arXiv research

Paper presents novel online MTL methods using WRLS and OSLSSVR.

We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…

We derive the Do and Norbury recursion formula for the one-loop mean of an irregular spectral curve from a variant of replica method by Brezín and Hikami. We express this recursion in special times in which all terms $W_1^{(g)}$ of the genus expansion of the one-loop mean are polynomials. We find a generalization of th…

This paper concerns the recursive utility maximization problem under partial information. We first transform our problem under partial information into the one under full information. When the generator of the recursive utility is concave, we adopt the variational formulation of the recursive utility which leads to a s…

SRRM improves recursive transport surrogates in the small-discrepancy regime.

A new method optimizes diffusion models with recursive likelihood ratios.

Recursive neural networks have widely been used by researchers to handle applications with recursively or hierarchically structured data. However, embedded control flow deep learning frameworks such as TensorFlow, Theano, Caffe2, and MXNet fail to efficiently represent and execute such neural networks, due to lack of s…

We apply Cartan's method of equivalence to find a Bäcklund autotransformation for the tangent covering of the universal hierarchy equation. The transformation provides a recursion operator for symmetries of this equation.

New method finds near-optimal solutions for non-convex optimization problems.

ERM uses energy-based selection to improve recursive reasoning.

Paper defines Farey Recursive Functions and explores their properties.

We propose a novel approach to parameter estimation for simulator-based statistical models with intractable likelihood. Our proposed method involves recursive application of kernel ABC and kernel herding to the same observed data. We provide a theoretical explanation regarding why the approach works, showing (for the p…

The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.

Novel method recursively partitions sample space for density estimation.

In this paper, we study and analyze the mini-batch version of StochAstic Recursive grAdient algoritHm (SARAH), a method employing the stochastic recursive gradient, for solving empirical loss minimization for the case of nonconvex losses. We provide a sublinear convergence rate (to stationary points) for general noncon…

Bayesian method for multivariate autoregressive models with exogenous inputs.

The paper uses LSM to solve complex monetary utility functions.

Tab-TRM uses recursive model for insurance pricing on tabular data.

New recursive algorithm estimates conditional kernel mean embeddings in Hilbert space.

In this paper, the method of approximate transformation groups which was proposed by Baikov, Gazizov and Ibragimov, is extended on Hamiltonian and bi-Hamiltonian systems of evolution equations. Indeed, as a main consequence, this extended procedure is applied in order to compute the approximate conservation laws and ap…

New recursion formula for non-orientable surfaces resolves divergences.

Harer and Zagier proved a recursion to enumerate gluings of a $2d$-gon that result in an orientable genus $g$ surface, in their work on Euler characteristics of moduli spaces of curves. Analogous results have been discovered for other enumerative problems, so it is natural to pose the following question: how large is t…

Paper develops efficient recursive learning for multi-channel systems with heterogeneous dynamics.

In this paper, we propose a StochAstic Recursive grAdient algoritHm (SARAH), as well as its practical variant SARAH+, as a novel approach to the finite-sum minimization problems. Different from the vanilla SGD and other modern stochastic methods such as SVRG, S2GD, SAG and SAGA, SARAH admits a simple recursive framewor…

In quantitative finance, it is often necessary to analyze the distribution of the sum of specific functions of observed values at discrete points of an underlying process. Examples include the probability density function, the hedging error, the Asian option, and statistical hypothesis testing. We propose a method to c…

This paper studies recursive ensembles driven by Fibonacci updates, improving learning dynamics.

STORM-PG uses momentum for faster policy gradient updates.

We introduce a recursive adaptive group lasso algorithm for real-time penalized least squares prediction that produces a time sequence of optimal sparse predictor coefficient vectors. At each time index the proposed algorithm computes an exact update of the optimal $\ell_{1,\infty}$-penalized recursive least squares (R…

The article improves prediction by aggregating Kalman recursions online.

AdaVol adapts QML for real-time GARCH volatility prediction.

Solves a recursion for Gromov-Witten invariants of the unknot.

Quantization techniques have been applied in many challenging finance applications, including pricing claims with path dependence and early exercise features, stochastic optimal control, filtering problems and efficient calibration of large derivative books. Recursive Marginal Quantization of the Euler scheme has recen…

New estimator reduces nested expectation estimation costs.

New recursion found for hyperbolic sphere volumes.

This work generalizes a formula linking Seiberg-Witten prepotential and topological recursion.

LASER compresses recursive model activations by exploiting their low-dimensional structure.

BBRT improves molecular properties through iterative translation.

Topological recursion recovers a specific partition function for colored knots.

This paper concerns the recursive utility maximization problem. We assume that the coefficients of the wealth equation and the recursive utility are concave. Then some interesting and important cases with nonlinear and nonsmooth coefficients satisfy our assumption. After given an equivalent backward formulation of our …

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from…

This paper focuses on projection-free methods for solving smooth Online Convex Optimization (OCO) problems. Existing projection-free methods either achieve suboptimal regret bounds or have high per-iteration computational costs. To fill this gap, two efficient projection-free online methods called ORGFW and MORGFW are …

New invariant $c_{sm}$ simplifies computing geometric invariants of recursive group orbits.

We derive a recursion relation for hyperbolic string vertices and apply it to string field theory.

Benchmarking recursive collapse claims with a new framework under false-positive control.

Causal trees struggle with accuracy in estimating treatment effects.

Paper proposes a recursive GPSSM for efficient online learning.

Several articles deal with tilings with squares and dominoes on 2-dimensional boards, but only a few on boards in 3-dimensional space. We examine a tiling problem with colored cubes and bricks of $(2\times2\times n)$-board in three dimensions. After a short introduction and the definition of breakability we show a way …

We develop a new Monte Carlo variance reduction method to estimate the expectation of two commonly encountered path-dependent functionals: first-passage times and occupation times of sets. The method is based on a recursive approximation of the first-passage time probability and expected occupation time of sets of a Le…