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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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4283125166 · May 202619922001200920172026
48 results for stable regions

The study examines stable regions in weighted manifolds with boundary properties.

problem Studying stable regions in weighted manifolds with boundary properties.
method Using deformations constructed from parallel vector fields tangent to the boundary, the study deduces rigidity properties for stable sets.
result The classification of stable sets in some Riemannian cylinders and uniqueness results for minimizers.

We establish some a priori geometric relations on stable minimal surfaces lying inside three-manifolds with scalar curvature uniformly bounded below. The relations are based on a slight generalization of a formula due to Castillon. We apply it to prove non-local rigidity results in the particular sense that they expres…

2010-02-17abs ↗pdf ↗

Deep networks realize complex mappings that are often understood by their locally linear behavior at or around points of interest. For example, we use the derivative of the mapping with respect to its inputs for sensitivity analysis, or to explain (obtain coordinate relevance for) a prediction. One key challenge is tha…

2019-07-07abs ↗pdf ↗

A cubing strategy identifies stable hyperparameter regions for uncertainty quantification in spatial deep learning.

problem Uncertainty quantification in spatial deep learning models.
method Cubing-based diagnostic framework to recursively partition hyperparameter space and evaluate regions using scoring rules.
result Our approach produces competitive or superior predictive intervals compared to a statistical baseline model.

Bayesian optimization tackles constrained high-dimensional problems with penalties and trust regions.

problem Constrained optimization in high-dimensional black-box settings with expensive evaluations and complex feasibility regions.
method Penalty formulation, surrogate model, trust region strategy, Expected Improvement acquisition function.
result The proposed Trust Region method identifies high-quality feasible solutions with fewer evaluations and maintains stable performance.

The expectation-maximization (EM) algorithm has been widely used in minimizing the negative log likelihood (also known as cross entropy) of mixture models. However, little is understood about the goodness of the fixed points it converges to. In this paper, we study the regions where one component is missing in two-comp…

2019-07-08abs ↗pdf ↗

We introduce a new perspective on the classical Nirenberg problem of understanding the possible Gauss curvatures of metrics on S2S^{2} conformal to the round metric. A key tool is to employ the smooth Cheeger-Gromov compactness theorem to obtain general and essentially sharp a priori estimates for Gauss curvatures KK

2017-07-10abs ↗pdf ↗

Bayesian model averaging under predictor redundancy

problem Reporting Bayesian model averaging posterior without changing the Bayesian target
method Using hard or soft regions of support space
result Region reports often give shorter and clearer summaries while preserving the main posterior information

The study examines stability and isoperimetry of CMC spheres in hyperbolic and spherical manifolds.

problem Stability and isoperimetry of constant mean curvature spheres in hyperbolic and spherical manifolds.
method Analyzes rotational CMC spheres in HnimesR\mathbb H^n imes\mathbb R and SnimesR\mathbb S^n imes\mathbb R, proving stability and instability properties.
result Rotational CMC spheres in HnimesR\mathbb H^n imes\mathbb R are always stable, while those in SnimesR\mathbb S^n imes\mathbb R with large mean curvature are stable and those with small mean curvature are unstable.

To understand the empirical success of approximate MAP inference, recent work (Lang et al., 2018) has shown that some popular approximation algorithms perform very well when the input instance is stable. The simplest stability condition assumes that the MAP solution does not change at all when some of the pairwise pote…

2018-10-12abs ↗pdf ↗

We study the isoperimetric structure of asymptotically flat Riemannian 3-manifolds (M,g) that are C^0-asymptotic to Schwarzschild of mass m>0. Refining an argument due to H. Bray we obtain an effective volume comparison theorem in Schwarzschild. We use it to show that isoperimetric regions exist in (M, g) for all suffi…

2011-02-15abs ↗pdf ↗

Mapper-GIN simplifies 3D point cloud classification with lightweight structure.

problem Robust 3D point cloud classification under corruption.
method Mapper algorithm for structural decomposition, GIN for graph classification.
result Mapper-GIN achieves competitive accuracy with minimal parameters.

Gradient descent converges linearly in finite-width networks with positive NTK and compatible conditions.

problem Local convergence of gradient descent in finite-width networks.
method Positive Neural Tangent Kernel (NTK), local Polyak-Łojasiewicz inequality, fixed-step containment in Locally Quasi-Convex Region (LQCR).
result Linear convergence achieved under specific conditions.

Proposes a novel approach for cluster-aware matching using Laplacian Optimal Transport.

problem Matching point clouds with intrinsic cluster structure requires robust region-to-region alignment over precise point-to-point correspondence.
method Laplacian Optimal Transport (LapOT) with regularization for cluster-aware matching and Refined Simultaneous Clustering (RSC) for consistent partitions.
result Laplacian Optimal Transport produces more consistent and meaningful alignments between point clouds.

We investigate Mean Curvature Flow self-shrinking hypersurfaces with polynomial growth. It is known that such self shrinkers are unstable. We focus mostly on self-shrinkers of the form Sk×RnkRn+1\mathbb S^k\times\R^{n-k}\subset \R^{n+1}. We use a connection between the stability operator and the quantum harmonic oscillator Ham…

2013-03-02abs ↗pdf ↗

Paper proposes HTAF for stable training of binary neural networks.

problem Challenges in training binary neural networks with gradient-based optimization.
method HTAF is a smooth approximation to the Heaviside function that enables stable training.
result HTAF enables stable training of various binary neural networks with gradient-based optimization.

We study geodesics along a noncompact Kerr-Newman instanton, where the asymptotic geometry is either de Sitter or anti-de Sitter. We use first integrals for the Hamilton-Jacobi equation to characterize trajectories both near and away from horizons. We study the interaction of geodesics with special features of the metr…

2018-05-22abs ↗pdf ↗

DO-IQS recovers optimal stopping region from expert trajectories, addressing specific challenges.

problem Recovering optimal stopping region from expert trajectories with unknown gain functions.
method Dynamics-Aware Offline Inverse Q-Learning incorporating temporal information and confidence-based oversampling.
result Demonstrated performance on real and artificial data, including optimal intervention for critical events.

Geodesic spheres in certain symmetric spaces are quantitatively stable under small perturbations.

problem Stability of geodesic spheres in symmetric spaces under perturbations.
method Quantitative stability analysis using spectral gap of the Laplacian on geodesic spheres.
result Geodesic spheres are uniformly stable with respect to small C1C^1-volume preserving perturbations.

We study whether a neural network optimizes to the same, linearly connected minimum under different samples of SGD noise (e.g., random data order and augmentation). We find that standard vision models become stable to SGD noise in this way early in training. From then on, the outcome of optimization is determined to a …

2019-12-11abs ↗pdf ↗

The CGMY model's ATM call-price asymptotics are derived using characteristic function.

problem Deriving short-time asymptotics for the CGMY model's ATM call prices.
method Using the characteristic function, derived short-time asymptotics for the CGMY model's ATM call prices. Extracted higher-order coefficients by dynamic cutoff partitioning.
result Higher-order coefficients are derived for the CGMY model's ATM call prices.

Large learning rates cause parameter instability, leading to better generalization.

problem Understanding why deep neural networks perform well despite operating outside the traditional stability regime.
method Analyzing the effect of large learning rates on the orientation of Hessian eigenvectors and parameter exploration.
result Large learning rates induce parameter instability, leading to better generalization through exploration of flatter regions of the loss landscape.

The stability of money value is an important requisite for a functioning economy, yet it critically depends on the actions of participants in the market themselves. Here we model the value of money as a dynamical variable that results from trading between agents. The basic trading scenario can be recast into an Ising t…

2001-10-10abs ↗pdf ↗

Effective risk control must make a tradeoff between the microprudential risk of exogenous shocks to individual institutions and the macroprudential risks caused by their systemic interactions. We investigate a simple dynamical model for understanding this tradeoff, consisting of a bank with a leverage target and an unl…

2015-07-15abs ↗pdf ↗

In this paper, we study the Edgeworth expansion for a pre-averaging estimator of quadratic variation in the framework of continuous diffusion models observed with noise. More specifically, we obtain a second order expansion for the joint density of the estimators of quadratic variation and its asymptotic variance. Our …

2015-12-15abs ↗pdf ↗

Adaptive importance sampling for estimating point process statistics.

problem Estimating the expected value of a statistic of a locally stable point process.
method Adaptive importance sampling with Poisson point processes and cross-entropy minimization.
result The proposed estimator converges to the target value almost surely and is asymptotically normal.

In this paper, we investigate the geometry of a general class of gradient flows with multiple local maxima. we decompose the underlying space into disjoint regions of attraction and establish the adjacency criterion. The criterion states a necessary and sufficient condition for two regions of attraction of stable equil…

2014-12-21abs ↗pdf ↗

We study the ellipticity and the ``Nekhoroshev stability'' (stability properties for finite, but very long, time scales) of the Riemann ellipsoids. We provide numerical evidence that the regions of ellipticity of the ellipsoids of types II and III are larger than those found by Chandrasekhar in the 60's and that all Ri…

2000-02-01abs ↗pdf ↗

Canary optimizes VaR-constrained RL problems with a conservative bound using Cantelli's inequality.

problem Optimizing reinforcement learning policies under VaR constraints in dense cost regimes.
method Employing Cantelli's inequality to create a conservative and smooth bound on VaR constraints based on moments of cost returns. Extending trust-region framework for worst-case bounds on policy improvement and constraint violation.
result Canary reliably satisfies VaR constraints with fewest violations and earliest permanent satisfaction, while maintaining reward competitiveness.

We introduce the "Energy-based Generative Adversarial Network" model (EBGAN) which views the discriminator as an energy function that attributes low energies to the regions near the data manifold and higher energies to other regions. Similar to the probabilistic GANs, a generator is seen as being trained to produce con…

2016-09-11abs ↗pdf ↗

The renormalized volume is reinterpreted using isoperimetric profiles.

problem Understanding the renormalized volume of convex co-compact hyperbolic 3-manifolds.
method Using isoperimetric profiles and Minkowski inequalities.
result A sharp Minkowski inequality for horospherically convex sets in H3\mathbb{H}^3.

We give a stochastic microscopic modelling of stock markets driven by continuous double auction. If we take into account the mimetic behavior of traders, when they place limit order, our virtual markets shows the power-law tail of the distribution of returns with the exponent outside the Levy stable region, the short m…

2006-07-23abs ↗pdf ↗

The paper analyzes return distribution of Chinese stock market indices over various time scales.

problem Understanding return distribution properties of Chinese stock markets.
method Systematic analysis of 1-min to 4000-min composite index datasets from 2005-2021.
result Return distribution properties are similar to mature markets, with distinct behavior at different time scales.

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.