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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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25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for stochastic disjoint linear

New algorithm for learning causal structures with disjoint cycles in linear non-Gaussian models.

problem Learning causal structures with cycles in linear non-Gaussian models.
method Characterizing when graphs determine the same model, using quadratic and cubic polynomial relations, and a strategy of decorrelating cycles and multivariate regression.
result Consistent and computationally efficient algorithm for learning causal structures with disjoint cycles.

We estimate from below the number of lines meeting each of given 4 disjoint smooth closed curves in a given cyclic order in the real projective 3-space and in a given linear order in the Euclidean 3-space. Similarly, we estimate the number of circles meeting in a given cyclic order given 6 disjoint smooth closed curves…

2005-11-21abs ↗pdf ↗

We study the space of "link maps": the space of maps of a disjoint union of compact, closed manifolds P_1, . . ., P_k into a manifold N whose images are pairwise disjoint. We apply the manifold calculus of functors developed by Goodwillie and Weiss to study the difference between it and its linear and quadratic approxi…

2007-02-06abs ↗pdf ↗

Improved defense against data poisoning attacks by aggregating smaller subsets.

problem Mitigating the impact of poisoned data on model robustness.
method Finite Aggregation method that combines duplicates of smaller disjoint subsets for training.
result Consistent improvement in certified robustness bounds, up to 4.77% on GTSRB.

Study orbits of discrete lattice actions on the plane, derive new results for Veech surfaces.

problem Count pairs of holonomy vectors in Veech surfaces with bounded parameters.
method Siegel-Veech-type integral formula for averages of pairs of orbits.
result Upper bounds on pairs of holonomy vectors in Veech surfaces with bounded parameters.

A Heegaard splitting of a closed, orientable three-manifold satisfies the disjoint curve property if the splitting surface contains an essential simple closed curve and each handlebody contains an essential disk disjoint from this curve [Thompson, 1999]. A splitting is full if it does not have the disjoint curve proper…

2004-01-28abs ↗pdf ↗

Stochastic blockmodels and variants thereof are among the most widely used approaches to community detection for social networks and relational data. A stochastic blockmodel partitions the nodes of a network into disjoint sets, called communities. The approach is inherently related to clustering with mixture models; an…

2014-12-04abs ↗pdf ↗

We present a new property, the Disjoint Path Concordances Property, of an ENR homology manifold X which precisely characterizes when X times R has the Disjoint Disks Property. As a consequence, X times R is a manifold if and only if X is resolvable and it possesses this Disjoint Path Concordances Property.

2009-03-17abs ↗pdf ↗

New systemic risk models for banks choosing their group memberships.

problem Analyzing systemic risk for banks in disjoint and overlapping groups.
method Proposed new models with realistic game features, introducing Nash equilibrium for optimal solution.
result Explicit solution for risk allocation and existence/uniqueness of Nash equilibrium.

Two triples of triangles having pairwise disjoint outlines in 3-space are called combinatorially isotopic if one triple can be obtained from the other by a continuous motion during which the outlines of the triangles remain pairwise disjoint. We conjecture that it can be algorithmically checked if an (ordered or unorde…

2019-08-11abs ↗pdf ↗

The paper introduces MU for NMF with ββ-divergences and disjoint constraints.

problem Nonnegative matrix factorization with constraints.
method Design multiplicative updates for NMF based on ββ-divergences with disjoint constraints.
result Multiplicative updates satisfy constraints and decrease the objective function.

We prove that the number s(n) of disjoint minimal graphs supported on domains in R^n is bounded by e(n+1)^2. In the two-dimensional case we show that s(2) is at most three (the conjectured number is two).

2008-07-23abs ↗pdf ↗

New theorem on embedding Moebius bands in 3D space.

problem Proving the impossibility of placing uncountably many disjoint Moebius bands in 3D space.
method Generalization of Grushin and Palamodov's result to tame subsets in R^N and arbitrary topological embeddings in R^3.
result The impossibility of embedding uncountably many pairwise disjoint Moebius bands in 3D space, even for arbitrary topological embeddings.

The study bounds the excess of disjoint nonorientable surfaces in a 4-manifold.

problem Bounding the excess of disjoint nonorientable surfaces in a 4-manifold.
method Combining tubing construction with signature and Euler-characteristic formulas for 2-fold branched covers.
result The normal-Euler excess is bounded by a constant depending only on the ambient 4-manifold.

Paper studies solutions to a specific equation in conformal geometry with singular sets.

problem Singular solutions to a fully non-linear equation in conformal geometry.
method Uses a classical gluing method adapted to the fully non-linear setting.
result Shows the classical gluing method can be applied to the σ2σ_2--Yamabe equation.

In this paper we investigate general linear stochastic volatility models with correlated Brownian noises. In such models the asset price satisfies a linear SDE with coefficient of linearity being the volatility process. This class contains among others Black-Scholes model, a log-normal stochastic volatility model and H…

2009-09-25abs ↗pdf ↗

Unified derivation of high-dimensional linear models using stochastic gradient descent.

problem Performance analysis of high-dimensional linear models trained with stochastic gradient descent.
method Derivation of a deterministic equivalence for the two-point function of a random matrix resolvent.
result Unified understanding of model performance including previously known and novel results.

The following problem was proposed in 2010 by S. Lando. Let MM and NN be two unions of the same number of disjoint circles in a sphere. Do there always exist two spheres in 3-space such that their intersection is transversal and is a union of disjoint circles that is situated as MM in one sphere and as NN in the ot…

2012-10-27abs ↗pdf ↗

We study strip deformations of convex cocompact hyperbolic surfaces, defined by inserting hyperbolic strips along a collection of disjoint geodesic arcs properly embedded in the surface. We prove that any deformation of the surface that uniformly lengthens all closed geodesics can be realized as a strip deformation, in…

2014-07-21abs ↗pdf ↗

A new algorithm improves stochastic linear bandit performance using residual bootstrap.

problem Improving performance in stochastic linear bandit problems.
method Residual bootstrap exploration to estimate mean reward and pull the arm with the highest estimate.
result Proposed algorithm exttt{LinReBoot} achieves high-probability sub-linear regret under mild conditions.

SDP approach recovers communities in multilayer hypergraphs from aggregated similarity matrices.

problem Community recovery in multilayer hypergraphs using aggregated similarity matrices.
method Semidefinite programming (SDP) approach.
result Information-theoretic conditions for exact recovery in both assortative and disassortative cases.

MTL method uses unlabeled data with pseudo labels to improve classification with disjoint datasets.

problem Improving classification performance with disjoint labeled datasets using unlabeled data.
method Proposes MTL-SA method to select and augment unlabeled data with confident pseudo labels and close distribution to labeled data.
result Extensive experiments show the effectiveness of MTL-SA method in improving classification performance.

Neural Bayes simplifies computing complex stats for unsupervised learning.

problem Computing mutual information and optimal labeling of disjoint manifolds in unsupervised learning.
method Parameterization using neural networks to express statistical quantities in closed form.
result Neural Bayes enables efficient computation of mutual information and optimal labeling of disjoint manifolds.

New algorithm reduces regret from sqrt(T) to polylog(T) in stochastic contextual linear bandits.

problem Achieving logarithmic regret in stochastic contextual linear bandits.
method Low Regret Stochastic Contextual Bandits ( exttt{LR-SCB}) algorithm, exploiting stochastic contexts and parameter estimation.
result Logarithmic regret (polylog(T)) achieved, improving over sqrt(T) lower bound.

Lin-Lu-Yau introduced an interesting notion of Ricci curvature for graphs and obtained a complete characterization for all Ricci-flat graphs with girth at least five [1]. In this paper, we propose a concrete approach to construct an infinite family of distinct Ricci-flat graphs of girth four with edge-disjoint 4-cycles…

2018-07-19abs ↗pdf ↗

Paper solves stochastic contextual linear bandits using linear bandit algorithms.

problem Stochastic contextual linear bandits with unknown context distribution.
method Establishes a reduction framework to convert to linear bandit problems.
result Achieves nearly optimal regret bound of O(dTlogT)O(d\sqrt{T\log T}).