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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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3979118157 · Jun 202019922001200920172026
48 results for non-overlapping support

Improves variational inference for sparse models using mixtures of exponential families.

problem Intractability of posterior distributions in Bayesian sparse models.
method Flexible mean field variational inference using mixtures of non-overlapping exponential families.
result Mixtures of exponential families with non-overlapping support form an exponential family, enabling analytical updates.

RISA improves VFL by using imputed samples with low uncertainty.

problem Limited overlapping samples constrain VFL performance.
method Imputing non-overlapping samples and using evidence theory to select reliable imputed samples.
result Significant performance gains achieved, especially with limited overlapping samples.

CnGAN generates synthetic user preferences for non-overlapped users in cross-network recommender systems.

problem Cross-network recommender solutions ignore non-overlapped users, limiting their applicability.
method Multi-task learning, encoder-GAN architecture, user-based pairwise loss function.
result Generated user preferences improve recommendations for non-overlapped users, achieving superior performance.

The family of f-divergences is ubiquitously applied to generative modeling in order to adapt the distribution of the model to that of the data. Well-definedness of f-divergences, however, requires the distributions of the data and model to overlap completely in every time step of training. As a result, as soon as the s…

2019-06-01abs ↗pdf ↗

Proposes efficient data acquisition for personalized treatment effects from observational data.

problem Efficiently acquiring outcomes for personalized treatment effects in observational studies.
method Introduces causal, Bayesian acquisition functions to select points with overlapping support.
result Demonstrates improved sample efficiency and accuracy in learning personalized treatment effects.

In this paper, we consider parameter recovery for non-overlapping convolutional neural networks (CNNs) with multiple kernels. We show that when the inputs follow Gaussian distribution and the sample size is sufficiently large, the squared loss of such CNNs is  locally strongly convex\mathit{~locally~strongly~convex} in a basin of attraction…

2017-11-08abs ↗pdf ↗

RankSEG-RMA improves semantic segmentation efficiency and applicability.

problem Inconsistent or suboptimal semantic segmentation results due to argmax or thresholding.
method Developed RankSEG-RMA using reciprocal moment approximation to optimize Dice and IoU metrics.
result RankSEG-RMA reduces computational complexity to O(d) while maintaining comparable performance.

Level assessment for foreign language students is necessary for putting them in the right level group, furthermore, interviewing students is a very time-consuming task, so we propose to automate the evaluation of speaker fluency level by implementing machine learning techniques. This work presents an audio processing s…

2018-08-31abs ↗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 ↗

Paper identifies sparse structures and communities in heterogeneous graphical models.

problem Detecting community structures in graphical models.
method Novel decomposition into sparse and low-rank parts, three-stage estimation procedure.
result Consistent model selection for adaptive 1\ell_1 penalized estimator.

We propose a novel method designed for large-scale regression problems, namely the two-stage best-scored random forest (TBRF). "Best-scored" means to select one regression tree with the best empirical performance out of a certain number of purely random regression tree candidates, and "two-stage" means to divide the or…

2019-05-09abs ↗pdf ↗

The main goal of the paper is to solve some problems about shadow for the sphere generalized on the case of the ellipsoid. Here, the essence of the problem is to find the the minimal number of non-overlapping balls with centers on the sphere which are not holding the center of the sphere and such that every line passin…

2015-10-07abs ↗pdf ↗

Diffusion models' consistency across splits explained by random matrix theory.

problem Consistency of diffusion models trained on non-overlapping subsets.
method Random matrix theory framework to quantify dataset effects on denoiser and sampling map.
result The theory explains and predicts cross-split disagreement in diffusion models.

Open, connected, saturated sets W without holonomy in codimension one foliations play key roles as fundamental building blocks. Here, for the case of foliated 3-manifolds, we produce a finite system of closed, convex, non-overlapping polyhedral cones in the first cohomology of W with real coefficients such that the iso…

2011-08-03abs ↗pdf ↗

STEEL tackles batch RL with singularity, improving policy optimization.

problem Existing RL methods assume absolutely continuous data, but STEEL handles non-overlapping regions.
method Proposes STEEL algorithm using maximum mean discrepancy and distributionally robust optimization.
result First finite-sample regret guarantee for batch RL with singularity.

For the first time in mathematical finance field, we propose the local weak form meshless methods for option pricing; especially in this paper we select and analysis two schemes of them named local boundary integral equation method (LBIE) based on moving least squares approximation (MLS) and local radial point interpol…

2014-10-29abs ↗pdf ↗

We propose a Bayesian nonparametric method for low-pass filtering that can naturally handle unevenly-sampled and noise-corrupted observations. The proposed model is constructed as a latent-factor model for time series, where the latent factors are Gaussian processes with non-overlapping spectra. With this construction,…

2019-02-09abs ↗pdf ↗

Determining unknotting numbers is a large and widely studied problem. We consider the more general question of the unknotting number of a spatial graph. We show the unknotting number of spatial graphs is subadditive. Let gg be an embedding of a planar graph GG, then we show u(g)max{u(s)u(g) \geq \max\{u(s) | ss is a non-overl…

2017-10-14abs ↗pdf ↗

In this paper we study speaker linking (a.k.a.\ partitioning) given constraints of the distribution of speaker identities over speech recordings. Specifically, we show that the intractable partitioning problem becomes tractable when the constraints pre-partition the data in smaller cliques with non-overlapping speakers…

2014-03-26abs ↗pdf ↗

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 ↗

Determinantal point processes (DPPs) are elegant probabilistic models of repulsion that arise in quantum physics and random matrix theory. In contrast to traditional structured models like Markov random fields, which become intractable and hard to approximate in the presence of negative correlations, DPPs offer efficie…

2012-07-25abs ↗pdf ↗

Using an intuitive concept of what constitutes a meaningful community, a novel metric is formulated for detecting non-overlapping communities in undirected, weighted heterogeneous networks. This metric, modularity density, is shown to be superior to the versions of modularity density in present literature. Compared to …

2019-08-22abs ↗pdf ↗

We consider the problem of concurrent portfolio losses in two non-overlapping credit portfolios. In order to explore the full statistical dependence structure of such portfolio losses, we estimate their empirical pairwise copulas. Instead of a Gaussian dependence, we typically find a strong asymmetry in the copulas. Co…

2016-04-23abs ↗pdf ↗

In this paper we introduce a micro-clustering strategy for Functional Boxplots. The aim is to summarize a set of streaming time series splitted in non overlapping windows. It is a two step strategy which performs at first, an on-line summarization by means of functional data structures, named Functional Boxplot micro-c…

2012-12-12abs ↗pdf ↗

The influence of the past price behaviour on the realized volatility is investigated in the present article. The results show that trending (drifting) prices lead to increased (decreased) realized volatility. This ``volatility induced by trend'' constitutes a new stylized fact. The past price behaviour is measured by a…

2005-01-28abs ↗pdf ↗