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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.

169,051 papers · 148 categories

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48 results for negative psi coefficients

New cycles found in moduli space from quadratic differentials.

problem Finding new cycles in moduli space from quadratic differentials.
method Exhibiting rigid and extremal effective codimension j cycles in Mg,n\overline{\mathcal{M}}_{g,n} from strata of quadratic differentials.
result Infinitely many new rigid and extremal effective codimension j cycles in Mg,n\overline{\mathcal{M}}_{g,n} are exhibited.

For a Spin(9)-structure on a Riemannian manifold M^16 we write explicitly the matrix psi of its Kähler 2-forms and the canonical 8-form Phi. We then prove that Phi coincides up to a constant with the fourth coefficient of the characteristic polynomial of psi. This is inspired by lower dimensional situations, related to…

2011-05-26abs ↗pdf ↗

This paper proves that lattice point enumeration in moduli spaces satisfies topological recursion.

problem Enumeration of lattice points in moduli spaces of curves.
method Proves topological recursion for lattice point enumeration in moduli spaces.
result The enumeration satisfies local topological recursion.

This paper introduces PSI-flatness to better understand ReLU neural networks' flatness and generalization.

problem Existing flatness definitions fail to account for ReLU neural networks' Positively Scale-Invariant (PSI) property.
method Formalizes PSI-flatness on basis path values, proving its relation to generalization.
result Minimums with balanced basis path values are flatter and generalize better.

Study on lengths of random multicurves on hyperbolic surfaces.

problem Distribution of lengths of random multicurves on closed hyperbolic surfaces.
method Using Margulis' thesis and Mirzakhani's equidistribution theorem for horospheres.
result Distribution of lengths admits a polynomial density, with coefficients expressible in terms of intersection numbers of psi-classes.

Formula for volumes of odd strata of quadratic differentials using graph intersection numbers.

problem Calculating volumes of specific strata of quadratic differentials.
method Expressed volumes as a sum over stable graphs, with coefficients as intersection numbers of psi classes with combinatorial classes.
result Formula for volumes of odd strata of quadratic differentials.

Clust-PSI-PFL uses PSI to improve accuracy and fairness in federated learning.

problem Non-IID data biases federated learning performance.
method Clust-PSI-PFL uses clustering and PSI to form homogeneous groups of clients.
result Clust-PSI-PFL delivers up to 18% higher global accuracy and improves client fairness.

We propose a novel kernel based post selection inference (PSI) algorithm, which can not only handle non-linearity in data but also structured output such as multi-dimensional and multi-label outputs. Specifically, we develop a PSI algorithm for independence measures, and propose the Hilbert-Schmidt Independence Criteri…

2016-10-12abs ↗pdf ↗

PSI models and infers feature attributions efficiently and accurately.

problem Modeling and inferring feature attributions in flexible predictive models.
method Probabilistic Shapley inference (PSI) framework using latent random variables and a masking-based neural network architecture.
result PSI learns feature attribution distributions centered at Shapley values, revealing meaningful uncertainty.

For any compact Riemannian manifold (M,g)(M,g) and its heat kernel embedding map psitpsi_t from M into l2l^2 constructed in [BBG], we study the higher derivatives of psitpsi_t with respect to an orthonormal basis at xx on MM. As the heat flow time tt goes to 0, it turns out the limiting angles between these derivative vect…

2013-08-02abs ↗pdf ↗

Let a torus T act effectively on a compact connected cooriented contact manifold, and let Psi be the natural momentum map on the symplectization. We prove that, if dim T > 2, the union of the origin with the image of Psi is a convex polyhedral cone, the non-zero level sets of Psi are connected (while the zero level set…

2009-10-29abs ↗pdf ↗

Study establishes Pólya-Szegő inequalities on submanifolds with small total mean curvature.

problem Analyzing Sobolev functions on submanifolds with curvature constraints.
method Developed Pólya-Szegő-type inequalities and derived corollaries.
result Proved sharp pp-Log-Sobolev inequality for minimal submanifolds.

Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of possible high-order interaction features would be extremely large. Identifying stati…

2015-06-26abs ↗pdf ↗

A long-standing open problem is to determine for which values of n the Burau representation Psi_n of the braid group B_n is faithful. Following work of Moody, Long-Paton, and Bigelow, the remaining open case is n = 4. One criterion states that Psi_n is unfaithful if and only if there exists a pair of arcs in the n-punc…

2016-10-14abs ↗pdf ↗

This article deals with the generalization performance of margin multi-category classifiers, when minimal learnability hypotheses are made. In that context, the derivation of a guaranteed risk is based on the handling of capacity measures belonging to three main families: Rademacher/Gaussian complexities, metric entrop…

2018-09-19abs ↗pdf ↗

The paper examines the stability of binary choice models using Gini index and scoring indicators.

problem Stability and discriminatory power of binary choice models.
method Derives the real Gini index and incorporates PSI and KS statistics into the model.
result The real Gini index should be less than the calculated Gini index when the population distribution changes.

The non-negative solution to an underdetermined linear system can be uniquely recovered sometimes, even without imposing any additional sparsity constraints. In this paper, we derive conditions under which a unique non-negative solution for such a system can exist, based on the theory of polytopes. Furthermore, we deve…

2013-03-12abs ↗pdf ↗

We investigate a class of hierarchical mixtures-of-experts (HME) models where exponential family regression models with generalized linear mean functions of the form psi(ga+fx^Tfgb) are mixed. Here psi(...) is the inverse link function. Suppose the true response y follows an exponential family regression model with mea…

2013-01-30abs ↗pdf ↗

PSI-LinUCB improves scalability for large recommender systems.

problem Efficiently training and inferring for large action spaces in recommender systems.
method Represent inverse design matrix as diagonal + low-rank correction, derive stable rank-1 and batched updates, use projector-splitting integrator.
result Demonstrated effectiveness on recommender system datasets, achieving scalable training and inference.

New statistical measures assess group separability in low-dimensional geometrical spaces.

problem Lack of statistical measures to evaluate group separability in low-dimensional geometrical spaces.
method Proposed three statistical measures (PSI-ROC, PSI-PR, PSI-P) based on Projection Separability rationale.
result Statistical-based measures outperform traditional cluster validity indices in evaluating group separability.

Unified framework connects credit risk metrics with information theory.

problem Disconnection between industry-standard metrics and statistical theory.
method Unified information-theoretic framework, proving IV equals PSI, deriving standard errors, formalizing trade-off, automated binning with XGBoost.
result Unified framework connects IV and PSI, providing statistical foundation for metrics.

The paper provides a uniform lower bound for intersection numbers of psi-classes on moduli spaces.

problem Estimating intersection numbers of psi-classes on Deligne-Mumford's moduli spaces.
method Approximates intersection numbers by closed-form expressions and proves a uniform lower bound.
result Proves a lower bound for intersection numbers in terms of approximating expressions and an explicit factor.

Optimal algorithms identify non-dominated arms in multi-output linear bandit models.

problem Identifying the Pareto Set in multi-output linear bandit models.
method Design-based algorithms for Pareto Set Identification (PSI) in a structured multi-output linear bandit model.
result Nearly optimal guarantees in both fixed-budget and fixed-confidence settings.

The fused lasso penalizes a loss function by the L1L_1 norm for both the regression coefficients and their successive differences to encourage sparsity of both. In this paper, we propose a Bayesian generalized fused lasso modeling based on a normal-exponential-gamma (NEG) prior distribution. The NEG prior is assumed in…

2016-02-16abs ↗pdf ↗

Study on non-negative solutions for stochastic Volterra equations with jumps.

problem Existence and uniqueness of non-negative solutions for stochastic Volterra equations with jumps and non-Lipschitz coefficients.
method Developed a nonnegative approximation approach and used Yamada--Watanabe approximation technique for convergence proof.
result Established conditions for strong existence and pathwise uniqueness of non-negative solutions.

Extends Wigner's representation to study super hyperbolic geometry.

problem Understanding geometry in super hyperbolic three-space.
method Extended Wigner's representation of the Lorentz group to OSp_C(1|2) and applied to Minkowski (3,1|4)-dimensional super space.
result Proof of divergence of the volume of a typical ideal tetrahedron in super hyperbolic three-space.

Unlike traditional programs (such as operating systems or word processors) which have large amounts of code, machine learning tasks use programs with relatively small amounts of code (written in machine learning libraries), but voluminous amounts of data. Just like developers of traditional programs debug errors in the…

2016-03-23abs ↗pdf ↗

While it's always possible to compute a variational approximation to a posterior distribution, it can be difficult to discover problems with this approximation. We propose two diagnostic algorithms to alleviate this problem. The Pareto-smoothed importance sampling (PSIS) diagnostic gives a goodness of fit measurement f…

2018-02-07abs ↗pdf ↗

VAE enhances NMF for probabilistic non-negative matrix factorisation.

problem Non-negative matrix factorisation with probabilistic coefficients.
method Design a VAE network with non-negative weights and non-negative Weibull distribution.
result Effective probabilistic NMF for generating new data and linking latent and input variables.

Let PP be a non-negative self-adjoint Laplace type operator acting on sections of a hermitian vector bundle over a closed Riemannian manifold. In this paper we review the close relations between various PP-related coefficients such as the mollified spectral counting coefficients, the heat trace coefficients, the reso…

2015-09-01abs ↗pdf ↗

In this paper we introduce the area of 2-ruled 4-folds in R^n (n=7 or 8), that is, submanifolds M of R^n that admit a fibration over some 2-fold Sigma such that each fibre is an affine 2-plane in R^n. This is motivated by the paper math.DG/0012060 by Joyce on ruled special Lagrangian 3-folds in C^3 and the work of the …

2004-01-13abs ↗pdf ↗

Recent studies show that a negative shock in stock prices will generate more volatility than a positive shock of similar magnitude. The aim of this paper is to appraise the hypothesis under which the conditional mean and the conditional variance of stock returns are asymmetric functions of past information. We compare …

2006-07-25abs ↗pdf ↗

The study shows interest rates impact investment and funding negatively but positively on dividend decisions.

problem The effect of interest rates on financial decisions like investment, funding, and dividend.
method Correlation coefficient analysis and descriptive methods.
result Interest rates have a negatively insignificant effect on investment and funding decisions, but positively moderate effect on dividend decisions.

The flat trace of geodesic Koopman operators varies with negatively curved surfaces.

problem Understanding how the flat trace of geodesic Koopman operators changes with variations of negatively curved surfaces.
method Computing the first variation of the flat trace as a distribution and analyzing its leading singularity.
result The leading singularity coefficient is a linear functional of length variations, forcing marked lengths to be locally constant.

Adaptive transfer learning model for varying mechanisms across domains.

problem Improving inference in a target domain by leveraging related source domains with varying mechanisms.
method Semi-parametric domain-varying coefficient model (DVCM) for structured transfer learning.
result Minimax rate-optimal adaptive transfer learning estimator with provable negative transfer safeguards.