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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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4998147196 · Jun 202019922001200920172026
48 results for scale-sensitive dimensions

The paper introduces gapped scale-sensitive dimensions to improve learning rate bounds.

problem Improving lower bounds on rates of convergence in statistical and online learning.
method Introducing and analyzing gapped scale-sensitive dimensions for function classes.
result Gapped dimensions lead to stronger lower bounds on offset Rademacher averages.

New algorithm for learning functions with bounds on error and sample complexity.

problem Learning [0,1][0,1]-valued functions in a prediction model.
method General-purpose algorithm with upper and lower bounds on expected error and sample complexity.
result Improved bounds on sample complexity and agnostic learning conditions.

This article deals with the generalization performance of margin multi-category classifiers, when minimal learnability hypotheses are made. In that context, the derivation of a guaranteed risk is based on the handling of capacity measures belonging to three main families: Rademacher/Gaussian complexities, metric entrop…

2018-09-19abs ↗pdf ↗

Generatability in metric spaces studied with novel novelty parameters.

problem Understanding generatability in metric spaces with asymmetric novelty parameters.
method Introducing (ε,ε)(\varepsilon,\varepsilon')-closure dimension to characterize uniform and non-uniform generatability.
result Generatability is stable across novelty scales in doubling spaces but can be highly scale-sensitive in general metric spaces.

Study minimax regret in sequential probability assignment with and without side information.

problem Minimax regret analysis in sequential probability assignment.
method Upper and lower bounds on minimax regret using square-root entropy.
result Lower bound matches upper bound for Donsker classes, up to log factors.

New method makes quality metrics scale-invariant for high-dimensional data.

problem Scale sensitivity in quality metrics affects the accuracy of data projections.
method Analytical and empirical investigation of stress and KL divergence; introduction of a scale-invariant technique.
result The proposed technique accurately captures expected behavior and makes metrics scale-invariant.

The study provides a sample complexity estimate for multi-category classifiers with bounded variation.

problem Controlling the deviation between empirical and generalization performances of multi-category classifiers.
method Using the empirical L1-norm covering number and fat-shattering dimension, the study derives a sample size estimate for classifiers of bounded variation.
result The sample size estimate is sufficient for the performances to be close with high probability, improving the dependency on the number of classes.

New findings on neural networks with non-negative weights and low training error.

problem Does a low training error imply a small outer norm for two-layer neural networks?
method Covering number argument and fat-shattering dimension analysis.
result For non-negative output weights, low training error guarantees a well-controlled outer norm.

The study explains how market-makers' hedging affects stock volatility during gamma-squeeze events.

problem Endogenous volatility amplification in option markets during gamma-squeeze events.
method Developed a theoretical framework linking hedging behavior and market turbulence, incorporating beta-normalized volatility.
result Low-beta stocks amplify volatility more during gamma-squeeze events.

It is challenging for stochastic optimizations to handle large-scale sensitive data safely. Recently, Duchi et al. proposed private sampling strategy to solve privacy leakage in stochastic optimizations. However, this strategy leads to robustness degeneration, since this strategy is equal to the noise injection on each…

2018-09-30abs ↗pdf ↗

The Wasserstein probability metric has received much attention from the machine learning community. Unlike the Kullback-Leibler divergence, which strictly measures change in probability, the Wasserstein metric reflects the underlying geometry between outcomes. The value of being sensitive to this geometry has been demo…

2017-05-30abs ↗pdf ↗

Study detects and explains positional bias in financial LLMs.

problem Positional bias in financial decision-making using LLMs.
method Unified framework and benchmark for detecting and quantifying bias in Qwen2.5 models.
result Positional bias is pervasive, scale-sensitive, and resurfaces under nuanced prompt designs.

Assisted by the availability of data and high performance computing, deep learning techniques have achieved breakthroughs and surpassed human performance empirically in difficult tasks, including object recognition, speech recognition, and natural language processing. As they are being used in critical applications, un…

2019-01-19abs ↗pdf ↗

We address online combinatorial optimization when the player has a prior over the adversary's sequence of losses. In this framework, Russo and Van Roy proposed an information-theoretic analysis of Thompson Sampling based on the information ratio, resulting in optimal worst-case regret bounds. In this paper we introduce…

2019-02-02abs ↗pdf ↗

Semantic paraphrases can fool financial sentiment classifiers due to geometric shifts in model representations.

problem Semantic paraphrase attacks on financial sentiment classifiers
method Developing a continuous local model of semantic paraphrase perturbations
result The worst-case local displacement of the target representation is governed by the largest generalised eigenvalue of a matrix pencil constructed from the Jacobians of the two embedding maps.

We introduce a new weight-decay scaling rule to maintain sublayer gains across different widths in modern scale-invariant architectures.

problem In modern scale-invariant architectures, training quickly enters a steady state where normalization layers create backward scale sensitivity, degrading learning-rate transfer.
method We introduce a weight-decay scaling rule for AdamW that preserves sublayer gain across widths by equalizing the effective learning rate.
result Our empirical weight-decay scaling rule λ2dλ_2\propto \sqrt{d} approximately keeps sublayer gains width invariant, enabling zero-shot transfer of learning rate and weight decay.

Defines and classifies Thurston geometries and connects simplicial volume to Kodaira dimension.

problem Classifying Thurston geometries and understanding their properties.
method Introduces an axiomatic definition for the Kodaira dimension and studies its compatibility with traditional notions.
result Establishes a connection between the simplicial volume and the holomorphic Kodaira dimension, showing implications for smooth Kähler 3-folds.

Paper relates asymptotic dimension to cofinal dimension using coarse proximities.

problem Relating asymptotic dimension to cofinal dimension in metric spaces.
method Introducing coarse proximities and inverse limit constructions.
result Asymptotic dimension is bounded by coarse cofinal dimension and cofinal dimension of Higson corona.

Our goal in this paper is to develop an effective estimator of fractal dimension. We survey existing ideas in dimension estimation, with a focus on the currently popular method of Grassberger and Procaccia for the estimation of correlation dimension. There are two major difficulties in estimation based on this method. …

2013-12-09abs ↗pdf ↗

We introduce a new quasi-isometry invariant of metric spaces called the hyperbolic dimension, hypdim, which is a version of the Gromov's asymptotic dimension, asdim. The hyperbolic dimension is at most the asymptotic dimension, however, unlike the asymptotic dimension, the hyperbolic dimension of any Euclidean space R^…

2004-04-29abs ↗pdf ↗

In the first part of the paper we show how to relate several dimension theories (asymptotic dimension with Higson property, asymptotic dimension of Gromov, and capacity dimension of Buyalo \cite{Buyalo1}) to Nagata-Assouad dimension. This is done by applying two functors on the Lipschitz category of metric spaces: micr…

2006-01-10abs ↗pdf ↗

This paper studies three aspects around dimension datum: (1), a generalization of the dimension datum, which we call the tau-dimension datum; (2), dimension data of disconnected subgroups; (3), compactness of isospectral sets of normal homogeneous spaces.

2018-03-16abs ↗pdf ↗

Random walks on Fuchsian Schottky groups have harmonic measures with lower dimension.

problem Understanding the dimensionality of harmonic measures for random walks.
method Analyzing finite range random walks on Fuchsian Schottky groups.
result Harmonic measures have dimension strictly less than the limit set's Hausdorff dimension.

Given a metric space XX of finite asymptotic dimension, we consider a quasi-isometric invariant of the space called dimension function. The space is said to have asymptotic Assouad-Nagata dimension less or equal nn if there is a linear dimension function in this dimension. We prove that if XX is a tree-graded space …

2009-10-13abs ↗pdf ↗

The study finds limits on dimensions of certain scales and fields for conformal manifolds.

problem Limits on dimensions of almost Einstein scales and normal conformal Killing fields for conformal manifolds.
method Analyzes the submaximal dimensions of spaces of almost Einstein scales and normal conformal Killing fields for connected conformal manifolds, considering different signatures and dimensions.
result Upper bounds on dimensions of almost Einstein scales and normal conformal Killing fields are determined, with examples provided for submaximal dimensions.

Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When hidden variables are present, however, standard dimension might no longer be ap…

2012-12-12abs ↗pdf ↗

Many 0/1 datasets have a very large number of variables; on the other hand, they are sparse and the dependency structure of the variables is simpler than the number of variables would suggest. Defining the effective dimensionality of such a dataset is a nontrivial problem. We consider the problem of defining a robust m…

2019-02-04abs ↗pdf ↗

We prove that for geometrically finite groups cohomological dimension of the direct product of a group with itself equals 2 times the cohomological dimension dimension of the group.

2019-02-08abs ↗pdf ↗

Estimates dimension of subsets from random samples, proving consistency.

problem Estimating the dimension of a compact subset from random samples.
method Consistency proofs for Minkowski, correlation, and pointwise dimensions using empirical volume function.
result Statistical consistency of estimators for various dimension notions.

The action dimension of a group G is the minimal dimension of a contractible manifold that G acts on properly discontinuously. We show that if G acts properly and cocompactly on a thick Euclidean building, then the action dimension is bounded below by twice the dimension of the building. We also compute the action dime…

2017-03-02abs ↗pdf ↗

We discuss a variation of Gromov's notion of asymptotic dimension that was introduced and named Nagata dimension by Assouad. The Nagata dimension turns out to be a quasisymmetry invariant of metric spaces. The class of metric spaces with finite Nagata dimension includes in particular all doubling spaces, metric trees, …

2004-10-04abs ↗pdf ↗

We study piecewise linear co-dimension two embeddings of closed oriented manifolds in Euclidean space, and show that any such embedding can always be isotoped to be a closed braid as long as the ambient dimension is at most five, extending results of Alexander (in ambient dimension three), and Viro and independently Ka…

2017-03-24abs ↗pdf ↗

Proves a theorem for Assouad dimension with applications to distance sets and radial projections.

problem Problems related to Assouad dimension and distance sets.
method General nonlinear projection theorem for Assouad dimension.
result Sharp estimates for sets with Assouad dimension less than 1 and exceptional set estimates.

The paper aims to develop new combinatorial dimensions for bounded memory learning.

problem Characterize bounded memory learning using combinatorial dimensions.
method Proposes a candidate solution based on the SQ dimension of neighboring distributions and proves upper and lower bounds.
result Characterizes bounded memory learning in a specific parameter regime, matching equivalence between bounded memory and SQ learning.

We prove the dimension of any asymptotic cone over a metric space X does not exceed the asymptotic Assouad-Nagata dimension of X. This improves a result of Dranishnikov and Smith who showed that dim(Y) does not exceed asymptotic Assouad-Nagata dimension of X for all separable subsets Y of special asymptotic cones of X …

2006-10-10abs ↗pdf ↗

Computes dimensions of representation and character varieties for 2 and 3-dimensional orbifolds.

problem Computing dimensions of representation and character varieties for orbifolds.
method Analyzes varieties of representations and characters of hyperbolic and non-hyperbolic orbifolds, provides tools for computation.
result Shows that the dimension of a specific component of characters equals half the dimension of the variety of characters of the boundary.