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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.

168,786 papers · 148 categories

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91183274365 · Jun 202019922001200920172026
48 results for size mapping

The contour map of estimation error of Expected Shortfall (ES) is constructed. It allows one to quantitatively determine the sample size (the length of the time series) required by the optimization under ES of large institutional portfolios for a given size of the portfolio, at a given confidence level and a given esti…

2015-02-22abs ↗pdf ↗

Let XX and YY be finite complexes. When YY is a nilpotent space, it has a rationalization YY(0)Y \to Y_{(0)} which is well-understood. Early on it was found that the induced map [X,Y][X,Y(0)][X,Y] \to [X,Y_{(0)}] on sets of mapping classes is finite-to-one. The sizes of the preimages need not be bounded; we show, however, that as…

2018-02-15abs ↗pdf ↗

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

For a fixed marked surface SS, we show that the problem of deciding whether or not a mapping class is reducible lies in NP\textbf{NP}. As usual this immediately gives an exponential time algorithm to decide whether or not a mapping class is reducible. To do this we use an (ideal) triangulation to obtain a coordinate s…

2014-03-12abs ↗pdf ↗

Information mapping is a popular application of Multivoxel Pattern Analysis (MVPA) to fMRI. Information maps are constructed using the so called searchlight method, where the spherical multivoxel neighborhood of every voxel (i.e., a searchlight) in the brain is evaluated for the presence of task-relevant response patte…

2012-10-23abs ↗pdf ↗

Maximizes filling systems on surfaces with given boundary components.

problem Finding the maximum size of filling systems on surfaces with specific boundary conditions.
method Analyzing the structure of filling systems and their complements.
result The maximum size of a filling system on a surface of genus g with 1 ≤ b ≤ 2g-2 boundary components is 2g + b - 1.

Proposes continuous convolution layers for flexible feature map resizing.

problem Fixed stride limitations in discrete convolution layers.
method Introduces Continuous Convolution (CC) layers that use learned continuous functions.
result Dynamic and consistent resizing of feature maps at any scale, non-integer and axis-dependent.

We derive upper bounds on the complexity of ReLU neural networks approximating the solution maps of parametric partial differential equations. In particular, without any knowledge of its concrete shape, we use the inherent low-dimensionality of the solution manifold to obtain approximation rates which are significantly…

2019-03-31abs ↗pdf ↗

In this paper we consider online mirror descent (OMD) algorithms, a class of scalable online learning algorithms exploiting data geometric structures through mirror maps. Necessary and sufficient conditions are presented in terms of the step size sequence {ηt}t\{η_t\}_{t} for the convergence of an OMD algorithm with respe…

2018-02-18abs ↗pdf ↗

Mixed-size training improves CNN accuracy and speed.

problem Training CNNs on fixed image sizes limits their adaptability to various image sizes.
method Mixed-size training: training on multiple image sizes at once.
result Models trained with mixed-size images achieve higher accuracy and faster inference.

In this paper, we propose an efficient method to estimate the Weingarten map for point cloud data sampled from manifold embedded in Euclidean space. A statistical model is established to analyze the asymptotic property of the estimator. In particular, we show the convergence rate as the sample size tends to infinity. W…

2019-05-26abs ↗pdf ↗

A new framework for brain mapping using statistical agnostic methods.

problem Estimating brain connectivity with limited data and controlling false positives.
method Statistical Agnostic Mapping (SAM) based on concentration inequalities.
result Relieves instability and provides less conservative p-value correction.

In his work on singularities, expanders and topology of maps, Gromov showed, using isoperimetric inequalities in graded algebras, that every real valued map on the nn-torus admits a fibre whose homological size is bounded below by some universal constant depending on nn. He obtained similar estimates for maps with va…

2017-03-07abs ↗pdf ↗

New CNN architecture improves pediatric image segmentation by homogenizing pose and size.

problem Challenges in segmenting pediatric images due to pose and size heterogeneity.
method Spatial Transformer Network (STN) for pose and scale invariance, combined with UNet for segmentation.
result Improved pediatric segmentation, especially renal tumor delineation, with accelerated processing.

Random feature maps are ubiquitous in modern statistical machine learning, where they generalize random projections by means of powerful, yet often difficult to analyze nonlinear operators. In this paper, we leverage the "concentration" phenomenon induced by random matrix theory to perform a spectral analysis on the Gr…

2018-05-30abs ↗pdf ↗

Gradient descent dynamics in quadratic regression models are analyzed, revealing five phases: monotonic, catapult, periodic, chaotic, and divergent.

problem Analyzing the dynamics of gradient descent in quadratic regression models.
method Fine-grained bifurcation analysis of gradient descent dynamics using a cubic map parameterized by the step-size.
result Gradient descent dynamics in quadratic regression models exhibit five distinct phases: monotonic, catapult, periodic, chaotic, and divergent.

Feature maps, that preserve the global topology of arbitrary datasets, can be formed by self-organizing competing agents. So far, it has been presumed that global interaction of agents is necessary for this process. We establish that this is not the case, and that global topology can be uncovered through strictly local…

2019-02-11abs ↗pdf ↗

Let φ:MMφ: M\to M be a diffeomorphism of a CC^\infty compact connected manifold, and XX its mapping torus. There is a natural fibration p:XS1p:X\to S^1, denote by ξH1(X,Z)ξ\in H^1(X, \mathbb{Z}) the corresponding cohomology class. Let λZλ\in \mathbb{Z}^*. Consider the endomorphism φkφ_k^* induced by φφ in the cohomology of MM

2016-10-04abs ↗pdf ↗

Paper introduces a neural network for consistent estimation of optimal transport maps.

problem Statistically consistent estimation of optimal transport maps between probability distributions.
method Lipschitz-constrained GAN penalized by quadratic transportation cost.
result The generator converges uniformly to the optimal transport map as sample size increases.

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear regression setting, there is no clear concept of an effect size for regression coeffici…

2015-08-05abs ↗pdf ↗

Deep neural networks can approximate complex functions through repeated compositions of a fixed-size ReLU network.

problem Understanding the expressive power of deep neural networks through function compositions.
method Demonstrated the surprising expressive power of repeated compositions of a single fixed-size ReLU network.
result Repeated compositions of a single fixed-size ReLU network can approximate 1-Lipschitz continuous functions on [0,1]d[0,1]^d with an error O(r1/d)\mathcal{O}(r^{-1/d}).

Proving a conjecture of Dennis Johnson, we show that the Torelli subgroup of the mapping class group has a finite generating set whose size grows cubically with respect to the genus of the surface. Our main tool is a new space called the handle graph on which the Torelli group acts cocompactly.

2011-06-16abs ↗pdf ↗

MethaneMapper detects methane emissions with high accuracy and reduced model size.

problem Challenges in detecting and quantifying methane emissions from AVIRIS-NG data.
method Spectral absorption wavelength aware transformer network, introducing two novel modules.
result Achieves 0.63 mAP in detection and reduces model size by 5x.

Non-linear kernel methods can be approximated by fast linear ones using suitable explicit feature maps allowing their application to large scale problems. We investigate how convolution kernels for structured data are composed from base kernels and construct corresponding feature maps. On this basis we propose exact an…

2017-03-02abs ↗pdf ↗

Optimization approach for efficient sampling in optical mapping for structural variant detection.

problem Efficient sampling strategy for structural variant detection using optical mapping.
method Developed an optimization approach using a hyper-geometric distribution and probabilistic concentration inequalities.
result Optimal sampling strategy requires sampling most chromosomal fragments to detect variants at high confidence with little biological material.

Paper investigates optimal transport map estimation in infinite-dimensional spaces.

problem Estimating optimal transport maps in infinite-dimensional spaces is challenging.
method Characterizes γγ-smoothness for optimal transport maps and develops a polynomial-rate estimator.
result Shows polynomial-order minimax risk for optimal transport map estimation.

The paper explores properties of projections and gradient methods in hyperbolic space forms.

problem Optimization problems in hyperbolic space forms.
method Intrinsic κ-projection and gradient projection methods.
result Every accumulation point of the sequence generated by the gradient projection method is a stationary point.

Algorithm maps trade-off between clustering fidelity and representation size.

problem Optimizing trade-off between clustering fidelity and representation size.
method Introduces primal Deterministic Information Bottleneck (DIB) problem for discrete search spaces.
result Shows richer Pareto frontier over Lagrangian relaxation.

We embed KKT points in neural networks of different sizes.

problem Classifying data using homogeneous neural networks.
method Introducing KKT point embedding principle and proving it for different network types.
result KKT points of a smaller network can be mapped to those of a larger network via linear transformations.

Gromov has shown how to construct holomorphic maps of the plane to a complex manifold with prescribed values on a lattice. In the present paper, a similar interpolation theorem for pseudo-holomorphic maps from the cylinder S to an almost-complex manifold (M,J) is proved. Properties of the space of pseudo-holomorphic ma…

2010-06-09abs ↗pdf ↗