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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.

168,932 papers · 148 categories

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87174260347 · Jun 202019922001200920172026
48 results for strength property

Understanding tie strength in social networks, and the factors that influence it, have received much attention in a myriad of disciplines for decades. Several models incorporating indicators of tie strength have been proposed and used to quantify relationships in social networks, and a standard set of structural networ…

2017-10-11abs ↗pdf ↗

In this paper, we propose a perturbation framework to measure the robustness of graph properties. Although there are already perturbation methods proposed to tackle this problem, they are limited by the fact that the strength of the perturbation cannot be well controlled. We firstly provide a perturbation framework on …

2018-12-03abs ↗pdf ↗

Novel method uses information theory to measure causal influences during transient neural events.

problem Characterizing network interactions during transient neural events.
method Structural Causal Models, Information Theory, Transfer Entropy, Dynamic Causal Strength, Relative Dynamic Causal Strength.
result Introduced a novel measure, relative Dynamic Causal Strength, with theoretical and empirical support.

Developed neural network for predicting mechanical properties of composite materials.

problem Predicting and optimizing mechanical properties of composite materials.
method Convolutional neural network model integrated with a genetic algorithm optimizer.
result Highly accurate predictions and optimal microstructural designs identified.

Bayes factors and relative belief ratios are compared as measures of statistical evidence.

problem Which measure of evidence is more appropriate: Bayes factors or relative belief ratios?
method Comparison of Bayes factors and relative belief ratios, considering properties and restrictions.
result Relative belief ratio has better properties as a measure of evidence.

This work provides bounds on the performance of prediction models in the predict-then-optimize framework.

problem Generalizing the performance of prediction models in the predict-then-optimize framework with the SPO loss function.
method Deriving generalization bounds using the Natarajan dimension and exploiting the strength property of the feasible region.
result Improved generalization bounds for the SPO loss function, scaling logarithmically in the number of extreme points and linearly in the decision dimension.

Study interpolating estimators for causal learning from observational data.

problem Learning causal models from observational data in complex model classes.
method Investigate min-norm interpolators and ridge-regularized regressors in a linearly confounded model.
result Interpolators cannot be optimal for causal learning under the principle of independent causal mechanisms, requiring stronger regularization.

Consistent estimator derived for confounding strength in observational data.

problem Estimating confounding strength in observational data is challenging due to unobserved confounders.
method Derived and adapted a consistent estimator using tools from random matrix theory.
result The original estimator is not consistent, but an adapted one is.

We study finite sample properties of estimators of power-law cross-correlations -- detrended cross-correlation analysis (DCCA), height cross-correlation analysis (HXA) and detrending moving-average cross-correlation analysis (DMCA) -- with a special focus on short-term memory bias as well as power-law coherency. Presen…

2014-09-24abs ↗pdf ↗

Horseshoe priors improve small area estimation by borrowing strength globally but locally.

problem Improving precision of small area estimators through global-local borrowing of strength.
method Developed a tail-robust horseshoe model for Fay-Herriot small area estimation, using heteroscedastic Tweedie identity and regular variation theory.
result The horseshoe model outperforms structured Gaussian smoothing on strongly spatial data, identifying exceptional areas that smoothing suppresses.

This paper investigates the strength of the trace field as a commensurability invariant of hyperbolic 3-manifolds. We construct an infinite family of two-component hyperbolic link complements which are pairwise incommensurable and have the same trace field, and infinitely many 1-cusped finite volume hyperbolic 3-manifo…

2007-08-08abs ↗pdf ↗

This paper tackles disentanglement in image editing and reconstruction.

problem Learning disentangled image representations and balancing disentanglement strength and reconstruction quality.
method Distance covariance based decorrelation regularization for disentanglement, soft target representation for reconstruction, and collapsing AE decoder and GAN generator.
result The proposed model improves the disentanglement strength and perceptual quality of generated images.

This paper calculates interaction strength for translation surfaces with multiple singularities.

problem Computing the interaction strength of translation surfaces with multiple singularities is challenging.
method The authors study interaction strength of specific families of translation surfaces, including regular polygons and Bouw-Möller surfaces.
result The paper provides exact computations of KVol on translation surfaces with multiple singularities.

Based on the misleading expectation that weighted network properties always offer a more complete description than purely topological ones, current economic models of the International Trade Network (ITN) generally aim at explaining local weighted properties, not local binary ones. Here we complement our analysis of th…

2011-03-07abs ↗pdf ↗

A novel method optimizes variable-stiffness structures for better strength and weight.

problem Optimizing variable-stiffness structures for higher strength and lighter weight.
method A novel multi-stage concurrent topology optimization scheme combining DMO, S-BPTO, and CFAO.
result The method ensures better fibre angle convergence and stable optimization.

A new method uses randomized trials to estimate the strength of unobserved confounding.

problem Unobserved confounding compromises causal conclusions from non-randomized studies.
method Designs a statistical test to detect unobserved confounding strength and estimates a lower bound.
result Estimates an asymptotically valid lower bound on unobserved confounding strength.

Convolutional Neural Networks(CNNs) are both computation and memory intensive which hindered their deployment in mobile devices. Inspired by the relevant concept in neural science literature, we propose Synaptic Pruning: a data-driven method to prune connections between input and output feature maps with a newly propos…

2018-11-06abs ↗pdf ↗

We develop a new active learning algorithm for the streaming setting satisfying three important properties: 1) It provably works for any classifier representation and classification problem including those with severe noise. 2) It is efficiently implementable with an ERM oracle. 3) It is more aggressive than all previo…

2015-06-29abs ↗pdf ↗

The paper examines how spike strengths and alignments affect overfitting in linear regression models.

problem The impact of spike strengths and alignments on overfitting in linear regression models.
method Characterization of generalization error through exact expressions and analysis of spike strengths, aspect ratio, and target alignment.
result Increasing spike strength can lead to catastrophic overfitting before benign overfitting, especially in well-specified aligned problems.

Optimization algorithms and Monte Carlo sampling algorithms have provided the computational foundations for the rapid growth in applications of statistical machine learning in recent years. There is, however, limited theoretical understanding of the relationships between these two kinds of methodology, and limited unde…

2018-11-20abs ↗pdf ↗

We propose an original model for inferring team strengths using a Markov Random Field, which can be used to generate historical estimates of the offensive and defensive strengths of a team over time. This model was designed to be applied to sports such as soccer or hockey, in which contest outcomes take value in a limi…

2013-05-09abs ↗pdf ↗

New method combines strengths of two PCL approaches without density ratio estimation.

problem Estimating causal functions in Proxy Causal Learning with unobserved confounders and proxies.
method Kernel-based doubly robust estimators combining treatment and outcome bridges, density ratio-free.
result Outperforms existing methods on PCL benchmarks, including a prior doubly robust method.

We present a simple model of firm rating evolution. We consider two sources of defaults: individual dynamics of economic development and Potts-like interactions between firms. We show that such a defined model leads to phase transition, which results in collective defaults. The existence of the collective phase depends…

2009-04-28abs ↗pdf ↗

We study an optimal execution problem in a continuous-time market model that considers market impact. We formulate the problem as a stochastic control problem and investigate properties of the corresponding value function. We find that right-continuity at the time origin is associated with the strength of market impact…

2009-07-20abs ↗pdf ↗

Financial markets are well known examples of multi-fractal complex systems that have garnered much interest in their characterization through complex network theory. The recent studies have used correlation based distance metrics for defining and analyzing financial networks. In this work the singularity strength is em…

2012-05-08abs ↗pdf ↗

POEM predicts drug properties without tuning, outperforming other methods.

problem Predicting drug properties from molecular structures efficiently.
method POEM combines multiple molecular representations without hyperparameter tuning.
result POEM outperforms industry-standard methods across 17 tasks.

For analysis of a high-dimensional dataset, a common approach is to test a null hypothesis of statistical independence on all variable pairs using a non-parametric measure of dependence. However, because this approach attempts to identify any non-trivial relationship no matter how weak, it often identifies too many rel…

2015-05-09abs ↗pdf ↗

We solve the first-passage problem for the Heston random diffusion model. We obtain exact analytical expressions for the survival and hitting probabilities to a given level of return. We study several asymptotic behaviors and obtain approximate forms of these probabilities which prove, among other interesting propertie…

2009-02-16abs ↗pdf ↗

There has been much recent, exciting work on combining the complementary strengths of latent variable models and deep learning. Latent variable modeling makes it easy to explicitly specify model constraints through conditional independence properties, while deep learning makes it possible to parameterize these conditio…

2018-12-17abs ↗pdf ↗

Paper optimizes private PCA for covariance estimation in statistics.

problem Private estimation of covariance matrices and principal components.
method Developed differentially private estimators for spiked covariance model.
result Established minimax rates of convergence for principal components and covariance matrix estimation.

More than thirty years ago, Charnes, Cooper and Schinnar (1976) established an enlightening contact between economic production functions (EPFs) -- a cornerstone of neoclassical economics -- and information theory, showing how a generalization of the Cobb-Douglas production function encodes homogeneous functions. As ex…

2009-01-16abs ↗pdf ↗

Over the past decades, numerous loss functions have been been proposed for a variety of supervised learning tasks, including regression, classification, ranking, and more generally structured prediction. Understanding the core principles and theoretical properties underpinning these losses is key to choose the right lo…

2019-01-08abs ↗pdf ↗

New invariant CWRCWR for alternating links is stronger than existing invariants.

problem Developing a stronger invariant for alternating links.
method Introducing CWRCWR invariant as an array of two-variable polynomials.
result The CWRCWR invariant is stronger than classical invariants like HOMFLYPT and Kauffman polynomials.