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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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91181272362 · Jun 202019922001200920172026
48 results for reciprocal moment approximation

RankSEG-RMA improves semantic segmentation efficiency and applicability.

problem Inconsistent or suboptimal semantic segmentation results due to argmax or thresholding.
method Developed RankSEG-RMA using reciprocal moment approximation to optimize Dice and IoU metrics.
result RankSEG-RMA reduces computational complexity to O(d) while maintaining comparable performance.

A new GAN model uses characteristic functions to improve image generation.

problem Improving stability and diversity in GANs for complex distributions.
method Integrates characteristic functions to compare distributions directly, stabilizes training, and uses auto-encoder structure.
result Proposes RCF-GAN achieving superior image generation and reconstruction.

Quasispheres can be approximated by smooth spheres.

problem Characterizing quasispheres using geometric conditions.
method Proving every quasisphere is a limit of smooth spheres and providing necessary and sufficient conditions for uniform quasispheres.
result Every quasisphere can be approximated by uniform quasispheres that satisfy specific geometric conditions.

Estimates growth of reciprocal classes in Hecke groups.

problem Estimating the growth of reciprocal conjugacy classes in Hecke groups.
method Using free product structure and word lengths of reciprocal elements, with tools from basic probability theory.
result Estimates the asymptotic growth of reciprocal conjugacy classes in Hecke groups.

The study calculates the growth rate of reciprocal hyperbolic elements in Hecke groups.

problem Counting reciprocal hyperbolic elements in Hecke groups.
method Analyzes conjugacy classes of hyperbolic elements associated with reciprocal geodesics.
result Determines the asymptotic growth rate and limiting constant of primitive conjugacy classes of reciprocal hyperbolic elements.

Wide neural networks learn features under μμP, identifying weights and decomposing support.

problem Feature learning in wide neural networks under μμP.
method Proving mean-field limit, characterizing identifiability, sparse-dictionary decomposition, and feature-learning-error decomposition.
result The triple (w,Dorb,S)(w^*, D^*_{\mathrm{orb}}, S^*) identifies the natural learning cell of the architecture-data pair (σ,ρ)(σ, ρ).

Approximates discounted moments for financial products using polynomial expansions.

problem Approximating discounted moments of stochastic processes for financial applications.
method High-order power series expansion of the infinitesimal generator.
result Error decreases to around 10 to 100 times machine precision for higher orders.

The paper models reciprocity in interbank markets using a statistical null model.

problem Understanding the importance of individual banks in financial networks.
method Developed an exponential random graph model to account for reciprocal links on both topological and weighted levels.
result Weighted reciprocity in interbank markets is more significant than network size and volume before the financial crisis.

Study geodesics entering a fixed cusp neighborhood multiple times.

problem Understanding geodesics entering a specific cusp neighborhood multiple times.
method Investigate reciprocal geodesics entering a fixed cusp neighborhood a fixed number of times.
result Characterized the class of reciprocal geodesics entering a fixed cusp neighborhood a fixed number of times.

New method reconstructs interbank networks enforcing reciprocity to improve stability and risk prediction.

problem Lack of public interbank network data and difficulty in replicating cycles.
method Proposes a new network reconstruction method enforcing sparsity and link reciprocity from aggregate data.
result Adding reciprocity improves prediction of network properties, including largest real eigenvalue and eccentricity of eigenvalues.

Paper introduces new approximations for lognormal sums, matching comonotonicity and moments.

problem Approximating sums of lognormal random variables accurately.
method Introduces new approximations based on weighted distribution theory, emphasizing comonotonicity and moment matching.
result Approximations perform better than classical methods, especially in the right tail of the distribution.

The paper proves generalization bounds and stopping rules for self-selected data in reciprocal learning.

problem Generalization of learning algorithms using self-selected data.
method Proves universal generalization bounds using covering numbers and Wasserstein ambiguity sets.
result Provides stopping rules for reciprocal learning algorithms to ensure out-of-sample performance.

Develops efficient methods for approximating densities of financial models with jumps.

problem Approximating densities of affine jump diffusions with state-independent jump intensities.
method Recursive approach for deriving closed-form solutions to moments, constructing density approximations via moment matching.
result Superior computational efficiency and precision in option pricing and simulation compared to existing techniques.

Given a knot and an SL(n,C) representation of its group that is conjugate to its dual, the representation that replaces each matrix with its inverse-transpose, the associated twisted Reidemeister torsion is reciprocal. An example is given of a knot group and SL(3,Z) representation that is not conjugate to its dual for …

2009-05-15abs ↗pdf ↗

We reformulate Lehmer's question from 1933 and a question due to Schinzel and Zassenhaus from 1965 in terms of a comparison of the Mahler measures and the houses, respectively, of monic integer reciprocal and skew-reciprocal polynomials of the same degree. This entails that understanding the difference between orientat…

2018-12-12abs ↗pdf ↗

New method approximates diffusion process posteriors using moment functions.

problem Approximating posteriors of stochastic differential equations.
method Constructs variational process as controlled prior, approximates posterior with moment functions, uses natural gradient descent.
result Richer variational approximations for state-dependent diffusion terms.

We prove a reciprocity formula between Gauss sums that is used in the computation of certain quantum invariants of 3-manifolds. Our proof uses the discriminant construction applied to the tensor product of lattices.

2005-12-02abs ↗pdf ↗

Expectation propagation (EP) is a powerful approximate inference algorithm. However, a critical barrier in applying EP is that the moment matching in message updates can be intractable. Handcrafting approximations is usually tricky, and lacks generalizability. Importance sampling is very expensive. While Laplace propag…

2019-10-27abs ↗pdf ↗

QEM uses parallel importance weighting for fast approximate Bayesian inference.

problem Bayesian inference challenges in large models with many observations and latent variables.
method Expectation Maximization (EM) with massively parallel importance weighting.
result QEM is faster and more scalable than RWS and VI.

The study examines the growth of reciprocal classes in Hecke groups, proving an asymptotic formula.

problem Analyzing the growth of reciprocal classes in Hecke groups.
method Utilizes the free product structure of Hecke groups, combinatorial counting, and recurrence relations.
result Proves an asymptotic formula for the number of reciprocal classes in Hecke groups.

For a GJR-GARCH specification with a generic innovation distribution we derive analytic expressions for the first four conditional moments of the forward and aggregated returns and variances. Moment for the most commonly used GARCH models are stated as special cases. We also the limits of these moments as the time hori…

2018-08-29abs ↗pdf ↗

New SGMM algorithm for efficient estimation of moment restriction models.

problem Estimation and inference on overidentified moment restriction models.
method Stochastic Approximation to Generalized Method of Moments (SGMM).
result SGMM offers fast and scalable implementation with streaming dataset handling.

Paper proposes an efficient algorithm to handle high-order portfolio moments.

problem Designing portfolios with high-order moments (skewness and kurtosis) is computationally challenging.
method Proposes a SCA algorithm framework for solving high-order portfolios efficiently.
result Demonstrates the efficiency of the proposed algorithm through numerical experiments.

We reveal connections between RBMs and Bosons, explaining symmetry breaking in their energy landscapes.

problem Understanding the relationships among different deep generative models and their learning mechanisms.
method Introducing a reciprocal space formulation to RBMs, revealing connections to diffusion processes and Bosons.
result Symmetry breaking in RBM energy landscapes is characterized by singular values and weight matrix eigenvectors.