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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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12.5%25.0%37.5%50.0% · May 199419922001200920172026
48 results for piece-wise constant

This paper proposes a method to approximate non-Gaussian likelihoods in Gaussian Processes.

problem Approximating non-Gaussian likelihoods in Gaussian Processes.
method Proposes a piece-wise constant approximation for the inverse-link function.
result Yields a closed form solution for the SVGP lower bound.

Estimates change-points and graph structures in a time-varying Ising model.

problem Detecting and understanding changes in a time-varying Ising model.
method Maximizing a penalized conditional log-likelihood to estimate neighborhood of each node, enforcing sparsity and piece-wise constant graph structures.
result First change-points consistency theorems for unknown number of change-points in time-varying Ising model.

Bayesian method detects change points and clusters in piece-wise constant signals.

problem Detecting change points and clustering in piece-wise constant signals.
method Nonparametric penalized least square model selection on partitions of design points, with an efficient algorithm.
result Oracle inequality and adaptive upper bound on expected square risk of the estimator.

XOFM explains attribute effects in ordinal regression using piece-wise linear functions.

problem Lack of detailed attribute contributions in existing ordinal regression models.
method XOFM uses piece-wise linear functions to approximate attribute contributions and introduces ordinal transformation.
result XOFM provides superior explainability and state-of-the-art prediction accuracy.

RUMBoost combines RUMs and deep learning for better choice modelling.

problem Creating interpretable and robust discrete choice models.
method Gradient Boosted Regression Trees for utility functions, with constraints for interpretability and monotonicity.
result RUMBoost outperforms ML and RUM benchmarks in predictive performance and interpretability.

PyChEst detects changes in non-stationary time series without distributional assumptions.

problem Detecting changes in non-stationary time series data.
method Nonparametric algorithms for consistent detection of multiple changepoints in piece-wise stationary processes.
result PyChEst consistently detects changes without distributional assumptions.

This paper extends depth separation results to piece-wise oscillatory functions.

problem Approximating functions with piece-wise oscillatory structure using neural networks.
method Extends existing results to piece-wise oscillatory functions using proof strategy from (Eldan and Shamir, 2016).
result Approximation by one-hidden-layer networks holds at a poly(d) rate for functions with constant domain radius and oscillation rate.

Study tackles inverse problems on low-dimensional manifolds, proving stability and proposing a reconstruction algorithm.

problem Inverse problems in infinite-dimensional spaces with nonlinear and ill-posed nature.
method Assumption of low-dimensional manifold, proving stability, proposing Landweber-type algorithm.
result Global convergence of the proposed algorithm, Lipschitz stability for specific inverse problems.

The fused lasso is analyzed for high-dimensional piecewise-constant regression coefficients.

problem Estimation of high-dimensional piecewise-constant regression coefficients.
method Formulated a restricted isometry condition for the fused lasso estimator and derived estimation bounds.
result The estimation error can be dominated by either the lasso or the fused lasso rate, depending on the number of non-zero coefficients and piece-wise constant segments.

Optimal order execution strategies for brokers under reference benchmarks.

problem Maximizing broker's utility of excess profit-and-loss subject to reference strategies.
method Formulated as a utility maximization problem, optimal strategies derived in closed form.
result General reference strategies can be approximated by piece-wise linear combinations of IS and TC orders.
On ΛΛ-Elasticaphysics.class-ph

In this paper, we investigate a transition from an elastica to a piece-wised elastica whose connected point defines the hinge angle φ0φ_0; we refer the piece-wised elastica Λφ0Λ_{φ_0}-elastica or ΛΛ-elastica. The transition appears in the bending beam experiment; we compress elastic beams gradually and then suddenly du…

2019-09-04abs ↗pdf ↗

Efficiently infers switching nonlinear systems with collapsed amortized variational inference.

problem Inference in switching nonlinear dynamical systems with discrete latent variables.
method Learn an inference network as a proposal for continuous latent variables, performing exact marginalization of discrete variables.
result Successfully segments time series data into meaningful regimes using piece-wise nonlinear dynamics.

We consider billiard ball motion in a convex domain of the Euclidean plane bounded by a piece-wise smooth curve influenced by the constant magnetic field. We show that if there exists a polynomial in velocities integral of the magnetic billiard flow then every smooth piece γγ of the boundary must be algebraic and eith…

2016-05-11abs ↗pdf ↗

In this survey article, we review the relation between heat kernels and path integrals. In particular, we review recent results on the approximation of the Wiener measure on compact manifold by measures on (finite-dimensional) spaces of piece-wise geodesics.

2018-10-18abs ↗pdf ↗

AdaPID optimizes diffusion-based samplers by dynamically adjusting schedules.

problem Optimizing the intermediate-time dynamics in diffusion-based samplers.
method Develops a time-varying stiffness schedule using Piece-Wise-Constant (PWC) parametrizations and a hierarchical refinement approach.
result QoS-driven PWC schedules consistently improve sampling fidelity and accuracy.

DAMI uses interpretable regions to select informative samples for deep learning models.

problem Efficiently identifying informative samples for deep learning models with minimal annotation cost.
method Inspired by piece-wise linear interpretability in DNN, DAMI selects samples on different linearly separable regions.
result DAMI outperforms state-of-the-art approaches in tabular data.

In this paper we analyze the asymptotic properties of l1 penalized maximum likelihood estimation of signals with piece-wise constant mean values and/or variances. The focus is on segmentation of a non-stationary time series with respect to changes in these model parameters. This change point detection and estimation pr…

2014-01-21abs ↗pdf ↗

We study the problem of estimating a temporally varying coefficient and varying structure (VCVS) graphical model underlying nonstationary time series data, such as social states of interacting individuals or microarray expression profiles of gene networks, as opposed to i.i.d. data from an invariant model widely consid…

2010-12-17abs ↗pdf ↗

This work simplifies adversarial attacks using neural networks, reducing computation and improving training convergence.

problem Efficiently generating and training against ideal adversarial attacks with minimal computational overhead.
method Representing ideal adversarial attacks as smooth piece-wise functions and approximating them with neural networks. Using a mathematical game between an attack network and a defense network for adversarial training.
result Obtained convergence rates of adversarial loss in terms of sample size nn for adversarial training.

We consider the detection of activations over graphs under Gaussian noise, where signals are piece-wise constant over the graph. Despite the wide applicability of such a detection algorithm, there has been little success in the development of computationally feasible methods with proveable theoretical guarantees for ge…

2012-06-05abs ↗pdf ↗

The paper proves Sard's theorem for polynomial maps in infinite dimensions.

problem The validity of Sard's theorem for polynomial maps in infinite-dimensional Banach manifolds.
method Sharp quantitative criteria for the validity of Sard's theorem.
result The paper provides criteria for the validity of Sard's theorem in infinite-dimensional Banach manifolds.

Considering Wirtinger's inequality for piece-wise equipartite functions we find a discrete version of this classical inequality. The main tool we use is the theorem of classification of isometries. Our approach provides a new elementary proof of Wirtinger's inequality that also allows to study the case of equality. Mor…

2019-05-14abs ↗pdf ↗

Assessing world-wide financial integration constitutes a recurrent challenge in macroeconometrics, often addressed by visual inspections searching for data patterns. Econophysics literature enables us to build complementary, data-driven measures of financial integration using graphs. The present contribution investigat…

2019-05-28abs ↗pdf ↗

It is shown that most of the well-known basic results for Sobolev-Slobodeckii and Bessel potential spaces, known to hold on bounded smooth domains in Rn\mathbb{R}^n, continue to be valid on a wide class of Riemannian manifolds with singularities and boundary, provided suitable weights, which reflect the nature of the s…

2011-06-10abs ↗pdf ↗

Let S be a triangulated 2-sphere with fixed triangulation T. We apply the methods of thin position from knot theory to obtain a simple version of the three geodesics theorem for the 2-sphere [5]. In general these three geodesics may be unstable, corresponding, for example, to the three equators of an ellipsoid. Using a…

2014-08-25abs ↗pdf ↗

Given two points on a soup can or conical cup with lid, we find and classify all paths of minimal length connecting them. When the number of minimal paths is finite, there are at most four on a can and three on a cup. At worst, minimal paths are piece-wise smooth with three components, each of which is a classical geod…

2004-01-09abs ↗pdf ↗

This paper accelerates TV regularization algorithms by unrolling proximal gradient descent.

problem Solving Total Variation (TV) regularized problems with iterative algorithms.
method Unrolling proximal gradient descent solvers to learn their parameters.
result Two approaches to compute derivatives through proximal operators improve performance.

Tree ensemble kernels improve Bayesian optimization for mixed features and constraints.

problem Optimizing over mixed-feature spaces with known constraints.
method Kernel interpretation of tree ensembles as Gaussian Process prior, compatible optimization formulation for acquisition function, integration of known constraints.
result Framework outperforms state-of-the-art methods for mixed-feature spaces and constraints.

The study examines generalization bounds for regression and classification tasks on adaptive input domains.

problem Understanding the generalization error in adaptive input domains for regression and classification.
method The analysis considers regression and classification separately, using Lipschitz continuity and 2-norm/0/1 loss for measurement. It also highlights the polynomial relationship between generalization bounds and network parameters.
result Generalization bounds for regression and classification are inversely proportional to a polynomial of the number of parameters, emphasizing the advantages of over-parameterized networks.

In many applications we seek to maximize an expectation with respect to a distribution over discrete variables. Estimating gradients of such objectives with respect to the distribution parameters is a challenging problem. We analyze existing solutions including finite-difference (FD) estimators and continuous relaxatio…

2018-09-29abs ↗pdf ↗

Sorting an array is a fundamental routine in machine learning, one that is used to compute rank-based statistics, cumulative distribution functions (CDFs), quantiles, or to select closest neighbors and labels. The sorting function is however piece-wise constant (the sorting permutation of a vector does not change if th…

2019-05-28abs ↗pdf ↗

The functional determinant of an elliptic operator with positive, discrete spectrum may be defined as eZ(0)e^{-Z'(0)}, where Z(s)Z(s), the zeta function, is the sum nλns\sum_n^{\infty} λ_n^{-s} analytically continued to ss around the origin. In this paper Z(0)Z'(0) is calculated for the Laplace operator with Dirichlet boundary…

1993-04-08abs ↗pdf ↗

New algorithm for active bipartite ranking with continuous distributions.

problem Active ranking of bipartite data with continuous conditional distributions.
method Developed a novel algorithm called smooth-rank to minimize the distance between estimated and optimal ROC curves.
result Smooth-rank algorithm is PAC-(ε,δ)(ε,δ) and outperforms existing methods in empirical tests.