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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.

168,695 papers · 148 categories

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199397596794 · Jun 202019922001200920172026
48 results for non-critical sets

Given a smooth closed oriented manifold MM of dimension nn embedded in Rn+2\mathbb{R}^{n+2} we study properties of the `solid angle' function Φ ⁣:Rn+2MS1Φ\colon\mathbb{R}^{n+2}\setminus M\to S^1. It turns out that a non-critical level set of ΦΦ is an explicit Seifert hypersurface for MM.

2017-06-20abs ↗pdf ↗

New study shows min-max algorithms can converge to non-stationary points.

problem Challenges in min-max optimization due to periodic cycles and spurious attractors.
method Analyzed state-of-the-art algorithms and heuristics in non-convex/non-concave problems.
result Spurious attractors can prevent min-max algorithms from reaching true optima.

We study/construct (proper and non-proper) Morse functions on complete Riemannian manifolds, the level hypersurfaces of which have positive mean curvatures at all non-critical points. We show, for instance, that if a complete Rieannin manifold admits no such (not necessarily proper) function, then it contains a (possib…

2018-11-10abs ↗pdf ↗

In [3], the authors showed the existence and the uniqueness of a sl(m+1,\R)-equivariant quantization in the non-critical situations. The curved generalization of the sl(m+1,\R)-equivariant quantization is the natural and projectively equivariant quantization. In [1] and [7], the existence of such a quantization was pro…

2006-06-22abs ↗pdf ↗

Shorter time windows and carefully selected features outperform longer periods and extra features in mortgage default prediction.

problem The paradox of increased training data and features leading to worse model performance in time series prediction.
method Empirical study using Fannie Mae's mortgage data, comparing different time window lengths and feature combinations.
result Shorter time windows and carefully selected features yield superior prediction results in mortgage default prediction.

Text analytics based on supervised machine learning classifiers has shown great promise in a multitude of domains, but has yet to be applied to Seismology. We test various standard models (Naive Bayes, k-Nearest Neighbors, Support Vector Machines, and Random Forests) on a seismological corpus of 100 articles related to…

2018-10-05abs ↗pdf ↗

Epanechnikov Mean Shift is a simple yet empirically very effective algorithm for clustering. It localizes the centroids of data clusters via estimating modes of the probability distribution that generates the data points, using the `optimal' Epanechnikov kernel density estimator. However, since the procedure involves n…

2017-11-20abs ↗pdf ↗

The paper analyzes how SGD visits different regions of a non-convex problem's state space.

problem Understanding the long-run distribution of stochastic gradient descent in non-convex problems.
method Large deviations theory and randomly perturbed dynamical systems.
result The long-run distribution of SGD resembles the Boltzmann-Gibbs distribution with temperature equal to the step-size.

We consider the space of differential operators Dλμ\mathcal{D}_{λμ} acting between λλ- and μμ-densities defined on S12S^{1|2} endowed with its standard contact structure. This contact structure allows one to define a filtration on Dλμ\mathcal{D}_{λμ} which is finer than the classical one, obtained by writting a differen…

2013-02-15abs ↗pdf ↗

The paper analyzes set-to-set matching with neural networks, focusing on theoretical generalization.

problem Theoretical analysis of set-to-set matching with neural networks.
method Generalization error analysis of set-to-set matching with neural networks.
result Theoretical insights into the behavior of set-to-set matching models.

Generative model learns to autoencode and generate sets of images.

problem Learning to represent and generate sets of images with unknown number of sets.
method Set Distribution Networks (SDNs) learn set encoder, discriminator, generator, and prior.
result SDNs can reconstruct and generate sets of images with preserved attributes.

Matching two different sets of items, called heterogeneous set-to-set matching problem, has recently received attention as a promising problem. The difficulties are to extract features to match a correct pair of different sets and also preserve two types of exchangeability required for set-to-set matching: the pair of …

2019-10-22abs ↗pdf ↗

New set-valued star-shaped risk measures introduced for better risk assessment.

problem Improving risk assessment in financial contexts.
method Developed new set-valued star-shaped risk measures and proved their representation theorems.
result Set-valued star-shaped risk measures can be represented as unions of set-valued convex risk measures.

We introduce the concept of hereditarily non uniformly perfect sets, compact sets for which no compact subset is uniformly perfect, and compare them with the following: Hausdorff dimension zero sets, logarithmic capacity zero sets, Lebesgue 2-dimensional measure zero sets, and porous sets. In particular, we give an exa…

2016-09-23abs ↗pdf ↗

Current approaches for predicting sets from feature vectors ignore the unordered nature of sets and suffer from discontinuity issues as a result. We propose a general model for predicting sets that properly respects the structure of sets and avoids this problem. With a single feature vector as input, we show that our m…

2019-06-15abs ↗pdf ↗

This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.

problem Determining if minimum-volume confidence sets for multinomial outcomes are disjoint.
method Enumerating and covering the continuous regions of the exact p-value function to study the geometry of minimum-volume confidence sets.
result The geometry of minimum-volume confidence sets for multinomial parameters is studied, providing insights into their structure and properties.

Consider a general machine learning setting where the output is a set of labels or sequences. This output set is unordered and its size varies with the input. Whereas multi-label classification methods seem a natural first resort, they are not readily applicable to set-valued outputs because of the growth rate of the o…

2019-03-12abs ↗pdf ↗

Deep Sets approximates functions on sets with high-dimensional latent space.

problem Modeling functions of sets (permutation-invariant functions).
method Deep Sets, a method known to be a universal approximator for continuous set functions.
result Deep Sets' universal approximation property is only guaranteed with a sufficiently high-dimensional latent space.

Study online learning with set-valued feedback, showing differences between deterministic and randomized approaches.

problem Online learning with set-valued feedback, where labels are sets rather than single labels.
method Introduced new combinatorial dimensions (Set Littlestone and Measure Shattering) to characterize learnability.
result Characterized deterministic and randomized online learnability, and established bounds for various learning settings.

A stability-based method selects the most desirable conformal prediction set.

problem Selecting the most desirable conformal prediction set from multiple valid sets invalidates coverage guarantees.
method A stability-based approach that ensures coverage for the selected prediction set.
result The stability-based approach maintains coverage guarantees for the selected prediction set.

This work establishes properties on diffeological structures for set-valued maps and measures.

problem Establish rigorous properties on diffeological structures for set-valued maps and measures.
method Using diffeologies, the authors link various structures including set-valued maps, relations, gradients, measures, and shape analysis.
result Established rigorous properties on sample diffeologies.

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

problem Binary prediction sets are limited; fuzzy prediction sets offer richer guarantees.
method Generalize prediction sets to fuzzy sets, showing they are e-values with merging properties.
result Optimal e-values lead to optimal fuzzy prediction sets, including optimal conformal prediction.

Representations of sets are challenging to learn because operations on sets should be permutation-invariant. To this end, we propose a Permutation-Optimisation module that learns how to permute a set end-to-end. The permuted set can be further processed to learn a permutation-invariant representation of that set, avoid…

2018-12-10abs ↗pdf ↗

Proves a theorem for Assouad dimension with applications to distance sets and radial projections.

problem Problems related to Assouad dimension and distance sets.
method General nonlinear projection theorem for Assouad dimension.
result Sharp estimates for sets with Assouad dimension less than 1 and exceptional set estimates.

The paper explores connections between perimeter, area, and visual angle of convex sets.

problem Understanding geometric properties of convex sets through visual angle and related measurements.
method Establishing universal formulas and characterizing convex sets of constant width.
result Crofton's formula is the unique universal formula relating visual angle, length, and area.

The paper defines cyclic sets from ribbon string links and connects them to quantum invariants.

problem Defining and relating cyclic sets from ribbon string links.
method Endowing ribbon string links with cyclic and cocyclic structures, relating to coend of a ribbon category via quantum invariants.
result Established a relationship between ribbon string links and quantum invariants.