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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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4284126168 · Jun 202019922001200920172026
48 results for shifting schemes

Continues work on derived manifolds and symplectic schemes, constructing virtual classes.

problem Constructing virtual fundamental classes for derived manifolds and schemes.
method Cosection localization, reduced virtual fundamental classes, and applications to Donaldson-Thomas theory.
result Virtual fundamental classes for (2)(-2)-shifted symplectic derived schemes are consistent with algebraic and differential geometric constructions.

The non-stationary nature of electroencephalography (EEG) signals makes an EEG-based brain-computer interface (BCI) a dynamic system, thus improving its performance is a challenging task. In addition, it is well-known that due to non-stationarity based covariate shifts, the input data distributions of EEG-based BCI sys…

2018-05-02abs ↗pdf ↗

Improved numerical solution for BSDEs with reduced boundary errors.

problem Boundary errors in numerical solution of BSDEs.
method Modified damping and shifting schemes to transform target function into a bounded periodic function, applying Fourier transforms.
result Significant reduction in boundary errors with improved accuracy and convergence.

CSI detects novelty by contrasting shifted instances, outperforming existing methods.

problem Detecting samples from outside the training distribution.
method Contrastive learning with distributionally shifted augmentations.
result CSI outperforms existing methods in various novelty detection scenarios.

Discrepancy between training and testing domains is a fundamental problem in the generalization of machine learning techniques. Recently, several approaches have been proposed to learn domain invariant feature representations through adversarial deep learning. However, label shift, where the percentage of data in each …

2019-03-15abs ↗pdf ↗

Optimizing over-the-air convex optimization, analog schemes are nearly optimal at low SNR.

problem Optimizing over-the-air convex optimization with coded gradients.
method Analyzes coded gradients over an additive Gaussian noise channel, considers analog coding schemes.
result Analog coding schemes nearly match the optimal convergence rate at low SNR, but a slowdown is inevitable.

Corrects distribution shift in target shift scenarios using importance weighting.

problem Analyzes importance weighting for correcting distribution shift under target shift.
method Analyzed importance-weighted kernel ridge regression under target shift.
result Shows that importance weighting corrects the train-test mismatch without altering input-space complexity.

Efficiently simulates SABR model with novel sampling methods.

problem Sampling integrated variance and terminal forward price in SABR model.
method Moment-matched shifted lognormal approximation for integrated variance, CEV approximation for terminal forward price.
result Enhanced simulation scheme is highly efficient, accurate, and reliable.

GS-B3^3SE improves label shift estimation by smoothing priors on a graph.

problem Label shift adaptation when source and target distributions share conditional but not marginal probabilities.
method Graph-Smoothed Bayesian Black-Box Shift Estimator (GS-B3^3SE) places Laplacian-Gaussian priors on log-priors and confusion-matrix columns tied by a label-similarity graph.
result GS-B3^3SE produces a tractable posterior with HMC or Newton-CG schemes, proving identifiability, contraction, and robustness.

This paper rethinks confidence calibration under covariate shifts.

problem Calibration methods struggle with covariate shifts and unstable importance weighting.
method Derives Expectation consistency condition and proposes Expectation consistency loss (ECL).
result ECL loss is compatible with various types of calibration and has the same sample complexity as ECE.

The Runge-Kutta-Legendre scheme improves pricing American options and other derivatives.

problem Pricing American options and other derivatives with improved accuracy and stability.
method Runge-Kutta-Legendre finite difference scheme applied to Black-Scholes and Heston models.
result Improved convergence and stability compared to existing schemes.

Paper tackles estimating initial conditions of spatio-temporal processes from sparse data.

problem Estimating initial conditions of spatio-temporal advection-diffusion processes from sparse data.
method Regularized convex optimization problem with Alternating Direction Method of Multipliers.
result Efficient solutions for non-uniform and shifted uniform sampling schemes.

Let (X,ωX)({\bf X},ω_{\bf X}^*) be a separated, 2-2-shifted symplectic derived C\mathbb C-scheme, in the sense of Pantev, Toen, Vezzosi and Vaquie arXiv:1111.3209, of complex virtual dimension vdimCX=nZ{\rm vdim}_{\mathbb C}{\bf X}=n\in\mathbb Z, and XanX_{\rm an} the underlying complex analytic topological space. We prove that …

2015-04-02abs ↗pdf ↗

A new approach for test-time adaptation detects and reacts to distribution shifts.

problem Improving test-time accuracy under distribution shifts.
method Online self-training with a detection tool based on entropy values and betting martingales.
result The classifier's entropy values match those of the source domain, building invariance to distribution shifts.

Proposes SVI for covariate-shift generalization with sparse variable independence.

problem Covariate-shift generalization with limited data and unstable variables.
method Introduces sparsity constraint and combines reweighting and selection in an iterative way.
result Improves covariate-shift generalization performance on synthetic and real-world datasets.

CPATTA uses conformal prediction for efficient test-time adaptation.

problem Low data selection efficiency in existing ATTA methods.
method Conformal Prediction, online weight-update algorithm, domain-shift detector, staged update scheme.
result CPATTA consistently outperforms state-of-the-art methods by 5% in accuracy.

Domain adaptation is an important technique to alleviate performance degradation caused by domain shift, e.g., when training and test data come from different domains. Most existing deep adaptation methods focus on reducing domain shift by matching marginal feature distributions through deep transformations on the inpu…

2019-06-24abs ↗pdf ↗

UK hosts 62.89% of all HYIPs, many registered as 'limited company'.

problem Understanding the prevalence and characteristics of HYIPs in the UK.
method Examined HYIPs' registration in UK, analyzed social media and payment processors, used Cox proportional regression analysis.
result HYIPs with valid UK addresses tend to have longer lifespans.

Efficiently preserves old class knowledge in memory-limited settings.

problem Catastrophic forgetting in class-incremental learning.
method Memory-efficient exemplar preserving scheme and domain-compatible feature extractors.
result Low-fidelity exemplar samples can replace high-fidelity ones with less memory cost.

Bayesian model explains and improves black-box estimators for class distribution.

problem Calibrating probabilistic classifiers and uncertainty quantification for unlabeled data.
method Introduced a Bayesian model approximating the ground-truth generative process, using efficient MCMC sampling.
result The Bayesian model is competitive and sometimes superior to established point estimators.

Stochastic Gradient Langevin Dynamics (SGLD) is a sampling scheme for Bayesian modeling adapted to large datasets and models. SGLD relies on the injection of Gaussian Noise at each step of a Stochastic Gradient Descent (SGD) update. In this scheme, every component in the noise vector is independent and has the same sca…

2018-06-07abs ↗pdf ↗

Bayesian neural networks improve uncertainty quantification with unlabelled data.

problem Over-confidence in predictions on covariate-shifted data.
method Approximate Bayesian inference using posterior regularisation with pseudo-labels from unlabelled data.
result Significant improvement in uncertainty quantification accuracy on covariate-shifted data.

New schemes improve error estimates for sampling from non-log-concave distributions.

problem Improving sampling from non-log-concave distributions with super-linear drift growth.
method Developed tamed Euler and randomized Euler schemes with error estimates.
result Near-optimal error bounds for sampling and optimization problems.

Method uses aggregate crop statistics to improve satellite-based crop type mapping.

problem Limited field-level crop labels for training satellite-based maps.
method Corrects classifier by accounting for shifts in crop type composition and feature means.
result Substantial improvements in overall classification accuracy, reducing misclassifications by 21.9% on average.

We estimate Radon-Nikodym derivatives using regularization in reproducing kernel Hilbert spaces.

problem Estimating Radon-Nikodym derivatives in various applications.
method General regularization scheme in reproducing kernel Hilbert spaces.
result High order accuracy in reconstructing Radon-Nikodym derivatives at any point.

Model predicts counterfactuals under domain shift and inaccessible variables.

problem Runtime domain corruption impairs counterfactual prediction.
method Subsumes counterfactual prediction under domain adaptation, uses adversarial domain adaptation to reduce distribution disparity.
result VEGAN outperforms baselines in individual-level treatment effect estimation.

Model change points in time-series data with neural SDEs and variational autoencoders.

problem Modeling change points in time-series data with neural stochastic differential equations.
method Proposes a novel model formulation and training procedure based on the variational autoencoder framework, alternating between updating neural SDE parameters and change points.
result Demonstrates the expressive power of the proposed model in modeling both classical parametric SDEs and real datasets with distribution shifts.

K-means clustering improved for robustness to outliers and distribution shifts.

problem K-means is brittle to outliers, distribution shifts, and limited samples.
method Developed a distributionally robust variant using Wasserstein-2 ball around the empirical distribution.
result Substantial gains in outlier detection and robustness to noise demonstrated.

Paper tackles robust policy learning with incomplete data.

problem Learning policies from past data assumes future environment is the same, which is often false.
method Develops a distributionally robust policy evaluation and learning algorithm.
result Proposed algorithm provides robustness to adversarial perturbations and covariate shifts.

Novel framework synthesizes stochastic trajectories with anticipated structural breaks.

problem Synthesizing forward-looking, time-evolving stochastic trajectories with anticipated structural breaks.
method Anticipatory Neural Jump-Diffusion (ANJD) flow, AVNSG for dynamic spectral whitening.
result The framework effectively captures non-commutative moments and high-order stochastic texture.