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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.

168,695 papers · 148 categories

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295988117 · May 202619922001200920172026
48 results for region-based stabilization

We derive Gaussian approximations for random forest predictions using region-based stabilization.

problem Improving the accuracy of random forest predictions for Poisson process data.
method Region-based stabilization and Malliavin-Stein method for multivariate Gaussian approximation.
result Established Gaussian approximation bounds for random forest predictions under Poisson process.

A neural network model minimizes region-based free energy for faster inference in MRFs.

problem Efficient inference in complex Markov random fields (MRFs).
method Region-based Energy Neural Network (RENN) that directly minimizes region-based free energy.
result RENN outperforms other methods in marginal distribution estimation, partition function estimation, and MRF learning.

Model explains how stablecoin runs are influenced by large sales and reserve quality.

problem Understanding and predicting stablecoin runs due to large sales and poor reserve quality.
method Global game model addressing both large sales and poor reserve quality, analyzing risk components.
result The probability of a run increases with large sales and decreases with precise public knowledge, but increases with precise private signals when fundamentals are weak.

Deep Neural Networks are quite vulnerable to adversarial perturbations. Current state-of-the-art adversarial attack methods typically require very time consuming hyper-parameter tuning, or require many iterations to solve an optimization based adversarial attack. To address this problem, we present a new family of trus…

2018-12-16abs ↗pdf ↗

Saliency methods can aid understanding of deep neural networks. Recent years have witnessed many improvements to saliency methods, as well as new ways for evaluating them. In this paper, we 1) present a novel region-based attribution method, XRAI, that builds upon integrated gradients (Sundararajan et al. 2017), 2) int…

2019-06-06abs ↗pdf ↗

Interferometric Synthetic Aperture Radar (InSAR) imagery based on microwaves reflected off ground targets is becoming increasingly important in remote sensing for ground movement estimation. However, the reflections are contaminated by noise, which distorts the signal's wrapped phase. Demarcation of image regions based…

2020-01-20abs ↗pdf ↗

Adaptive replication improves stochastic function optimization.

problem Challenges in accurately estimating functions with high variance.
method Trust-region-based Bayesian optimization with adaptive replication.
result Adaptive replication substantially improves solution accuracy and efficiency.

The lack of interpretability remains a barrier to the adoption of deep neural networks. Recently, tree regularization has been proposed to encourage deep neural networks to resemble compact, axis-aligned decision trees without significant compromises in accuracy. However, it may be unreasonable to expect that a single …

2019-08-13abs ↗pdf ↗

This paper introduces a new task to better understand Transformers in quantitative contexts.

problem Understanding Transformers in high-stakes quantitative and scientific applications.
method Introduces a novel contextual counting task and analyzes it with causal and non-causal Transformer architectures.
result Causal attention is better suited for the contextual counting task, and no positional embeddings lead to the best accuracy.

A distributed bootstrap method for high-dimensional data reduces communication rounds efficiently.

problem Simultaneous inference on massive, high-dimensional data stored across many machines.
method Distributed bootstrap based on de-biased lasso with efficient cross-validation tuning.
result Theoretical lower bound on communication rounds τminτ_{\min} for statistical accuracy and efficiency.

TREGO improves EGO for global optimization of high-dimensional problems.

problem Efficient Global Optimization struggles with high dimensions and lacks theoretical guarantees.
method TREGO alternates between EGO steps and local steps within a trust region.
result TREGO outperforms EGO and other methods in black-box optimization problems.

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from being fully understood. In this paper, we show that PPO could neither strictly restr…

2019-03-19abs ↗pdf ↗

Proposes a synthesis algorithm using Conformal Prediction for improved Deep Learning performance.

problem Assessing the quality of synthesised data for high-stake domains.
method Conformal Prediction framework for generating data from high-confidence feature space regions.
result Training sets extended with confident synthesised data improved Deep Learning performance by up to 61 percentage points F1-score.

fMRI semantic category understanding using linguistic encoding models attempt to learn a forward mapping that relates stimuli to the corresponding brain activation. Classical encoding models use linear multi-variate methods to predict the brain activation (all voxels) given the stimulus. However, these methods essentia…

2018-11-26abs ↗pdf ↗

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.

Graph convolution networks (GCN) have emerged as the leading method to classify node classes in networks, and have reached the highest accuracy in multiple node classification tasks. In the absence of available tagged samples, active learning methods have been developed to obtain the highest accuracy using the minimal …

2019-06-20abs ↗pdf ↗

USNRT uses tree-structured learning to improve uncertainty quantification of variance networks.

problem Improving uncertainty quantification of variance networks.
method Tree-structured local neural network model that partitions feature space into regions for training region-specific neural networks to predict mean and variance.
result USNRT shows superior performance in estimating uncertainty with variances on UCI datasets compared to recent methods.

In this paper we consider the problem of inference on a class of sets describing a collection of admissible models as solutions to a single smooth inequality. Classical and recent examples include, among others, the Hansen-Jagannathan (HJ) sets of admissible stochastic discount factors, Markowitz-Fama (MF) sets of mean…

2012-11-19abs ↗pdf ↗

Q-Distribution Guided Q-Learning corrects overestimation of uncertain OOD actions in offline RL.

problem Overestimation of Q-values for out-of-distribution actions in offline reinforcement learning.
method QDQ applies a pessimistic adjustment to Q-values in uncertain OOD regions based on a consistency model.
result QDQ improves performance on the D4RL benchmark and achieves significant improvements across many tasks.

Equivalence proven between divisorial stability and quotient log divisorial stability.

problem Equivalence of divisorial stability and log divisorial stability under finite group actions.
method Interpolation technique and equivariant divisorial stability construction.
result Equivariant divisorial stability of a polarized variety is equivalent to log divisorial stability of its quotient.

A method to improve LLMs by automating the construction of a mixture of expert prompts.

problem Limitation of single instruction prompts in covering complex problem spaces.
method Divide the problem space into sub-regions, each governed by a specialized expert with both an instruction and demos. A two-phase process constructs these experts.
result Achieves an average win rate of 81% across major benchmarks.

Introduces valuative stability for polarised varieties, equivalent to K-stability.

problem Characterizing K-stability for polarised varieties.
method Introduces valuative stability, equivalent to K-stability for test configurations with integral central fibre.
result Equivalence of valuative stability and K-stability for polarised varieties.

The homology groups of many natural sequences of groups {Gn}n=1\{G_n\}_{n=1}^{\infty} (e.g. general linear groups, mapping class groups, etc.) stabilize as nn \rightarrow \infty. Indeed, there is a well-known machine for proving such results that goes back to early work of Quillen. Church and Farb discovered that many sequ…

2012-01-23abs ↗pdf ↗

We can talk about two kinds of stability of the Ricci flow at Ricci flat metrics. One of them is a linear stability, defined with respect to Perelman's functional F\mathcal{F}. The other one is a dynamical stability and it refers to a convergence of a Ricci flow starting at any metric in a neighbourhood of a considere…

2004-10-04abs ↗pdf ↗