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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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48 results for universal bases

CF-INNs can approximate any invertible function, resolving a long-standing problem.

problem Whether CF-INNs can approximate any invertible function.
method Demonstrated CF-INNs are universal approximators for invertible functions by showing a convenient criterion.
result CF-INNs are universal approximators for invertible functions.

In analogy with the vector bundle theory we define universal and strongly universal Lefschetz fibrations over bounded surfaces. After giving a characterization of these fibrations we construct very special strongly universal Lefschetz fibrations when the fiber is the torus or an orientable surface with connected bounda…

2011-06-17abs ↗pdf ↗

Explicit models for the restricted conformal group of the Einstein static universe of dimension greater than two and for its universal covering group are constructed. Based on these models, as an application we determine all oriented and time-oriented conformal Lorentz manifolds whose restricted conformal group has max…

2019-09-18abs ↗pdf ↗

A universal LSTM model outperforms asset-specific models in forecasting stock volatilities.

problem Forecasting stock volatilities across different assets.
method Trained an LSTM network on a pooled dataset of liquid stocks to forecast daily realized volatilities.
result The LSTM model consistently outperforms other asset-specific parametric models in volatility forecasting.

Softmax attention approximates complex functions and subsumes many known universal approximators.

problem Universal approximation of continuous sequence-to-sequence functions.
method Interpolation-based analysis of attention's internal mechanism, showing its ability to approximate ReLU functions.
result Softmax attention is a universal approximator for continuous sequence-to-sequence functions.

We extend a recently proposed 1-nearest-neighbor based multiclass learning algorithm and prove that our modification is universally strongly Bayes-consistent in all metric spaces admitting any such learner, making it an "optimistically universal" Bayes-consistent learner. This is the first learning algorithm known to e…

2019-06-24abs ↗pdf ↗

Novel approach to financial derivatives pricing using rough path theory.

problem No-arbitrage conditions in financial markets necessitating precise integration methods.
method Developed a polynomial-based approximation class for rough path functionals, extending to non-geometric rough paths.
result Motivated a hypothesis for payoff functionals in financial markets, facilitating analysis.

This paper explores the limits of deep learning in poly-time.

problem Characterizing function distributions that deep learning can or cannot learn efficiently.
method Analysis of SGD and GD-based deep learning approaches, proving universality and non-universality results.
result SGD-based deep learning is efficiently universal, while GD-based is not, especially with large batches.

The study of linguistic typology is rooted in the implications we find between linguistic features, such as the fact that languages with object-verb word ordering tend to have post-positions. Uncovering such implications typically amounts to time-consuming manual processing by trained and experienced linguists, which p…

2019-06-18abs ↗pdf ↗

New method creates universal perturbations to fool neural network interpretations.

problem Vulnerability of gradient-based saliency maps to adversarial perturbations.
method Gradient-based optimization and PCA-based approach to create UPI.
result Existence and successful application of Universal Perturbation for Interpretation (UPI).

New framework explains normalizing flows' power and limitations.

problem Understanding the expressive power and limitations of normalizing flows.
method Theoretical framework for well-conditioned coupling-based normalizing flows and volume-preserving flows.
result RealNVP is distributionally universal, but volume-preserving flows are not.

New proof shows incremental flow models are essential for universal generation.

problem Understanding the universality of flow-based models in generating natural maps.
method Topological-dynamical argument and algebraic properties of flows.
result Incremental generation is necessary and sufficient for universal flow-based generation.

Adversarial examples are inputs intentionally perturbed with the aim of forcing a machine learning model to produce a wrong prediction, while the changes are not easily detectable by a human. Although this topic has been intensively studied in the image domain, classification tasks in the audio domain have received les…

2019-11-22abs ↗pdf ↗

New analysis shows RPE-based Transformers can't approximate all functions.

problem Understanding the limitations of RPE-based Transformers in approximating continuous functions.
method Mathematical analysis and development of a novel attention module (URPE) to overcome limitations.
result RPE-based Transformers can't approximate all continuous sequence-to-sequence functions, even with depth and width.

In the first of these two lectures, I describe a gauge theory approach to understanding quantum knot invariants as Laurent polynomials in a complex variable q. The two main steps are to reinterpret three-dimensional Chern-Simons gauge theory in four dimensional terms and then to apply electric-magnetic duality. The var…

2014-01-27abs ↗pdf ↗

Study of universal complexes in toric topology with applications in category theory.

problem Properties and applications of universal complexes in toric topology.
method Combinatorial and topological analysis of X(Fpn)X(\mathbb{F}_p^n) and K(Fpn)K(\mathbb{F}_p^n).
result Lusternick-Schnirelmann categories of moment angle complexes calculated for universal complexes.

Enhanced synthetic dataset improves asset allocation analysis.

problem Lack of realistic synthetic data for fixed income portfolio construction.
method Improved CorrGAN model for synthetic correlation matrices and Encoder-Decoder model for additional data conditioning.
result Synthetic dataset enhances portfolio construction and asset allocation analysis.

A Hilbert space embedding for probability measures has recently been proposed, wherein any probability measure is represented as a mean element in a reproducing kernel Hilbert space (RKHS). Such an embedding has found applications in homogeneity testing, independence testing, dimensionality reduction, etc., with the re…

2010-03-03abs ↗pdf ↗

Transformers enable in-context learning with guarantees for a wide range of tasks.

problem How to enable in-context learning with transformers for various tasks.
method Developed a universal approximation theory integrating Barron's function approximation with transformer capabilities.
result Transformers can approximate any target function with vanishingly small risk using a few in-context examples.

The paper addresses the gap between theoretical and practical confidence set widths in universal inference.

problem Inference procedures can be overly conservative, leading to wider confidence sets than expected.
method The authors identify the source of asymptotic conservativeness and propose a remedy based on studentization and bias correction.
result The proposed method achieves exact asymptotic coverage at the nominal 1α1-α level, even under model misspecification.

ULFS-KDPE estimates parameters efficiently without influence functions.

problem Estimating pathwise differentiable parameters in nonparametric models.
method Kernel debiased plug-in estimator based on universal least favorable submodel.
result Semiparametric efficiency achieved without influence function derivation.

Study presents a method to induce a generalized neural network from joint group invariant functions.

problem Encoding rule of neural network internal data representation.
method Systematic method using joint group invariant function on data-parameter domain.
result Induces a generalized neural network and its inverse operator (ridgelet transform).

The paper extends a theorem to Lie-Rinehart algebras and provides new decompositions of universal enveloping algebras.

problem Understanding universal enveloping algebras of Lie-Rinehart algebras.
method Extending a theorem to left Hopf algebroids and applying it to universal enveloping algebras of Lie-Rinehart algebras.
result Provides a crossed product decomposition of universal enveloping algebras for curved and flat connections.

ELF simplifies normalizing flows, making them more efficient and universal.

problem Computational inefficiency of normalizing flows.
method ELF introduces a simple, one-layer network with closed-form Lipschitz constants, combining the ease of residual flows with the performance of autoregressive flows.
result ELF is a provably universal density approximator, more efficient computationally and parameter-wise.

Paper relaxes symmetry conditions for universal feature selection in noisy data.

problem Feature selection in noisy data with weak symmetry.
method Developed a universal feature selection framework using singular value decomposition of canonical dependence matrix.
result Selected features achieve asymptotically optimal error exponents up to a residual term.

Based on the analogies between knot theory and number theory, we study a deformation theory for SL_2-representations of knot groups, following after Mazur's deformation theory of Galois representations. Firstly, by employing the pseudo-SL_2-representations, we prove the existence of the universal deformation of a given…

2014-09-11abs ↗pdf ↗

Deep Sets approximates functions on sets with high-dimensional latent space.

problem Modeling functions of sets (permutation-invariant functions).
method Deep Sets, a method known to be a universal approximator for continuous set functions.
result Deep Sets' universal approximation property is only guaranteed with a sufficiently high-dimensional latent space.

Transformers can approximate any sequence-to-sequence function, surprising given their complexity.

problem Understanding the expressive power of Transformer models for sequence-to-sequence functions.
method Established that Transformers are universal approximators of continuous permutation equivariant sequence-to-sequence functions with compact support, and extended this to arbitrary functions using positional encodings.
result Transformers are universal approximators of arbitrary continuous sequence-to-sequence functions on a compact domain.

Unified plug-in approach for estimating symmetric properties of distributions efficiently.

problem Estimating symmetric properties of distributions with high accuracy and efficiency.
method Profile-maximum-likelihood (PML) based estimator.
result Achieves theoretical limit for universal symmetric property estimation.

A new method inflates and deflates data manifolds to estimate densities without losing universality.

problem Density estimation on low-dimensional manifolds with non-Euclidean support.
method Inflation-deflation approach using Normalizing Flows with added noise.
result Exact estimation of densities on manifolds with sufficient conditions and Gaussian noise approximation.

In this work, we demonstrate the existence of universal adversarial audio perturbations that cause mis-transcription of audio signals by automatic speech recognition (ASR) systems. We propose an algorithm to find a single quasi-imperceptible perturbation, which when added to any arbitrary speech signal, will most likel…

2019-05-09abs ↗pdf ↗

New method achieves both universality and adaptivity in online convex optimization.

problem Achieve optimal regret guarantees without prior knowledge of function curvature.
method Introduces UniGrad, a novel approach that achieves both universality and adaptivity.
result Achieves universal regret guarantees that adapt to gradient variation.

Universal supervised learning is considered from an information theoretic point of view following the universal prediction approach, see Merhav and Feder (1998). We consider the standard supervised "batch" learning where prediction is done on a test sample once the entire training data is observed, and the individual s…

2018-12-22abs ↗pdf ↗