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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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52103155206 · Jun 202019922001200920172026
48 results for sharp detection

Sharp thresholds and contiguity for community detection in contextual SBM.

problem Community detection in graphs with high-dimensional node-covariates.
method Contextual Stochastic Block Model, non-rigorous cavity method, information theory.
result Established the sharp threshold for detection and weak recovery in the contextual SBM.

Study community detection in multi-view data with various types of information.

problem Community detection in multi-view data with different types of information.
method Unified theoretical framework, mutual information analysis, sharp thresholds, iterative algorithms.
result Sharp thresholds for community recovery in various multi-view settings.

We introduce two invariants called sl(3) Khovanov module and pointed sl(3) Khovanov homology for spatial webs (bipartite trivalent graphs). Those invariants are related to Kronheimer-Mrowka's instanton invariants JJ^\sharp and II^\sharp for spatial webs by two spectral sequences. As an application of the spectral seq…

2018-09-13abs ↗pdf ↗

We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a stochastically independent uniformly distributed unit vector. When the set of unit vectors …

2015-11-19abs ↗pdf ↗

Invariant rr^\sharp predicts H-flux behavior under T-duality.

problem Predicting H-flux behavior under T-duality on product manifolds.
method Using rr^\sharp invariant to analyze metric connections and T-duality effects.
result Invariant rr^\sharp detects irreducible H-flux components that survive T-duality.

Sharp knots and iterated cables lead to ribbon knots or failure of slice-ribbon conjecture.

problem Understanding the concordance properties of knots and their cables.
method Using Seifert genus and concordance invariant γ0 from bordered Heegaard Floer homology.
result Connected sums of γ0-sharp fibered knots are ribbon only if they are of a specific form, or the slice-ribbon conjecture fails.

The extreme degrees of the colored Jones polynomial of any link are bounded in terms of concrete data from any link diagram. It is known that these bounds are sharp for semi-adequate diagrams. One of the goals of this paper is to show the converse; if the bounds are sharp then the diagram is semi-adequate. As a result,…

2013-11-23abs ↗pdf ↗

We consider the community detection problem in sparse random hypergraphs. Angelini et al. (2015) conjectured the existence of a sharp threshold on model parameters for community detection in sparse hypergraphs generated by a hypergraph stochastic block model. We solve the positive part of the conjecture for the case of…

2019-04-11abs ↗pdf ↗

Study detects a specific type of link using annular Khovanov homology.

problem Detecting a specific type of three-strand weaving link.
method Combines braid detection with rigidity theorem to determine (σ1σ21)N(σ_1σ_2^{-1})^N up to conjugacy.
result Annular Khovanov homology detects the underlying unoriented annular link KNK_N.

Exact recovery method for community detection in Gaussian mixtures with dependent noise.

problem Community detection in Gaussian mixtures with dependent and heterogeneous noise.
method Maximum likelihood estimator (MLE) for constrained quadratic optimization problem, using ΣΣ-whitened separation and local inequalities.
result Sharp exact-recovery threshold and no-gap mechanism in the unknown-size setting.

Detecting edge correlation between two graphs sharpens a threshold based on densest subgraph.

problem Detecting edge correlation between two Erdős-Rényi graphs.
method Formulated as a hypothesis testing problem, connecting to densest subgraph detection.
result Sharp information-theoretic threshold established for edge correlation detection.

Instanton homology detects 2-torsion in fibered knots.

problem Detecting 2-torsion in instanton homology for fibered knots.
method Using sutured instanton theory to derive a formula for I(Y,K;C)I^\sharp(Y,K;\mathbb{C}) and comparing dimensions.
result Proves the presence of 2-torsion in instanton homology for null-homologous fibered knots.

Solves complex clustering and rotation synchronization problem.

problem Challenges in classifying and synchronizing rotated objects into multiple categories.
method Semidefinite programming relaxations to solve the joint problem of community detection and synchronization.
result Exact recovery of community detection and synchronization when extending stochastic block model.

Sharp threshold for exact recovery in non-uniform hypergraph stochastic block model.

problem Community detection in random hypergraphs with non-uniform hyperedge probabilities.
method Sharp threshold established; two efficient algorithms for exact recovery.
result Sharp threshold for exact recovery; information-theoretic lower bound on misclassification.

Trading strategies that were profitable in the past often degrade with time. Since unlucky streaks can also hit "healthy" strategies, how can one detect that something truly worrying is happening? It is intuitive that a drawdown that lasts too long or one that is too deep should lead to a downward revision of the assum…

2017-07-05abs ↗pdf ↗

In this work we develop a fast saliency detection method that can be applied to any differentiable image classifier. We train a masking model to manipulate the scores of the classifier by masking salient parts of the input image. Our model generalises well to unseen images and requires a single forward pass to perform …

2017-05-22abs ↗pdf ↗

Improved trading strategy using deep learning and changepoint detection for market changes.

problem Traditional momentum strategies struggle with rapid market changes, especially after trend reversals.
method Inserted an online changepoint detection module into a Deep Momentum Network (DMN) pipeline.
result Improvement in Sharpe ratio by one-third over 1995-2020 period, especially beneficial in nonstationary periods.

Enhanced trend-following strategy using network momentum for commodity futures.

problem Improving systematic trend-following in commodity futures markets.
method Combines univariate and cross-sectional trend indicators, including network momentum.
result Statistically significant improvements in portfolio performance metrics.

The problems of outliers detection and robust regression in a high-dimensional setting are fundamental in statistics, and have numerous applications. Following a recent set of works providing methods for simultaneous robust regression and outliers detection, we consider in this paper a model of linear regression with i…

2017-12-07abs ↗pdf ↗

The paper analyzes equity market dynamics and optimal portfolios using time-varying optimization.

problem Analyzing the time-varying structure of equity markets, particularly market capitalization inequality and concentration.
method The study employs mathematical functionals of time-varying portfolios and a Sharpe optimization procedure.
result Optimal portfolios exhibit varying market capitalization exposure over time.

Study on signal detection in heteroscedastic Gaussian sequences with sparse alternatives.

problem Signal detection in heterogeneous Gaussian sequences with unknown means and known covariance.
method Characterization of minimax separation radius and derivation of matching upper and lower bounds.
result Matching minimax upper and lower bounds for signal detection in heteroscedastic Gaussian sequences.

Detecting a planted submatrix in random matrices with non-asymptotic methods.

problem Detecting a planted submatrix in random matrices with non-zero entries.
method Established minimax lower bounds and derived optimal tests for distinguishing the null and alternative hypotheses.
result Non-asymptotic upper and lower bounds match for any configuration of matrix dimensions.

New method improves OOD detection by integrating diffusion models into discriminator models.

problem Overconfidence in discriminator models leads to poor OOD detection.
method Integrates diffusion models into discriminator and generation models to mitigate overconfidence.
result Demonstrates significant improvement in AUROC scores for challenging datasets.

Detecting exotic spheres involves analyzing framed configuration spaces.

problem Detecting exotic spheres through homotopy type of truncated Disc-presheaves.
method Using gluing results for Disc-presheaves, Atiyah duality, and computations of mapping class groups.
result Conditions for detecting exotic spheres through framed configuration spaces.

This work tackles asymmetric community estimation in multi-layer directed networks.

problem Estimating different numbers of sender and receiver communities in multi-layer directed networks.
method Proposes a goodness-of-fit test based on the largest singular value of an aggregated normalized residual matrix.
result Develops sequential and ratio-based testing procedures to consistently determine true sender and receiver community numbers.

Paper explores limits of high-order clustering with planted structures.

problem Statistical and computational limits of high-order clustering with planted structures.
method Developed methods for detection and recovery of clusters, identified signal-to-noise ratio boundaries.
result Sharp boundaries of signal-to-noise ratio for statistical and computational feasibility.

This paper studies structure detection problems in high temperature ferromagnetic (positive interaction only) Ising models. The goal is to distinguish whether the underlying graph is empty, i.e., the model consists of independent Rademacher variables, versus the alternative that the underlying graph contains a subgraph…

2018-09-21abs ↗pdf ↗

Reward hacking exploits misspecified rewards, affecting agent capabilities and true performance.

problem Reward hacking in RL models exploiting reward misspecifications.
method Constructed four RL environments with misspecified rewards; analyzed agent capabilities and behavior.
result More capable agents exploit reward misspecifications, achieving higher proxy reward but lower true reward.

Improves detection of low-rank signals from noisy data matrices.

problem Statistical detection of low-rank signals in noisy data matrices.
method Entrywise pre-transforming data matrix for non-Gaussian noise, sharp phase transition thresholds, central limit theorem for linear spectral statistics, hypothesis test.
result Improves detection of low-rank signals from noisy data matrices, generalizing known results.

This paper sharpens privacy guarantees for high-dimensional PCA under differential privacy.

problem Understanding the exact privacy loss in high-dimensional PCA with differential privacy.
method Analyzes the exponential mechanism in a model-free setting for high-dimensional PCA.
result Sharp utility and privacy characterizations in high dimensions show the difficulty of detecting a target individual's presence.

Quantum self-attention boosts automated market maker performance in crypto trading.

problem Improving automated market maker rebalancing in crypto trading.
method Quantum Adaptive Self-Attention (QASA) using variational quantum circuits and softmax attention.
result QASA-Sequence variant achieves best single-model risk-adjusted performance in crypto trading.

DynMSA detects market clusters for better portfolio allocation.

problem Identifying stable market clusters for effective portfolio management.
method Combining Random Matrix Theory with modularity optimization and spectral clustering.
result DynMSA outperforms baseline models in intra- and inter-cluster correlation differences.

The stochastic block model is one of the oldest and most ubiquitous models for studying clustering and community detection. In an exciting sequence of developments, motivated by deep but non-rigorous ideas from statistical physics, Decelle et al. conjectured a sharp threshold for when community detection is possible in…

2015-11-04abs ↗pdf ↗

A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughou…

2018-07-02abs ↗pdf ↗