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.
Prediction suffix trees (PST) provide an effective tool for sequence modelling and prediction. Current prediction techniques for PSTs rely on exact matching between the suffix of the current sequence and the previously observed sequence. We present a provably correct algorithm for learning a PST with approximate suffix…
Recurrent neural networks have become ubiquitous in computing representations of sequential data, especially textual data in natural language processing. In particular, Bidirectional LSTMs are at the heart of several neural models achieving state-of-the-art performance in a wide variety of tasks in NLP. However, BiLSTM…
Stochastic Gradient Descent (SGD) is one of the simplest and most popular stochastic optimization methods. While it has already been theoretically studied for decades, the classical analysis usually required non-trivial smoothness assumptions, which do not apply to many modern applications of SGD with non-smooth object…
Improved shuffling gradient methods converge faster for nonsmooth convex optimization.
problem Improving convergence rates for nonsmooth convex optimization problems.
method Analysis of shuffling gradient methods, focusing on Random Reshuffle and Single Shuffle strategies.
result Shuffling gradient methods, particularly Random Reshuffle and Single Shuffle, converge faster than Proximal Gradient Descent for nonsmooth convex optimization.
Part-of-speech (POS) tagging is a fundamental component for performing natural language tasks such as parsing, information extraction, and question answering. When POS taggers are trained in one domain and applied in significantly different domains, their performance can degrade dramatically. We present a methodology f…
The paper investigates length averages in foliations, contrasting with time averages in dynamical systems.
problem Investigate the existence and non-existence of length averages in foliations.
method Generalize the existence problem of time averages in dynamical systems to foliations and introduce the concept of length averages.
result Length averages exist everywhere for codimension one orientable singular foliations without degenerate singularities on compact surfaces under a mild condition.
In mixture model-based clustering applications, it is common to fit several models from a family and report clustering results from only the `best' one. In such circumstances, selection of this best model is achieved using a model selection criterion, most often the Bayesian information criterion. Rather than throw awa…
The study examines how average scalar curvature influences geometric properties of Riemannian manifolds.
problem Investigating the geometric properties of Riemannian manifolds influenced by average scalar curvature.
method Analyzing the conjugate radius, average area of geodesic spheres, average volume of metric balls, and total volume of closed manifolds.
result Improves the Bishop-Gromov estimate on the average volume of metric balls and proves monotone decreasing properties of certain geometric integrals.
We analyze the question whether sliding window time averages applied to stationary increment processes converge to a limit in probability. The question centers on averages, correlations, and densities constructed via time averages of the increment x(t,T)=x(t+T)-x(t)and the assumption is that the increment is distribute…
The time average of geometric Brownian motion plays a crucial role in the pricing of Asian options in mathematical finance. In this paper we consider the asymptotics of the discrete-time average of a geometric Brownian motion sampled on uniformly spaced times in the limit of a very large number of averaging time steps.…
In this thesis, we consider the suitability of using the charged cold fluid model in the description of ultra-relativistic beams. The method that we have used is the following. Firstly, the necessary notions of kinetic theory and differential geometry of second order differential equations are explained. Then an averag…