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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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285683111 · May 202619922001200920172026
48 results for threshold balance

A new algorithm speeds up rerandomization for better experiment balance.

problem Achieving optimal covariate balance in randomized experiments.
method Metropolis-Hastings framework with sampling-importance resampling.
result PSRSRR achieves significant speedups while maintaining statistical guarantees.

New approach finds analytic interpretation of algebraic invariants for balanced metrics.

problem Finding analytic interpretation of algebraic invariants for balanced metrics.
method Using log canonical thresholds and basis divisors, the approach involves quantized Ding functionals on Bergman spaces.
result Each δ_m is the coercivity threshold of a quantized Ding functional on the m-th Bergman space, characterizing the existence of balanced metrics.

Unified formula for training dynamics of linear networks combining lazy and balanced regimes.

problem Training dynamics of linear networks in two distinct setups: lazy and balanced/active.
method Unified formula for the evolution of the learned matrix, combining lazy and balanced regimes.
result Unified formula allows for rapid convergence and low rank bias, proving a complete phase diagram.

Adaptive algorithm for outlier detection by balancing arm exploration and threshold estimation.

problem Identifying outliers in a set of rewards where the threshold is a function of all rewards.
method Adaptively updated confidence interval for the threshold based on previous rounds' estimates, balancing exploration of individual arms and the outlier threshold.
result Efficient algorithm with reduced sample complexity for outlier detection.

Synthetic data augmentation can improve imbalanced classification metrics.

problem Improving imbalanced classification metrics
method Developing a framework for analyzing the effects of synthetic data augmentation on score-based classification
result Augmentation can improve AUROC, AUPRC, balanced accuracy, and F1 score

Study membership inference under skewed priors and adaptive thresholds, improving attack accuracy.

problem Membership inference in imbalanced settings with selective thresholding.
method Developed PPV metric for skewed priors, threshold selection procedure, and a new inference attack.
result Improved inference attack accuracy in imbalanced settings.

New method converts conventional ANNs to SNNs with minimal loss and efficiency.

problem Difficulty in training SNNs directly from conventional ANNs due to discreteness.
method Proposes a novel pipeline combining threshold balance and soft-reset mechanisms for efficient conversion.
result Achieves almost no accuracy loss with only 1/10 of typical SNN simulation time.

Deep ROC analysis improves model selection and interpretation in medical and AI applications.

problem Inadequate performance measures for binary classifiers.
method Deep ROC analysis, translating AUC and partial AUC into balanced average accuracy and post-test measures.
result Deep ROC analysis provides balanced average accuracy, average sensitivity, and average specificity.

We construct the Google matrices of bitcoin transactions for all year quarters during the period of January 11, 2009 till April 10, 2013. During the last quarters the network size contains about 6 million users (nodes) with about 150 million transactions. From PageRank and CheiRank probabilities, analogous to trade imp…

2019-06-04abs ↗pdf ↗

The personal income distribution (PID) above the Pareto threshold is studied and modeled. A microeconomic model is proposed to simulate the PID and its evolution below and above the Pareto income threshold. The model balances processes of income production and dissipation for any person above 15 years of age. The model…

2008-11-03abs ↗pdf ↗

A new method optimizes material discovery by balancing exploration and exploitation.

problem Substantial experimental costs and lengthy development periods in material discovery.
method Threshold-Driven UCB-EI Bayesian Optimization (TDUE-BO) method.
result TDUE-BO significantly outperforms traditional BO methods in material discovery.

CTI produces efficient prediction intervals with guaranteed coverage.

problem Efficient and reliable uncertainty quantification in regression.
method CTI estimates conditional density for interval length, then thresholds intervals based on this density.
result CTI achieves smaller prediction sets with guaranteed coverage compared to existing methods.

New RL method learns K-step lookahead Q-functions for fixed-horizon MDPs.

problem Challenges in online reinforcement learning for non-episodic, finite-horizon MDPs.
method Introduces a K-step lookahead Q-function with a time-varying threshold for selecting actions.
result Achieves minimax optimal constant regret for K=1 and O(max((K1),CK1)SATlog(T))\mathcal{O}(\max((K-1),C_{K-1})\sqrt{SAT\log(T)}) regret for K ≥ 2.

Novel active learning framework using sparse approximation for efficient model training.

problem Efficient model training with limited labeled data.
method Formulates batch active learning as sparsity-constrained discontinuous optimization problems, using greedy or proximal iterative hard thresholding algorithms.
result Achieves competitive performance with lower computational complexity across different settings.

Optimal control of reserve assets for stablecoins to maintain peg stability.

problem Balancing immediate liquidity and yield on reserve assets for stablecoin peg maintenance.
method Developed a stochastic model predictive control framework with moment closure for event intensities, incorporating a soft-thresholding structure for rebalancing.
result Optimal policy shifts predictably toward cash as expected outflows intensify or windows lengthen, preserving most bill carry in calm markets and quickly building cash during stress.

Equity-Directed Bootstrapping improves model performance across groups in imbalanced datasets.

problem Improving model performance across different groups in imbalanced datasets.
method Equity-Directed Bootstrapping to balance training data with respect to both labels and group identity.
result The equity-directed bootstrap brings test set sensitivities and specificities closer to satisfying the equal odds criterion.

HARFE approximates sparse additive functions using random features and ridge regression.

problem Approximating high-dimensional sparse additive functions.
method Hard-ridge random feature expansion with sparse ridge regression and hard-thresholding pursuit.
result HARFE method converges with a given error bound and achieves lower error than other algorithms.

A federated model learns shared archetypes from heterogeneous clients in continual learning.

problem Federated learning struggles with client heterogeneity and streaming distribution shifts.
method Clients encode their data as low-rank Hebbian operators, which are sent to a central server for aggregation and factorization into global archetypes.
result Improved global archetype reconstruction and associative retrieval in heterogeneous clients, drift, and novelty settings.

C-t3t^3VAE improves class representation in long-tailed generative models.

problem Latent geometric bias in VAEs under class imbalance.
method Per-class Student's t-distribution priors, closed-form objective, equal-weight latent mixture.
result Consistently lower FID scores and better class-balanced generation for severely imbalanced datasets.

New insights into how large learning rates affect transformer training dynamics.

problem Understanding how large learning rates impact the training of transformer models.
method Analyzing a simplified linear transformer model with a two-factor product map.
result Large learning rates can lead to various training outcomes including cycles, chaos, or divergence.

Neural networks improve VaR estimation accuracy and robustness.

problem Estimating Value at Risk (VaR) in financial markets.
method Generative regime switching framework with Monte-Carlo simulations, neural networks initialized via best model, balanced incentive function, reduced training data.
result Neural networks outperform traditional methods in VaR estimation, especially with less data.

SA-BCP combines long-term and local evidence for efficient, adaptive online prediction.

problem Balancing fast adaptation and stable coverage in online prediction.
method State-Adaptive Bayesian Conformal Prediction (SA-BCP) using gated convex combination of temporal inertia and spatial evidence.
result SA-BCP achieves at-or-above-nominal coverage with substantially sharper intervals compared to discounted Bayesian CP.

This paper finds the noise threshold for learning Gaussian mixture models equals channel capacity.

problem Learning Gaussian mixture models with noisy data.
method Bayesian formulation with uniformly distributed centers on a sphere, analyzing the large system limit.
result The maximal noise level σ2σ^2 for which GMM learning is as easy as labeled observations is the channel capacity.

Study evaluates three class imbalance techniques across diverse datasets.

problem Class imbalance in binary classification tasks.
method Synthetic Minority Over-sampling Technique (SMOTE), Class Weights tuning, Decision Threshold Calibration.
result Decision Threshold Calibration is the most consistently effective technique.

Let {α}\{α\} and {β}\{β\} be nef cohomology classes of bidegree (1,1)(1,\,1) on a compact nn-dimensional Kähler manifold XX such that the difference of intersection numbers {α}nn{α}n1.{β}\{α\}^n - n\,\{α\}^{n-1}.\,\{β\} is positive. We solve in a number of special but rather inclusive cases the quantitative part of Demailly's Transce…

2015-05-13abs ↗pdf ↗

A framework for multi-label sentiment analysis in 100 languages with dynamic weighting.

problem Cross-lingual sentiment analysis in multi-label settings with label imbalance.
method Dynamic weighting method, focal loss adaptation, optimal class-specific thresholds.
result State-of-the-art performance in 7 out of 9 metrics across 3 languages.

This work improves privacy in federated combinatorial bandits by balancing regret and privacy.

problem Privacy-preserving learning in competitive online learning settings with quality constraints.
method Proposes P-FCB algorithm for federated combinatorial bandits, balancing regret and privacy.
result Improves regret while maintaining quality constraints and privacy guarantees.

Investigates timing and asset allocation for life insurance in uncertain financial planning.

problem Optimal timing and asset allocation for life insurance in uncertain financial planning.
method Analytical solutions using duality theory and free-boundary problems.
result Explicit expressions for value functions and optimal strategies in both scenarios.

Study evaluates machine learning methods for large-scale network reliability, revealing ANN's and PR's performance.

problem Tackles the NP-hard problem of approximating binary-state network reliability for large-scale systems.
method Compares 20 machine learning methods across three reliability regimes and evaluates their performance on large-scale networks.
result Large-scale networks with arc reliability ≥ 0.9 exhibit near-unity system reliability, enabling computational simplifications.