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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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54108161215 · Jun 202019922001200920172026
48 results for normal speed

A new algorithm speeds up elliptical slice sampling for truncated multivariate normals.

problem Efficiently sampling from truncated multivariate normal distributions with linear constraints.
method Adapting elliptical slice sampling to linearly truncated multivariate normals, with an algorithm for ellipse-polytope intersection in O(m log m) time.
result The algorithm enhances numerical stability, speeds up running time, and is easy to parallelize.

Preconditioned NFs speed up sampling from complex posterior distributions in inverse problems.

problem Sampling from posterior distributions of inverse problems with expensive forward operators.
method Preconditioning a conditional normalizing flow (NF) to speed up training.
result Significant speed-ups achieved compared to training NFs from scratch.

Four new methods for computing generalized chi-square distribution.

problem Computing the generalized chi-square distribution accurately and efficiently.
method Two exact and two approximate methods, with software for cdf, pdf, and inverse cdf.
result Comparison of methods' accuracy and speed, identifying best for different cases.

We consider embedded hypersurfaces evolving by fully nonlinear flows in which the normal speed of motion is a homogeneous degree one, concave or convex function of the principal curvatures, and prove a non-collapsing estimate: Precisely, the function which gives the curvature of the largest interior sphere touching the…

2011-09-10abs ↗pdf ↗

This paper analyzes how normalization layers improve neural network training.

problem Improving generalization performance and training speed of neural networks.
method Global convergence analysis of two-layer neural networks with ReLU activations and Weight Normalization.
result Introduction of normalization layers changes the optimization landscape, enabling faster convergence.

The paper proves convergence of certain curvature flows to the origin.

problem Analyzing the convergence of specific curvature flows in Euclidean space.
method Examining fully nonlinear contracting curvature flows with given normal speeds.
result The flows converge exponentially to a sphere centered at the origin after rescaling.

CNNs improve wind speed forecasts in the Netherlands.

problem Limited spatial patterns in current post-processing methods.
method Convolutional Neural Networks (CNNs) for spatial wind speed information.
result CNNs produce better probabilistic forecasts with higher Brier skill scores.

New analysis shows surprising results on adaptation speed of causal models.

problem Investigate the adaptation speed of causal models under interventions.
method Use convergence rates from stochastic optimization to measure adaptation speed.
result Surprising findings: anticausal model can be faster than causal model under certain conditions.

We show that strictly convex surfaces contracting with normal velocity equal to |A|^2 shrink to a point in finite time. After appropriate rescaling, they converge to spheres. We indicate how we used a computer to find the main test function.

2004-09-21abs ↗pdf ↗

Recent seminal work at the intersection of deep neural networks practice and random matrix theory has linked the convergence speed and robustness of these networks with the combination of random weight initialization and nonlinear activation function in use. Building on those principles, we introduce a process to trans…

2019-05-03abs ↗pdf ↗

MTFL improves UA and speeds convergence in personalised DNNs on edge devices.

problem Non-IID user data harms FL convergence and global UA is not always the goal.
method Introduces non-federated BN layers into federated DNNs for personalised training.
result MTFL reduces UA rounds by up to 5x and convergence time by up to 3x.

One of the difficulties of training deep neural networks is caused by improper scaling between layers. Scaling issues introduce exploding / gradient problems, and have typically been addressed by careful scale-preserving initialization. We investigate the value of preserving scale, or isometry, beyond the initial weigh…

2016-04-26abs ↗pdf ↗

Generalizing results of Chou and Wang \cite{1} we study the flows of the leaves (MΘ)Θ>0(M_Θ)_{Θ>0} of a foliation of Rn+1{0}\mathbb{R}^{n+1}\setminus \{0\} consisting of uniformly convex hypersurfaces in the direction of their outer normals with speeds log(F/f)-\log(F/f). For quite general functions FF of the principal curvatures of …

2017-06-09abs ↗pdf ↗

We give an explicit formula for the probability distribution based on a relativistic extension of Brownian motion. The distribution 1) is properly normalized and 2) obeys the tower law (semigroup property), so we can construct martingales and self-financing hedging strategies and price claims (options). This model is a…

2016-10-08abs ↗pdf ↗

Improved wind speed forecasts for power generation using machine learning.

problem Improving the accuracy and reliability of wind speed predictions for power generation.
method A novel machine learning approach for calibrating wind speed ensemble forecasts.
result The proposed method improves the calibration and accuracy of probabilistic and point forecasts.

Normalizing flows are a powerful class of generative models for continuous random variables, showing both strong model flexibility and the potential for non-autoregressive generation. These benefits are also desired when modeling discrete random variables such as text, but directly applying normalizing flows to discret…

2019-01-29abs ↗pdf ↗

Investigates market dynamics with informed traders and high-frequency traders.

problem Trading large orders in a market with multiple high-frequency traders.
method Analyzes a three-period Kyle's model with a normal-speed informed trader and multiple anticipatory high-frequency traders under different inventory pressures.
result Surprising results: improving HFTs' speed or prediction can harm them but benefit the informed trader.

A new path gradient estimator speeds up normalizing flows without sacrificing accuracy.

problem High computational cost and limited scalability of path gradient estimators for normalizing flows.
method Proposed a fast path gradient estimator that improves computational efficiency and scalability.
result The new estimator achieves superior performance and reduced variance across various applications.

The paper extends a Harnack inequality to noncompact evolving hypersurfaces.

problem Proving a Harnack inequality for noncompact evolving hypersurfaces.
method Using a differential Harnack inequality for noncompact convex hypersurfaces flowing with normal speed based on their principal curvatures.
result The extension of Andrews' result to noncompact hypersurfaces.

Class Normalization improves zero-shot learning models.

problem Improving zero-shot learning models in a continual setting.
method Class Normalization (CN) technique to address irregular loss surfaces and improve training efficiency.
result CN significantly outperforms state-of-the-art models on 4 standard ZSL datasets.

We show that normalized currents of integration along the common zeros of random mm-tuples of sections of powers of mm singular Hermitian big line bundles on a compact Kähler manifold distribute asymptotically to the wedge product of the curvature currents of the metrics. If the Hermitian metrics are Hölder with sing…

2015-06-04abs ↗pdf ↗

The paper improves the empirical bootstrap method for non-normal estimators.

problem Theoretical properties of empirical bootstrap for non-asymptotically normal estimators.
method Establishing limiting distribution, deriving consistency conditions, proposing alternative methods.
result The empirical bootstrap method can be asymptotically consistent under stability conditions.

We consider a unit speed curve αα in Euclidean four-dimensional space E4E^4 and denote the Frenet frame by {T,N,B1,B2}\{T,N,B_1,B_2\}. We say that αα is a slant helix if its principal normal vector NN makes a constant angle with a fixed direction UU. In this work we give different characterizations of such curves in terms o…

2009-01-21abs ↗pdf ↗

Paper proposes energy objective for training normalizing flows without determinants.

problem Challenges in training normalizing flows due to Jacobian determinants.
method Introduces energy objective based on proper scoring rules, determinant-free.
result Energy objective supports novel model families and competitive performance.

Batch Normalization (BN) is a common technique used to speed-up and stabilize training. On the other hand, the learnable parameters of BN are commonly used in conditional Generative Adversarial Networks (cGANs) for representing class-specific information using conditional Batch Normalization (cBN). In this paper we pro…

2018-06-01abs ↗pdf ↗

The paper studies curvature flows of star-shaped hypersurfaces and proves convergence to spheres.

problem Analyzing the convergence of a class of anisotropic curvature flows.
method Using new auxiliary functions, the paper studies a class of flows with specific speed and proves convergence under certain conditions.
result The kk-convex solution to the flow converges smoothly to a sphere after normalization for specific values of kk, αα, and ββ.

HollowFlow speeds up likelihood evaluation for large-scale models.

problem Prohibitive scaling of sample likelihood computations in flow-based models.
method Introduces HollowFlow, a flow-based generative model using a NoBGNN with a block-diagonal Jacobian structure.
result Achieves up to O(n^2) speed-up in likelihood evaluation for large systems.

The paper studies a modified scalar curvature flow and proves convergence to a sphere.

problem Analyzing the convergence of a modified scalar curvature flow.
method Flow of starshaped hypersurfaces with a specific speed function, proving existence and convergence.
result The flow converges exponentially fast to a sphere, except for α<2α<2.

Multiplicative stochasticity such as Dropout improves the robustness and generalizability of deep neural networks. Here, we further demonstrate that always-on multiplicative stochasticity combined with simple threshold neurons are sufficient operations for deep neural networks. We call such models Neural Sampling Machi…

2019-10-27abs ↗pdf ↗

A new method speeds up SoftMax normalization for embedding learning.

problem Efficiently learning distributed representations with SoftMax normalization.
method Proposes a linear-time heuristic approximation for mSoftMax(XYT){ m SoftMax}(XY^T), optimizing cross entropy.
result Achieves higher or comparable accuracy to existing methods with lower computational time.