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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.

168,742 papers · 148 categories

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35810 · Mar 202619922001200920172026
48 results for non-monotone MAR

FLOWGEM generates complete datasets from incomplete data with non-monotone MAR missingness.

problem Dealing with non-monotone Missing at Random (MAR) missingness in data.
method Iterative particle evolution of Wasserstein Gradient Flow, approximated by local linear estimators of density ratio.
result FLOWGEM achieves state-of-the-art performance across various settings, including non-monotone MAR mechanisms.

Improves MARS for nonparametric multivariate regression with dimension reduction.

problem High number of basis functions in MARS for high-order interactions.
method Linear combinations of covariates for dimension reduction, facilitating gradient calculation and eigen-analysis for estimation.
result Asymptotic theory and numerical studies show improved performance over MARS.

SMART combines decision trees and MARS for better regression modeling.

problem High variance in decision trees for continuous relationships, poor performance in MARS for discontinuities.
method SMART uses a decision tree to identify subsets with distinct continuous relationships, then applies MARS to fit these relationships independently.
result SMART improves regression performance over state-of-the-art methods in capturing discontinuities and continuous relationships.

The paper tackles non-monotonic learning performance and proposes algorithms to make models more monotone.

problem Non-monotonic learning performance where more data does not always improve model quality.
method Proposes three algorithms to make supervised learning models more monotone, proving consistency and monotonicity with high probability.
result The algorithm MT-HT reduces less than 1% non-monotonic decisions on MNIST while maintaining competitive error rates.

MARS-Gym framework for marketplaces to train and evaluate recommender systems.

problem Challenges in designing, training, and evaluating recommender systems in marketplaces.
method Open-source framework for Reinforcement Learning agents in marketplaces.
result Empowers researchers and engineers to quickly build and evaluate agents for recommendations.

MARS automatically selects tensor decomposition ranks, improving performance in neural network tasks.

problem Determining optimal decomposition ranks in tensor decompositions.
method MARS uses binary masks to learn optimal tensor structure during training via relaxed MAP estimation.
result MARS achieves better results than previous methods in various tasks.

Optimizes variational autoencoder for detecting missing data in Mars rover transmissions.

problem Detecting missing data in Mars rover transmissions to prevent volume loss and corruption.
method Applies derivative-free optimization to tune variational autoencoder.
result Improves variational autoencoder's ability to detect missing data, aiding GDSA team.

Productivity and credit limits affect aggregate production in non-monotonic ways.

problem Understanding how aggregate production is influenced by individual characteristics and financial constraints.
method Analytical proof of non-monotonic effects of productivity and credit limits on aggregate production in a general equilibrium model.
result Equilibrium aggregate production can be non-monotonic in both individual productivity and credit limit.

Study derives new equation for reserves in non-monotone information scenarios.

problem Modeling reserves in situations where information is not always increasing.
method Infinitesimal approach to derive generalized stochastic Thiele equation.
result New equation allows for information discarding and solves open problems.

New risk control method for non-monotonic losses in complex parameters.

problem Controlling risk for non-monotonic losses with multidimensional parameters.
method Stability-based guarantees for generic algorithms applied to non-monotonic losses.
result Guarantees depend on algorithm stability, with looser guarantees for unstable algorithms.

Improved flow-based models capture dependencies better with multi-scale autoregressive priors.

problem Limited expressiveness of flow-based models for long-range data dependencies.
method Introducing channel-wise dependencies through multi-scale autoregressive priors (mAR) in split coupling flow layers (mAR-SCF).
result Achieves state-of-the-art density estimation results on MNIST, CIFAR-10, and ImageNet.

GradaGrad adapts learning rate non-monotonically, overcoming AdaGrad's step size decrease.

problem Fixed learning rate in AdaGrad leads to step size decrease over time.
method Introduces GradaGrad, which grows or shrinks the learning rate based on a different accumulation in the denominator.
result GradaGrad achieves similar convergence rates as AdaGrad and demonstrates non-monotone adaptation.

Study learns a neuron with non-monotonic activation functions.

problem Learning a single neuron with non-monotonic activation functions.
method Gradient descent (GD) with conditions on activation function and input distribution.
result Learnability of non-monotonic activation functions is established without monotonicity assumption.

A new unsupervised method removes CT metal artifacts using beta-CycleGAN and attention.

problem Metal artifact reduction in computed tomography (CT) images.
method Unsupervised learning using a beta-CycleGAN architecture with attention mechanism.
result Improved metal artifact removal that preserves image details.

Study non-monotonic loss functions in CRC, achieving valid risk control with large calibration samples.

problem Non-monotonic loss functions in CRC, violating existing theory's monotonicity assumption.
method Finite grid selection, calibration sample size analysis, Lipschitz continuity, monotonicity, distribution shift.
result Valid CRC achieved with large calibration samples, optimal excess risk rate of log(m)/n\sqrt{\log(m)/n}.

Optimizing expensive black-box systems with limited data is an extremely challenging problem. As a resolution, we present a new surrogate optimization approach by addressing two gaps in prior research -- unimportant input variables and inefficient treatment of uncertainty associated with the black-box output. We first …

2019-11-06abs ↗pdf ↗

In this work we construct Calabi quasi-morphisms on the universal cover of the group Ham(M) of Hamiltonian diffeomorphisms for some non-monotone symplectic manifolds. This complements a result by Entov and Polterovich which applies in the monotone case. Moreover, in contrast to their work, we show that these quasi-morp…

2005-08-04abs ↗pdf ↗

Study finds non-monotonic Value of Information in dynamic multi-market monopoly.

problem Investigates non-monotonicity in Value of Information for a price-setting monopolist.
method Uses a Bayesian inverse problem with Kalman-Bucy-Stratonovich filter in a dynamic discrete model.
result Non-monotonic relationship between signal variance and Value of Information.

New algorithm maximizes non-monotone adaptive submodular functions in linear time.

problem Maximizing non-monotone adaptive submodular functions subject to a cardinality constraint.
method Developed a linear-time algorithm for non-monotone adaptive submodular maximization.
result Achieved a 1/eε1/e-ε approximation ratio with O(nε2logε1)O(nε^{-2}\log ε^{-1}) value oracle queries.

Paper tackles non-monotonic resource utilization in sequential decision-making.

problem Sequential decision-making under uncertainty with resource constraints.
method Introduces a new MDP policy with constant regret against LP relaxation.
result Develops a learning algorithm with logarithmic regret for unknown outcome distributions.

A probabilistic query may not be estimable from observed data corrupted by missing values if the data are not missing at random (MAR). It is therefore of theoretical interest and practical importance to determine in principle whether a probabilistic query is estimable from missing data or not when the data are not MAR.…

2016-11-15abs ↗pdf ↗

In this paper, we study fundamental problems of maximizing DR-submodular continuous functions that have real-world applications in the domain of machine learning, economics, operations research and communication systems. It captures a subclass of non-convex optimization that provides both theoretical and practical guar…

2019-09-25abs ↗pdf ↗

New findings show privacy affects generalization error in a non-monotonic way.

problem Privacy and robustness in distributed learning.
method Theoretical analysis and matching lower/upper bounds on algorithmic stability.
result Generalization error is non-monotonically affected by privacy, depending on noise level.

Proves uniqueness of non-extremal Kerr-Newman black holes under small perturbations.

problem Uniqueness of non-extremal Kerr-Newman black holes under small perturbations.
method Perturbative analysis using Mars-Simon type tensors.
result Proves that a space-time close to the Kerr-Newman family must be one of the Kerr-Newman solutions.

Study on MMV in jump-diffusion models resolves MV's non-monotonicity issues.

problem Non-monotonicity and free cash flow stream problems in MV preferences.
method Explicit solution for MMV preferences in jump-diffusion models, proving non-negative potential measures.
result MMV resolves MV's non-monotonicity and free cash flow stream issues.

New method speeds up model selection for complex scientific tasks.

problem Exhaustive model selection is computationally infeasible for large model spaces.
method Branch-and-bound algorithm with non-monotonic criteria.
result Guaranteed identification of optimal models with significant computational speedups.

The paper analyzes Variable Annuities with surrender charges, providing a pricing formula and optimal exercise boundary.

problem Analyzing Variable Annuities with surrender charges and early termination rights.
method Formulated as an optimal stopping problem with a discontinuous payoff, non-monotonic optimal stopping boundaries are proven continuous and regular.
result A rigorous pricing formula and optimal exercise boundary for surrender options are derived.

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve the generalised Fourier transform with such a model, and present a family of non-…

2017-05-24abs ↗pdf ↗

Researchers propose a non-monotone quantum natural gradient for quantum systems.

problem Applying natural gradient methods to quantum systems without monotonicity.
method Introducing a non-monotone quantum natural gradient (QNG) and demonstrating its superiority over conventional QNG.
result Non-monotone QNG outperforms conventional QNG in terms of convergence speed.

The paper improves PCS approximation for ranking and selection under limited simulation budgets.

problem Improving finite sample performance in Ranking and Selection.
method Develops a Bahadur-Rao type expansion for PCS, proposes a novel FCBA policy.
result FCBA policy achieves superior PCS performance compared to traditional methods.

Insider trading is reduced when penalized, affecting expected penalties in a non-monotone way.

problem Reducing insider trading behavior when insiders face legal penalties.
method Characterized via a backward stochastic differential equation (BSDE) with a non-linear operator.
result The insider's expected penalties are non-monotone in the fee structure and determined by relative entropy.