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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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3537061,0591,412 · Jun 202019922001200920172026
48 results for piecewise models

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in non-parametric statistics and allow for arbitrary long-range dependence between variab…

2019-06-26abs ↗pdf ↗

Proposes adaptive ridge regression for functional linear models with piecewise shapes.

problem Functional linear regression with unknown coefficient function.
method Adaptive piecewise function template with L2L_2 penalization.
result Improves predictive power and interpretability compared to standard methods.

New method samples from piecewise smooth distributions using Hamiltonian Monte Carlo.

problem Sampling from distributions with discontinuous gradients.
method Generalized Randomized Hamiltonian Monte Carlo (GRHMC) for piecewise smooth targets.
result GRHMC processes sample from piecewise smooth target distributions with the desired distribution as the invariant distribution.

A hybrid model combines piecewise linear and neural components for interpretable predictions.

problem Post-hoc interpretable methods lead to contradictory explanations and lower prediction accuracy.
method Hybrid model with piecewise linear and neural components.
result The model achieves good interpretability and state-of-the-art accuracy.

Piecewise flat approximations for curvature in Euclidean and non-Euclidean spaces.

problem Approximating local extrinsic curvature on discrete manifolds.
method Constructing discrete curvature forms on piecewise flat manifolds, using weighted sums of hinge angles.
result Converges to smooth curvature values as mesh refinement occurs, favorably comparing with other discrete approaches.

Study geometrically characterizes piecewise circular curves with decreasing curvature.

problem Characterizing piecewise circular curves with decreasing curvature.
method Introducing moduli spaces and relating them to Legendrian polygons.
result Proves the moduli space contains a connected component homeomorphic to the Fock-Goncharov space of positive flags.

We present a detailed analysis of the class of regression decision tree algorithms which employ a regulized piecewise-linear node-splitting criterion and have regularized linear models at the leaves. From a theoretic standpoint, based on Rademacher complexity framework, we present new high-probability upper bounds for …

2019-06-29abs ↗pdf ↗

XGBoost is often presented as the algorithm that wins every ML competition. Surprisingly, this is true even though predictions are piecewise constant. This might be justified in high dimensional input spaces, but when the number of features is low, a piecewise linear model is likely to perform better. XGBoost was exten…

2017-10-10abs ↗pdf ↗

Deep Jump Gaussian Processes model high-dimensional piecewise functions.

problem Modeling high-dimensional piecewise continuous functions with limited accuracy.
method Integrates region-specific locally linear projections with Jump Gaussian Processes (JGP) to capture local low-dimensional subspace structures.
result DJGP achieves superior predictive accuracy and more reliable uncertainty quantification compared to existing methods.

In exchange for large quantities of data and processing power, deep neural networks have yielded models that provide state of the art predication capabilities in many fields. However, a lack of strong guarantees on their behaviour have raised concerns over their use in safety-critical applications. A first step to unde…

2019-10-09abs ↗pdf ↗

For many large undirected models that arise in real-world applications, exact maximumlikelihood training is intractable, because it requires computing marginal distributions of the model. Conditional training is even more difficult, because the partition function depends not only on the parameters, but also on the obse…

2012-07-04abs ↗pdf ↗

Simplifies PLNNs to interpretable models for better explainability.

problem Challenges in interpretability of PLNNs for high-stakes applications.
method Trained deep network simplification and algorithm for reducing flat networks.
result Improved interpretability of PLNNs without sacrificing performance.

This article provides an attempt to extend concepts from the theory of Riemannian manifolds to piecewise linear spaces. In particular we propose an analogue of the Ricci tensor, which we give the name of an Einstein vector field. On a given set of piecewise linear spaces we define and discuss (normalized) Ricci flows. …

2015-08-22abs ↗pdf ↗

Method identifies latent variables from high-dimensional data with piecewise affine mixing.

problem Identifying latent variables from high-dimensional observations with dependencies and piecewise affine transformations.
method Proposes a two-stage method with sparsity and Gaussianity regularization.
result Effectively recovers ground-truth latent variables from synthetic and image data.

A piecewise flat Finsler metric on a triangulated surface MM is a metric whose restriction to any triangle is a flat triangle in some Minkowski space with straight edges. One of the main purposes of this work is to study the properties of geodesics on a piecewise flat Finsler surface, especially when it meets a vertex…

2016-08-21abs ↗pdf ↗

Paper proposes algorithms to accurately identify breakpoints in piecewise regression.

problem Identifying accurate breakpoints in piecewise regression for better data fitting.
method Proposes novel greedy algorithms to minimize error and determine optimal breakpoints.
result The proposed algorithms outperform existing methods in accuracy and efficiency.

Simplicial, piecewise-flat discretizations of manifolds provide a clear path towards curvature analysis on discrete geometries and for solutions of PDE's on manifolds of complex topologies. In this manuscript we review and expand on discrete exterior calculus methods using hybrid domains. We then analyze the geometric …

2012-12-05abs ↗pdf ↗

We prove that every piecewise linear manifold of dimension up to four on which a finite group acts by piecewise linear homeomorphisms admits a compatible smooth structure with respect to which the group acts smoothly. This solves a challenge posed by Thurston in dimension three and confirms a conjecture by Kwasik and L…

2015-07-09abs ↗pdf ↗

The paper establishes a discrete uniformization theorem for surfaces with piecewise hyperbolic metrics.

problem Finding decorated piecewise hyperbolic metrics with prescribed combinatorial curvature.
method Introduced combinatorial α-Ricci flow with surgery to handle potential singularities and prove longtime existence and convergence.
result Existence of decorated piecewise hyperbolic metrics with prescribed combinatorial α-curvature.

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.

The paper proves a theorem for discretizing Gaussian curvature on surfaces.

problem Discretizing Gaussian curvature on surfaces with nonpositive Euler number.
method Discrete conformal theory and variational principles with constraints.
result Each decorated piecewise Euclidean metric on surfaces with nonpositive Euler number is discrete conformal to a metric with a specific discrete curvature constant.

Hilbert initiated the standpoint in foundations of mathematics. From this standpoint, we allow only a finite number of repetitions of elementary operations when we construct objects and morphisms. When we start from a subset of a Euclidean space. Then we assume that any element of the line has only a finite number of c…

2013-10-21abs ↗pdf ↗

We study algebraic varieties of ReLU networks to understand their representable functions.

problem Understanding the functions that ReLU neural networks can represent.
method We introduce algebraic varieties associated with ReLU networks and derive polynomial equations to characterize representable functions.
result Conditions under which ReLU networks attain their expected dimension, providing insight into their structural properties.

We introduce a new multi-dimensional nonlinear embedding -- Piecewise Flat Embedding (PFE) -- for image segmentation. Based on the theory of sparse signal recovery, piecewise flat embedding with diverse channels attempts to recover a piecewise constant image representation with sparse region boundaries and sparse clust…

2018-02-09abs ↗pdf ↗

Here are versions of the proofs of two classic theorems of combinatorial topology. The first is the result that piecewise linearly homeomorphic simplicial complexes are related by stellar moves. This is used in the proof, modelled on that of Pachner, of the second theorem. This states that moves from only a finite coll…

1999-11-20abs ↗pdf ↗

Deep neural networks with piecewise-polynomial activations can approximate smooth functions and their derivatives.

problem Approximating smooth functions and their derivatives with neural networks.
method Derives the depth, width, and sparsity required for approximation in Hölder norms.
result Deep neural networks with bounded weights can approximate Hölder smooth functions and their derivatives.

This paper tackles discontinuous neural networks for better approximation of piecewise continuous functions.

problem Limitation of neural networks in approximating piecewise continuous functions due to discontinuities.
method Proposes a decoupled two-step procedure to train a discontinuous deep neural network model.
result Provides approximation guarantees for the proposed model in piecewise continuous function spaces.