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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.

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48 results for reference function

Researchers develop a method to infer reference measures from observed functionals.

problem Tackles the challenge of identifying or recovering a reference measure from observed functionals.
method Uses the property of law-invariant functionals defining lower or upper supporting sets in dual spaces of signed measures.
result Illustrates the methodology with examples and develops a modification for Value-at-Risk.

Modeling consumption and investment decisions with reference point and drawdown constraints.

problem Modeling consumption and investment decisions with reference point and drawdown constraints.
method Solving a stochastic control problem to derive value function, optimal consumption plan, and investment strategy in semi-explicit forms.
result Five important thresholds of wealth, all as functions of hh, and significant economic implications.

Recently, researchers proposed various low-precision gradient compression, for efficient communication in large-scale distributed optimization. Based on these work, we try to reduce the communication complexity from a new direction. We pursue an ideal bijective mapping between two spaces of gradient distribution, so th…

2019-01-24abs ↗pdf ↗

Proposes a decision-theoretic approach for enhancing model interpretability in Bayesian frameworks.

problem Challenges the traditional approach of restricting model structure for interpretability in Bayesian frameworks.
method Introduces an interpretability utility function and a two-step method involving a reference model and a proxy model.
result Demonstrates that the proposed method generates more accurate models with the same level of interpretability.

The usual formulations of time-dependent mechanics start from a given splitting Y=R×MY=R\times M of the coordinate bundle YRY\to R. From physical viewpoint, this splitting means that a reference frame has been chosen. Obviously, such a splitting is broken under reference frame transformations and time-dependent canonical …

1997-02-25abs ↗pdf ↗

Prediction-powered causal inference achieves smaller asymptotic variance than traditional methods.

problem Estimating causal and structural parameters in a semi-supervised setting.
method Combining efficient influence function with debiased machine learning and semi-supervised Riesz regression.
result Asymptotic variances of estimators match the derived efficiency bound.

The study defines and characterizes extrinsic catenaries in hyperbolic space.

problem Understanding catenaries in hyperbolic geometry.
method Defined extrinsic catenaries in hyperbolic plane, characterized them, and proved their relation to minimal surfaces.
result Extrinsic catenaries in hyperbolic space are critical points of a potential functional and generating curves of minimal surfaces.

Deep kernel learning refers to a Gaussian process that incorporates neural networks to improve the modelling of complex functions. We present a method that makes this approach feasible for problems where the data consists of line integral measurements of the target function. The performance is illustrated on computed t…

2019-09-04abs ↗pdf ↗

The paper proves rigidity for shells in non-Euclidean spaces.

problem Proving rigidity for shells in non-Euclidean spaces.
method Analyzing a stretching plus bending functional of an elastic shell in a Riemannian manifold.
result A sequence of immersions of asymptotically vanishing energy converges to an isometric immersion of the shell.

Monogenic functions are basic to Clifford analysis. On Euclidean space they are defined as smooth functions with values in the corresponding Clifford algebra satisfying a certain system of first order differential equations, usually referred to as the Dirac equation. There are two equally natural extensions of these eq…

2007-08-30abs ↗pdf ↗

Study liquidity provision with exogenous competition using a reference market maker.

problem Liquidity provision in the presence of exogenous competition.
method Model a reference market maker who optimizes posted depths, competing market makers using a rule of thumb.
result Model admits approximate closed-form solution for a linear-quadratic goal functional.

New methods improve LLM preference optimization by intelligently weighting multiple reference models.

problem Improving LLM preference optimization with multiple reference models.
method Introducing four new weighting strategies for multiple-reference preference optimization.
result All four new weighting strategies outperform current methods on preference accuracy.

New regularization method reduces support of empirical risk minimization solutions.

problem Regularization in empirical risk minimization with relative entropy.
method Introduces Type-II regularization, characterizes solutions, analyzes properties of relative entropy.
result Type-II regularization collapses solution support into reference measure's support.

Probabilistic generative models provide a powerful framework for representing data that avoids the expense of manual annotation typically needed by discriminative approaches. Model selection in this generative setting can be challenging, however, particularly when likelihoods are not easily accessible. To address this …

2015-11-14abs ↗pdf ↗

Paper presents neural network controllers for offset-free setpoint tracking.

problem Offset-free setpoint tracking using neural network controllers.
method Exploiting slope-restricted activation functions, linear matrix inequalities are used to verify stability.
result Global and local stability conditions for neural network controllers are derived.

Investigates stability properties of Haezendonck-Goovaerts premium principles in Orlicz spaces.

problem Stability properties of Haezendonck-Goovaerts premium principles in various Orlicz spaces.
method Analysis of stability properties including Fatou and Lebesgue properties, and continuity with respect to ΦΦ-weak convergence.
result Haezendonck-Goovaerts principles satisfy the Fatou property and Lebesgue property under certain conditions.

New method calibrates reference distributions for bounded support.

problem Lack of principled method for bounded-support statistical reference distributions.
method Formulated maximum entropy on projective space of nonnegative measures.
result Prescribed acceptance region uniquely determines deformation parameter.

New method aligns diffusion models for inference-time properties without retraining.

problem Aligning pre-trained diffusion models for desired inference-time properties.
method Variationally stable Doob's matching for provable guidance estimation.
result Consistent estimator of guidance with non-asymptotic convergence guarantees.

Study compares FDA and ML methods for time series classification.

problem Comparing functional data analysis and machine learning for time series classification.
method Functional generalized additive models, feature extraction, basis representations, support vector machines, classification trees.
result Benchmarking and ranking of methods for non-expert practitioners.

In a natural way, the local diffeomorphisms of a manifold onto itself act on the reference frame bundles of any order and on the bundles associated with them. Due to the transitivity, the invariants by diffeomorphisms of an associated bundle correspond to the real functions on the orbit space of the action of the jet g…

2017-09-07abs ↗pdf ↗

This article was originally published in Topology 22 (1983). The present hyperTeXed redaction includes references to post-1983 results as Addenda, and corrects a few typographical errors. (See math.GT/0411115 for a more comprehensive overview of the subject as it appears 21 years later.)

2004-11-14abs ↗pdf ↗

This paper uses reference priors to improve deep learning models with unlabeled and labeled data.

problem Improving deep learning models with limited labeled data and unlabeled data from the same or related tasks.
method Develops and applies generalizations of reference priors for deep networks to exploit unlabeled and labeled data.
result Demonstrates new semi-supervised learning and pretraining methods for transfer learning.

We study finite-sum nonconvex optimization problems, where the objective function is an average of nn nonconvex functions. We propose a new stochastic gradient descent algorithm based on nested variance reduction. Compared with conventional stochastic variance reduced gradient (SVRG) algorithm that uses two reference …

2018-06-20abs ↗pdf ↗

Methods for learning to search for structured prediction typically imitate a reference policy, with existing theoretical guarantees demonstrating low regret compared to that reference. This is unsatisfactory in many applications where the reference policy is suboptimal and the goal of learning is to improve upon it. Ca…

2015-02-08abs ↗pdf ↗

The paper analyzes optimal consumption with past spending maximum as a reference.

problem Optimal consumption with past spending maximum as a reference.
method Path-dependent exponential utility, Hamilton-Jacobi-Bellman (HJB) equation, dual transform, smooth-fit principle.
result Closed-form solutions for optimal investment and consumption strategies in each region.

Proves sufficiency of countable test plans for BV functions on metric spaces.

problem Recovering BV functions and their measures on arbitrary metric spaces.
method Proves sufficiency of countable test plans on arbitrary metric measure spaces and geodesics on CD(K,N){\sf CD}(K,N) spaces.
result Countable test plans are sufficient for BV functions and their measures on metric spaces.

A new approach is presented to describe the change in the statistics of the log return distribution of financial data as a function of the timescale. To this purpose a measure is introduced, which quantifies the distance of a considered distribution to a reference distribution. The existence of a small timescale regime…

2005-09-30abs ↗pdf ↗

In this paper, we show that the extremal length functions on Teichmüller space are log-plurisubharmonic. As a corollary, we obtain an alternative proof of L.Liu and W.Su's results on the plurisubharmonicity of extremal length functions. We also obtain alternative proofs of S.Krushkal's results that a function defined b…

2015-05-26abs ↗pdf ↗

Pairwise learning usually refers to a learning task which involves a loss function depending on pairs of examples, among which most notable ones include ranking, metric learning and AUC maximization. In this paper, we study an online algorithm for pairwise learning with a least-square loss function in an unconstrained …

2015-02-25abs ↗pdf ↗

The paper introduces a method for forecasting corporate sales growth using multiple reference variables.

problem Forecasting corporate sales growth with multiple reference variables.
method Reference class selection using rank-based algorithms and principal components analysis for data dimension reduction.
result Dimension reduced variables with past sales growth rates and operating margins perform well in forecasting.

The paper connects function theory, dynamics, and ergodic theory via Thurston's theory.

problem Function theory on Teichmüller space and dynamics of mapping class groups.
method Utilizes Thurston's theory and Sullivan's theory on discrete subgroups of hyperbolic space.
result Establishes connections between function theory, dynamics, and ergodic theory.

This paper solves the multiple reference model problem in RLHF with exact solutions and sample complexity guarantees.

problem Limitations of single reference models in aligning LLMs with human feedback.
method Integrates multiple reference models into RLHF frameworks, addressing theoretical challenges with exact solutions and sample complexity guarantees.
result First exact solution to the multiple reference model problem in reverse KL-regularized RLHF.

Gradient flow method solves for optimal transport starting distributions.

problem Finding the optimal starting distribution for a martingale in optimal transport.
method Following the gradient flow of the Bass functional's L2-lift.
result Gradient flow converges to a minimizer of the Bass functional.

New loss functions based on f-divergences improve language model performance.

problem Improving multiclass classification and language modeling performance.
method Constructing new convex loss functions using f-divergences and deriving an operator for computation.
result The αα-divergence loss function with α=1.5α=1.5 performs well across various tasks.

We investigate different ways of generating approximate solutions to the pairwise Markov random field (MRF) selection problem. We focus mainly on the inverse Ising problem, but discuss also the somewhat related inverse Gaussian problem because both types of MRF are suitable for inference tasks with the belief propagati…

2012-10-19abs ↗pdf ↗

Study examines surfaces with bounded fractional mean curvature, proving control over local parametrization.

problem Understanding surfaces with bounded fractional mean curvature.
method Investigates bounded L^p-norm of fractional mean curvature, proving control over local parametrization.
result Proves control over local parametrization, leading to lower Ahlfors-regularity, weak Michael-Simon type inequality, and stability application.

We introduce Gaussian-type measures on the manifold of all metrics with a fixed volume form on a compact Riemannian manifold of dimension 3\geq 3. For this random model we compute the characteristic function for the L2L^2 (Ebin) distance to the reference metric. In the Appendix, we study Lipschitz-type distance betwee…

2013-09-05abs ↗pdf ↗