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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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4896143191 · May 202619922001200920172026
48 results for variance refinement

Improved lower bound for first Dirichlet eigenvalue using variance refinement.

problem Finding a more precise lower bound for the first Dirichlet eigenvalue.
method Refined Jensen-Hölder averaging using variance term.
result Explicit closed-form in-diameter bound strictly stronger than previous estimates.

The paper analyzes high-dimensional kernel regression, showing different risk curves based on data and regularization.

problem Characterizing generalization properties of high-dimensional kernel ridge regression.
method Bias-variance decomposition of the expected excess risk, considering different regularization schemes and data eigen-profiles.
result The risk curve of kernel regression can be double-descent-like, bell-shaped, or monotonic, depending on n, d, and regularization level.

Improved GP bandit algorithms for noiseless, varying noise, and RKHS norms.

problem Minimizing regret in Gaussian process bandits with unknown reward functions.
method New upper bound on maximum posterior variance, refined MVR and PE algorithms.
result Optimal regret bounds for noiseless, varying noise, and RKHS norms.

The paper refines and generalizes worst-case law invariant convex risk measures.

problem Developing robust convex risk measures under uncertainty sets.
method Generalizing closed forms for worst-case law invariant convex risk measures with uncertainty sets based on norms and moment constraints.
result Explicit closed forms for convex risk measures are developed and assessed through numerical simulations.

A new method for online personalized learning reduces gradient variance by dynamically selecting peers.

problem Online personalized decentralized learning with statistically heterogeneous clients.
method Gradient-based collaboration criterion allowing clients to dynamically select peers with similar gradients.
result The method acts as a variance reduction method, achieving optimal performance in certain conditions.

This paper develops a new theory for ensemble learning beyond variance reduction.

problem Ensemble learning's effectiveness for stable estimators is not fully explained by variance reduction.
method Develops a general weighting theory for ensemble learning, formalizing ensembles as linear operators and introducing geometric and spectral constraints.
result Structured weights can outperform uniform averaging by reshaping approximation geometry and redistributing spectral complexity.

New algorithms reduce regret in online MDPs by adapting to data and variance.

problem Adapting to both adversarial and stochastic environments in online MDPs.
method Develops algorithms based on global optimization and policy optimization, using optimistic follow-the-regularized-leader with log-barrier regularization.
result Achieves refined data-dependent and variance-dependent regret bounds.

We refine the recent local rigidity result for the marked length spectrum obtained by the first and third author in \cite{Guillarmou-Lefeuvre-18} and give an alternative proof using the geodesic stretch between two Anosov flows and some uniform estimate on the variance appearing in the central limit theorem for Anosov …

2019-09-18abs ↗pdf ↗

New RL algorithm GDPO improves DLM reasoning efficiency.

problem Adapting RL to DLMs for efficient, unbiased likelihood estimation.
method Group Diffusion Policy Optimization (GDPO) using semi-deterministic Monte Carlo.
result GDPO outperforms existing methods on math, reasoning, and coding benchmarks.

Introduces SMMV preferences to avoid inconsistency in portfolio selection.

problem Monotone mean-variance preferences fail to differentiate strictly dominant payoffs.
method Introduces strictly monotone mean-variance preferences and applies them to portfolio selection problems.
result SMMV preferences provide a more rational basis for assessing prospects and coincide with MV preferences under certain conditions.

The stochastic multi-armed bandit problem is well understood when the reward distributions are sub-Gaussian. In this paper we examine the bandit problem under the weaker assumption that the distributions have moments of order 1+ε, for some ε(0,1]ε\in (0,1]. Surprisingly, moments of order 2 (i.e., finite variance) are suffi…

2012-09-08abs ↗pdf ↗

New inequality for refined knot invariants in a specific space.

problem General adjunction inequality for refined ss-invariants does not hold.
method Introduced an adjunction inequality for a specific spatial refinement in kCP2k\overline{\mathbb{CP}^2}.
result An adjunction inequality holds for the ss-version of the Sq1Sq^1-refinement in kCP2k\overline{\mathbb{CP}^2}.

A new methodology has been introduced to clean the correlation matrix of single stocks returns based on a constrained principal component analysis using financial data. Portfolios were introduced, namely "Fundamental Maximum Variance Portfolios", to capture in an optimal way the risks defined by financial criteria ("Bo…

2020-01-24abs ↗pdf ↗

We study refined topological string theory in the presence of orientifolds by counting second-quantized BPS states in M-theory. This leads us to propose a new integrality condition for both refined and unrefined topological strings when orientifolds are present. We define the SO(2N) refined Chern-Simons theory which co…

2012-02-20abs ↗pdf ↗

New statistical methods improve TD learning for policy evaluation.

problem Improving statistical inference for reinforcement learning.
method Polyak-Ruppert averaging, refined high-dimensional Berry-Esseen bounds, online plug-in estimator, asymptotic covariance matrix.
result Guaranteed finite-sample coverage of confidence regions and simultaneous confidence intervals.

New algorithm improves online learning with reduced discretization.

problem Improving adaptive online learning with refined discretization.
method Continuous time approach to online learning, followed by a new discretization argument.
result Optimal regret bound with O(VT)O(\sqrt{V_T}) dependence on gradient variance.

Refines neural network predictions using background knowledge for improved accuracy.

problem Compensate for lack of labeled data in neural networks.
method Introduces differentiable refinement functions and Iterative Local Refinement (ILR) algorithm to refine predictions efficiently and accurately.
result ILR finds competitive results in MNIST addition task and refines predictions on complex SAT formulas.

New research shows label refinement and weak training have limitations for aligning LLMs.

problem Limitations of refinement methods for aligning large language models.
method Analyzed probabilistic assumptions and alternative approaches to label refinement and weak training.
result Label refinement and weak training suffer from irreducible error, leaving a performance gap.

Paper analyzes \FedAvg's convergence and introduces a new algorithm to reduce bias.

problem Analyzing convergence and bias in Federated Averaging.
method Markov property, first-order bias expansion, Richardson-Romberg extrapolation.
result Bias in \FedAvg can be decomposed into noise and client heterogeneity components.

Geometrically refines Cramér-Rao bound using extrinsic manifold curvature.

problem Improving estimator efficiency in non-asymptotic settings.
method Incorporates curvature-aware corrections based on extrinsic geometry of statistical model manifold.
result Meaningful tightening of estimator variance bounds.

This paper removes the finite variance assumption for deep convolutional neural networks.

problem Removing the finite variance assumption for deep convolutional neural networks.
method Assuming iid parameters distributed according to a stable distribution, the paper shows that the infinite-channel limit of a deep feed-forward convolutional neural network is a multivariate stable stochastic process.
result The infinite-channel limit of a deep feed-forward convolutional neural network, under suitable scaling, is a multivariate stable stochastic process.

We refine Khovanov homology in the presence of an involution on the link. This refinement takes the form of a triply-graded theory, arising from a pair of filtrations. We focus primarily on strongly invertible knots and show, for instance, that this refinement is able to detect mutation.

2019-07-31abs ↗pdf ↗

In a previous paper we constructed a spectrum-level refinement of Khovanov homology. This refinement induces stable cohomology operations on Khovanov homology. In this paper we show that these cohomology operations commute with cobordism maps on Khovanov homology. As a consequence we obtain a refinement of Rasmussen's …

2012-06-15abs ↗pdf ↗

Paper improves TD learning algorithm bounds with linear approx.

problem Sharp bounds for TD method performance in MDPs.
method Polyak-Ruppert averaging, universal step size, refined error bounds, stability of random matrices.
result Near-optimal variance and bias terms achieved.

In this paper we investigate the asymptotics of forward-start options and the forward implied volatility smile in the Heston model as the maturity approaches zero. We prove that the forward smile for out-of-the-money options explodes and compute a closed-form high-order expansion detailing the rate of the explosion. Fu…

2013-03-18abs ↗pdf ↗

Paper introduces geometry-aware normalizing flows for improved causal inference.

problem Disparity between sample and population distributions in causal inference.
method Integrates continuous normalizing flows with parametric submodels, employing Wasserstein gradient flows and optimal transport.
result Significantly reduces parameter estimation bias and variance in finite-sample settings.

Refines deep generative models to improve data density precision.

problem Achieving precise representation of data probability density in deep models.
method Iterated generative modeling to refine latent space, addressing topological obstructions.
result Latent Space Refinement (LaSeR) protocol improves generative model precision.

Enhances CEV model pricing with high-order scheme and adaptive time stepping.

problem Improving accuracy in pricing American CEV models with irregularities.
method High-order time adapted scheme, local mesh refinement, adaptive time stepping, fifth-order 5(4) Dormand-Prince method.
result Highly accurate solution with reduced computational runtime.

The study provides a comprehensive error analysis for diffusion models.

problem Understanding the accuracy and design of diffusion-based generative models.
method Conducts a non-asymptotic convergence analysis and sampling error analysis for diffusion models.
result Theoretical insights into designing effective training and sampling processes for diffusion models.

Braverman and Kappeler introduced a refinement of the Ray-Singer analytic torsion associated to a flat vector bundle over a closed odd-dimensional manifold. We study this notion and improve the Braverman-Kappeler theorem comparing the refined analytic torsion with Farber-Turaev refinement of the combinatorial torsion. …

2006-02-10abs ↗pdf ↗

We note that our stable homotopy refinements of Khovanov's arc algebras and tangle invariants induce refinements of Chen-Khovanov and Stroppel's platform algebras and tangle invariants, and discuss the topological Hochschild homology of these refinements.

2019-09-28abs ↗pdf ↗

Calibration error is commonly adopted for evaluating the quality of uncertainty estimators in deep neural networks. In this paper, we argue that such a metric is highly beneficial for training predictive models, even when we do not explicitly measure the uncertainties. This is conceptually similar to heteroscedastic ne…

2019-10-30abs ↗pdf ↗

EGR refines and assesses protein complex structures.

problem Improving the accuracy of protein complex 3D structures for drug discovery.
method E(3)-equivariant graph neural network (GNN) for multi-task refinement and assessment.
result EGR achieves state-of-the-art performance in refining and assessing protein complexes.

A novel framework refines diffusion models iteratively for better downstream reward optimization.

problem Optimizing reward functions during inference of diffusion models.
method Iterative refinement process with noising and reward-guided denoising steps.
result Superior empirical performance in protein and DNA design.

We formulate large NN duality of U(N)\mathrm{U}(N) refined Chern-Simons theory with a torus knot/link in S3S^3. By studying refined BPS states in M-theory, we provide the explicit form of low-energy effective actions of Type IIA string theory with D4-branes on the ΩΩ-background. This form enables us to relate refined C…

2017-03-15abs ↗pdf ↗

Study uses AI to refine loan assessments, improving credit default predictions.

problem Improving credit default prediction accuracy using AI-refined text.
method Comparative analysis of human-written and AI-refined loan assessments using deep learning techniques.
result AI-refined texts significantly enhance credit default predictions, especially when combined with structured data.