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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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169339508677 · Jun 202019922001200920172026
48 results for non-linear functions

The paper introduces a non-linear version of the process convolution formalism for building covariance functions for multi-output Gaussian processes. The non-linearity is introduced via Volterra series, one series per each output. We provide closed-form expressions for the mean function and the covariance function of t…

2018-10-10abs ↗pdf ↗

Enhances Cox model for survival analysis with symbolic non-linear log-risk functions.

problem Limited interpretability and non-linearity in traditional Cox models.
method Introduces GCPH model using Kolmogorov-Arnold Networks for symbolic non-linear log-risk functions.
result GCPH achieves competitive performance and superior interpretability.

ENIAC method optimizes and explores complex RL problems with non-linear policies.

problem Theoretical understanding of non-linear policies in RL with strategic exploration.
method ENIAC, an actor-critic method for non-linear function approximation.
result ENIAC finds near-optimal policies in polynomial exploration rounds under bounded eluder dimension.

Quantum computing offers a quadratic speedup for estimating non-linear functionals.

problem Estimating non-linear functionals of probability distributions.
method Proposes a quantum-inside-quantum Monte Carlo algorithm for a broad class of non-linear estimation problems.
result Achieves a quadratic speedup for non-linear estimation problems, including nested conditional expectations and stochastic optimization.

Study non-linear combinatorial bandits with polynomial rewards, finding significant differences from linear cases.

problem Adversarial combinatorial bandits with general non-linear reward functions.
method Extending existing work on adversarial linear combinatorial bandits, analyzing minimax optimal regret for polynomial and non-polynomial reward functions.
result Minimax optimal regret bounds for adversarial combinatorial bandits with general non-linear reward functions.

Agents learn state ambiguity from non-linear sensor data using Gaussian approximations.

problem Learning state representation from non-linear sensor data.
method Second-order Taylor approximation of Gaussian distribution for non-linear measurement functions.
result Induces a preference for states based on inferability from observations.

This paper conditions non-linear infinite-dimensional diffusion processes.

problem Conditioning non-linear and infinite-dimensional diffusion processes.
method Infinite-dimensional Girsanov's theorem to condition function-valued stochastic processes.
result Conditioning of non-linear infinite-dimensional diffusion processes is achieved.

Papers learn from data to make decisions without interacting, improving on previous methods.

problem Achieving optimal decision-making from offline data with non-linear function approximation.
method Pessimistic Nonlinear Least-Square Value Iteration (PNLSVI) with three innovative components.
result Achieves minimax optimal instance-dependent regret for non-linear function approximation.

Non-linear shrinkage isn't optimal for portfolio optimization, especially when asset dependence is non-stationary.

problem Optimizing portfolios with non-stationary asset dependence structures.
method Derived and compared non-linear shrinkage with an optimal target for covariance matrix estimation.
result Non-linear shrinkage can be significantly improved for portfolio optimization.

Paper establishes limits for accurately estimating low-rank matrices from noisy, non-linear data.

problem Estimating low-rank matrices from noisy, non-linear observations.
method Proves strong universality result with equivalent Gaussian model and effective prior parameters.
result Signal-to-noise ratio requirement grows as $N^{ rac 12 (1-1/k_F)}$ for accurate reconstruction.

This paper extends semi-structured networks to functional data.

problem Maintaining interpretability in functional data analysis while capturing non-linearities and interactions.
method Proposes a functional SSN method that scales well and improves predictive performance.
result The functional SSN method accurately recovers underlying signals and performs favorably compared to competing methods.

This research evaluates learning models for bionic robots, focusing on transfer function identification.

problem Developers need guidance on selecting and constructing transfer functions for bionic robots.
method Comprehensive evaluation strategy including data collection, learning model selection, comparative analysis, and transfer function identification.
result A framework for effectively dealing with multi-input multi-output robotic data.

GP-KAN uses Gaussian Processes in KANs for robust, parameter-efficient non-linear modeling.

problem Non-linear modeling with limited parameters and uncertainty estimates.
method Integrates Gaussian Processes into Kolmogorov Arnold Networks (KANs) for robust non-linear modeling.
result GP-KAN achieves 98.5% accuracy on MNIST with 80k parameters compared to 1.5M for state-of-the-art models.

This work optimizes reservoir computing models by linking recurrence and non-linear dynamics.

problem Understanding how recurrence and non-linear dynamics in cortical networks contribute to their function.
method Transformed time-continuous, recurrent dynamics into an effective feed-forward structure of linear and non-linear temporal kernels.
result Optimal time-series classifiers can be built from random reservoir networks, demonstrating significant performance gains.

New algorithm tackles non-linear utility in MNL bandits with ildeO(T) ilde{O}(\sqrt{T}) regret.

problem Sequential assortment selection with intricate user-item interactions.
method Upper Confidence Bound principle for non-linear parametric utility functions, including neural networks.
result Achieves ildeO(T) ilde{O}(\sqrt{T}) regret bound for neural network-based utilities.

Study shows long-term solutions for complex equations on curved spaces.

problem Long-term behavior of solutions to fully non-linear parabolic equations on Hermitian manifolds.
method Used general assumptions and derived a Harnack inequality for the linearized equation.
result Proved the long-time existence and convergence of solutions.

We present a general framework for solving a large class of learning problems with non-linear functions of classification rates. This includes problems where one wishes to optimize a non-decomposable performance metric such as the F-measure or G-mean, and constrained training problems where the classifier needs to sati…

2019-09-06abs ↗pdf ↗

Study confirms complex crypto market dynamics via non-linear potentials.

problem Linear models fail to capture complex financial market dynamics.
method Analyzed high-frequency crypto currency data to confirm non-linear drift and potential functions.
result Markets exhibit either single-well or double-well potentials, indicating varying levels of uncertainty or stress.

We develop algorithms to learn non-linear dynamical systems without mixing assumptions.

problem Learning non-linear dynamical systems from dependent data.
method We introduce an offline algorithm and a one-pass streaming method with SGD-RER.
result Our methods achieve optimal or near-optimal performance for learning non-linear systems.

Matrix completion works well for smooth non-linear structures, even without low-rank assumptions.

problem Matrix completion for smooth non-linear structures.
method Nuclear-norm penalization for matrices lying in a low-dimensional non-linear manifold.
result Nuclear-norm penalization is minimax rate optimal for recovering smooth non-linear matrices with missing data.

Unified framework for non-linear attention using modern Hopfield networks.

problem Improving transformer model's understanding of complex relationships and efficiency.
method Proposes an energy functional based on Modern Hopfield Networks (MNH) to unify linear and non-linear attention mechanisms.
result Context wells encapsulate contextual relationships among tokens, offering a richer representation of non-linear data.

Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.

problem Sharp L∞ estimates for fully non-linear elliptic equations on compact complex manifolds.
method Comparison with auxiliary complex Monge-Ampère equations, Hölder-Young inequality, and De Giorgi iteration lemma.
result Improved L∞ estimates for fully non-linear elliptic equations on Kähler and Hermitian manifolds.

This tutorial introduces the CMA Evolution Strategy (ES), where CMA stands for Covariance Matrix Adaptation. The CMA-ES is a stochastic, or randomized, method for real-parameter (continuous domain) optimization of non-linear, non-convex functions. We try to motivate and derive the algorithm from intuitive concepts and …

2016-04-04abs ↗pdf ↗

The paper generalizes equivariant neural networks on homogeneous spaces to the non-linear setting.

problem Equivariant neural networks on homogeneous spaces.
method Deriving generalized steerability constraints for non-linear equivariant layers.
result The universality of the derived construction for non-linear equivariant layers.

Machine learning improves joint default assessment by capturing non-linear dependencies.

problem Capturing non-linear dependencies among covariates for accurate joint default assessment.
method Application of machine learning techniques to credit card dataset, comparing with logistic regression.
result Machine learning outperforms logistic regression in assessing portfolio riskiness.

DART optimizes subset selection in non-linear bandit problems.

problem Optimizing subset selection in non-linear bandit problems with correlated rewards.
method DART algorithm for combinatorial bandits without individual arm feedback or linearity assumption.
result DART achieves a regret bound of ildeO(KKNT) ilde{\mathcal{O}}(K\sqrt{KNT}).

Develops a new approach to study nonlinear PDEs and their singularities.

problem Understanding the propagation domains of solutions to nonlinear PDEs.
method Derived geometric machinery and sheaf theory to study nonlinear PDEs and their singular supports.
result Estimates the domains of propagation for solutions of non-linear systems.

Complex problems may require sophisticated, non-linear learning methods such as kernel machines or deep neural networks to achieve state of the art prediction accuracies. However, high prediction accuracies are not the only objective to consider when solving problems using machine learning. Instead, particular scientif…

2016-11-22abs ↗pdf ↗