difficult anisotr…
New PCA method handles multiple datasets and detects sparse patterns robustly.
We present in this paper a new premium computation principle based on the use of prior information from multiple sources for computing the premium charged to a policyholder. Under this framework, based on the use of Ordered Weighted Averaging (OWA) operators, we propose alternative collective and Bayes premiums and des…
Properties of data are frequently seen to vary depending on the sampled situations, which usually changes along a time evolution or owing to environmental effects. One way to analyze such data is to find invariances, or representative features kept constant over changes. The aim of this paper is to identify one such fe…
Word embeddings provide point representations of words containing useful semantic information. We introduce multimodal word distributions formed from Gaussian mixtures, for multiple word meanings, entailment, and rich uncertainty information. To learn these distributions, we propose an energy-based max-margin objective…
Finding relationships between multiple views of data is essential both for exploratory analysis and as pre-processing for predictive tasks. A prominent approach is to apply variants of Canonical Correlation Analysis (CCA), a classical method seeking correlated components between views. The basic CCA is restricted to ma…