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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.

168,932 papers · 148 categories

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48 results for non-standard priors

ProSper learns data components with non-standard priors and superpositions.

problem Learning complex data components with non-standard priors and superpositions.
method Probabilistic algorithms for sparse coding with non-standard priors and superpositions.
result Library supports scalable and parallelizable dictionary learning for large-scale applications.

This paper addresses GE estimation in non-standard settings using various resampling methods.

problem Biased GE estimates in non-standard settings like clustered data and concept drift.
method Tailored resampling methods for clustered, spatial, unequal sampling, concept drift, and hierarchically structured outcomes.
result Standard resampling methods often yield biased GE estimates in non-standard settings.

ED-VAE improves VAEs by explicitly including entropy components in ELBO.

problem Limitations of traditional VAEs with ELBO in generating high-quality samples and interpreting latent spaces.
method Introduces ED-VAE, a re-formulation of ELBO that includes entropy and cross-entropy components.
result Significantly enhances model flexibility and improves interpretability and generative performance.

Develops non-standard analysis for coherent risk estimation.

problem Estimating coherent risk measures in financial contexts.
method Non-standard analysis, hyperfinite representations, discrete Kusuoka formulae, plug-in asymptotics.
result Uniform almost sure consistency and asymptotic normality of spectral plug-in estimators.

Unified approach to non-standard classification tasks.

problem Non-standard classification tasks like semi-supervised, positive-unlabelled, multi-positive-unlabelled and noisy-label learning.
method Probabilistic, unified approach training a classifier to predict label-distributions, then inferring class-distributions.
result Unified model for various non-standard classification tasks.

Study non-standard bi-orders on punctured torus bundles, matching standard ones in key subgroups.

problem Investigate non-standard bi-orders on punctured torus bundles.
method Analyze various bi-orderings and compare them to standard ones formed by the lower central series.
result For every bi-ordering, the largest and second largest proper convex subgroups match those of a standard bi-ordering. Third largest subgroup matches if it exists.

In the jet-bundle description of first-order classical field theories there are some elements, such as the lagrangian energy and the construction of the hamiltonian formalism, which require the prior choice of a connection. Bearing these facts in mind, we analyze the situation in the jet-bundle description of time-depe…

1995-03-02abs ↗pdf ↗

We accelerate Bayesian inference for neutrino physics experiments by 100-60x.

problem Complex posterior geometries in multi-dimensional parameter spaces.
method GPU acceleration, automatic differentiation, neural-network-guided reparameterization.
result Significant performance improvements in Bayesian inference for direct detection experiments.

The linear slice of quasi-Fuchsian once-punctured torus groups is defined by fixing the complex length of some simple closed curve to be a fixed positive real number. It is known that the linear slice is a union of disks, and it always has one standard component containing Fuchsian groups. Komori and Yamashita proved t…

2014-12-29abs ↗pdf ↗

Blang simplifies Bayesian analysis for non-standard data types.

problem Bayesian inference for non-standard data structures.
method Bayesian declarative language, distribution continua, sequential Monte Carlo, non-reversible MCMC.
result Bayesian analysis on arbitrary data types is feasible and efficient.

New inference method improves performance for probabilistic models with varying support.

problem Existing inference engines for probabilistic programs struggle with models where support varies between executions.
method Divide, Conquer, and Combine (DCC) framework for automated inference.
result Substantial performance improvements on three examples compared to existing approaches.

Study parabolicity of Riemann surfaces via Fenchel-Nielsen parameters.

problem Determine conditions for a Riemann surface to be of parabolic type.
method Use Fenchel-Nielsen parameters and non-standard half-collars to study parabolicity.
result Obtain sufficient conditions for parabolicity in terms of Fenchel-Nielsen parameters.

MOPI optimizes flexible set-valued mappings to achieve superior shape adaptivity in conformal prediction.

problem Challenges in achieving valid conditional coverage in conformal prediction.
method Minimax Optimization Predictive Inference (MOPI) framework that optimizes over a flexible class of set-valued mappings.
result MOPI achieves superior shape adaptivity and maintains a principled connection to mean squared coverage error.

A famous result of Bennequin states that for any braid representative of the unknot the Bennequin number is negative. We will extend this result to all n-trivial closed n-braids. This is a class of infinitely many knots closed under taking mirror images. Our proof relies on a non-standard parametrization of the Homfly …

2000-10-27abs ↗pdf ↗

New econometric results for financial duration models under varying tail behaviors.

problem Estimation and inference challenges in financial durations models with random event counts.
method Analysis of likelihood estimators for ACD models, focusing on tail behavior and stationarity.
result Asymptotic normality breaks down for tail indices smaller than one, leading to mixed Gaussian estimators with non-standard rates of convergence.

We show that the members of a large class of unbalanced four-manifold trisections are standard, and we present a family of trisections that is likely to include non-standard trisections of the four-sphere. As an application, we prove a stable version of the Generalized Property R Conjecture for cc-component links with…

2015-07-23abs ↗pdf ↗

In this technical paper, we present a new formulation of higher parallel transport in strict higher gauge theory required for the rigorous construction of Wilson lines and surfaces. Our approach is based on an original notion of Lie crossed module cocycle and cocycle 1- and 2-gauge transformation with a non standard do…

2014-10-03abs ↗pdf ↗

New method prunes neural networks at initialization, improving performance.

problem Improving neural network compression at initialization.
method Formally characterizes initialization conditions for reliable pruning based on connection sensitivity.
result Improved neural network performance on image classification tasks.

We show that the Kuratowski imbedding of a Riemannian manifold in L^\infty, exploited in Gromov's proof of the systolic inequality for essential manifolds, admits an approximation by a (1+C)-bi-Lipschitz (onto its image), finite-dimensional imbedding for every C>0. Our key tool is the first variation formula thought of…

2009-02-18abs ↗pdf ↗

The standard actions of finite groups on spheres S^d are linear actions, i.e. by finite subgroups of the orthogonal group O(d+1). We prove that, in each dimension d>5, there is a finite group G which admits a faithful, topological action on a sphere S^d but is not isomorphic to a subgroup of O(d+1). The situation remai…

2016-02-15abs ↗pdf ↗

Bayesian method identifies causal DAG structure from non-Gaussian errors.

problem Learning causal structure from non-Gaussian errors in Bayesian networks.
method Bayesian hierarchical model with DAG prior for non-Gaussian errors.
result Posterior DAG selection consistency achieved under mild assumptions.

We construct, somewhat non-standard, Legendrian surgery diagrams for some Stein fillable contact structures on some plumbing trees of circle bundles over spheres. We then show how to put such a surgery diagram on the pages of an open book for S3,S^3, with relatively low genus. Thus we produce open books with low genus p…

2006-07-14abs ↗pdf ↗

The paper proposes an algorithm to enumerate K best models with distinct support vectors for SVM.

problem Finding multiple models with distinct support vectors for non-standard machine learning applications.
method A K-best model enumeration algorithm for SVM that efficiently finds models with distinct support vectors in the dual SVM problem.
result The algorithm efficiently finds the next best model with small latency, useful for interactive examination of requirements.

The paper solves the problem of fitting an ellipsoid to random points efficiently.

problem Finding an ellipsoid that passes through random Gaussian points.
method Constructing a fitting ellipsoid using a decomposition of a random matrix and graph matrix theory.
result The ellipsoid fitting problem transitions from feasible to infeasible at a sharp threshold of nd2/4n \sim d^2/4.

Study calculates Mather β-function for ellipses and applies it to rigidity problems.

problem Calculating Mather β-function for ellipses and its application to rigidity.
method Used non-standard generating function of billiard problem to derive Mather β-function for ellipses. Applied to rigidity problems.
result Explicit formula for Mather β-function for ellipses and its application to rigidity.

We study holonomy algebras generated by an algebraic element of the Clifford algebra, or equivalently, the holonomy algebras of certain spin connections in flat space. We provide series of examples in arbitrary dimensions and establish general properties of the holonomy algebras under some mild conditions on the genera…

2006-08-21abs ↗pdf ↗

The paper develops methods to identify stable associations across multiple studies.

problem Identifying stable associations across multiple studies with possible distributional shifts.
method Modeling heterogeneous multi-source data with multiple high-dimensional regressions and devising a novel sampling method for valid confidence intervals of maximin effects.
result Significant maximin effects indicate stable associations that can be generalized to target populations.

Adachi and Ryu introduced a category Prob of probability spaces whose objects are all probability spaces and whose arrows correspond to measurable functions satisfying an absolutely continuous requirement in [Adachi and Ryu, 2019]. In this paper, we develop a binomial asset pricing model based on Prob. We introduce gen…

2019-05-06abs ↗pdf ↗

In \cite{BSV}, Borisov, Salamon and Viaclovsky constructed non-standard orthogonal complex structures on flat tori TR2nT^{2n}_{\mathbb R} for any n3n\geq 3. We will call these examples BSV-tori. In this note, we show that on a flat 66-torus, all the orthogonal complex structures are either the complex tori or the BSV-to…

2016-04-19abs ↗pdf ↗

Classifies compact Clifford-Klein forms for specific Lie algebras.

problem Classifying compact Clifford-Klein forms for given Lie algebra structures.
method Using Onishchik's results on semisimple Lie algebras, the paper classifies forms for triples (g,h,l).
result New examples of reductive homogeneous spaces with non-standard compact Clifford-Klein forms.