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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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59118177236 · Jun 202019922001200920172026
48 results for precomputed statistics

Deep neural network approximates flow averages for rough walls in multiscale simulations.

problem Approximating flow averages in rough-wall Stokes flow simulations.
method Fourier neural operator for local averages, parameterized by local wall geometry.
result Stable and accurate HMM solution with reduced micro problem solving cost.

FastMuyGPs speeds up GP predictions for large datasets.

problem High cost of Gaussian process predictions for large data.
method Combines cross-validation, batching, nearest neighbors sparsification, and precomputation.
result Superior accuracy and competitive runtime compared to other methods.

A method to minimize regret in multi-agent control systems with adversarial disturbances.

problem Optimal control of dynamical systems with adversarial disturbances and multiple agents.
method Reduction from online convex optimization to a distributed algorithm for multi-agent control.
result The resulting distributed algorithm has low regret relative to the optimal precomputed joint policy.

Computer algorithms are written with the intent that when run they perform a useful function. Typically any information obtained is unknown until the algorithm is run. However, if the behavior of an algorithm can be fully described by precomputing just once how this algorithm will respond when executed on any input, th…

2018-10-18abs ↗pdf ↗

A benchmark for NLP models trained on text datasets.

problem Limited access to high-performance clusters for NAS experiments.
method Created a search space for recurrent neural networks on text datasets and trained 14k architectures.
result Demonstrated the potential of precomputed NAS results for NLP.

A new GNN model SPIN achieves state-of-the-art performance on diverse real-world datasets.

problem Graph classification efficiency and accuracy.
method Parallel neighborhood aggregations (PA-GNNs) and SPIN model.
result SPIN model achieves state-of-the-art performance on diverse real-world datasets.

Enhanced tabular benchmarks for energy-efficient neural architecture search.

problem Energy consumption in deep learning models.
method Introducing EC-NAS, an enhanced tabular benchmark with energy consumption data.
result EC-NAS reveals a balance between energy usage and accuracy in neural architecture search.

We propose a new method to efficiently compute load-flows (the steady-state of the power-grid for given productions, consumptions and grid topology), substituting conventional simulators based on differential equation solvers. We use a deep feed-forward neural network trained with load-flows precomputed by simulation. …

2018-01-30abs ↗pdf ↗

Paper proposes a method to identify negative transfers in multitask learning using surrogate models.

problem Identifying subsets of source tasks that improve target task performance in multitask learning.
method Surrogate modeling to precompute multitask learning performances and approximate them with a linear regression model.
result The approach predicts negative transfers from multiple source tasks to target tasks more accurately than existing methods.

Let X be a data matrix of rank ρ, whose rows represent n points in d-dimensional space. The linear support vector machine constructs a hyperplane separator that maximizes the 1-norm soft margin. We develop a new oblivious dimension reduction technique which is precomputed and can be applied to any input matrix X. We pr…

2012-11-26abs ↗pdf ↗

DeepVol uses high-frequency data to forecast volatility, outperforming traditional methods.

problem Improving volatility forecasting using high-frequency data.
method Dilated Causal Convolutions applied to high-frequency financial time-series.
result DeepVol outperforms traditional methods in forecasting day-ahead volatility.

Signatory calculates signature and logsignature transforms efficiently on CPU and GPU.

problem Efficient computation of signature and logsignature transforms for machine learning.
method CPU and GPU parallelism, backpropagation, efficient precomputation strategies, algorithmic improvements.
result Substantial speedups on CPU and GPU, including real-world applications.

A fast calibration method for rough volatility models with jumps.

problem Calibrating stochastic volatility models to market data efficiently.
method Structure-preserving approach: split pricing formula, precompute data-independent integrals, and approximate market-dependent remainder with neural networks.
result Calibration achieves high accuracy and speed, and a pure-jump rough volatility model adequately captures VIX dynamics.

Large filters improve performance but are costly; this work uses learned box filters and summed-area tables.

problem Improving performance in dense prediction tasks like human pose estimation with large filters.
method Adopted learnable box filters and summed-area tables to reduce computational cost and maintain performance.
result Demonstrated competitive performance on human pose estimation benchmarks.

Metric learning methods for dimensionality reduction in combination with k-Nearest Neighbors (kNN) have been extensively deployed in many classification, data embedding, and information retrieval applications. However, most of these approaches involve pairwise training data comparisons, and thus have quadratic computat…

2017-02-21abs ↗pdf ↗

Framework optimizes battery storage for markets by separating long-term degradation from short-term market dynamics.

problem Intractable computation due to timescale mismatch between battery degradation and market dynamics.
method Approximate dynamic programming with value function approximation and pseudo-time encoding.
result Policy outperforms benchmarks in real-time market scenarios.

Adversarial training adds dynamic perturbations to neural networks for robustness.

problem Accuracy trade-off and lack of diversity in adversarial examples.
method Dynamic adversarial perturbations in the parameter space of neural networks, updating perturbation biases during training.
result Adversarial training with negligible cost and reduced accuracy trade-off.

Paper speeds up GP inference by reducing precision matrix computation.

problem High computational complexity in computing kernel precision matrices.
method Splitting precision matrix into Hankel-Toeplitz matrices and computing only unique entries.
result Precision matrix computation reduced from O(NM2)\mathcal{O}(NM^2) to O(NM)\mathcal{O}(NM).

The model uses signatures to accurately calibrate SPX and VIX options without jumps or rough volatility.

problem Joint calibration of SPX and VIX options without jumps or rough volatility.
method The approach uses a stochastic volatility model with signatures of polynomial diffusions to price and calibrate SPX and VIX options.
result Highly accurate calibration results for SPX and VIX options without adding jumps or rough volatility.

A method for non-parametric conditional distribution estimation using CRPS-optimal binning.

problem Non-parametric conditional distribution estimation.
method Partitioning covariate-sorted observations into bins to minimize LOO-CRPS, selecting K by K-fold cross-validation of test CRPS.
result Produces narrower prediction intervals with near-nominal coverage compared to split-conformal competitors.

Modern deep reinforcement learning methods have departed from the incremental learning required for eligibility traces, rendering the implementation of the λλ-return difficult in this context. In particular, off-policy methods that utilize experience replay remain problematic because their random sampling of minibatch…

2018-10-23abs ↗pdf ↗

METASET selects diverse unit cells for efficient data-driven metamaterial design.

problem Imbalanced datasets in unit cells can bias data-driven metamaterial design.
method METASET uses similarity metrics and DPPs to select diverse subsets of unit cells.
result Smaller, diverse subsets improve search process and structural performance.

T-EMDE bridges the heterogeneity gap between image and text modalities.

problem Finding similarities between image and text modalities with non-related feature spaces.
method Inspired by EMDE, T-EMDE uses sketches for multimodal operations, avoiding self-attention's quadratic complexity.
result T-EMDE achieves state-of-the-art results and reduces model latency.

New method uses SoS densities and α-divergences for efficient sequential transport maps.

problem Efficiently generating samples from approximated densities.
method Sequential transport maps using Sum-of-Squares (SoS) densities and α-divergences.
result Convex optimization problems with efficient semidefinite programming solutions.

This work provides efficient approximations for linear classifiers' performance.

problem Improving the efficiency and accuracy of linear classifiers.
method Developed smooth functions approximating the expected error and ranking loss of linear classifiers, derived from data moments.
result The proposed approximations and optimization algorithms achieve similar or better performance than state-of-the-art methods, significantly faster.

Soft diamond regularizers improve deep learning performance and sparsity.

problem Improving deep learning performance and sparsity of trained weights.
method New soft diamond synaptic weight priors based on thick-tailed symmetric alpha stable probability curves.
result Soft diamond regularizers outperform state-of-the-art methods in deep learning tasks.

Study efficient pricing for barrier options in stochastic-volatility models with leverage correction.

problem Barrier options are sensitive to volatility dynamics, especially leverage, making accurate pricing difficult.
method Developed a class of continuous-path stochastic-clock volatility models and a systematic small-ρ expansion to incorporate leverage.
result Transform-only pricing formulas for barrier derivatives are fast and numerically stable, even for negative leverage.

Study lightlike submanifolds in indefinite statistical manifolds, finding conditions and curvature expressions.

problem Characterize lightlike submanifolds in indefinite statistical manifolds.
method Analyze conditions for lightlike submanifolds to be lightlike statistical submanifolds, derive statistical sectional curvature, and investigate induced statistical Ricci tensor symmetry.
result Conditions for lightlike submanifolds to be lightlike statistical submanifolds and expressions for statistical sectional curvature and induced Ricci tensor symmetry.

Study on statistical properties of Kenmotsu statistical manifolds and inequalities.

problem Investigate statistical curvature properties and inequalities in Kenmotsu statistical manifolds.
method Optimization techniques on submanifolds to prove inequalities.
result Proved a Chen-Ricci inequality for statistical submanifolds in Kenmotsu statistical manifolds.

Study on solitons in Kenmotsu statistical manifolds and submanifolds.

problem Investigating solitons in Kenmotsu statistical manifolds and their submanifolds.
method Examined statistical solitons and Yamabe solitons, studied curvature properties, and analyzed submanifolds with concircular and concurrent vector fields.
result Discussed the behavior of almost quasi-Yamabe solitons on submanifolds of Kenmotsu statistical manifolds.