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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.

168,657 papers · 148 categories

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3672108144 · Jun 202019922001200920172026
48 results for non-crossing constraints

In this contribution we derive an explicit formula for the boundary non-crossing probabilities for Slepian processes associated with the piecewise linear boundary function. This formula is used to develop an approximation formula to the boundary non-crossing probabilities for general continuous boundaries. The formulas…

2016-08-03abs ↗pdf ↗

This work connects Cramér distance to QR-DQN for DRL.

problem Improving performance in DRL by capturing full distribution of returns.
method Proves Cramér distance's equivalence to 1-Wasserstein distance and proposes a low-complexity algorithm to compute Cramér distance.
result Cramér distance and quantile regression losses yield collinear gradients under non-crossing constraints.

A scalable PyTorch framework for non-crossing quantile regression.

problem Non-crossing quantile regression to avoid impossible negative probability densities.
method CJQR-ALM combining Augmented Lagrangian Method, differentiable pinball loss, and L-BFGS optimization.
result Achieves near-zero crossing rates on large datasets within minutes.

Study on Gaussian ensemble of matrix products with mixed moments computed.

problem Understanding the statistical properties of matrix products of Gaussian matrices.
method Analysis of a multi-Wishart ensemble and enumeration of non-crossing pairings.
result Mixed moments of the product matrix are computed and found to be weighted by Fuss-Catalan numbers at large NN.

Given a surface with boundary and some points on its boundary, a polygon diagram is a way to connect those points as vertices of non-overlapping polygons on the surface. Such polygon diagrams represent non-crossing permutations on a surface with any genus and number of boundary components. If only bigons are allowed, t…

2019-09-26abs ↗pdf ↗

Let Wi={Wi(ti),tiR+},i=1,2,,dW_i=\{W_i(t_i), t_i\in \R_+\}, i=1,2,\ldots,d are independent Wiener processes. W={W(t),tR+d}W=\{W(\mathbf{t}),t\in \R_+^d\} be the additive Wiener field define as the sum of WiW_i. For any trend ff in $\kHC$ (the reproducing kernel Hilbert Space of WW), we derive upper and lower bounds for the boundary non-crossing proba…

2016-10-23abs ↗pdf ↗

Investigates methods to regularize quantile regression for accurate predictions.

problem Improving accuracy and fairness in quantile regression predictions.
method Various regularization techniques including expected pinball loss, monotonicity constraints, and rate constraints.
result Deep lattice networks can maintain non-crossing quantiles and improve calibration and fairness.

RNA structures show that a significant portion of bases do not form hydrogen bonds.

problem Understanding the unpaired bases in RNA secondary structures.
method Comparing random words in free groups to RNA sequences, analyzing word lengths.
result The expected fraction of unpaired bases converges to a constant λ2λ_2.

In the present paper we define dual monoids for all Artin-Tits groups and we prove that for the type A~n\tilde A_n we get a (quasi)-Garside structure. Such a structure provides normal forms for the Artin-Tits group elements and allows to solve some questions such as to determine the centralizer of a power of the Coxeter…

2004-02-07abs ↗pdf ↗

Proposes methods for online conformal prediction with nested prediction sets across multiple confidence levels.

problem Need for uncertainty quantification with multiple confidence levels in diverse applications.
method Online optimization perspective to enforce nestedness of prediction sets while controlling quantile estimation error.
result Achieves stable coverage across all levels, strictly nested prediction sets, and improved efficiency.

New method learns interaction-aware orderbook representation for better intraday electricity price forecasting.

problem Challenges in probabilistic intraday electricity price forecasting due to dynamic orderbook microstructure.
method OrderFusion: an end-to-end and parameter-efficient probabilistic forecasting model that learns interaction-aware representation of buy-sell dynamics.
result Consistent improvements over conventional baselines in probabilistic forecasting of CID price indices.

In this article we study the Hofer geometry of a compact Lie group KK which acts by Hamiltonian diffeomorphisms on a symplectic manifold MM. Generalized Hofer norms on the Lie algebra of KK are introduced and analyzed with tools from group invariant convex geometry, functional and matrix analysis. Several global res…

2019-07-23abs ↗pdf ↗

In spite of the recent surge of interest in quantile regression, joint estimation of linear quantile planes remains a great challenge in statistics and econometrics. We propose a novel parametrization that characterizes any collection of non-crossing quantile planes over arbitrarily shaped convex predictor domains in a…

2015-07-11abs ↗pdf ↗

Study on bit threads and their locking properties in holographic spacetimes.

problem Understanding the conditions under which regions can be locked in holographic spacetimes.
method Investigation of different density bounds and their implications on the locking of regions.
result Non-crossing regions can be locked under the most stringent bound, but crossing regions cannot.

Given an nn-gon, the poset of all collections of pairwise non-crossing diagonals is isomorphic to the face poset of some convex polytope called \textit{associahedron}. We replace in this setting the nn-gon (viewed as a disc with nn marked points on the boundary) with an arbitrary oriented surface with a number of la…

2017-01-06abs ↗pdf ↗

GAttNHP predicts future events in temporal knowledge graphs by encoding long-range dependencies and handling mutual excitation.

problem Forecasting future events in temporal knowledge graphs due to long-range dependencies, mutual excitation, and heavy-tailed inter-arrival times.
method GAttNHP uses a self-attention encoder, semantic soft-grouping, and NCQ regression to address these issues.
result GAttNHP improves entity and time prediction on six benchmark TKG datasets compared to state-of-the-art baselines.

This work proposes an online learning approach to tighten constraints in stochastic control problems.

problem Solving chance-constrained stochastic optimal control problems is computationally challenging.
method Reformulate chance constraints as a binary regression problem and use a GP model to learn constraint-tightening parameters online.
result The approach tightens constraints more effectively, leading to lower costs in numerical experiments.

We study constrained clustering, where constraints guide the clustering process. In existing works, two categories of constraints have been widely explored, namely pairwise and cardinality constraints. Pairwise constraints enforce the cluster labels of two instances to be the same (must-link constraints) or different (…

2019-07-24abs ↗pdf ↗

Estimates roughness of financial volatility paths using horizontal visibility graphs.

problem Estimating roughness in financial volatility models.
method Introduces L+(t) for first-passage horizons, treating uncensored observations as first-passage times.
result Estimates roughness through a single tail exponent θ, separating rough Bergomi volatility from classical models.

Reduces Lie (bi-)algebroids and Dirac manifolds using constraint vector bundles.

problem Reduction of Lie (bi-)algebroids and Dirac manifolds.
method Introduces constraint manifolds and constraint vector bundles; proves constraint Serre-Swan theorem; introduces Cartan calculus for constraint forms and multivector fields; shows compatibility with reduction.
result Reduction procedure for Lie (bi-)algebroids and Dirac manifolds.

Optimistic algorithm reduces regret and constraint violations in online convex optimization with adversarial constraints.

problem Online convex optimization with adversarial constraints.
method Improved algorithm using accurate predictions of loss and constraint functions.
result Improved bounds on regret and cumulative constraint violations.

Paper tackles constrained bandit problems with a new learning framework.

problem Optimizing a black-box reward function subject to a black-box constraint function over a continuous space.
method Rectified Pessimistic-Optimistic Learning (RPOL) framework, incorporating optimistic and pessimistic GP bandit learning.
result RPOL achieves sublinear regret and minimal cumulative constraint violation.

This paper considers online convex optimization over a complicated constraint set, which typically consists of multiple functional constraints and a set constraint. The conventional online projection algorithm (Zinkevich, 2003) can be difficult to implement due to the potentially high computation complexity of the proj…

2016-04-08abs ↗pdf ↗

We provide a dynamic programming principle for stochastic optimal control problems with expectation constraints. A weak formulation, using test functions and a probabilistic relaxation of the constraint, avoids restrictions related to a measurable selection but still implies the Hamilton-Jacobi-Bellman equation in the …

2011-05-04abs ↗pdf ↗

Iterative method learns unknown constraints for MPC control.

problem Learning to satisfy unknown polyhedral state constraints in iterative MPC.
method Collects and improves estimates of unknown constraints using collected data, designs an MPC controller to satisfy the estimated constraints.
result Robust and probabilistic guarantees of constraint satisfaction as a function of task iterations.

We reformulate data-dependent constraints to ensure they are always met with high probability.

problem Ensuring fairness and stability in machine learning models with data-dependent constraints.
method Calibrated reformulation of constraints to guarantee satisfaction with a specified probability.
result Our method guarantees that fairness constraints are met at test time with high probability.

New algorithm reduces regret and constraint violation in online convex optimization with complex constraints.

problem Online convex optimization with multiple functional constraints and a simple constraint set.
method Instance-dependent bound using online primal-dual mirror-prox algorithm in general normed spaces.
result Achieves an O(√V*(T)) regret and O(1) constraint violation, improving over previous works.

Adding constraint support in Machine Learning has the potential to address outstanding issues in data-driven AI systems, such as safety and fairness. Existing approaches typically apply constrained optimization techniques to ML training, enforce constraint satisfaction by adjusting the model design, or use constraints …

2020-02-25abs ↗pdf ↗

Algorithm ensures privacy while strictly adhering to constraints.

problem Differential privacy with linear constraints that must be strictly followed.
method Developed an algorithm that releases a nearly-optimal solution satisfying constraints with probability 1.
result Achieved nearly optimal performance while preserving privacy and strictly adhering to constraints.

Geometrically characterizes virtual nonlinear nonholonomic constraints using symplectic methods.

problem Characterizing virtual nonlinear nonholonomic constraints geometrically.
method Geometric characterization using symplectic structures and Chetaev equations.
result A unique control law exists to satisfy virtual constraints, and closed-loop dynamics are projections of uncontrolled dynamics.

The paper improves Gaussian processes by adding sum constraints, enhancing prediction accuracy.

problem Improving Gaussian process predictions with background knowledge constraints.
method Conditioning the prior distribution on sum constraints to ensure fulfillment of linear and nonlinear constraints.
result The approach fulfills constraints with high precision and improves prediction accuracy.

The paper introduces MU for NMF with ββ-divergences and disjoint constraints.

problem Nonnegative matrix factorization with constraints.
method Design multiplicative updates for NMF based on ββ-divergences with disjoint constraints.
result Multiplicative updates satisfy constraints and decrease the objective function.