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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.

168,742 papers · 148 categories

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481216 · Jun 202019922001200920172026
48 results for rectified MES

A new acquisition function RMES improves Bayesian optimization performance.

problem Improper evaluation of mutual information in MES leads to suboptimal performance.
method Developed rectified MES (RMES) and used stochastic gradient ascent with reparameterization.
result RMES shows consistent improvement over MES in benchmarks and real-world problems.

In this paper the notion of Measure Equivalence (ME) of countable groups is studied. ME was introduced by Gromov as a measure-theoretic analog of quasi-isometries. All lattices in the same locally compact group are Measure Equivalent; this is one of the motivations for this notion. The main result of this paper is ME r…

1999-11-01abs ↗pdf ↗

Entropy Search (ES) and Predictive Entropy Search (PES) are popular and empirically successful Bayesian Optimization techniques. Both rely on a compelling information-theoretic motivation, and maximize the information gained about the argmax\arg\max of the unknown function; yet, both are plagued by the expensive computatio…

2017-03-06abs ↗pdf ↗

The paper calculates MES bounds for systemic risk contributions under uncertain dependence.

problem Measuring systemic risk contributions of financial firms under uncertainty in dependence structure.
method Derives worst-case and best-case bounds for MES under known individual firm risks and partial dependence information.
result Improved MES bounds derived for various types of dependence models.

MES-LSTM hybrid method improves multivariate time series forecasting and mortality modeling.

problem Challenges in applying hybrid forecast methods to multivariate data.
method Generalized multivariate extension of ES-RNN, utilizing vectorized implementation.
result MES-LSTM shows significant improvement over pure statistical and deep learning methods in forecast accuracy and prediction interval construction.

Proposes DR-ME test for interpretable distributional treatment effects.

problem Detects invisible differences in treatment effects on distributional outcomes.
method Semiparametrically efficient finite-location test using kernel witnesses and orthogonal features.
result DR-ME reveals causal-discrepancy coordinates and has noncentral chi-square local power.

The Atiyah conjecture predicts that the L2-Betti numbers of a finite CW-complex with torsion-free fundamental group are integers. We show that the Atiyah conjecture holds (with an additional technical condition) for direct and inverse limits of directed systems of groups for which it is true. As a corollary it holds fo…

2000-01-18abs ↗pdf ↗

Risk contagion concerns any entity dealing with large scale risks. Suppose (X,Y) denotes a risk vector pertaining to two components in some system. A relevant measurement of risk contagion would be to quantify the amount of influence of high values of Y on X. This can be measured in a variety of ways. In this paper, we…

2016-03-30abs ↗pdf ↗

This work extends ME-RL using diffusion models to sample optimal policies.

problem Sampling from the optimal policy trajectory distribution in ME-RL.
method Introducing Diffusion-Augmented Markov Decision Processes (DA-MDPs) to minimize reverse KL divergence.
result DA-MDPs enable seamless integration into various ME-RL methods and outperform baselines.

Unified analytical tool for non-Markovian jump processes.

problem Analyzing history-dependent jump processes with non-Markovian behavior.
method Developed a standard form of master equations using Laplace-space embedding and asymptotic solution.
result Unified analytical toolset for general non-Markovian processes, leading to the GLE approximation.

A space curve in a Euclidean 3-space E3\mathbb E^3 is called a rectifying curve if its position vector field always lies in its rectifying plane. This notion of rectifying curves was introduced by the author in [Amer. Math. Monthly {\bf 110} (2003), no. 2, 147-152]. In this present article, we introduce and study the n…

2016-07-28abs ↗pdf ↗

Unified proof for scalable personalized federated learning.

problem Personalized federated learning under asynchronous updates.
method Unified proof for asynchronous federated learning with bounded staleness applied to MAML and ME personalization frameworks.
result Unified proof for convergence to first-order stationary point for smooth and non-convex functions.

Harmonic maps to Euclidean buildings have rectifiable singular strata.

problem Understanding the structure of singular points for harmonic maps.
method Defining singular strata and proving rectifiability using the rectifiable Reifenberg program.
result Rectifiability of singular strata for harmonic maps into FF-connected complexes.

We prove (without using Federer's structure theorem) that a finite-mass flat chain over any coefficient group is rectifiable if and only if almost all of its 0-dimensional slices are rectifiable. This implies that every flat chain of finite mass and finite size is rectifiable. It also leads to a simple necessary and su…

1999-07-01abs ↗pdf ↗

New methods for solving hydrodynamic-type equations using quasi-rectifiable Lie algebras.

problem Solving systems of hydrodynamic-type equations.
method Introducing and analyzing quasi-rectifiable Lie algebras and vector fields.
result New methods for solving hydrodynamic-type equations.

The paper generalizes rectifying and normal curves in Lorentzian n-space.

problem Characterizing and classifying gg-rectifying and gg-normal curves in Lorentzian n-space.
method Introducing a gg-position vector field and defining gg-rectifying and gg-normal curves based on this field.
result Comprehensive characterization and classification of gg-rectifying and gg-normal curves.

In this paper we investigate the performance of different types of rectified activation functions in convolutional neural network: standard rectified linear unit (ReLU), leaky rectified linear unit (Leaky ReLU), parametric rectified linear unit (PReLU) and a new randomized leaky rectified linear units (RReLU). We evalu…

2015-05-05abs ↗pdf ↗

Neural networks can approximate rectifiable measures with small error.

problem Approximating complex rectifiable measures using neural networks.
method Using ReLU neural networks to approximate (countably) m-rectifiable measures as push-forwards of the Lebesgue measure.
result The approximation error in terms of Wasserstein distance can be made arbitrarily small.

We show that C^1 hypersurfaces in the Heisenberg group are countably N-rectifiable. As a corollary, this shows that all C^1_H graphs over the xy-plane are countable N-rectifiable, showing the equivalence of this notion of rectifiability with that of Franchi, Serra Cassano and Serapioni for such surfaces.

2004-07-13abs ↗pdf ↗

This paper assesses tail risk and systemic risk in cryptocurrencies using expectiles and MES.

problem Quantifying tail risk and systemic risk in cryptocurrencies.
method The study uses expectiles and Marginal Expected Shortfall (MES) to assess tail risk and systemic risk of cryptocurrencies.
result The expectile-based approach and MES provide a dynamic method to evaluate the impact of single assets on systemic risk.

A new algorithm reduces memory and computational needs for reinforcement learning.

problem Memory and computational inefficiency in model-free reinforcement learning.
method Memory-Efficient Nash Q-Learning (ME-Nash-QL) for two-player zero-sum games.
result Proves ME-Nash-QL reduces space and sample complexity for tabular and long-horizon cases.

In this paper, we introduce transformations of deep rectifier networks, enabling the conversion of deep rectifier networks into shallow rectifier networks. We subsequently prove that any rectifier net of any depth can be represented by a maximum of a number of functions that can be realized by a shallow network with a …

2017-03-30abs ↗pdf ↗

In Heisenberg groups, rectifiability is studied for subsets using C1,αC^{1,α}-regular surfaces.

problem Understanding rectifiability of subsets in Heisenberg groups.
method Introducing a new notion of rectifiability and proving conditions for rectifiability using tangent paraboloids.
result A sufficient condition for C1,αC^{1,α}-rectifiability of low-codimensional subsets in Heisenberg groups is the existence of suitable approximate tangent paraboloids.

The paper characterizes rectifying curves on smooth surfaces using isometries and Darboux frames.

problem Characterizing rectifying curves on smooth surfaces under isometries.
method Using Darboux frames and isometries to investigate rectifying curves.
result Find deviations of rectifying curves under isometries and analyze their properties.

In this paper, we introduce a new class of curves αcalled a f-rectifying curves, which its f-position vector defined by α_{f}(s)=\int f(s)T(s)ds always lie in the rectifying plane of α, where f is an integrable function and T is the speed curve of α. In particular case, when the function f=0 or constant, the class of f…

2018-10-21abs ↗pdf ↗

Rectified flows achieve optimal sample complexity for generating data.

problem Generating high-quality data samples efficiently.
method Rectified flows constrain transport trajectories to be linear, enabling efficient sampling.
result Achieve sample complexity of ildeO(ε2) ilde{O}(\varepsilon^{-2}), matching optimal rate for mean estimation.

The paper explores rectified flows and their relation to optimal transport.

problem Understanding the connection between rectified flows and optimal transport.
method Investigates invariance properties, explicit constructions, and analysis of rectified flows in various settings.
result Rectified flows, when gradient constrained, do not generally solve optimal transport problems.

The paper characterizes timelike rectifying curves in De Sitter 3-space.

problem Characterizing timelike rectifying curves in De Sitter 3-space.
method Defining timelike rectifying curves and conical surfaces, providing characterizations and results.
result Characterizations and results of timelike rectifying curves in De Sitter 3-space.

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

The rectified flow method is analyzed for its statistical properties.

problem Theoretical support for rectified flow methods is lacking.
method Empirical analysis of rectified flow's statistical properties using regression and density estimation.
result Convergence rates for rectified flow estimators are faster than for nonparametric regression and density estimation.