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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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6481,2961,9442,592 · Jun 202019922001200920172026
48 results for sum of contributions

Develops a Bayesian non-parametric approach for signal separation with varying components.

problem Signal separation with varying components across different input locations.
method Augments Gaussian Process Latent Variable Models with weighted sums of pure component signals and incorporates priors for linear weights.
result Framework allows for non-linear variations in signals and incorporates useful priors for linear weights.

Paper introduces new approximations for lognormal sums, matching comonotonicity and moments.

problem Approximating sums of lognormal random variables accurately.
method Introduces new approximations based on weighted distribution theory, emphasizing comonotonicity and moment matching.
result Approximations perform better than classical methods, especially in the right tail of the distribution.

The formula for the Turaev-Viro invariant of a 3-manifold depends on a complex parameter t. When t is not a root of unity, the formula becomes an infinite sum. This paper analyzes convergence of this sum when t does not lie on the unit circle, in the presence of an efficient triangulation of the three-manifold. The ter…

2003-10-17abs ↗pdf ↗

This work studies the problem of stochastic dynamic filtering and state propagation with complex beliefs. The main contribution is GP-SUM, a filtering algorithm tailored to dynamic systems and observation models expressed as Gaussian Processes (GP), and to states represented as a weighted sum of Gaussians. The key attr…

2017-09-23abs ↗pdf ↗

Summing over 3-manifolds using TQFT partition functions.

problem Summing over all 3-manifolds with fixed boundary.
method Rewriting the sum over 3-manifolds as a sum over homology groups, using TQFT partition functions and topological boundary conditions.
result Existence of a distribution of 2d TQFTs whose ensemble average equals the sum over 3-manifolds.

Lower bounds for higher-order methods in non-convex optimization.

problem Proving lower bounds for higher-order methods in smooth non-convex finite-sum optimization.
method Analyzing deterministic and randomized algorithms, proposing a new smoothness assumption.
result Proves optimal lower bounds for simulating pth-order regularized methods on the whole function.

We analyze the u-plane contribution to Donaldson invariants of a four-manifold X. For b2+(X)>1b_2^+(X)>1, this contribution vanishes, but for b2+=1b_2^+=1, the Donaldson invariants must be written as the sum of a u-plane integral and an SW contribution. The u-plane integrals are quite intricate, but can be analyzed in great det…

1997-09-26abs ↗pdf ↗

The u-plane integral is the contribution of the Coulomb branch to correlation functions of N=2 gauge theory on a compact four-manifold. We consider the u-plane integral for correlators of point and surface observables of topologically twisted theories with gauge group SU(2), for an arbitrary four-manifold with (b1,b2+)…

2019-10-29abs ↗pdf ↗

For a finite-dimensional (but possibly noncompact) symplectic manifold with a compact group acting with a proper moment map, we show that the square of the moment map is an equivariantly perfect Morse function in the sense of Kirwan, and that the set of critical points of the square of the moment map is a countable dis…

2005-03-18abs ↗pdf ↗

Paper develops security model and pricing for stable digital currency in quantum blockchain network.

problem Securing and pricing stable digital currency in a quantum blockchain network.
method Developed a block-based quantum channel networking technology and a FinTech platform model with dynamic pricing.
result Established a generalized IoB security model using quantum channel networking and QKD.

ELBO converges to a sum of entropies for many generative models.

problem Understanding the convergence of variational lower bounds in unsupervised learning.
method Analyzing the ELBO for a broad class of generative models, showing it equals a sum of entropies.
result The ELBO is equal to a sum of entropies at stationary points for many generative models.

We speed up marginal inference by ignoring factors that do not significantly contribute to overall accuracy. In order to pick a suitable subset of factors to ignore, we propose three schemes: minimizing the number of model factors under a bound on the KL divergence between pruned and full models; minimizing the KL dive…

2012-03-15abs ↗pdf ↗

We determine the asymptotic behavior in the limit of large Higgs fields of the sectional curvatures of the natural L2L^2 hyperkähler metric GL2G_{L^2} of the moduli space M\mathcal M of rank-22 Higgs bundles on a Riemann surface ΣΣ away from the discriminant locus. It is shown that their leading order part is given b…

2017-01-12abs ↗pdf ↗

We formulate a general framework for competitive gradient-based learning that encompasses a wide breadth of multi-agent learning algorithms, and analyze the limiting behavior of competitive gradient-based learning algorithms using dynamical systems theory. For both general-sum and potential games, we characterize a non…

2018-04-16abs ↗pdf ↗

We derive a gauge theoretic invariant of integral homology 3-spheres which counts gauge orbits of irreducible, perturbed flat SU(3) connections with sign given by spectral flow. To compensate for the dependence of this sum on perturbations, the invariant includes contributions from the reducible, perturbed flat orbits.…

1998-09-22abs ↗pdf ↗

We provide a significant extension of the twisted connected sum construction of G_2-manifolds, i.e. Riemannian 7-manifolds with holonomy group G_2, first developed by Kovalev; along the way we address some foundational questions at the heart of the twisted connected sum construction. Some of the main contributions of t…

2012-07-18abs ↗pdf ↗

Sum-Product Networks (SPNs) are hierarchical, graphical models that combine benefits of deep learning and probabilistic modeling. SPNs offer unique advantages to applications demanding exact probabilistic inference over high-dimensional, noisy inputs. Yet, compared to convolutional neural nets, they struggle with captu…

2019-02-16abs ↗pdf ↗

A new method decomposes Bayesian uncertainty into per-class contributions for safer classification.

problem Bayesian uncertainty metrics fail to distinguish between safe and critical classes in safety-critical classification tasks.
method Decomposes mutual information into per-class contributions using a second-order Taylor expansion and a weighting correction.
result The per-class uncertainty vector CkC_k reduces selective risk and improves out-of-distribution detection compared to traditional metrics.

Decomposes epistemic uncertainty into per-class contributions for safer classification.

problem Asymmetric costs in safety-critical classification.
method Decomposes mutual information into per-class vector CkC_k using second-order Taylor expansion.
result Decomposition improves selective risk by 34.7% and 56.2% over existing metrics.

Sample measures of top centile contributions to the total (concentration) are downward biased, unstable estimators, extremely sensitive to sample size and concave in accounting for large deviations. It makes them particularly unfit in domains with power law tails, especially for low values of the exponent. These estima…

2014-05-08abs ↗pdf ↗

We define a local Riemann-Roch number for an open symplectic manifold when a complete integrable system without Bohr-Sommerfeld fiber is provided on its end. In particular when a structure of a singular Lagrangian fibration is given on a closed symplectic manifold, its Riemann-Roch number is described as the sum of the…

2008-04-21abs ↗pdf ↗

Top-k Combinatorial Bandits generalize multi-armed bandits, where at each round any subset of kk out of nn arms may be chosen and the sum of the rewards is gained. We address the full-bandit feedback, in which the agent observes only the sum of rewards, in contrast to the semi-bandit feedback, in which the agent obse…

2019-05-28abs ↗pdf ↗

We describe a class of compact G2G_2 orbifolds constructed from non-symplectic involutions of K3 surfaces. Within this class, we identify a model for which there are infinitely many associative submanifolds contributing to the effective superpotential of M-theory compactifications. Under a chain of dualities, these can…

2018-12-10abs ↗pdf ↗

A game-theoretic approach selects features by testing their marginal contributions.

problem Feature selection in econometric and statistical models.
method A coalitional game where features are players and payoff is model performance. Hypothesis test decides feature relevance.
result The approach significantly outperforms existing methods in simulations.

Study excess logarithmic residues for foliations to bound invariant hypersurfaces and test log canonicity.

problem Bounding invariant hypersurfaces and testing log canonicity of singularities.
method Introduce excess logarithmic residues, prove residue formula, derive Poincaré-type bound, and use them to recover log discrepancies.
result Componentwise logarithmic residues of a lifted foliation along the exceptional divisor recover log discrepancies of singularities.

Decomposable arrangements have simpler topological and combinatorial properties.

problem Understanding the structure of decomposable hyperplane arrangements.
method Analyzing the Lie algebra and Alexander invariant of decomposable arrangements.
result The Alexander invariant of decomposable arrangements decomposes into local components.

Applying machine learning techniques to the quickly growing data in science and industry requires highly-scalable algorithms. Large datasets are most commonly processed "data parallel" distributed across many nodes. Each node's contribution to the overall gradient is summed using a global allreduce. This allreduce is t…

2018-02-22abs ↗pdf ↗

New algorithm for tensor decomposition and Gaussian mixture models.

problem Efficiently decompose overcomplete order-3 tensors and estimate parameters of Gaussian mixtures.
method Proposes Jennrich's algorithm adapted for tensor decomposition and Gaussian mixture models.
result Efficient algorithm for decomposing symmetric overcomplete order-3 tensors and estimating parameters of Gaussian mixtures.

Efficiently estimates prediction error in regression with Gaussian covariates under privacy constraints.

problem Private regression with Gaussian covariates under differential privacy constraints.
method Sum-of-Squares framework combined with robust estimators.
result Sample-optimal private regression algorithm with optimal error rates.

A common challenge in nonparametric inference is its high computational complexity when data volume is large. In this paper, we develop computationally efficient nonparametric testing by employing a random projection strategy. In the specific kernel ridge regression setup, a simple distance-based test statistic is prop…

2018-02-17abs ↗pdf ↗

The preservation of ambient isotopic equivalence under piecewise linear (PL) approximation for smooth knots are prominent in molecular modeling and simulation. Sufficient conditions are given regarding: (1) Hausdorff distance, and (2) a sum of total curvature and derivative. High degree Bezier curves are often used as …

2013-12-19abs ↗pdf ↗

Local index theorem for cofinite hyperbolic Riemann surfaces derived from computational perspective.

problem Deriving the local index theorem for cofinite Riemann surfaces.
method Using Ahlfors' variational formulas and projection formulas, deriving integral formulas for variations of determinants.
result Explicit integral formulas for variations of logdetΔn\log\detΔ_n and logdetNn\log \det N_n.