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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.

168,742 papers · 148 categories

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125251376501 · Jun 202019922001200920172026
48 results for same-family prediction

PLUS pre-trains protein sequences with structural info, improving performance.

problem Lack of labeled protein sequences for training models.
method PLUS combines masked language modeling with same-family prediction for pre-training.
result PLUS-RNN outperforms other models in protein biology tasks.

This paper considers options pricing when the assumption of normality is replaced with that of the symmetry of the underlying distribution. Such a market affords many equivalent martingale measures (EMM). However we argue (as in the discrete-time setting of Klebaner and Landsman, 2007) that an EMM that keeps distributi…

2014-02-07abs ↗pdf ↗

We find new examples of compact Spin(7)-manifolds using a construction of Joyce. The essential ingredient in Joyce's construction is a Calabi-Yau 4-orbifold with particular singularities admitting an antiholomorphic involution, which fixes the singularities. We search the class of well-formed quasismooth hypersurfaces …

2010-12-16abs ↗pdf ↗

We define a parabolic flow of pluriclosed metrics. This flow is of the same family introduced by the authors in \cite{ST}. We study the relationship of the existence of the flow and associated static metrics topological information on the underlying complex manifold. Solutions to the static equation are automatically H…

2009-03-25abs ↗pdf ↗

Suppose KK is a knot in S3S^3 with bridge number nn and bridge distance greater than 2n2n. We show that there are at most (2nn){2n\choose n} distinct minimal genus Heegaard splittings of S3η(K)S^3\setminusη(K). These splittings can be divided into two families. Two splittings from the same family become equivalent after at …

2015-07-26abs ↗pdf ↗

New kernel interprets 3D anisotropic data with rotations and improved predictions.

problem Capturing rotated anisotropy in 3D spatial fields.
method Introduces a Lie-algebraic kernel with three principal length-scales and an explicit rotation.
result Posterior recovers rotated anisotropy and improves prediction over axis-aligned kernels.

A quasi-Lie scheme is a geometric structure that provides t-dependent changes of variables transforming members of an associated family of systems of first-order differential equations into members of the same family. In this note we introduce two quasi-Lie schemes for studying second-order Gambier equations in a geome…

2013-03-14abs ↗pdf ↗

Study evaluates consistency of LLMs in binary text classification, providing systematic guidance.

problem Lack of reliable methods for evaluating large language model (LLM) binary text classification.
method Adapting psychometric principles, the study determines sample size requirements, develops metrics for invalid responses, and evaluates intra- and inter-rater reliability.
result LLMs demonstrated high intra-rater consistency, achieving perfect agreement on 90-98% of examples, with smaller models outperforming larger counterparts.

GradaGrad adapts learning rate non-monotonically, overcoming AdaGrad's step size decrease.

problem Fixed learning rate in AdaGrad leads to step size decrease over time.
method Introduces GradaGrad, which grows or shrinks the learning rate based on a different accumulation in the denominator.
result GradaGrad achieves similar convergence rates as AdaGrad and demonstrates non-monotone adaptation.

The paper shows how different geodesic flows on surfaces can be mapped to each other.

problem Comparing pseudo-Anosov maps from various Birkhoff sections of a geodesic flow.
method Identifying canonical surfaces and expressing first-return maps as compositions of Dehn twists.
result First-return maps from different Birkhoff sections are equivalent and can be expressed using a fixed set of Dehn twists.

Exponential family plays an important role in information geometry. In arXiv:1811.01394, we introduced a method to construct an exponential family P={pθ}θΘ\mathcal{P}=\{p_θ\}_{θ\inΘ} on a homogeneous space G/HG/H from a pair (V,v0)(V,v_0). Here VV is a representation of GG and v0v_0 is an HH-fixed vector in VV. Then the follo…

2019-07-06abs ↗pdf ↗

Paper proposes a new Wasserstein distance for mixtures of radially contoured distributions.

problem Generalization of Wasserstein distance to non-elliptically contoured distributions.
method Relaxed formulation for mixtures of radially contoured distributions without marginal consistency.
result The new distance yields more stable error and better color distribution in image transfer tasks.

An important task in data analysis is the discovery of causal relationships between observed variables. For continuous-valued data, linear acyclic causal models are commonly used to model the data-generating process, and the inference of such models is a well-studied problem. However, existing methods have significant …

2012-06-13abs ↗pdf ↗

Exact 1-Wasserstein distance between location-scale distributions derived, with privacy effects studied.

problem Calculating the 1-Wasserstein distance between location-scale distributions and its impact on differential privacy.
method Exact expressions and special functions for 1-Wasserstein distance, new upper bounds, and asymptotic analysis.
result New linear upper bound and detailed asymptotic bounds for Gaussian case, effect of differential privacy studied.

The stochastic variational inference (SVI) paradigm, which combines variational inference, natural gradients, and stochastic updates, was recently proposed for large-scale data analysis in conjugate Bayesian models and demonstrated to be effective in several problems. This paper studies a family of Bayesian latent vari…

2016-12-12abs ↗pdf ↗

In this paper, we show that the volumes for a family of A-adequate closed braids can be bounded above and below in terms of the twist number, the number of braid strings, and a quantity that can be read from the combinatorics of a given closed braid diagram. We also show that the volumes for many of these closed braids…

2014-06-28abs ↗pdf ↗

We show that the properties of admitting a co-oriented taut foliation and having a left-orderable fundamental group are equivalent for rational homology 33-sphere graph manifolds and relate them to the property of not being a Heegaard-Floer L-space. This is accomplished in several steps. First we show how to detect fa…

2014-01-30abs ↗pdf ↗

The choice of the kernel is critical to the success of many learning algorithms but it is typically left to the user. Instead, the training data can be used to learn the kernel by selecting it out of a given family, such as that of non-negative linear combinations of p base kernels, constrained by a trace or L1 regular…

2012-05-09abs ↗pdf ↗

This paper compares log-likelihood and BLEU scores for sequence generation tasks.

problem The discrepancy between density estimation and sequence generation performance.
method Comparing several density estimators on five machine translation tasks.
result The correlation between log-likelihood and BLEU varies depending on model families.

Paper characterizes causal graphs from hard interventions and proposes a learning algorithm.

problem Discovering causal structure from hard interventions and observational data.
method Proposes graphical constraints and a learning algorithm based on do-calculus.
result Characterizes interventional equivalence classes of causal graphs with latent variables.

New findings on translation lengths in Teichmüller and curve graphs for pseudo-Anosovs.

problem Comparing translation lengths in Teichmüller and curve graphs for pseudo-Anosovs.
method Combining techniques for upper and lower bounds with Rauzy-Veech induction machinery.
result Minimal stable curve graph translation length is of order 1/g for fixed genus g.

We present a quantum interior-point method (IPM) for second-order cone programming (SOCP) that runs in time O~(nrζκδ2log(1/ε))\widetilde{O} \left( n\sqrt{r} \frac{ζκ}{δ^2} \log \left(1/ε\right) \right) where rr is the rank and nn the dimension of the SOCP, δδ bounds the distance of intermediate solutions from the cone boundary, ζζ

2019-08-19abs ↗pdf ↗

New RL algorithm for linear MDPs with nearly optimal regret.

problem Optimizing reinforcement learning for linear mixture Markov decision processes.
method Proposed a new Bernstein-type concentration inequality for self-normalized martingales and a computationally efficient algorithm UCRL-VTR+.
result UCRL-VTR+ achieves nearly minimax optimal regret of ildeO(dHT) ilde O(dH\sqrt{T}).

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

problem Binary prediction sets are limited; fuzzy prediction sets offer richer guarantees.
method Generalize prediction sets to fuzzy sets, showing they are e-values with merging properties.
result Optimal e-values lead to optimal fuzzy prediction sets, including optimal conformal prediction.

This paper re-examines conformal e-prediction and its advantages over conformal prediction.

problem The relationship between conformal prediction and conformal e-prediction.
method Systematic re-examination of conformal prediction and conformal e-prediction from a modern perspective.
result Conformal e-prediction has advantages such as ease of designing conditional predictors and guaranteed validity of cross-predictors.

Self-calibrating conformal prediction improves interval efficiency and offers a practical alternative.

problem Improving the reliability and uncertainty quantification of machine learning predictions.
method Combines Venn-Abers calibration and conformal prediction for binary and regression problems.
result Improves interval efficiency through model calibration and offers practical alternatives.

Study uses deep learning to predict asset prices, finds complex target processes lead to meaningless predictions.

problem Complexity of successful price prediction models hinders understanding.
method Deep learning models for high-frequency price prediction, focusing on volatility and directional prediction.
result Inadequately defined target price process renders predictions meaningless.

The paper emphasizes the importance of joint predictions over marginal predictions for decision-making.

problem The need for accurate joint predictions in decision-making problems.
method The paper analyzes combinatorial decision problems, sequential predictions, and multi-armed bandits, introducing an approximate Thompson sampling algorithm and new regret bounds.
result Accurate joint predictions are essential for good performance in decision-making problems.

Behavior modification improves prediction accuracy by nudging user behavior.

problem Improving prediction accuracy using behavior modification techniques.
method Combining prediction and behavior modification with reinforcement learning algorithms.
result Behavior modification can make predictions more certain but may not generalize.

Prediction problems often admit competing models that perform almost equally well. This effect challenges key assumptions in machine learning when competing models assign conflicting predictions. In this paper, we define predictive multiplicity as the ability of a prediction problem to admit competing models with confl…

2019-09-14abs ↗pdf ↗

Proposes feature conformal prediction for broader application in semantic feature spaces.

problem Establishing valid prediction intervals in semantic feature spaces.
method Extends conformal prediction to semantic feature spaces using deep representation learning.
result Feature conformal prediction outperforms regular conformal prediction under mild assumptions.

Acute kidney injury (AKI) commonly occurs in hospitalized patients and can lead to serious medical complications. In order to optimally predict AKI before it develops at any time during a hospital stay, we present a novel framework in which AKI is continually predicted automatically from EHR data over the entire hospit…

2019-02-26abs ↗pdf ↗

AutoCP automates the construction of accurate prediction intervals.

problem Creating valid and accurate prediction intervals for machine learning models.
method AutoML framework that optimizes prediction interval length for better accuracy and less conservatism.
result AutoCP significantly outperforms benchmark algorithms in constructing accurate prediction intervals.