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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.

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48 results for parametric RDT

This paper connects ultrametric overlap gap properties to parametric RDT for symmetric binary perceptrons.

problem Characterizing statistical computational gaps in symmetric binary perceptrons.
method Developed an analytical union-bounding program to rigorously upper-bound constraint densities of ultrametric overlap gap properties.
result Obtained tightest bounds at the first two levels of ultrametric overlap gap properties, closely approaching parametric RDT estimates.

New insights into binary perceptron reveal phase transitions and algorithmic thresholds.

problem Understanding the statistical-computational gap in binary perceptron models.
method Application of fully lifted random duality theory (fl RDT) to uncover structural changes.
result Numerical estimates of constraint density thresholds align with theoretical predictions.

Study potential computational gaps in symmetric binary perceptrons using fl-RDT.

problem Potential statistical-computational gaps in symmetric binary perceptrons.
method Parametric utilization of fully lifted random duality theory (fl-RDT).
result Observation of a computational gap SCG=αcαaSCG=α_c-α_a in SBP.

Descending phase retrieval algorithms show a phase transition with increasing sample complexity.

problem Theoretical limits of descending phase retrieval algorithms.
method Utilizing Random duality theory (RDT), the study develops a generic program to characterize algorithm performance.
result As sample complexity increases, the parametric manifold transitions from multi to single funneling points, leading to a phase transition in algorithm success.

Improved neural network capacity analysis using simplified RDT.

problem Analyzing the memorization capabilities of sign perceptron neural networks.
method Developed a simplified, partially lifted Random Duality Theory (fl RDT) approach.
result Concrete capacity bounds universally improve over previous best known ones.

We analyze ridge interpolators in correlated factor regression models using RDT.

problem Performance analysis of ridge interpolators in correlated factor regression models.
method Utilizing Random Duality Theory (RDT), we obtain precise closed form characterizations of optimization problems.
result Ridge interpolators can smooth out the excess prediction risk and exhibit double-descent behavior.

Wide hidden layer TCM nets capacity analyzed using RDT and fl RDT.

problem Capacity analysis of wide hidden layer TCM nets.
method Employed Fully Lifted Random Duality Theory (fl RDT) for capacity characterization.
result Explicit, closed form capacity characterizations for a generic class of hidden layer activations.

New method lowers spherical perceptron capacity using fully lifted random duality theory.

problem Tackles the negative spherical perceptron capacity, a long-standing open problem.
method Develops fully lifted random duality theory (fl RDT) to characterize capacity.
result Shows remarkable closed-form analytical relations for practical capacity values.

New analysis shows capacity of treelike neural networks with various activations.

problem Analyzing the capacity of treelike neural networks with diverse activations.
method Utilized Random Duality Theory and its partially lifted version to handle various activations.
result The capacity of treelike neural networks decreases for large network width but converges to a constant value.

Study precise sample covariance error for Gaussian centered data.

problem Precise characterization of sample covariance error for Gaussian data.
method Developed a Random Duality Theory (RDT) framework to determine upper and lower bounds.
result Upper and lower bounds match in large-dimensional contexts, matching the spectral norm's limiting value.

This work adapts RDT for mental program construction, showing benefits and costs.

problem Applying RDT to mental programs with trade-offs between description length, error, and computational costs.
method Proposed a three-way trade-off and used simulations and partial information decomposition.
result Constructing a shared program library provides global benefits but is sensitive to curricula.

The study calculates the injectivity capacity of ReLU networks using a novel mathematical approach.

problem Determining the injectivity capacity of ReLU networks layers.
method Employing fully lifted random duality theory (fl RDT) to handle the 0\ell_0 spherical perceptron and implicitly the ReLU layers injectivity.
result The lifting mechanism converges remarkably fast with relative corrections not exceeding 0.1%.

Study on theoretical limits of 0\ell_0 sparse-regression algorithms using Fl RDT.

problem Understanding the performance limits of 0\ell_0 norm based optimization algorithms in compressed sensing and sparse regression.
method Utilized Fully lifted random duality theory (Fl RDT) to analyze the maximum-likelihood (ML) decoding performance.
result Uncovered phase-transition (PT) and descending 0\ell_0 (d0\ell_0) curves that separate successful and unsuccessful algorithm performance.

Optimal spectral initializers impact phase retrieval phase transitions.

problem Understanding the limits of phase retrieval algorithms.
method Developed Random duality theory (RDT) to characterize optimal spectral initializers.
result Optimal spectral initializers can fall into flat regions of the phase retrieval manifold, making phase retrieval difficult.

New bounds on neural network capacity for treelike sign perceptrons using RDT.

problem Determining the capacity of treelike sign perceptrons neural networks.
method Random Duality Theory (RDT) to establish upper bounds.
result Mathematically rigorous bounds on network capacity for any number of neurons.

New method finds rare dense clusters in asymmetric binary perceptrons, resolving algorithmic hardness.

problem Resolving algorithmic hardness in asymmetric binary perceptrons.
method Fully lifted random duality theory (fl RDT) and large deviation upgrade (sfl LD RDT).
result Local entropy breaks down for constraint densities in (0.77, 0.78) interval, matching current solver limits.

Study binary perceptrons' capacity using random duality theory.

problem Characterize the capacity of binary perceptrons with general thresholds.
method Utilized fully lifted random duality theory (fl RDT) to characterize the capacity.
result Characterizations match replica symmetry breaking predictions and uncover the capacity for zero-threshold scenario.

We connect Causal inference and low-rank recovery via RDT and free probability theory.

problem Determining the applicability of causal inference via low-rank recovery.
method Random Duality Theory, free probability theory, and mathematical rigor.
result Exact closed-form worst case phase transitions for causal inference.

New algorithms handle phase retrieval with rank d measurements, revealing phase transitions.

problem Phase retrieval with rank d measurements.
method Random duality theory (RDT) and descending phase retrieval algorithms (dPR).
result Minimal sample complexity ratio for dPR's success exhibits phase transitions.

Deep ReLU networks show that 4 layers suffice for unique input recovery.

problem Injectivity capacity of deep ReLU networks.
method Developed a program connecting deep ReLU injectivity to an ll-extension of the 0\ell_0 spherical perceptrons, using random duality theory.
result Only 4 layers are needed for unique input recovery, showing expansion saturation effect.

CLuP achieves near optimal ground state energies for positive and negative Hopfield models.

problem Finding near optimal ground state energies for positive and negative Hopfield models.
method Controlled Loosening-up (CLuP) algorithm with fully lifted random duality theory (fl RDT).
result Achieves ground state free energies of 1.771.77 and 0.330.33 for positive and negative Hopfield models respectively.

The study revisits Hopfield's associative memory model and calculates its capacity for two specific pattern basins.

problem Determining the capacity of a Hebbian-Hopfield network for storing binary patterns.
method Using fully lifted random duality theory and numerical analysis, the study calculates the capacity for two specific pattern basins.
result Explicit characterizations of the capacity for the AGS and NLT pattern basins, with remarkable fast lifting convergence.

Study uncovers new phase transitions in asymmetric causal inference scenarios.

problem Understanding typical phase transitions in asymmetric causal inference.
method Combining Causal inference (C-inf) and Low-rank recovery (LRR) with Random duality - Free probability theory (RDT-FPT).
result Discovering a doubling low-rankness phenomenon in asymmetric scenarios.

Over-parametrization speeds up learning a single neuron model.

problem Understanding why over-parametrization accelerates learning in neural networks.
method Studied a simple model of a single teacher neuron with quadratic activation, showing how over-parametrization can lead to faster convergence.
result Over-parametrization helps gradient descent enter the neighborhood of a global optimal solution faster.

We give a local parametric description of all holomorphic hypersurfaces in complex Euclidean and projective spaces with constant index of relative nullity, together with applications. This is a complex analogue to the parametrization for real hypersurfaces in Euclidean space known as the Gauss parametrization.

2008-09-04abs ↗pdf ↗

We introduce a framework, twisted parametrized stable homotopy theory, for describing semi-infinite homotopy types. A twisted parametrized spectrum is a section of a bundle whose fibre is the category of spectra. We define these bundles in terms of modules over a stack of parametrized spectra and in terms of diagrams o…

2005-08-03abs ↗pdf ↗

The study finds parametrizations for surfaces of revolution with a linear curvature ratio.

problem Deriving surfaces of revolution with a specific curvature ratio.
method Derives parametrizations for surfaces of revolution with an affine-linear relation between their curvature radii.
result Explicit parametrizations found for a countably-infinite number of surfaces.

Paper compares different models for time-to-event analysis.

problem Comparing models for time-to-event analysis.
method Experimental comparison of semi-parametric, parametric, and machine learning models.
result Models' performance evaluated using concordance index.

A parametric manifold is a manifold on which all tensor fields depend on an additional parameter, such as time, together with a parametric structure, namely a given (parametric) 1-form field. Such a manifold admits natural generalizations of Lie differentiation, exterior differentiation, and covariant differentiation, …

1994-07-12abs ↗pdf ↗

Proposes method for eliciting non-parametric joint priors using normalizing flows.

problem Learning complex non-parametric joint priors for model parameters.
method Expert elicitation combined with normalizing flows for generative modeling.
result Framework supports elicitation of both parametric and non-parametric priors.

New algorithm nearly achieves ground state free energy of SK model.

problem Determining the ground state free energy of the SK model.
method Controlled Loosening-up (CLuP) algorithm applied to SK models.
result Achieves ground state free energy of ~0.76 for n in the thousands.

Cookbook transforms constrained statistical inference into unconstrained problems.

problem Transforming constrained statistical inference into unconstrained problems.
method Bijective and diffeomorphisms parametrizations.
result Maintains statistical inference properties like identifiability.

Teichmüller space and hyperelliptic surfaces parametrized by angles.

problem Parametrizing Teichmüller space and hyperelliptic surfaces using angles.
method Proved parametrization using 6g-5 and 4g-2 angle parameters for Teichmüller space and hyperelliptic surfaces respectively.
result Proved parametrization of Teichmüller space and hyperelliptic surfaces by angle parameters.

A natural parametrization of smooth projective plane curves which tolerates the presence of sextactic points is the Forsyth-Laguerre parametrization. On a closed projective plane curve, which necessarily contains sextactic points, this parametrization is, however, in general not periodic. We show that by the introducti…

2018-10-15abs ↗pdf ↗

Proposes a flexible framework for implied volatility surfaces with random parameters.

problem Inconsistent calibration of parametric implied volatility models when market volatility deviates from the model's regime.
method Introduces random coefficients for parametric implied volatility formulas, preserving analytic flexibility and efficiency.
result Demonstrates improved modeling of implied volatility curves, especially for short-term options and earnings announcements.

Modeling structure in complex networks using Bayesian non-parametrics makes it possible to specify flexible model structures and infer the adequate model complexity from the observed data. This paper provides a gentle introduction to non-parametric Bayesian modeling of complex networks: Using an infinite mixture model …

2013-12-20abs ↗pdf ↗

Neural networks can learn relationships that traditional models cannot.

problem Identifying factors that differentiate neural networks from traditional models.
method Proving non-identifiability of neural networks compared to smooth parametric models.
result Neural networks can learn nontrivial relationships that traditional models cannot.

This research uses DPPs to improve semi-parametric regression models.

problem Improving comprehensibility in semi-parametric regression models without sacrificing accuracy.
method Introduced a novel representation of finite DPPs and used it to derive a key identity illustrating implicit regularization.
result Demonstrated the implicit regularization effect of determinantal sampling for semi-parametric regression.

Parametric insurance offers better risk-sharing in high-risk settings than traditional indemnity insurance.

problem High-risk environments where traditional indemnity insurance is unaffordable or ineffective.
method Comparison of excess-of-loss indemnity insurance and parametric insurance within a mean-variance framework, considering fixed costs and binding budget constraints.
result Parametric insurance yields higher welfare for risk-averse individuals, especially when indemnity insurance is impractical.

New method to parametrize infinite Riemann surfaces with bounded triangulations.

problem Parametrizing infinite Riemann surfaces with bounded triangulations.
method Introducing bounded ideal triangulations and proving real-analyticity of the parametrization.
result Real-analytic parametrization of Teichmüller spaces for infinite surfaces with bounded triangulations.