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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.

168,694 papers · 148 categories

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2356 · May 202619922001200920172026
48 results for subtraction

A new method avoids noise amplification when subtracting or dividing stochastic signals.

problem Noise amplification when subtracting or dividing stochastic signals.
method Normalizing flows to approximate the distribution of the signal of interest.
result Normalizing flows can generate an approximation of the probability distribution over the signal of interest, avoiding subtraction or division.

New method uses subtractive mixture models for approximate inference.

problem How to effectively use subtractive mixture models for approximate inference.
method Design expectation estimators for IS and learning schemes for VI with SMMs.
result Empirical evaluation shows SMMs can approximate distributions effectively.

A new method estimates expectations from subtractive mixture models without sampling.

problem Estimating expectations from multimodal distributions using SMMs.
method Difference representation of SMMs to create unbiased IS estimator (ΔextExΔ ext{Ex}).
result Demonstrates that ΔextExΔ ext{Ex} can achieve comparable estimation quality to auto-regressive sampling but is faster.

ADS explains object differences by quantifying and removing underlying properties.

problem Explaining differences between two object images.
method Align-Deform-Subtract (ADS) framework that uses semantic alignments and iterative quantification/removal of differences.
result ADS provides disentangled error measures explaining object differences in terms of underlying properties.

Data analysis in high energy physics often deals with data samples consisting of a mixture of signal and background events. The sPlot technique is a common method to subtract the contribution of the background by assigning weights to events. Part of the weights are by design negative. Negative weights lead to the diver…

2019-05-28abs ↗pdf ↗

This paper studies adversarial attacks on Gaussian process bandits.

problem Adversarial attacks on Gaussian process bandits to manipulate optimal function regions.
method Proposes various adversarial attack methods on GP bandits, including white-box and black-box attacks.
result Adversarial attacks can force GP bandits to optima in target regions even with low attack budgets.

Study sample complexity of robust binary hypothesis testing under different contamination models.

problem Analyzing the sample complexity of robust binary hypothesis testing under various contamination models.
method Examined three standard contamination models: ε-additive (Huber), ε-subtractive, and ε-total variation (TV). Provided explicit formulas for least favourable distributions and compared sample complexities across models.
result Sample complexities are highly unstable in the contamination parameter ε and comparable up to constant-factor rescaling of ε across models.

We show that the set SCLrpSCL^{rp} of stable commutator lengths on recursively presented groups equals the set of non-negative right-computable numbers. Hence all non-negative algebraic or computable numbers are in SCLrpSCL^{rp} and SCLrpSCL^{rp} is not closed under subtraction. We also show that every non-negative real number …

2019-09-03abs ↗pdf ↗

New method separates market motion from stock correlations.

problem Understanding the dynamics of stock correlations relative to market motion.
method Cluster reduced-rank correlation matrices by subtracting the largest eigenvalue.
result Extracted market states are quasi-stationary over long periods.

There have been many attempts to define the notion of quasilocal mass for a spacelike 2-surface in spacetime by the Hamilton-Jacobi analysis. The essential difficulty in this approach is to identify the right choice of the background configuration to be subtracted from the physical Hamiltonian. Quasilocal mass should b…

2008-04-08abs ↗pdf ↗

Paper introduces new link homotopy invariants and applies them to 3-bouquet graphs.

problem Milnor's triple linking number and its applications in link homotopy.
method Developed new integer-valued link homotopy invariants and applied them to 3-bouquet graphs.
result Found new integer-valued invariants derived from four terms summing to Milnor's triple linking number.

Training features used to analyse physical processes are often highly correlated and determining which ones are most important for the classification is a non-trivial tasks. For the use case of a search for a top-quark pair produced in association with a Higgs boson decaying to bottom-quarks at the LHC, we compare feat…

2019-06-13abs ↗pdf ↗

CUTS removes corruption from models without clean data, improving utility and security.

problem Removing corruption from models without access to clean training data.
method CUTS uses a proxy set to amplify corruption and subtract it from model weights.
result CUTS recovers a large fraction of lost utility and nearly eliminates attacks with minimal damage.

Local surrogate model improves time series forecasts and provides interpretable explanations.

problem Improving time series forecasting accuracy while maintaining interpretability.
method A local surrogate model is used to correct the base model's predictions, making the corrections interpretable by re-fitting the base model to the error-predicted data.
result The method can discover and explain underlying patterns in the data, improving both accuracy and interpretability.

Robust PCA methods are typically batch algorithms which requires loading all observations into memory before processing. This makes them inefficient to process big data. In this paper, we develop an efficient online robust principal component methods, namely online moving window robust principal component analysis (OMW…

2017-02-19abs ↗pdf ↗

Transformers interpreted as probabilistic Laplacian Eigenmaps steps.

problem Improving transformer performance through probabilistic interpretation.
method Probabilistic Laplacian Eigenmaps model derivation and graph diffusion step.
result Subtracting identity from attention matrix improves transformer performance.

This work analyzes centered binary Restricted Boltzmann Machines (RBMs) and binary Deep Boltzmann Machines (DBMs), where centering is done by subtracting offset values from visible and hidden variables. We show analytically that (i) centering results in a different but equivalent parameterization for artificial neural …

2013-11-06abs ↗pdf ↗

Price changes are induced by aggressive market orders in stock market. We introduce a bivariate marked Hawkes process to model aggressive market order arrivals at the microstructural level. The order arrival intensity is marked by an exogenous part and two endogenous processes reflecting the self-excitation and cross-e…

2018-11-20abs ↗pdf ↗

We introduce a Bayesian defect detector to facilitate the defect detection on the motion blurred images on rough texture surfaces. To enhance the accuracy of Bayesian detection on removing non-defect pixels, we develop a class of reflected non-local prior distributions, which is constructed by using the mode of a distr…

2018-08-30abs ↗pdf ↗

Most of the existing studies on voice conversion (VC) are conducted in acoustically matched conditions between source and target signal. However, the robustness of VC methods in presence of mismatch remains unknown. In this paper, we report a comparative analysis of different VC techniques under mismatched conditions. …

2016-12-22abs ↗pdf ↗

The paper diagnoses factor models using characteristic axes and zero-curve restrictions.

problem Tackles systematic sign reversals and overcorrections in factor model pricing errors.
method Extends cap-axis integral diagnostic to general characteristic axes, measuring pricing errors as bridge-alpha curves.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing systematic sign reversals and overcorrections.

Scoring systems are classification models that only require users to add, subtract and multiply a few meaningful numbers to make a prediction. These models are often used because they are practical and interpretable. In this paper, we introduce an off-the-shelf tool to create scoring systems that both accurate and inte…

2013-06-27abs ↗pdf ↗

The paper diagnoses factor-model pricing errors using characteristic axes and bridge-alpha curves.

problem Tackles systematic sign reversals and overcorrections in factor-model pricing errors.
method Extends cap-axis integral diagnostic to characteristic axes, measures pricing errors as bridge-alpha curves, and uses a predetermined characteristic order to generate zero-curve restrictions.
result Axis-level pricing errors are nearly orthogonal to maximum-Sharpe gains, showing significant sign reversals and overcorrections.

Cortical circuits exhibit intricate recurrent architectures that are remarkably similar across different brain areas. Such stereotyped structure suggests the existence of common computational principles. However, such principles have remained largely elusive. Inspired by gated-memory networks, namely long short-term me…

2017-11-07abs ↗pdf ↗

We propose K-TanH, a novel, highly accurate, hardware efficient approximation of popular activation function TanH for Deep Learning. K-TanH consists of parameterized low-precision integer operations, such as, shift and add/subtract (no floating point operation needed) where parameters are stored in very small look-up t…

2019-09-17abs ↗pdf ↗

This paper diagnoses factor-model pricing errors using a new method.

problem Measuring pricing errors in factor models with general characteristic axes.
method Developed a method to measure factor-model pricing errors as bridge-alpha curves, using a predetermined characteristic order and prefix portfolios.
result Adding a counterpart factor flips the curve's sign on every axis, but only HML and CMA overcorrect enough to be rejected.

A positive space is a space with a positive atlas, i.e. a collection of rational coordinate systems with subtraction free transition functions. The set of positive real points of a positive space is well defined. We define a tropical compactification of the latter. We show that it generalizes the Thurston compactificat…

2011-04-03abs ↗pdf ↗

Motivated by an abstract notion of low-level edge detector filters, we propose a simple method of unsupervised feature construction based on pairwise statistics of features. In the first step, we construct neighborhoods of features by regrouping features that correlate. Then we use these subsets as filters to produce n…

2013-12-20abs ↗pdf ↗