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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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3.6%7.1%10.7%14.3% · Aug 199519922001200920172026
48 results for parametric critic

The article applies Lusternik-Schnirelmann theory to establish lower bounds on critical points using sequential and parametrized topological complexity.

problem Establishing lower bounds on the number of critical points of functions using topological complexity.
method Applying Lusternik-Schnirelmann theory to sequential and parametrized topological complexity.
result Established various lower bounds on the number of critical points using sequential and parametrized topological complexity.

Optimistic actor-critic tackles linear MDPs with parametric policies.

problem Theoretical limitations of existing actor-critic methods for linear MDPs.
method Proposes an optimistic actor-critic framework with parametric log-linear policies and approximate Thompson sampling.
result Achieves state-of-the-art sample complexity in both on-policy and off-policy settings.

The paper classifies and analyzes the stability of elastic curves with fixed endpoints.

problem Classification and stability of pinned elasticae.
method Critical points of the length-penalized elastic bending energy among planar curves with fixed endpoints.
result Explicit parametrization and classification of all critical points with a threshold parameter \(\hatλ \simeq 0.70107\).

Paper provides estimates for varifolds with critical mean curvature.

problem Estimating tilt-excess on varifolds with critical mean curvature.
method Generalizing Lipschitz approximation and Sobolev-Poincaré estimates to almost-integral rectifiable varifolds.
result VMO-type estimates for quadratic tilt-excess on varifolds with critical mean curvature.

Physics-informed neural networks and neural operators speed up solving parametric PDEs by orders of magnitude.

problem Solving PDEs for varying parameters is computationally expensive.
method Physics-informed neural networks and neural operators learn solution mappings across parameter spaces.
result Neural operators achieve computational speedups of 10^3 to 10^5 times faster than traditional methods.

We describe a graph parametrization of rational quadratic differentials with presence of a simple pole, whose critical trajectories form a network depending on parameters focusing on the network topological jumps. Obtained bifurcation diagrams are associated with the Stasheff polytopes.

2015-09-02abs ↗pdf ↗

We present the min-max construction of critical points of the area using penalization arguments. Precisely, for any immersion of a closed surface ΣΣ into a given closed manifold, we add to the area Lagrangian a term equal to the LqL^q norm of the second fundamental form of the immersion times a "viscosity" parameter. …

2015-08-28abs ↗pdf ↗

Bayesian parametric matrix models provide uncertainty quantification for spectral learning.

problem Uncertainty quantification in spectral learning for safety-critical applications.
method Bayesian parametric matrix models (B-PMMs) that extend PMMs to provide uncertainty estimates.
result B-PMMs achieve exceptional uncertainty calibration (ECE < 0.05) while maintaining favorable scaling.

We prove that smooth critical points of the Möbius energy parametrized by arc-length are analytic. Together with the main result in \cite{BRS16} this implies that critical points of the Möbius energy with merely bounded energy are not only CC^\infty but also analytic. Our proof is based on Cauchy's method of majorants…

2018-05-15abs ↗pdf ↗

Investigates energy minimizers and critical points of scale-invariant tangent-point energies for knots.

problem Finding and characterizing minimizers and critical points of scale-invariant tangent-point energies for closed curves.
method Develops convergence and regularity theories based on fractional Sobolev spaces and new energy functionals.
result Minimizing sequences converge to locally critical embeddings in all but finitely many points, and locally critical embeddings are regular.

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.

Given a knot KK parametrized by r:[0,2π]R3r: [0,2π] \to \mathbb{R}^3, we can define the electric potential on its complement by Φ(x)=02πr(t)xr(t)dtΦ(x) = \int_0^{2π} \frac{|r'(t)|}{|x - r(t)|}dt. Physicists and knot theorists want to understand the critical points of the potential and their behavior. The tunneling number t(K)t(K) of a knot is t…

2019-08-06abs ↗pdf ↗

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.
Critical Crashescond-mat.stat-mech

We argue that the word ``critical'' in the title is not purely literary. Based on our and other previous work on nonlinear complex dynamical systems, we summarize present evidence, on the Oct. 1929, Oct. 1987, Oct. 1987 Hong-Kong, Aug. 1998 global market events and on the 1985 Forex event, for the hypothesis advanced f…

1999-01-06abs ↗pdf ↗

The paper identifies a new geometric and spectral phenomenon in the critical hyperbolic catenoid family.

problem The study investigates the critical hyperbolic catenoid family and its geometric and spectral properties.
method The approach involves analyzing the critical hyperbolic catenoid family, identifying parameter-criticality, and studying the Robin spectrum.
result The paper proves that at a parameter-critical value aa^\sharp, the Robin nullity of ΣaΣ_{a^\sharp} is at least 3, with an additional kernel element in mode k=0k=0.

BN^2MF identifies unknown exposure patterns in environmental mixtures.

problem Identifying unknown exposure patterns in environmental mixtures.
method Bayesian non-parametric non-negative matrix factorization (BN^2MF) with non-negative continuous priors and a non-parametric sparse prior.
result Estimates patterns of chemical exposures without specifying the number of patterns.

We study a simplification of GAN training: the problem of transporting particles from a source to a target distribution. Starting from the Sobolev GAN critic, part of the gradient regularized GAN family, we show a strong relation with Optimal Transport (OT). Specifically with the less popular dynamic formulation of OT …

2018-05-30abs ↗pdf ↗

Machine learning finds a compact fixed point action for SU(3) gauge theory.

problem Finding accurate and compact parametrizations of fixed point actions for SU(3) gauge theory.
method Used machine learning, specifically a gauge equivariant convolutional neural network.
result Obtained a superior parametrization of a fixed point action for SU(3) gauge theory.

We study the feasibility and noise sensitivity of portfolio optimization under some downside risk measures (Value-at-Risk, Expected Shortfall, and semivariance) when they are estimated by fitting a parametric distribution on a finite sample of asset returns. We find that the existence of the optimum is a probabilistic …

2008-11-05abs ↗pdf ↗

A new approach to unsupervised learning using recognition-parametrised models.

problem Discovering meaningful latent structure in observational data.
method Recognition-Parametrised Model (RPM) combining parametric and non-parametric components.
result Effective learning of latent structure without explicit generative models.

Actor-critic algorithms converge to an ODE as data samples change dynamically.

problem Challenging to mathematically analyze due to non-i.i.d. data samples.
method Proved convergence to an ODE using time rescaling and geometric ergodicity.
result Convergence to the ODE limit and its properties proven.

A tractable pseudo-metric for non-parametric distributions via SPD geometry.

problem Computing distances between non-parametric probability distributions is intractable.
method Two-stage framework: projection onto parametric family, embedding into SPD matrices.
result Closed-form pseudo-metric for two-sample hypothesis testing.

We develop a regularity theory for extremal knots of scale invariant knot energies defined by J. O'hara in 1991. This class contains as a special case the Möbius energy. For the Möbius energy, due to the celebrated work of Freedman, He, and Wang, we have a relatively good understanding. Their approch is crucially based…

2019-05-15abs ↗pdf ↗

Capillarity functionals are parameter invariant functionals defined on classes of two-dimensional parametric surfaces in R3 as the sum of the area integral and a non homogeneous term of suitable form. Here we consider the case of a class of non homogenous terms vanishing at infinity for which the corresponding capillar…

2016-08-03abs ↗pdf ↗

Detects which features have shifted in data distributions.

problem Identifying which specific features have caused a distribution shift.
method Formalizes the problem as multiple conditional distribution hypothesis tests, proposes non-parametric and parametric statistical tests, and uses a test statistic based on the density model score function.
result Demonstrates methods for identifying when and where a shift occurs in multivariate time-series data.

Optimizes predictions for specific tasks using parametrized decision analysis.

problem Optimizing predictions for specific decision tasks of interest.
method Designs a class of parametrized actions for Bayesian decision analysis.
result Derives efficient and interpretable solutions for various action parametrizations and loss functions.

Study on Gauss map of anisotropic minimal surfaces with Morse index estimates.

problem Estimating the Morse index of anisotropic minimal surfaces.
method Local analysis of Gauss map, conformal geometric techniques applied to the Gauss map.
result Upper and lower estimates for the Morse index of anisotropic minimal surfaces.

Study identifies specialist representations from generalist models without parametric constraints.

problem Identify task-relevant latent representations from generalist models.
method Nonparametric, fully unsupervised approach, proving identifiability of task structure and latent representations.
result Identifiability of task structure and latent representations in a nonparametric setting.

We show that any smooth bi-Lipschitz hh can be represented exactly as a composition hm...h1h_m \circ ... \circ h_1 of functions h1,...,hmh_1,...,h_m that are close to the identity in the sense that each (hiId)\left(h_i-\mathrm{Id}\right) is Lipschitz, and the Lipschitz constant decreases inversely with the number mm of functions com…

2018-04-13abs ↗pdf ↗

Accurate calibration of probabilistic predictive models learned is critical for many practical prediction and decision-making tasks. There are two main categories of methods for building calibrated classifiers. One approach is to develop methods for learning probabilistic models that are well-calibrated, ab initio. The…

2014-01-14abs ↗pdf ↗

We present an off-policy actor-critic algorithm for Reinforcement Learning (RL) that combines ideas from gradient-free optimization via stochastic search with learned action-value function. The result is a simple procedure consisting of three steps: i) policy evaluation by estimating a parametric action-value function;…

2018-12-05abs ↗pdf ↗

Study spherical curves with curvature dependent on distance to a great circle.

problem Understanding spherical curves with curvature dependent on distance to a great circle.
method Introducing spherical angular momentum, characterizing known curves, finding new families, and obtaining arc length parametrizations.
result New families of spherical curves with intrinsic equations in elementary or Jacobi elliptic functions.

Study of maximum likelihood under biased constraints reveals novel degeneracies and anomalous statistical behavior.

problem Investigating maximum likelihood under biased estimating equations.
method Analyzing the behavior of optimal distributions and log-likelihood statistics under mis-specification.
result Degeneracies in optimal distributions and anomalous behavior of log-likelihood statistics under mis-specification.

Improved inference for models with continuous latent variables.

problem Inference accuracy with traditional variational methods is limited.
method Reparameterized Variational Rejection Sampling (RVRS) using a proposal distribution with a reparameterized gradient estimator.
result RVRS offers a better trade-off between computational cost and inference fidelity.