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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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176352528704 · Jun 202019922001200920172026
48 results for piecewise polynomial functions

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.

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.

Efficiently finds sparse solutions to max-plus equations for convex regression.

problem Finding sparse solutions to max-plus equations for convex multivariate regression.
method Polynomial-time algorithm for sparse approximate solutions.
result Optimal piecewise-linear fitting with minimum number of regions.

This paper uses linear rational splines for invertible modeling, offering a simpler inverse and similar costs.

problem Creating expressive invertible models with tractable Jacobian determinants.
method Replacing affine transformations with linear rational splines in coupling layers.
result Linear rational splines offer a simpler inverse and similar costs for inference and generation.

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.

SURF simplifies distribution estimation with simple, robust, and fast algorithms.

problem Efficient and accurate distribution estimation in statistics and machine learning.
method Piecewise polynomial approximation using empirical probability interpolation and divide-and-conquer merging.
result Surpassing state-of-the-art algorithms in efficiency and accuracy, SURF estimates distributions robustly and quickly.

ParamBoost uses gradient boosting to create interpretable non-linear models with constraints.

problem Creating interpretable non-linear models with expert knowledge constraints.
method Gradient Boosting of cubic polynomials with specified constraints.
result ParamBoost outperforms state-of-the-art GAMs in real-world datasets.

We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let pp be an arbitrary distribution over an interval II which is ττ-close (in total variation distance) to an unknown probability distribution $…

2013-05-14abs ↗pdf ↗

Wide networks with polynomial activations have proven asymptotic behavior.

problem Understanding the behavior of neural networks in the large width limit.
method Proving a conjecture for deep networks with polynomial activation functions.
result Tight bounds on the behavior of wide networks during stochastic gradient descent and derivation of their finite-width dynamics.

New algorithm reduces dynamic regret for noisy gradient feedback with piecewise polynomial comparators.

problem Online estimation of piecewise polynomial trends with noisy feedback.
method Introduces variational constraint for piecewise polynomial comparators, designs adaptive algorithm.
result Achieves nearly optimal dynamic regret of $ ilde{O}(n^{ rac{1}{2k+3}}C_n^{ rac{2}{2k+3}})$.

Quantum Monte Carlo speeds up option pricing for complex payoff functions.

problem Efficiently pricing options with complex payoff functions using quantum computing.
method Developed a quantum Monte Carlo algorithm for multidimensional Black-Scholes PDEs.
result Proved polynomial computational complexity and speed-up over classical methods.

The paper approximates Levi-Civita connection and curvature on 2D manifolds using finite elements.

problem Approximating Levi-Civita connection and curvature on 2D manifolds with finite elements.
method Using Regge finite elements, piecewise polynomial symmetric (0,2)-tensor fields, and distributional sense for non-regular tensors.
result Distributional quantities converge to their smooth counterparts under refinement of triangulation.

We present a new, unifying approach following some recent developments on the complexity of neural networks with piecewise linear activations. We treat neural network layers with piecewise linear activations as tropical polynomials, which generalize polynomials in the so-called (max,+)(\max, +) or tropical algebra, with pos…

2018-05-22abs ↗pdf ↗

We study additive models built with trend filtering, i.e., additive models whose components are each regularized by the (discrete) total variation of their kkth (discrete) derivative, for a chosen integer k0k \geq 0. This results in kkth degree piecewise polynomial components, (e.g., k=0k=0 gives piecewise constant co…

2017-02-16abs ↗pdf ↗

Constructs finite element spaces for (p,q)(p,q)-forms, excluding one subspace.

problem Constructing finite element spaces for (p,q)(p,q)-forms.
method Piecewise polynomial finite element spaces for all natural subspaces of (p,q)(p,q)-forms, excluding one subspace.
result Recovers known finite element spaces and introduces new ones.

Paper studies efficient function approximation in high-dimensional spaces with low-dimensional structures.

problem Regression of functions varying along a central subspace in high-dimensional spaces.
method Generalized Contour Regression (GCR) algorithm for estimating the central subspace using piecewise polynomials.
result GCR leads to a mean squared estimation error of O(n1)O(n^{-1}) for the central subspace, improving the mean squared regression error of ff to $O(n^{- rac{2s}{2s+d}})$.

We recast basic topological concepts underlying differential geometry using the language and tools of noncommutative geometry. This way we characterize principal (free and proper) actions by a density condition in (multiplier) C*-algebras. We introduce the concept of piecewise triviality to adapt the standard notion of…

2006-12-31abs ↗pdf ↗

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.

New method uses DC functions for piecewise linear regression.

problem Regression with piecewise linear constraints.
method Estimates piecewise linear convex functions using a difference of convex functions.
result Method achieves close to minimax statistical risk and comparable performance to existing methods.

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.

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 proof shows efficient ReLU networks for piecewise linear functions.

problem Existence of efficient ReLU neural networks for piecewise linear functions.
method Degree 1 triangulations of the relative homology class bounded by polyhedra.
result Existence of efficient ReLU neural networks for functions with compact support.

Empirical risk minimization frequently employs convex surrogates to underlying discrete loss functions in order to achieve computational tractability during optimization. However, classical convex surrogates can only tightly bound modular loss functions, sub-modular functions or supermodular functions separately while …

2016-04-12abs ↗pdf ↗

The paper analyzes a simple neural network model with algebraic methods.

problem Finding minima of a ridge-regularized mean squared error for ReLU perceptrons.
method Developed a Divide-Enumerate-Merge strategy using computational algebra.
result Identifies both isolated and connected minima of the RR-MSE.