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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.

168,742 papers · 148 categories

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2356 · May 202619922001200920172026
48 results for two-phase

Improved statistical inference for expensive data using machine learning predictions.

problem Statistical inference under adaptive two-phase multiwave sampling with expensive measurements.
method Multiwave Predict-Then-Debias estimator combining proxy information and expensive measurements.
result Valid estimators and confidence intervals for M-estimation under adaptive sampling.

Common models for two-phase lipid bilayer membranes are based on an energy that consists of an elastic term for each lipid phase and a line energy at interfaces. Although such an energy controls only the length of interfaces, the membrane surface is usually assumed to be at least C1C^1 across phase boundaries. We consi…

2016-03-01abs ↗pdf ↗

Study shows thresholding scheme converges for mean curvature flow of convex sets.

problem Analyzing convergence of thresholding scheme for mean curvature flow.
method Time discretization using Merriman, Bence and Osher's scheme, focusing on two-phase mean convex settings.
result Time-integrated energy of approximation converges to limit's energy in minimizing movements interpretation.

We examine the out-of-equilibrium phase reported by Plerou {\it et. al.} in Nature, {\bf 421}, 130 (2003) using the data of the New York stock market (NYSE) between the years 2001 --2002. We find that the observed two phase phenomenon is an artifact of the definition of the control parameter coupled with the nature of …

2005-02-15abs ↗pdf ↗

For better classification generative models are used to initialize the model and model features before training a classifier. Typically it is needed to solve separate unsupervised and supervised learning problems. Generative restricted Boltzmann machines and deep belief networks are widely used for unsupervised learnin…

2018-04-25abs ↗pdf ↗

Physics-guided deep learning improves CFD for bubbly flow simulations.

problem Accurate CFD prediction of two-phase bubbly flow with high computational efficiency.
method Developed a multi-scale framework with Feature Similarity Measurement (FSM) for error estimation and a physics-guided deep feedforward neural network (DFNN) surrogate model.
result Physics-guided deep learning achieves comparable accuracy to fine-mesh simulations with fast-running feature.

The two phase behavior in financial markets actually means the bifurcation phenomenon, which represents the change of the conditional probability from an unimodal to a bimodal distribution. In this paper, the bifurcation phenomenon in Hang-Seng index is carefully investigated. It is observed that the bifurcation phenom…

2007-12-30abs ↗pdf ↗

Detects anomalies in product health metrics at eBay for better alerts.

problem Detecting anomalies in unsupervised product health metrics at eBay.
method Developed a Moving Metric Detector (MMD) for anomaly detection and a point-wise ranking model for alert retrieval.
result Improves alert precision and avoids alert spamming in eBay production.

Early stopping helps prevent overfitting to noisy labels in neural networks.

problem Overfitting to noisy labels in real-world training data.
method Two-phase training method (Prestopping) that early stops training and resumes using a maximal safe set.
result Significantly outperforms state-of-the-art methods in test error under label noise.

Proposes a method to estimate sparse Gaussian graphical models with hidden clustering structure.

problem Modeling statistical relationships between variables with sparsity and clustering.
method Two-phase algorithm using sGS-ADMM for initial point and pALM for solution.
result Demonstrates good performance and efficiency of the proposed model and algorithm on synthetic and real data.

Discrimination-aware classification is receiving an increasing attention in data science fields. The pre-process methods for constructing a discrimination-free classifier first remove discrimination from the training data, and then learn the classifier from the cleaned data. However, they lack a theoretical guarantee f…

2017-02-28abs ↗pdf ↗

Proposes MD-LiNA for multi-domain latent factor causal discovery.

problem Discovering causal structures among latent factors from multi-domain data.
method Multi-Domain Linear Non-Gaussian Acyclic Models (MD-LiNA) with an integrated two-phase algorithm.
result Locally consistent estimators of causal structure among shared latent factors.

DP-SGD can update fewer coordinates while maintaining privacy.

problem How to update fewer coordinates in DP-SGD without losing optimization signal.
method TP-TopK (Two-Phase TopK DP-SGD), a two-phase method for coordinate-sparse private training.
result Private training can update fewer coordinates without losing optimization signal, scaling noise with active dimension \(k\) instead of full dimension \(d\).

We discuss a class of (local and non-local) theories of gravity that share same properties: i) they admit the Einstein spacetime with arbitrary cosmological constant as a solution; ii) the on-shell action of such a theory vanishes and iii) any (cosmological or black hole) horizon in the Einstein spacetime with a positi…

2012-03-13abs ↗pdf ↗

New method improves statistical inference using machine learning-imputed data.

problem Improving statistical inference with imputed data from machine learning.
method Two-phase sampling approach for Z-estimation with ML-imputed outcomes.
result Guaranteed efficiency matching or exceeding classical inference, regardless of prediction quality.

This paper proposes a new global optimization algorithm using deep learning.

problem Developing efficient algorithms for global optimization of non-convex functions.
method Two-phase approach: minimization phase with model-driven deep learning, escaping phase with reinforcement learning.
result The proposed algorithm significantly outperforms classical optimization methods and handles ill-posed functions.

New method identifies sepsis-related patient features in EMR data.

problem Identify sepsis-related patient features in EMR data.
method Linear multivariate Hawkes process model with ReLU link function, coupled with gradient-based method.
result Identifies several interpretable GC chains that precede sepsis.

Estimates vaccine effectiveness and immune correlates in TND studies with missing data.

problem Confounding and missing data in TND studies of vaccine effectiveness and immune correlates.
method Targeted maximum likelihood estimation using a semiparametric logistic regression model.
result Valid causal inference of vaccine effectiveness and immune correlates in TND studies with missing exposure data.

Study shows how flat flow solutions in 2D converge to disks.

problem Understanding the asymptotics of area-preserving mean curvature flow in 2D.
method Analyzes flat flow solutions starting from bounded sets of finite perimeter.
result Flat flow solutions converge to a union of equally sized disks with exponential rate.

Proposes a novel MTL approach based on bias-variance analysis.

problem Improving multi-task learning performance through shared knowledge.
method Two-phase iterative aggregation of targets and features using bias-variance analysis.
result Validation on synthetic and real-world datasets demonstrates the effectiveness of the proposed method.

A two-phase algorithm identifies the best arm in sparse linear bandits with fixed budget.

problem Best arm identification in sparse linear bandits with limited budget.
method Lasso and Optimal-Design (Lasso-OD) based linear best-arm identification.
result Lasso-OD achieves significant performance improvement for sparse and high-dimensional linear bandits.

Reliable training of generative adversarial networks (GANs) typically require massive datasets in order to model complicated distributions. However, in several applications, training samples obey invariances that are \textit{a priori} known; for example, in complex physics simulations, the training data obey universal …

2019-06-04abs ↗pdf ↗

Study flat flow solutions to Mullins-Sekerka and area-preserving curvature flows on planar flat torus.

problem Behavior of flat flow solutions on planar flat torus.
method Sharp quantitative Alexandrov inequality derivation for periodic smooth sets.
result Flat flows converge to specific configurations exponentially fast.

IIC decouples causal identification into two phases, significantly reducing the HTC gap in linear SEMs.

problem Determining causal effect coefficients in linear SEMs with latent confounders using the Half-Trek Criterion (HTC) leaves a gap of inconclusive causal effects.
method Iterative Identification Closure (IIC) framework that decouples causal identification into two phases: a seed function S_0 and Reduced HTC propagation.
result IIC strictly subsumes both HTC and ancestor decomposition, reducing the HTC gap by over 80% with combined seeds.

MetaNOR learns common nonlocal kernels for efficient metamaterial modeling.

problem Efficiently modeling wave propagation in new metamaterials.
method Meta-learns a common nonlocal kernel from existing tasks and transfers this knowledge to new tasks with minimal data.
result Substantial improvements in sampling efficiency for new metamaterials.

Study finds multiple solutions for Van der Waals-Cahn-Hilliard equation on manifolds.

problem Finding multiple solutions for a specific equation on manifolds.
method Combines Lusternik-Schnirelman and Morse theory with a photography method.
result Establishes multiplicity of solutions using topological invariants.