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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.

168,742 papers · 148 categories

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24487296 · May 202619922001200920172026
48 results for transport capacity

This paper focuses on martingale optimal transport problems when the martingales are assumed to have bounded quadratic variation. First, we give a result that characterizes the existence of a probability measure satisfying some convex transport constraints in addition to having given initial and terminal marginals. Sev…

2018-04-12abs ↗pdf ↗

Paper introduces information-constrained optimal transport, generalizing Talagrand's inequality.

problem Optimal transport problem with information constraints.
method Information constrained variation of optimal transport, using Marton's approach.
result Recovery of concentration of measure results and solution to Cover's open problem.

Language models fail to process hallucinated responses, and this study diagnoses the failure.

problem Language models fail to process hallucinated responses, leading to over-concentration or diffuse attention.
method The study uses forced scoring of benchmark-labeled responses to compute attention shapes and analyze the symmetric component of the degree-normalized attention operator.
result The study proves that every transpose-invariant spectral diagnostic of the attention operator is orientation-blind and bounds the sensitivity of any Lipschitz diagnostic by the asymmetry coefficient \(G\).

Unbalanced minibatch Optimal Transport improves domain adaptation performance.

problem Optimal transport distances are computationally expensive for large datasets.
method Use unbalanced minibatch Optimal Transport to estimate distances over subsets of data.
result Unbalanced Optimal Transport leads to better domain adaptation results.

Extends DAMs to Gaussian distributions for efficient pattern storage and retrieval.

problem Limited storage capacity and retrieval methods for non-vector pattern representations.
method Introduces a log-sum-exp energy function over Gaussian distributions, using optimal transport maps for retrieval dynamics.
result Proves exponential storage capacity and provides quantitative retrieval guarantees.

Unified framework for ensemble transport-based smoothing of non-Gaussian time series.

problem Bayesian time series re-analysis with non-Gaussian distributions.
method Measure transport approach to derive consistent prior-to-posterior transformations.
result General ensemble framework for transport-based smoothing of state-space models.

Neural Local Wasserstein Regression models distribution-on-distribution regression with flexible, localized transport maps.

problem Estimating distribution-on-distribution regression with global optimal transport maps or linearization limitations.
method Proposes Neural Local Wasserstein Regression, a flexible nonparametric framework using locally defined transport maps in Wasserstein space.
result Demonstrates effective capture of nonlinear and high-dimensional distributional relationships.

We obtain a dual representation of the Kantorovich functional defined for functions on the Skorokhod space using quotient sets. Our representation takes the form of a Choquet capacity generated by martingale measures satisfying additional constraints to ensure compatibility with the quotient sets. These sets contain st…

2019-04-09abs ↗pdf ↗

Domain adaptation (DA) is an important and emerging field of machine learning that tackles the problem occurring when the distributions of training (source domain) and test (target domain) data are similar but different. Current theoretical results show that the efficiency of DA algorithms depends on their capacity of …

2016-10-14abs ↗pdf ↗

This work extends the randomized shortest paths (RSP) model by investigating the net flow RSP and adding capacity constraints on edge flows. The standard RSP is a model of movement, or spread, through a network interpolating between a random-walk and a shortest-path behavior [30, 42, 49]. The framework assumes a unit f…

2019-10-04abs ↗pdf ↗

Develops a new model for synthesizing and analyzing probability measures.

problem Synthesis and analysis of probability measures.
method Linear barycentric coding model (LBCM) using linear optimal transport (LOT) metric.
result Closed-form solution to 2-Wasserstein barycenters for compatible measures.

A new associative memory uses Sinkhorn divergence for efficient pattern retrieval.

problem Efficiently retrieving patterns from large datasets of weighted point clouds.
method Derived retrieval dynamics as a SHK gradient flow, discretized for a deterministic algorithm.
result Proved basin invariance, geometric convergence, and robust recovery from perturbations.

Paper applies RL to optimize inventory management across multiple products and nodes.

problem Optimizing inventory management for a large number of products with shared capacity in a multi-node supply chain.
method Novel multi-agent hierarchical reinforcement learning framework with A2C algorithm and quantised action spaces.
result The approach optimizes for maximizing product sales and minimizing wastage of perishable products.

Paper proposes TRA to learn multiple stock trading patterns.

problem Inconsistent i.i.d. assumption limits stock prediction performance.
method TRA architecture with Optimal Transport for pattern assignment.
result Improves information coefficient (IC) by 0.04-0.06 compared to baselines.

This work explores the generalization properties of diffusion models, providing theoretical and empirical insights.

problem Theoretical understanding of diffusion models' generalization capabilities remains underdeveloped.
method Theoretical exploration and quantitative analysis of generalization gaps in diffusion models.
result Established polynomially small generalization error (O(n2/5+m4/5)O(n^{-2/5}+m^{-4/5})) for diffusion models, avoiding the curse of dimensionality.

We study various capacities on compact Kähler manifolds which generalize the Bedford-Taylor Monge-Ampère capacity. We then use these capacities to study the existence and the regularity of solutions of complex Monge-Ampère equations.

2014-02-11abs ↗pdf ↗

Solves a discrete logarithmic Minkowski problem for electrostatic p-capacity.

problem Characterize measures generated by electrostatic p-capacity.
method Solves the discrete logarithmic Minkowski problem for 1 < p < n.
result Solves the discrete logarithmic Minkowski problem for measures in general position.

CapOptix uses options theory to price capacity in electricity markets.

problem Traditional capacity market designs fail to account for risk and price shocks.
method Interprets capacity commitments as reliability options and uses Markov Regime Switching Process.
result CapOptix provides more accurate pricing of capacity premia compared to existing mechanisms.

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

While symplectic manifolds have no local invariants, they do admit many global numerical invariants. Prominent among them are the so-called symplectic capacities. Different capacities are defined in different ways, and so relations between capacities often lead to surprising relations between different aspects of sympl…

2005-06-10abs ↗pdf ↗

Study excess capacity in neural networks using Rademacher complexity.

problem Understanding how much capacity deep networks have beyond what's needed for classification.
method Unified Rademacher complexity bounds for function composition and convolutional layers, considering Lipschitz constants and initialization norms.
result There is substantial excess capacity per task, and capacity can be kept similar across different tasks.

Study binary perceptrons' capacity using random duality theory.

problem Characterize the capacity of binary perceptrons with general thresholds.
method Utilized fully lifted random duality theory (fl RDT) to characterize the capacity.
result Characterizations match replica symmetry breaking predictions and uncover the capacity for zero-threshold scenario.

Study capacity constraints in continual learning with a simple model.

problem Understanding optimal resource allocation for agents with limited memory and compute resources.
method Analyzes a capacity-constrained linear-quadratic-Gaussian (LQG) sequential prediction problem and demonstrates optimal capacity allocation strategies.
result Derives a solution to the capacity-constrained LQG sequential prediction problem and shows how to optimally allocate capacity across sub-problems in the steady state.

New complete panel dataset for LMICs helps analyze innovation and development.

problem Lack of complete data for empirical analyses in LMICs.
method Predictive Mean Matching multiple imputation technique.
result Created a large dataset of 47 variables for 82 LMICs from 2005-2019.

Memory capacity of DAM scales exponentially with feature separation, unaffected by correlations.

problem Understanding how feature correlations impact DAM's capacity.
method Developed an empirical framework to analyze DAM's capacity under varying feature correlations and pattern separations.
result Memory capacity scales exponentially with feature separation, unaffected by correlations.

Proves local maximizers for higher Ekeland-Hofer capacities in 4D star-shaped domains.

problem Finding local maximizers for higher Ekeland-Hofer capacities in specific domains.
method Analogous to 4D local Viterbo conjecture, proving maximizers for rational ellipsoids.
result Local maximizers of the k-th Ekeland-Hofer capacities are symplectomorphic to rational ellipsoids.

Derives an empirical capacity model for self-attention neural networks.

problem Theoretical capacity of large transformer models is not fully utilized by current optimization algorithms.
method Analyzes memory capacity of transformers using synthetic training data and common training algorithms.
result Derives an empirical capacity model (ECM) for a generic transformer.

Improves online learning algorithms for functional models with capacity assumptions.

problem Convergence rates of online stochastic gradient descent algorithms for functional linear models.
method Characterizations of slope function regularity, kernel space capacity, and sampling process covariance operator.
result Capacity assumptions can alleviate saturation of convergence rates as function regularity increases.

We introduce the concept of pseudo symplectic capacities which is a mild generalization of that of symplectic capacities. As a generalization of the Hofer-Zehnder capacity we construct a Hofer-Zehnder type pseudo symplectic capacity and estimate it in terms of Gromov-Witten invariants. The (pseudo) symplectic capacitie…

2001-03-28abs ↗pdf ↗

Study relates symplectic homology capacity to periodic orbits in Liouville domains.

problem Relating symplectic homology capacity to periodic orbits in Liouville domains.
method Uses positive symplectic homology and Hofer-Zehnder capacity to establish bounds and existence of periodic points.
result Non-zero positive symplectic homology implies finite upper bound for Hofer-Zehnder capacity relative to skeleton and Hamiltonian diffeomorphisms.

Learning capacity measures model complexity, correlating with test loss and sample size.

problem Understanding model complexity and its relation to test performance.
method Formal correspondence between thermodynamics and inference; learning capacity as a measure of effective dimensionality.
result Learning capacity correlates with test loss and is a small fraction of model parameters.

Generalizes memory and forecasting capacities for nonlinear recurrent networks with dependent inputs.

problem Understanding memory and forecasting capabilities in networks with dependent inputs.
method Formulated bounds for memory and forecasting capacities in terms of network size and input properties.
result Proved that memory capacity for linear recurrent networks with independent inputs is given by the rank of the controllability matrix.

This paper is devoted to a geometric-measure-theoretic study of the brand new affine BV-capacity which is essentially different from the classic BV-capacity in dimension greater than one.

2015-10-27abs ↗pdf ↗

For any Lie group GG, we construct a GG-equivariant analogue of symplectic capacities and give examples when G=Tk×RdkG = \mathbb{T}^k\times\mathbb{R}^{d-k}, in which case the capacity is an invariant of integrable systems. Then we study the continuity of these capacities, using the natural topologies on the symplectic GG-…

2015-11-14abs ↗pdf ↗

Study online learning with delays and capacity constraints, achieving optimal regret bounds.

problem Online learning with delays and capacity constraints.
method Novel scheduling and preemptive techniques, matching upper and lower bounds.
result Achieves optimal regret bounds across all capacity levels.

In this paper, we investigate the common scenario where every candidate item for recommendation is characterized by a maximum capacity, i.e., number of seats in a Point-of-Interest (POI) or size of an item's inventory. Despite the prevalence of the task of recommending items under capacity constraints in a variety of s…

2017-01-18abs ↗pdf ↗

Euclidean embeddings of data are fundamentally limited in their ability to capture latent semantic structures, which need not conform to Euclidean spatial assumptions. Here we consider an alternative, which embeds data as discrete probability distributions in a Wasserstein space, endowed with an optimal transport metri…

2019-05-08abs ↗pdf ↗

We consider point clouds obtained as random samples of a measure on a Euclidean domain. A graph representing the point cloud is obtained by assigning weights to edges based on the distance between the points they connect. Our goal is to develop mathematical tools needed to study the consistency, as the number of availa…

2014-03-25abs ↗pdf ↗