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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.

168,657 papers · 148 categories

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169338507676 · Jun 202019922001200920172026
48 results for quantitative error estimates

Estimates point counts in Teichmüller space for mapping class groups.

problem Counting points in Teichmüller space under mapping class group actions.
method Quantitative estimates with power saving error terms for Teichmüller metric balls.
result Effectivizes asymptotic counting results of Athreya et al.

The contour map of estimation error of Expected Shortfall (ES) is constructed. It allows one to quantitatively determine the sample size (the length of the time series) required by the optimization under ES of large institutional portfolios for a given size of the portfolio, at a given confidence level and a given esti…

2015-02-22abs ↗pdf ↗

Neural networks can approximate complex stochastic equations well.

problem Approximating general stochastic differential equations.
method Identified neural network classes approximating continuous functions.
result Neural stochastic differential equations can approximate general stochastic differential equations arbitrarily well.

Study decomposes uncertainty in HK-distribution parameter estimation for QUS.

problem Uncertainty in HK-distribution parameter estimation for quantitative ultrasound.
method Bayesian Neural Networks (BNNs) for parameter estimation and uncertainty decomposition.
result Decomposes total predictive uncertainty into epistemic and aleatoric components.

Error estimates found between SGD with momentum and Langevin diffusion.

problem Quantifying the difference between SGD with momentum and Langevin diffusion.
method Established error estimates using 1-Wasserstein and total variation distances.
result Quantitative error estimates between SGD with momentum and underdamped Langevin diffusion.

Robust estimators for Gaussian sparse tasks with optimal error under contamination.

problem Robust mean estimation, PCA, and linear regression in the presence of Huber contamination.
method Novel multidimensional filtering method for sparse regime.
result Optimal error guarantees within constant factors for Gaussian robust kk-sparse mean estimation.

Stable solution found for manifold topology from boundary data.

problem Determining manifold properties from boundary data and eigenvalues.
method Quantitative stability estimates and unique continuation for the wave operator.
result Eigenvalues and boundary values determine a metric space close to the manifold.

The study analyzes prediction errors in systems with memory kernels, providing bounds and stability results.

problem Prediction errors in stochastic dynamical systems with memory kernels.
method Analysis of generalized Langevin equations (GLEs) with Volterra equations, integrating synchronized noise coupling and weighted norms.
result Prediction discrepancies decay at a rate determined by the memory kernel's decay, quantitatively bounded by kernel estimation errors.

The study analyzes robustness of estimators in linear models with adversarial errors.

problem Analyzing robustness of estimators in linear models with adversarial errors.
method Develops a general theory for minimum norm interpolating estimators and RERM in linear models without conditions on errors.
result Quantitative bound for the prediction error relating it to Rademacher complexity, norm of minimum norm interpolator of errors, and subdifferential size.

Deep belief networks can approximate any multivariate density with binary hidden units.

problem Approximating multivariate probability densities with binary hidden units.
method Sharp quantitative bounds on approximation error in terms of hidden units.
result Deep belief networks can approximate any multivariate density with binary hidden units under mild integrability requirements.

The paper develops quantitative estimates for holomorphic sections over bounded domains.

problem Establishing precise inequalities for holomorphic sections over bounded domains.
method Develops Sobolev-type inequalities and applies them to holomorphic sections of Hermitian vector bundles.
result Quantitative Carleman-type estimates for holomorphic sections are derived, improving on previous non-quantitative results.

In this work, a heuristic as operational tool to estimate the lactate threshold and to facilitate its integration into the training process of recreational runners is proposed. To do so, we formalize the principles for the lactate threshold estimation from empirical data and an iterative methodology that enables experi…

2019-03-06abs ↗pdf ↗

Quantitative Sobolev extensions lead to Neumann heat kernel bounds.

problem Bounding Neumann heat kernels for domains with integral Ricci curvature.
method Quantitative Sobolev extension operators and Neumann heat kernel estimates.
result Uniform bounds on Neumann heat kernels and eigenvalues.

Analyzes empirical risk minimization in finance, showing effectiveness and generalization issues.

problem Analyzing empirical risk minimization in finance for optimal hedging and investment decisions.
method Classical statistical machine learning techniques and non-asymptotic estimates based on Rademacher complexity.
result Over-training leads to anticipative decisions, but non-asymptotic estimates show convergence for large training sets.

Study proves quantitative results for isoperimetric problem outside convex bodies in the plane.

problem Quantitative estimates for the relative isoperimetric problem outside convex bodies in the plane.
method Flow approach and Łojasiewicz estimates to prove quantitative stability for minimizers.
result Explicit constants and optimal exponents/rates for Łojasiewicz estimates and rates of convergence for gradient flow.

Study shows neural networks trained with GD converge to Gaussian processes with polynomial decay.

problem Understanding convergence of neural networks to Gaussian processes during training.
method Explicit upper bounds on quadratic Wasserstein distance between trained networks and Gaussian approximations.
result Polynomial decay of approximation error with network width and training time.

Study fractional Allen-Cahn equation and nonlocal minimal surfaces, improving energy and perimeter estimates.

problem Properties of solutions to fractional Allen-Cahn equation and stationary nonlocal minimal surfaces.
method Quantitative stratification principle applied to fractional Allen-Cahn equation, leading to optimal estimates.
result Sharp potential energy and perimeter estimates for fractional Allen-Cahn equation and nonlocal minimal surfaces.

This paper improves the robustness of risk estimation for financial positions.

problem Ensuring robustness of risk measures in the presence of data noise.
method Proposes a quantitative approach using the Fortet-Mourier metric to quantify the variation of true probability measures.
result Derives explicit error bounds for discrepancies between laws of estimators based on true and perturbed data.

Study improves weak error estimates for rough volatility models.

problem Efficient numerical schemes for non-Markovian stochastic processes with rough volatility.
method Analyzes weak rates for a class of stochastic processes with rough stochastic volatility.
result Weak rate is of order min{3H+0.5, 1} for a large class of test functions.

New bounds show transformers need longer training for length generalization.

problem Understanding when transformers can generalize to longer inputs.
method Analyzing different settings of transformers, providing quantitative bounds.
result Transformers need training data longer than previously thought for length generalization.

For harmonic maps of degree 2, a similar quantitative stability estimate does not hold uniformly.

problem Investigate the quantitative stability of harmonic maps of degree 2.
method Prove a local quantitative stability result for harmonic maps of degree 2, showing dependence on the given harmonic map.
result A uniformly quantitative stability estimate does not hold for degree 2 harmonic maps.

New method improves uncertainty quantification for large batch sizes and misspecified models.

problem Challenges in tuning algorithms for accurate uncertainty quantification in large batch sizes and misspecified models.
method Proposes new discrete-time approximations to SGD and SGLD, proving error bounds for practical tuning.
result Quantitative, non-asymptotic error bounds for accurate predictions of covariance and autocorrelation time.

Riemannian stochastic gradient descent approximates a diffusion process called Riemannian stochastic modified flow.

problem Improving convergence rate of Riemannian stochastic gradient descent.
method Using stochastic differential geometry, the paper shows RSGD can be approximated by the Riemannian stochastic modified flow (RSMF).
result RSGD can be approximated by the solution to the RSMF driven by an infinite-dimensional Wiener process, increasing the order of approximation.

Alternative approach to rigidity of high-dimensional isometric immersions.

problem Rigidity of high-dimensional isometric immersions between compact manifolds.
method Quantitative rigidity estimates, reducing to Euclidean setting and applying Friesecke-James-Müller rigidity estimate.
result Quantitative results showing close proximity to isometric immersions for small stretching and bending energy.

This study quantifies the scalability of k-Sliced Mutual Information (k-SMI) with dimension.

problem Understanding how SMI and its estimation rates depend on the ambient dimension.
method Developed k-SMI framework and derived bounds on MC estimates, established optimal convergence rates, and provided asymptotic results.
result Sharp bounds and optimal convergence rates for k-SMI estimation, revealing interplay with dimension and sample size.

Estimates the number of closed curves on surfaces with power-saving error terms.

problem Counting closed curves on surfaces with given properties.
method Effective dynamics of mapping class group on Teichmüller space and space of closed curves, introducing novel methods.
result Proves estimates with power-saving error terms for filling closed curves and curves with respect to a current.

We obtain sharp quantitative Laplacian upper and lower estimates under no assumption on curvatures. As a result, we derive quantitative Laplacian, area and volume comparison theorems for tubes in Riemannian and Kähler manifolds under weak integral curvature assumptions. We also give some applications, such as a general…

2019-04-18abs ↗pdf ↗

Similarity algebra extends algebraic structures with quantitative bounds.

problem Exact algebraic structures with strict axioms.
method Framework for approximate algebraic and Lie structures with ε\varepsilon-estimates.
result Similarity structures converge to classical algebraic objects as εightarrow0\varepsilon ightarrow 0.

Researchers create integral representations for two-layer ReLU networks with quantitative bounds.

problem Approximating functions with two-layer ReLU networks using explicit integral representations.
method Developed integral representations involving harmonic extension and projection, providing L2L^{2} bounds.
result Functions can be approximated with L2L^{2} errors independent of dimension or degree, depending on coefficients and distribution.

Develops a framework for distilling flow models from few steps.

problem Improving few-step sampling in diffusion models for better performance.
method Local approximation errors and dynamical amplification controlled through analytical tractability.
result Deep residual compositions efficiently approximate long-horizon transport with controlled global error.