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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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48 results for program equivalence

System uses neural networks to prove program equivalence via rewrite rules.

problem Proving equivalence between two dataflow graphs.
method Developed a graph-to-sequence neural network trained on example generation to find semantics-preserving rewrite rules.
result System correctly outputs a rewrite sequence for 96% of program pairs, proving equivalence.

Solves Merton's investment-consumption problem with certainty equivalent approach.

problem Maximizing CRRA utility of consumption over time and investment mix.
method Identifies a certainty equivalent problem for the Merton problem, reformulates it as an SOCP, and applies it to model predictive control.
result The certainty equivalent problem can be solved as an SOCP, facilitating model predictive control.

Deep learning solves dynamic programming with recursive utility.

problem Challenges in solving high-dimensional discrete-time dynamic programming problems with recursive utility.
method Certainty Equivalent Learning (CEL) algorithm that learns certainty-equivalent value directly with neural networks.
result Accurate value and policy approximations in high-dimensional problems, comparable to VFI in some cases.

CEFOL uses deep learning for dynamic programming with recursive utility.

problem Challenges in solving dynamic programming problems with recursive utility.
method Introduces a separate neural network for certainty equivalent, uses first-order optimality conditions to learn value and policy functions.
result CEFOL achieves high accuracy in learning value and policy functions, matching VFI benchmarks.

MEC-IP uses IP to efficiently find MECs in BNs from observational data.

problem Discovering Markov Equivalent Classes (MECs) in Bayesian Networks (BNs) efficiently.
method Clique-focusing strategy and EMSG for MEC discovery via Integer Programming.
result Significant reduction in computational time and improved accuracy.

IReEn reveals functionality of black-box agents via iterative neural synthesis.

problem Revealing the functionality of a black-box agent without privileged information.
method Iterative refinement of candidate programs using neural program synthesis.
result The approach finds a functional equivalent program in 78% of cases, outperforming state-of-the-art.

To save manual effort, developers often translate programs from one programming language to another, instead of implementing it from scratch. Translating application program interfaces (APIs) used in one language to functionally equivalent ones available in another language is an important aspect of program translation…

2019-06-10abs ↗pdf ↗

SOC-ICNN expands neural network representational capacity by using conic optimization.

problem Restrictive representational capacity of ReLU-based ICNNs.
method Proposes SOC-ICNN architecture that uses Second-Order Cone Programming.
result SOC-ICNN strictly expands representational space without increasing complexity.

The closed string field theory minimal-area problem asks for the conformal metric of least area on a Riemann surface with the condition that all non-contractible closed curves have length at least 2π. This is an extremal length problem in conformal geometry as well as a problem in systolic geometry. We consider the ana…

2018-06-01abs ↗pdf ↗

Develops exact convex optimization formulations for neural networks.

problem Training two-layer neural networks with rectified linear units.
method Uses semi-infinite duality and minimum norm regularization to develop exact convex optimization formulations.
result Shows equivalence of ReLU networks trained with weight decay to block 1\ell_1 penalized convex models.

We construct examples of nonresolvable generalized nn-manifolds, n6n\geq 6, with arbitrary resolution obstruction, homotopy equivalent to any simply connected, closed nn-manifold. We further investigate the structure of generalized manifolds and present a program for understanding their topology.

1993-04-01abs ↗pdf ↗

We study a distributionally robust mean square error estimation problem over a nonconvex Wasserstein ambiguity set containing only normal distributions. We show that the optimal estimator and the least favorable distribution form a Nash equilibrium. Despite the non-convex nature of the ambiguity set, we prove that the …

2018-09-24abs ↗pdf ↗

Paper tackles robust optimization under uncertainty using nested distance.

problem Optimizing under distributionally robust uncertainty with nested distance.
method Equivalent recursive and dynamic programming reformulations for tractable optimization.
result Optimal robust policies can be found efficiently using convex optimization.

This paper formalizes manifolds in positive characteristic varieties.

problem Establishing l-adic formal manifold structures on positive characteristic varieties.
method Develops and proves the existence of l-adic formal manifold structures and abelianized Galois symmetries.
result Proves l-adic homotopic equivalence and l-local lifting for simply-connected varieties.

New algorithms improve submodular minimization via DC programming.

problem Minimizing the difference of two submodular functions.
method Introducing variants of the DC algorithm (DCA) and its complete form (CDCA) for DC programs corresponding to DS minimization.
result Our algorithms outperform existing baselines on speech corpus selection and feature selection.

MAP inference for general energy functions remains a challenging problem. While most efforts are channeled towards improving the linear programming (LP) based relaxation, this work is motivated by the quadratic programming (QP) relaxation. We propose a novel MAP relaxation that penalizes the Kullback-Leibler divergence…

2012-06-18abs ↗pdf ↗

Investigates how rebalancing frequency and transaction costs affect log-optimal portfolios.

problem Impact of rebalancing frequency and transaction costs on log-optimal portfolios.
method Proved equivalence to concave program, derived optimality conditions, tested using intraday and daily data.
result Transaction costs can cause bankruptcy for frequency-dependent log-optimal portfolios, approximating to quadratic concave program.

Structured prediction is used in areas such as computer vision and natural language processing to predict structured outputs such as segmentations or parse trees. In these settings, prediction is performed by MAP inference or, equivalently, by solving an integer linear program. Because of the complex scoring functions …

2015-11-04abs ↗pdf ↗

Polynomial-time convex optimization for CNNs with ReLU activations.

problem Training Convolutional Neural Networks (CNNs) with ReLU activations.
method Developed a convex analytic framework using semi-infinite duality to formulate equivalent convex optimization problems for CNN architectures.
result Proved that two-layer CNNs can be globally optimized via an 2\ell_2 norm regularized convex program.

Neural networks solve copositive programs, revealing insights into training problems.

problem Training two-layer vector-output ReLU neural networks.
method Convex analysis and copositive programming.
result Neural networks solve copositive programs, providing insights into training problems.

This work addresses time inconsistency in risk measures and develops a dynamic programming principle for risk minimization problems.

problem Time inconsistency in optimized certainty equivalents (OCEs) risk measures.
method Enlargement of state space to achieve a substitute for time consistency, derivation of dynamic programming principle.
result Characterization of the value function via viscosity solutions of Hamilton--Jacobi--Bellman--Issacs equations.

New methods optimize sums of bivariate functions on finite domains.

problem Optimizing functions with multiple arguments that are sums of bivariate functions.
method Measure-valued extensions, 2\ell^2-approximation, entropy-regularization, linear programming, coordinate ascent.
result Tractable problem formulations solvable with various methods.

We describe a calculus of moves for modifying a framed flow category without changing the associated stable homotopy type. We use this calculus to show that if two framed flow categories give rise to the same stable homotopy type of homological width at most three, then the flow categories are move equivalent. The proc…

2017-10-04abs ↗pdf ↗

This work connects neural network training to convex optimization via the NTK.

problem Understanding and optimizing neural network training via convex programs.
method Interpreting gated ReLU network as MKL, showing NTK equivalence, and improving weights.
result The NTK cannot perform better than the optimal MKL kernel on the training set.

We develop the fundamental theorem of asset pricing in a probability-free infinite-dimensional setup. We replace the usual assumption of a prior probability by a certain continuity property in the state variable. Probabilities enter then endogenously as full support martingale measures (instead of equivalent martingale…

2011-07-06abs ↗pdf ↗

We formalize the notion of nesting probabilistic programming queries and investigate the resulting statistical implications. We demonstrate that while query nesting allows the definition of models which could not otherwise be expressed, such as those involving agents reasoning about other agents, existing systems take …

2018-03-16abs ↗pdf ↗

Unified approach to DP problems using Gumbel distribution and variational Bayesian inference.

problem Solving classical optimal path problems in a probabilistic framework.
method Gumbel distribution and variational Bayesian inference for latent optimal paths.
result Unified approach transforms DP problems into directed acyclic graphs with Gibbs distribution.

In this paper we study properties of the Markov trace trd{\rm tr}_d and the specialized trace trd,D{\rm tr}_{d,D} on the Yokonuma-Hecke algebras, such as behaviour under inversion of a word, connected sums and mirror imaging. We then define invariants for framed, classical and singular links through the trace ${\rm tr}_{d,…

2015-05-25abs ↗pdf ↗

Study the tradeoff between signal distortion and human perception over finite channels.

problem Characterize the distortion-perception tradeoff for finite channels with arbitrary metrics.
method Solve linear programming problems to compute the distortion-perception function and optimal reconstructions.
result DP function is piecewise linear in the perception index.

Mathematical study supports connection between 3D manifolds and modular tensor categories.

problem Connecting geometric topology and quantum topology using Chern-Simons invariants and Reidemeister torsions.
method Developed an algorithm to generate modular TT-matrices and quantum dimensions from Seifert fibered spaces and torus bundles over the circle.
result Mathematically constructed premodular categories from Seifert fibered spaces and torus bundles over the circle, conjecturing their modularity under specific conditions.

Differentiable structure learning addresses DAGs with multiple global minimizers.

problem Identify the true DAG from global minimizers of acyclicity-constrained optimization problems.
method Carefully regularize the likelihood to identify the sparsest model in the Markov equivalence class.
result Regularization of the likelihood defines a score that identifies the sparsest model in general models and likelihoods.

We extend Bar-Natan's cobordism based categorification of the Jones polynomial to virtual links. Our topological complex allows a direct extension of the classical Khovanov complex (h=t=0h=t=0), the variant of Lee (h=0,t=1h=0,t=1) and other classical link homologies. We show that our construction allows, over rings of characte…

2011-11-02abs ↗pdf ↗