The Wodzicki residue and the cut-off integral extend to classical symbol-valued forms. We show that they obey a Stokes' type property and that the extended Wodzicki residue can be interpreted as a complex residue like the ordinary one. In the case of cut-off integrals, Stokes' property (i.e. vanishing on exact forms) o…
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48 results for “residual value”
Residual networks analyzed using linearization for stability under perturbations.
problem Understanding the behavior of residual networks under small input perturbations.
method Linearization of residual units and network stages, using singular value decomposition for stability analysis.
result Most singular values of residual units are 1, but scaling and weights significantly affect them.
This paper aims at theoretically and empirically comparing two standard optimization criteria for Reinforcement Learning: i) maximization of the mean value and ii) minimization of the Bellman residual. For that purpose, we place ourselves in the framework of policy search algorithms, that are usually designed to maximi…
The paper analyzes how to combine self-protection and self-insurance for risk reduction.
problem Combining self-protection and self-insurance for risk reduction when market insurance is absent.
method The approach uses Value-at-Risk and Tail Value-at-Risk to evaluate residual risk and solves the problem using isoquant geometry based on marginal-balance curves.
result The analysis identifies the conditions under which self-protection and self-insurance behave as substitutes or complements.
Researchers compute Wodzicki residue for pseudo-differential operators on compact Lie groups.
problem Computing the Wodzicki residue for pseudo-differential operators on compact Lie groups.
method Analytic continuation of traces and matrix-valued symbols.
result Main theorem complementary to [2], removing ellipticity hypothesis.
Jeffrey and Kirwan suggested expressions for intersection pairings on the reduced space of a Hamiltonian G-space in terms of multiple residues. In this paper we prove a residue formula for symplectic volumes of reduced spaces of a quasi-Hamiltonian SU(2)-space. The definition of quasi-Hamiltonian G-spaces was recently …
This paper improves bond market making by adjusting hit-ratios for client flow quality.
problem Economic misleading of raw hit-ratios in corporate bond market making.
method Stochastic-control framework with residual-quality-adjusted hit-ratio.
result Optimal quotes decompose into various components, improving service/economics frontier.
Study lower central and derived series of braid and pure braid groups on compact surfaces.
problem Determine residual properties of braid and pure braid groups on compact surfaces.
method Analyzing semi-direct products and calculating lower and derived series explicitly.
result Explicit calculations and estimates for residual properties of braid groups on various compact surfaces.
The paper improves car leasing pricing by forecasting residual values with asymmetric cost functions.
problem Forecasting residual values for leasing contracts with asymmetric cost functions.
method Develops forecasting models with asymmetric cost functions to address the asymmetric costs of forecast errors.
result Forecasting with asymmetric cost functions reduces decision costs by about 8% compared to standard models.
A well known result on pseudodifferential operators states that the noncommutative residue (Wodzicki residue) of a pseudodifferential projection vanishes. This statement is non-local and implies the regularity of the eta invariant at zero of Dirac type operators. We prove that in a filtered algebra the value of a proje…
A new one-point feedback scheme improves ZO algorithms for black-box optimization.
problem Optimizing black-box functions without gradient information.
method Proposes a one-point feedback scheme to estimate gradients using residuals.
result Matches query complexity of two-point schemes for deterministic Lipschitz functions.
Cross validation residuals extended to GLS models.
problem Validating models with correlated data.
method Leave-M-out cross validation for GLS models, demonstrating relationship with Cook's distance.
result No need to refit model for reduced datasets.
Study of invariants on lens spaces detects distinctions invisible to ordinary .
problem Detecting distinctions in invariants on lens spaces.
method Spin-Fourier residues and equivariant invariants.
result Second derivative of the residual germ is nonzero for some lens spaces.
Develops efficient inference for noise heterogeneity in machine learning models.
problem Downstream procedures based on residuals can be biased in additive noise models.
method Semiparametrically efficient inference using a novel Hilbert-valued one-step estimator.
result Constructs tests and confidence intervals for residual independence and goodness of fit.
Two new algorithms improve temporal difference learning for approximating true value functions.
problem Improving temporal difference learning for better approximation of true value functions.
method Two novel algorithms: a batch algorithm and a near-optimal algorithm with linear computational cost.
result Near-optimal off-policy TD learning algorithms that approximate true value functions more effectively.
CEFOL uses deep learning for dynamic programming with recursive utility.
problem Challenges in solving dynamic programming problems with recursive utility.
method Introduces a separate neural network for certainty equivalent, uses first-order optimality conditions to learn value and policy functions.
result CEFOL achieves high accuracy in learning value and policy functions, matching VFI benchmarks.
ResNets are effective due to their insensitivity to weight initialization.
problem Training deep neural networks with vanishing/exploding gradients.
method Simplified analysis of ResNet models, demonstrating the effect of batch normalization.
result ResNets are insensitive to weight initialization, improving training stability.
Boundary-induced apparent risk aversion in non-ergodic growth models.
problem Risk aversion in multiplicative growth systems with absorbing boundaries.
method Exact lattice propagation and analysis of binary multiplicative processes.
result Optimal exposure is compressed near absorbing boundaries, mimicking risk aversion.
We develop a polynomial method to optimize trading in markets with transaction costs.
problem Optimizing trading strategies in markets with proportional transaction costs.
method Polynomial approximation of the residual value function to determine optimal trading strategies.
result Identify the trade-off between trading frequency and trade sizes for satisfactory agreement with theoretically optimal strategies.
New method improves deep policy gradient algorithms by learning relative state values.
problem High sample complexity and instability in policy gradient methods.
method Uses a new state-value function approximation based on residual variance.
result Empirical improvement across diverse continuous control tasks and algorithms.
New method uses free probability to improve deep ResNet initialization speed.
problem Improving initialization speed of deep ResNets.
method Introducing a novel analytical tool in free probability for non-Hermitian random matrices.
result Proposed initialization scheme learns at a speed of orders of magnitudes faster.
Deep, wide ConvResNets can approximate functions and their smoothness.
problem Function approximation and smoothness in deep networks.
method Analyzing ConvResNets, proving their ability to approximate functions and their smoothness.
result Large ConvResNets can approximate functions and exhibit sufficient first-order smoothness.
We study conformal -subgeometry of submanifolds in a semi-Riemannian -manifold, focusing on conformal -manifolds and their Poincaré-Einstein metrics . Our approach is based on the spectral theory of Dirac operator in the ambient -manifold, and associated spinor valued meromorp…
KBB algorithm reduces sample complexity for policy evaluation in general state spaces.
problem Policy evaluation in large state spaces with high sample complexity.
method Alternates between fitting Bellman residual and estimating value function via adaptive feature set growth.
result Super-linear convergence rates demonstrated, with reductions in sample complexity.
The aim of this article is to generalize in several variables some formulae for Eisenstein series in one variable. For example the formula for the values of zeta functions at even integers in functions of Bernoulli numbers. A. Szenes proved …
Deep residual networks can approximate any continuous function using control theory.
problem Universal approximation capabilities of deep residual neural networks.
method Relating residual networks to control systems and using Lie algebraic techniques.
result Deep residual networks with adequately deep layers can approximate any continuous function on a compact set.
Field theory for optimal signal propagation in ResNetscond-mat.dis-nn
Field theory explains optimal scaling in ResNets for signal propagation.
problem Understanding optimal scaling parameter for ResNet performance.
method Finite-size field theory for ResNets to study signal propagation and scaling.
result Analytical expressions for optimal scaling parameter, independent of other hyperparameters.
Formula proves symmetry breaking operators for differential forms.
problem Symmetry breaking operators between differential forms on spheres and their hyperplanes.
method Explicit residue formula for meromorphic continuation of operators.
result Simple construction of symmetry breaking operators and determination of zeros.
Global analysis of Dixmier traces and Wodzicki residues on compact Lie groups.
problem Computing Dixmier traces and Wodzicki residues on compact Lie groups.
method Global quantisation approach, using global symbols and representation theory.
result Explicit formulae for Dixmier traces and Wodzicki residues on compact Lie groups.
SCORE improves tree-based predictions with boosted residual extraTrees.
problem Improving tree-based prediction models with reduced errors.
method Inspired by representation learning, SCORE uses boosting, regularized regression, and variable selection.
result SCORE provides comparable or superior performance compared to other models.
A new deep learning model improves robustness and efficiency in predicting continuous variables.
problem Limited applicability of deep learning in domains with small sample sizes.
method Autoencoder-based residual deep network with shortcut connections.
result Achieves cutting-edge accuracy and efficiency in multiple datasets.
Model predicts option movements using residual transactions for better market timing.
problem Predicting option movements using standard metrics like open interest and trading volume.
method Analyzes residual transactions, integrates machine learning and regression techniques.
result Identifies early indicators of market trends for better option price forecasting.
ResNets can be as good as linear predictors under certain conditions.
problem Prove that ResNets can achieve the same performance as linear predictors.
method Rigorous mathematical proof of ResNets' optimization landscape properties.
result ResNets can achieve the same performance as linear predictors without local minima issues.
Study conjugacy classes of parabolic diffeomorphisms fixing the origin.
problem Understanding conjugacy classes of parabolic diffeomorphisms fixing the origin.
method Establish results on differentiability classes and order of tangency, focusing on the invariance of residues under low-regular conjugacies.
result Sharp results on invariance of residues under low-regular conjugacies, extending previous work on Schwarzian derivatives.
We show that the residue density of the logarithm of a generalised Laplacian on a closed manifold defines an invariant polynomial valued differential form. We express it in terms of a finite sum of residues of classical pseudodifferential symbols. In the case of the square of a Dirac operator, these formulae provide a …
Wasserstein gradient boosting predicts probability distributions for supervised learning.
problem Distribution-valued supervised learning where outputs are probability distributions.
method Fits a new weak learner to Wasserstein gradients of loss functionals of probability distributions.
result Superior performance in probabilistic prediction compared to existing methods.
Identifying unambiguously the presence of a bubble in an asset price remains an unsolved problem in standard econometric and financial economic approaches. A large part of the problem is that the fundamental value of an asset is, in general, not directly observable and it is poorly constrained to calculate. Further, it…
A method to reduce bias in model-based policy evaluation by shifting operators.
problem Bias in value function computation from noisy estimated models.
method Operator shifting method to reduce the residual norm error.
result The shifting factor is always positive and upper bounded by $1+O\left(1/n
ight)$.
The paper establishes a Poisson Poincaré-Dulac theorem for Poisson-flat connections.
problem Analyzing Poisson-flat connections with logarithmic poles.
method Defining an Euler-Poisson principal part and residue theory, establishing a Poisson Poincaré-Dulac theorem.
result Any logarithmic Poisson-flat connection is holomorphically gauge equivalent to a pure Euler-Poisson normal form.
Boundary-induced risk aversion in non-ergodic growth models.
problem Tension between expected-utility curvature and observed risk-taking behavior.
method Study of a finite-horizon binary multiplicative process with absorbing boundaries.
result Boundary-induced compression of optimal exposure below the Kelly fraction, leading to apparent risk aversion.
Model learns individual preferences for photo aesthetics.
problem Lack of personalized aesthetics models in photography.
method Residual learning approach to adapt to individual preferences.
result Surpasses state-of-the-art methods in predicting aesthetic value.
Researchers extend ResNets to Riemannian manifolds, improving performance over existing methods.
problem Learning on Riemannian manifolds, especially for hierarchical graphs and manifold-valued data.
method Geometrically principled extension of ResNets to general Riemannian manifolds.
result Riemannian ResNets outperform existing manifold neural networks in relevant metrics and training dynamics.
Characterizes and projects convolutional layers' singular values for improved deep learning performance.
problem Improving deep learning models' performance using convolutional layers.
method Characterizes and projects the singular values of convolutional layers, providing an effective regularizer.
result Improves test error of a deep residual network on CIFAR-10 from 6.2% to 5.3%.
NESTA accelerates neural networks by compressing Hamming weights.
problem Efficiently computing convolution layers in deep neural networks.
method NESTA reformats convolutions into batches and uses Hamming Weight Compressors to process each batch, approximating partial sums and adding residuals.
result Significantly speeds up convolution computations with reduced energy consumption.
D2SRM solves complex PDEs using deep learning.
problem High-dimensional, Hessian-dependent fully nonlinear parabolic PDEs.
method Single scalar space-time network generating derivative-consistent approximations trained through residuals and penalties.
result Well-posedness and convergence theory established for globally Lipschitz equations.
New method for insurance valuation combining hedging and risk minimization.
problem Current insurance valuation methods do not reflect regulatory risk measures.
method Two-step hedging procedure using generalised regression.
result The method produces portfolios neutral to risk measures like VaR or expectiles.
Analytical tools for pricing power options in Lévy models.
problem Pricing power options with exotic features in exponential Lévy models.
method Analytical pricing formulas using Mellin space and residues in complex analysis.
result Pricing formulas converge fast and are efficient for power options.
Study Transformer layers under cross-entropy training using mean field control.
problem Understanding the behavior of Transformer layers in cross-entropy training.
method Continuous-depth mean field control analysis, treating depth as time and layer parameters as controls.
result Derivation of a Pontryagin condition for the limiting population problem, involving the softmax residual.