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.
Computer simulations often involve both qualitative and numerical inputs. Existing Gaussian process (GP) methods for handling this mainly assume a different response surface for each combination of levels of the qualitative factors and relate them via a multiresponse cross-covariance matrix. We introduce a substantiall…
Two approaches integrate qualitative views into portfolio optimization, showing aggregation methods outperform robust optimization.
We introduce a "qualitative property" for Bott-Chern cohomology of complex non-Kähler manifolds, which is motivated in view of the study of the algebraic structure of Bott-Chern cohomology. We prove that such a property characterizes the validity of the -Lemma. This follows from a quantitativ…
This paper introduces a novel framework for generative models based on Restricted Kernel Machines (RKMs) with joint multi-view generation and uncorrelated feature learning, called Gen-RKM. To enable joint multi-view generation, this mechanism uses a shared representation of data from various views. Furthermore, the mod…
In this paper we investigate the supervised backpropagation training of multilayer neural networks from a dynamical systems point of view. We discuss some links with the qualitative theory of differential equations and introduce the overfly algorithm to tackle the local minima problem. Our approach is based on the exis…
Anatomical and biophysical modeling of left atrium (LA) and proximal pulmonary veins (PPVs) is important for clinical management of several cardiac diseases. Magnetic resonance imaging (MRI) allows qualitative assessment of LA and PPVs through visualization. However, there is a strong need for an advanced image segment…
This research develops a dynamic risk management system for industrial companies.
Light pillars over rippled water appear parallel due to projection geometry.
The existence of adversarial examples has led to considerable uncertainty regarding the trust one can justifiably put in predictions produced by automated systems. This uncertainty has, in turn, lead to considerable research effort in understanding adversarial robustness. In this work, we take first steps towards separ…
In the last decade, supervised deep learning approaches have been extensively employed in visual odometry (VO) applications, which is not feasible in environments where labelled data is not abundant. On the other hand, unsupervised deep learning approaches for localization and mapping in unknown environments from unlab…
This paper deals with prediction of anopheles number, the main vector of malaria risk, using environmental and climate variables. The variables selection is based on an automatic machine learning method using regression trees, and random forests combined with stratified two levels cross validation. The minimum threshol…
Study of public and private VC relationships in France using qualitative methods.
Approximate probabilistic inference algorithms are central to many fields. Examples include sequential Monte Carlo inference in robotics, variational inference in machine learning, and Markov chain Monte Carlo inference in statistics. A key problem faced by practitioners is measuring the accuracy of an approximate infe…
Classifies financial risk into three levels based on first passage times.
A new method clusters qualitative data with mixed variables, improving interpretability.
Migration crisis, climate change or tax havens: Global challenges need global solutions. But agreeing on a joint approach is difficult without a common ground for discussion. Public spheres are highly segmented because news are mainly produced and received on a national level. Gain- ing a global view on international d…
Generative Adversarial Networks (GANs) have obtained extraordinary success in the generation of realistic images, a domain where a lower pixel-level accuracy is acceptable. We study the problem, not yet tackled in the literature, of generating semantic images starting from a prior distribution. Intuitively this problem…
This paper explores semi-qualitative probabilistic networks (SQPNs) that combine numeric and qualitative information. We first show that exact inferences with SQPNs are NPPP-Complete. We then show that existing qualitative relations in SQPNs (plus probabilistic logic and imprecise assessments) can be dealt effectively …
In this paper we study the behavior of the Ricci flow at infinity for the full flag manifold using techniques of the qualitative theory of differential equations, in special the Poincaré Compactification and Lyapunov exponents. We prove that there are four invariant lines for the Ricci flow equation, each one…
We formulate and study a novel multi-armed bandit problem called the qualitative dueling bandit (QDB) problem, where an agent observes not numeric but qualitative feedback by pulling each arm. We employ the same regret as the dueling bandit (DB) problem where the duel is carried out by comparing the qualitative feedbac…
Although Bayesian Optimization (BO) has been employed for accelerating materials design in computational materials engineering, existing works are restricted to problems with quantitative variables. However, real designs of materials systems involve both qualitative and quantitative design variables representing materi…
Which topics of machine learning are most commonly addressed in research? This question was initially answered in 2007 by doing a qualitative survey among distinguished researchers. In our study, we revisit this question from a quantitative perspective. Concretely, we collect 54K abstracts of papers published between 2…
In the general framework of a semimartingale financial model and a utility function defined on the positive real line, we compute the first-order expansion of marginal utility-based prices with respect to a ``small'' number of random endowments. We show that this linear approximation has some important qualitative …
The main purpose of this paper is to analyze solutions to a fully nonlinear parabolic equation arising from the problem of optimal portfolio construction. We show how the problem of optimal stock to bond proportion in the management of pension fund portfolio can be formulated in terms of the solution to the Hamilton-Ja…
The emergence of robust optimization has been driven primarily by the necessity to address the demerits of the Markowitz model. There has been a noteworthy debate regarding consideration of robust approaches as superior or at par with the Markowitz model, in terms of portfolio performance. In order to address this skep…
Meta-causal states group equivalent qualitative causal dynamics, useful for analyzing system changes.
FRAME (Filters, Random fields, And Maximum Entropy) is an energy-based descriptive model that synthesizes visual realism by capturing mutual patterns from structural input signals. The maximum likelihood estimation (MLE) is applied by default, yet conventionally causes the unstable training energy that wrecks the gener…
Study combines dynamic mode and wavelet decomposition for marketing time series analysis.
Qualitative analysis of MC dropout for NN model uncertainty.
This paper introduces a new method to cluster qualitative attribute data using tree structures.
Ultrasound (US) is the most widely used fetal imaging technique. However, US images have limited capture range, and suffer from view dependent artefacts such as acoustic shadows. Compounding of overlapping 3D US acquisitions into a high-resolution volume can extend the field of view and remove image artefacts, which is…
The study examines how model predictions hold up under model extensions.
Support vector machines have attracted much attention in theoretical and in applied statistics. Main topics of recent interest are consistency, learning rates and robustness. In this article, it is shown that support vector machines are qualitatively robust. Since support vector machines can be represented by a functio…
LMGPs extend GPs to handle mixed data, offering better accuracy and interpretability.
Develops fully Bayesian LVGP for better uncertainty quantification.
This paper shows CEM is a special case of TTM, leading to new proofs and improved sample complexity bounds.
GPs' decisions can vary significantly with different kernels, even if kernels are qualitatively similar.
We prove qualitative estimates on the total curvature of closed minimal hypersurfaces in closed Riemannian manifolds in terms of their index and area, restricting to the case where the hypersurface has dimension less than seven. In particular, we prove that if we are given a sequence of closed minimal hypersurfaces of …
We review and extend here some recent results on the existence of minimal surfaces and isoperimetric sets in non homogeneous and anisotropic periodic media. We also describe the qualitative properties of the homogenized surface tension, also known as stable norm (or minimal action) in Weak KAM theory. In particular we …
This survey summarizes the results discussed in a talk at "Bielefeld Geometry & Topology Days" held at Bielefeld University in July 2015. We are interested in quantitative and qualitative properties of Bott-Chern cohomology. We announce new results obtained in [D. Angella, N. Tardini, Quantitative and qualitative cohom…
Method estimates parameters for disease spread models robustly.
Study precise estimators for correlated data using RDT.
This work presents a game-theoretic method for AVs that handles imperfect communication and individual rewards.
Variable selection for optimal treatment regime in a clinical trial or an observational study is getting more attention. Most existing variable selection techniques focused on selecting variables that are important for prediction, therefore some variables that are poor in prediction but are critical for decision-making…
Monitoring means to observe a system for any changes which may occur over time, using a monitor or measuring device of some sort. In this paper we formulate a problem of monitoring dates of maximal risk of a financial position. Thus, the systems we are going to observe arise from situations in finance. The measuring de…
When estimating the risk of a P&L from historical data or Monte Carlo simulation, the robustness of the estimate is important. We argue here that Hampel's classical notion of qualitative robustness is not suitable for risk measurement and we propose and analyze a refined notion of robustness that applies to tail-depend…
The aim of this paper is to study the qualitative behaviour of non-negative entire solutions of certain differential inequalities involving gradient terms on the Heisenberg group. We focus our investigation on the two classes of inequalities of the form and $Δ^φu \ge f(u) - h(u) g(|\nabla u…
Pix2Shape learns 3D scene representations from single images without supervision.