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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.

169,051 papers · 148 categories

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11223344 · Jun 202019922001200920182026
48 results for piecewise-affine interpolation

New algorithm reveals piecewise affine structure of neural networks.

problem Lack of strong guarantees on deep neural networks' behavior in safety-critical applications.
method Developed a novel algorithm to compute the piecewise affine form of neural networks.
result Computed piecewise affine representations of neural networks with rectified linear unit activations.

ROD reconstructs conditional mean surfaces from observational data, invariant to term order.

problem Regression estimates from observational data can be biased by multicollinearity and term order.
method Retrospective Orthogonal Design (ROD) reconstructs surfaces on a probability-balanced lattice, preserving observed and completing unsupported cells.
result ROD outperformed polynomial regression across various data-generating processes, achieving high out-of-sample R2R^2.

Paper extends understanding of deep network nonlinearities using vector quantization and statistical inference.

problem Limited understanding of deep network nonlinearities, especially non-piecewise affine and non-convex functions.
method Link deterministic max-affine spline operators to probabilistic Gaussian Mixture Models (GMMs) for a broader class of nonlinearities.
result Enforces orthogonality in linear filters can significantly improve deep network performance.

BN refines local partition geometry in piecewise-affine networks during training.

problem Understanding the effect of BN on the function realized during training in piecewise-affine networks.
method Analyzing the geometry of switching hyperplanes and affine-region partition conditioned on a mini-batch.
result BN increases expected local partition refinement in ReLU and piecewise-affine networks.

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.

Paper proposes a new method for SP with covariates using PADR and ERM.

problem Stochastic programming with covariate information.
method Empirical risk minimization (ERM) with nonconvex piecewise affine decision rules (PADR).
result The method provides theoretical consistency and computational tractability for nonconvex SP problems.

PAR provides a flexible framework for quantization in optimization problems.

problem Challenges in optimization problems over discrete or quantized variables.
method Piecewise-affine regularization (PAR) for modeling and computational optimization.
result PAR-regularized loss functions exhibit high quantization at critical points in the overparameterized regime.

The paper provides results regarding the computational complexity of hybrid system identification. More precisely, we focus on the estimation of piecewise affine (PWA) maps from input-output data and analyze the complexity of computing a global minimizer of the error. Previous work showed that a global solution could b…

2015-09-08abs ↗pdf ↗

New EM algorithm improves deep generative network training.

problem Training deep generative networks with complex posterior and likelihood distributions.
method Derive analytical posterior and marginal distributions using CPA property, derive analytical EM algorithm.
result EM training yields higher likelihood than Variational Autoencoders (VAEs).

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.

BNN-DP improves robustness analysis of Bayesian Neural Networks.

problem Ensuring robustness of Bayesian Neural Networks against adversarial attacks.
method Dynamic Programming applied to Bayesian Neural Networks as stochastic dynamical systems.
result BNN-DP provides tighter and more efficient bounds on prediction ranges compared to existing methods.

This paper shows how to hedge financial risks with integer investments.

problem Evaluating the minimal super-hedging price with integer-valued strategies for arbitrary payoffs.
method Formulated a dynamic programming principle to evaluate the minimal super-hedging price with integer-valued strategies for continuous piecewise affine terminal claims.
result It is possible to evaluate the minimal super-hedging price with integer-valued strategies for discrete-time, arbitrary Ω.

The paper designs neural networks with assurance for controlling nonlinear systems.

problem Designing neural networks with assurance for nonlinear system control.
method Bounding the number of affine functions needed for a CPWA function, connecting it to a TLL NN architecture.
result The TLL NN architecture is parameterized by the number of affine functions in the CPWA function it realizes.

This technical note extends recent results on the computational complexity of globally minimizing the error of piecewise-affine models to the related problem of minimizing the error of switching linear regression models. In particular, we show that, on the one hand the problem is NP-hard, but on the other hand, it admi…

2015-10-23abs ↗pdf ↗

New insights into Deep Autoencoders for better data approximation and generalization.

problem Understanding and improving generalization of deep learning models with more parameters than data.
method Interpreting Deep Autoencoders' structure and using Lie group theory for regularization.
result Regularizations enable Deep Autoencoders to better approximate data manifolds and generalize.

New method proves identifiability of deep generative models with algebraic contrast principles.

problem Proving identifiability of deep generative models in unsupervised learning.
method Introducing three algebraic contrast principles: domain contrast, mechanism contrast, and interaction contrast.
result Proves identifiability of deep generative models with piecewise-affine decoders and Gaussian mixture priors.

I study Gromov-Hausdorff limits of complex curves endowed with singular flat metrics of constant diameter. I formulate a criterion that the limit is collapsed in terms of a certain piecewise affine weight function on the dual intersection complex of a semi-stable model of the degeneration introduced by Kontsevich and S…

2018-02-11abs ↗pdf ↗

Batch normalization improves deep networks by aligning their decision boundaries with data.

problem Improving the performance and generalization of deep networks.
method Theoretical analysis of batch normalization as a function approximation technique for continuous piecewise affine splines.
result Batch normalization adapts the geometry of a deep network's partition to match the data, improving learning and generalization.

This paper shows how forward rate interpolations are equivalent to discount factor interpolations in yield curve construction.

problem The challenge of choosing between different interpolation methods for yield curve construction.
method Demonstrates the equivalence between forward rate interpolations and discount factor interpolations.
result Some popular interpolation methods on forward rates are equivalent to classical interpolation methods on discount factors.

Discretizes Helfrich-type energies on surfaces using triangular complexes.

problem Discretizing curvature energies on surfaces of specific type.
method Asymptotic lower bound combined with recovery sequence of triangulations and edge director fields.
result Valid discrete versions of integral curvature energies on surfaces.

The paper proposes a method for generating uniform interpolations on data manifolds.

problem Generating high-quality interpolations between data samples on complex manifolds.
method Autoencoder network with interpolation network, regularized by a Riemannian metric.
result The method generates interpolations that remain within the manifold's distribution.

Duality principle for approximation of geometrical objects (also known as Eudoxus exhaustion method) was extended and perfected by Archimedes in his famous tractate "Measurement of circle". The main idea of the approximation method by Archimedes is to construct a sequence of pairs of inscribed and circumscribed polygon…

2008-11-07abs ↗pdf ↗

Study finds conditions for Legendre curves to be interpolating sesqui-harmonic in Sasakian space forms.

problem Characterizing Legendre curves in Sasakian space forms.
method Analyzes necessary and sufficient conditions for Legendre curves to be interpolating sesqui-harmonic.
result Obtains an example of an interpolating sesqui-harmonic Legendre curve in a Sasakian space form.

Near-interpolating models grow norms quickly, affecting generalization.

problem Understanding the trade-off between interpolation and generalization in near-interpolating models.
method Random matrix theory and eigendecay analysis of data covariance matrix.
result Near-interpolating models exhibit rapid norm growth and worse generalization trade-offs.

Paper presents a unified approach to interpolation and geodesics in latent spaces of generative models.

problem Finding geodesics and interpolating in latent spaces of non-Gaussian densities.
method General approach to interpolation and geodesics in latent space for arbitrary density.
result Maximizing quality measure of an interpolating curve is equivalent to finding geodesic.

Improved sparse-view CT images with deep learning sinogram interpolation.

problem Sparse-view CT images quality improvement with limited projection data.
method Combination of U-Net and residual learning for sinogram interpolation.
result Significantly improved CT image quality (RMSE and SSIM metrics) over standard methods.

Deep neural networks can interpolate any dataset in the overparametrized regime.

problem Interpolating any dataset with deep neural networks in the overparametrized regime.
method Proving universal approximations and interpolating any dataset with deep neural networks, considering specific conditions on activation functions.
result Interpolation of any dataset is possible in the overparametrized regime with deep neural networks.

The paper characterizes vector fields as interpolating sesqui-harmonic maps on Riemannian manifolds.

problem Characterizing vector fields as interpolating sesqui-harmonic maps on Riemannian manifolds.
method Characterization theorem and critical point condition for interpolating sesqui-harmonic vector fields.
result Conditions for vector fields to be interpolating sesqui-harmonic maps on compact manifolds.

SoftKI combines SKI and variational methods for scalable GP regression.

problem Scalable Gaussian Process regression on high-dimensional datasets.
method SoftKI approximates kernel via softmax interpolation from a smaller number of learned points.
result SoftKI is competitive with other approximated GP methods for modest data dimensions.

In non-linear incompatible elasticity, the configurations are maps from a non-Euclidean body manifold into the ambient Euclidean space, Rk\mathbb{R}^k. We prove the ΓΓ-convergence of elastic energies for configurations of a converging sequence, MnM\mathcal{M}_n\to\mathcal{M}, of body manifolds. This convergence result …

2015-11-07abs ↗pdf ↗

Interpolating estimators in nonparametric regression become suboptimal under adversarial attacks.

problem Adversarial robustness of interpolating estimators in nonparametric regression.
method Investigation of adversarial robustness of interpolating estimators in a nonparametric regression framework.
result Interpolating estimators must be suboptimal even under a subtle future XX-attack.

Paper investigates optimal interpolation methods in linear regression.

problem Understanding when interpolating methods generalize well in linear regression.
method Investigates optimal response-linear interpolators using functions linear in the response variable.
result Provides a closed-form expression for the optimal interpolator and shows it can be derived as the limit of gradient descent.

Characterizes kernel interpolation in large dimensions, revealing optimal and sub-optimal regions.

problem Understanding the phase diagram of kernel interpolation in large dimensions.
method Characterization of variance and bias under various source conditions.
result Determined the (s,γ)(s,γ)-phase diagram of large-dimensional kernel interpolation.

This work predicts and interpolates long-range videos using unsupervised landmarks.

problem Predicting and interpolating long-range video data with occlusions and appearance changes.
method Unsupervised latent structure inference followed by temporal prediction in a latent space.
result High-quality long-range video interpolation and extrapolation achieved through landmark representation.