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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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2955898841,178 · Jun 202019922001200920172026
48 results for value generation

Let G be a Lie group and Q a quiver with relations. In this paper, we define G-valued representations of Q which directly generalize G-valued representations of finitely generated groups. Although as G-spaces, the G-valued quiver representations are more general than G-valued representations of finitely generated group…

2011-04-15abs ↗pdf ↗

Based on Colombeau's theory of algebras of generalized functions we introduce the concepts of generalized functions taking values in differentiable manifolds as well as of generalized vector bundle homomorphisms. We study their basic properties, in particular with respect to some new point value concepts for generalize…

2001-07-06abs ↗pdf ↗

Dyna is an architecture for model-based reinforcement learning (RL), where simulated experience from a model is used to update policies or value functions. A key component of Dyna is search-control, the mechanism to generate the state and action from which the agent queries the model, which remains largely unexplored. …

2019-06-18abs ↗pdf ↗

We propose randomized least-squares value iteration (RLSVI) -- a new reinforcement learning algorithm designed to explore and generalize efficiently via linearly parameterized value functions. We explain why versions of least-squares value iteration that use Boltzmann or epsilon-greedy exploration can be highly ineffic…

2014-02-04abs ↗pdf ↗

CASP selects reliable policies for two-stage recommender systems by considering both value and support.

problem The selection of a generator in two-stage recommender systems affects both the policy value and the data support used to estimate it.
method CASP combines doubly robust value estimation with a support-burden penalty.
result CASP selects lower-burden policies when estimated value and support credibility are in tension.

The paper defines and analyzes set-valued stochastic integrals for Lévy processes.

problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.

This paper proves a generalization bound for complex-valued neural networks scaling with spectral complexity.

problem Ensuring the performance of complex-valued neural networks on unseen data.
method Theoretical derivation using Maurey Sparsification Lemma and Dudley Entropy Integral, empirical validation on various datasets.
result The spectral complexity of weight matrices is a significant factor in the generalization ability of complex-valued neural networks.

Paper develops efficient RL algorithm for general value function approximation.

problem Lack of theory for RL with general value function approximation.
method Provable efficient RL algorithm using bounded eluder dimension.
result Achieves a regret bound of O~(poly(dH)T)\widetilde{O}(\mathrm{poly}(dH)\sqrt{T}).

A new framework for generative modeling using value-driven transport.

problem Developing efficient methods for generative modeling.
method A discrete-time stochastic control formulation of measure transport, formulated as a linear program with dual variables corresponding to the optimal value function.
result Well-trained VDT policies lead to straight transport paths that can be simulated quickly and robustly.

Devoted to multi-task learning and structured output learning, operator-valued kernels provide a flexible tool to build vector-valued functions in the context of Reproducing Kernel Hilbert Spaces. To scale up these methods, we extend the celebrated Random Fourier Feature methodology to get an approximation of operator-…

2016-05-09abs ↗pdf ↗

Study validates ML-UQ calibration statistics using simulated reference values.

problem Validation of ML-UQ calibration statistics is lacking due to lack of predefined reference values.
method Proposed validation workflow using simulated reference values derived from synthetic datasets.
result Some statistics, like CC and ENCE, are overly sensitive to generative distribution choice.

Boosting framework for vector-valued prediction with geometric stability.

problem Lack of a general theoretical understanding of aggregation for structured prediction.
method Identifies (α,β)(α,β)-stability property and proposes a boosting framework based on exponential reweighting and geometric-median aggregation.
result Obtains exponential decay of empirical divergence error under weak learner condition and (α,β)(α,β)-stability.

Extends Tanimoto kernel to real-valued functions.

problem Measuring similarity between real-valued functions.
method Unified representation of real-valued functions via sets, derived general form of the kernel, explicit feature representation, and smooth approximation.
result General Tanimoto kernel for real-valued functions.

A new imputation method MissARF uses adversarial random forests for fast and accurate missing value imputation.

problem Handling missing values in biostatistical analyses.
method Adversarial Random Forests (ARF) for density estimation and data synthesis.
result MissARF performs comparably to state-of-the-art methods in imputation quality and runtime.

Infinite dimensional measure-valued processes modeled as polynomial diffusions.

problem Modeling term structure in energy markets using measure-valued polynomial diffusions.
method Introduced measure-valued polynomial diffusions, derived moment formulas, and characterized infinitesimal generators.
result Recovery of measure-valued affine diffusions as a special case.

New versions of the set-valued average value at risk for multivariate risks are introduced by generalizing the well-known certainty equivalent representation to the set-valued case. The first "regulator" version is independent from any market model whereas the second version, called the market extension, takes trading …

2012-02-25abs ↗pdf ↗

Develops hierarchical reinforcement learning value function approximators.

problem Estimating long-term returns in reinforcement learning with multiple goals.
method Introduces hierarchical universal value function approximators (H-UVFAs) using the options framework.
result Demonstrates generalization and improved performance of H-UVFAs over UVFAs.

A new method for estimating joint value functions in multi-scene reinforcement learning.

problem High variance in samples for policy gradient computations in multi-scene environments.
method Sparse attention mechanism over multiple value function hypotheses to approximate the true joint value function.
result Significant improvements in reward scores and enhanced navigation efficiency across OpenAI ProcGen environments.

Fuzzy prediction sets generalize binary predictions to include elements at varying confidence levels.

problem Binary prediction sets are limited; fuzzy prediction sets offer richer guarantees.
method Generalize prediction sets to fuzzy sets, showing they are e-values with merging properties.
result Optimal e-values lead to optimal fuzzy prediction sets, including optimal conformal prediction.

Paper generalizes kernel mean embedding to von Neumann-algebra-valued measures.

problem Analyzing complex multivariate distributions and quantum mechanics.
method Generalizes kernel mean embedding to von Neumann-algebra-valued measures in reproducing kernel Hilbert modules.
result Injectivity and universality of the generalized KME are confirmed.

Develops Hodge theory for boundary-value problems on general geometric structures.

problem Solvability and uniqueness conditions for linearized overdetermined boundary-value problems.
method Introduces elliptic pre-complex and order-reduction property to generalize Hodge theory.
result Provides tools to study cohomology explicitly for general geometric structures.

A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…

2015-03-11abs ↗pdf ↗

Framework analyzes physical metrics in soccer to link performance with value.

problem Understanding and quantifying the value of physical performance in soccer.
method Estimating physical indicators from tracking data, contextualizing runs, linking with possession-value model.
result Physical performance correlates with value generation in soccer.

Study optimality conditions for interval-valued optimization problems on Riemannian manifolds.

problem Optimizing interval-valued functions on Riemannian manifolds under a total order relation.
method Generalized Hukuhara directional differentiability to derive KKT-type optimality conditions.
result Derives optimality conditions for interval-valued optimization problems on Riemannian manifolds.

Paper proves a discrete Schwarz-Pick lemma for generalized circle packings.

problem Comparing geometric quantities of circle packings with different boundary values.
method Combinatorial Calabi flows and maximum principle.
result Discrete Schwarz-Pick lemma proven for generalized circle packings.

Overparameterized models generalize well in offline contextual bandits, but policy-based algorithms struggle.

problem The performance gap between value-based and policy-based algorithms in offline contextual bandits with overparameterized models.
method Analysis of action-stability in objectives and formal proofs of regret bounds.
result The performance gap is due to action-stability of objectives, with value-based objectives being stable and policy-based objectives unstable.

Shapley value improves model interpretation but not causal inference.

problem Improving model interpretability without losing predictive power.
method Analyzed Shapley value in Bayesian networks, linking it to conditional independence.
result Eliminating high Shapley value variables does not harm predictive performance, but low Shapley value variables can.

The paper explores dualities in differential equations and their applications in Riemannian geometry.

problem Developing comparison theorems for mixed type differential equations.
method Utilizing dualities in differential equations and inequalities, and applying them to Riemannian geometry.
result Proves Hessian and Laplacian comparison theorems under various curvature assumptions.

We introduce the concept of singular values for the Riemann curvature tensor, a central mathematical tool in Einstein's theory of general relativity. We study the properties related to the singular values, and investigate five typical cases to show its relationship to the Ricci scalar and other invariants.

2018-07-23abs ↗pdf ↗