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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.

169,341 papers · 148 categories

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48 results for vector-valued losses

Improved online learning algorithms using ADP for adversarial environments.

problem Minimizing regret in adversarial online learning with vector-valued losses.
method Approximate dynamic programming to characterize lower Pareto frontier of expected losses.
result Improved performance bounds compared to existing online learning algorithms.

We demonstrate an equivalence between reproducing kernel Hilbert space (RKHS) embeddings of conditional distributions and vector-valued regressors. This connection introduces a natural regularized loss function which the RKHS embeddings minimise, providing an intuitive understanding of the embeddings and a justificatio…

2012-05-21abs ↗pdf ↗

The paper introduces a new FOR framework using Huber and ε-insensitive losses.

problem Handling outliers and sparsity in functional output regression.
method Proposes a flexible FOR framework with infimal convolution losses and computable algorithms.
result Demonstrates efficiency and effectiveness on synthetic and real-world data.

Infinite-Task Learning uses RKHSs to learn functions over hyperparameter space.

problem Learning a continuum of tasks with various loss functions.
method Utilizes operator-valued kernels and vector-valued RKHSs to control hyperparameters and constraints.
result Generalization guarantees and practical applications in classification, regression, and estimation.

The paper extends consistency results for sequential design strategies to vector-valued Gaussian processes.

problem Estimating excursion sets of vector-valued Gaussian processes.
method Clarifying the connection between continuous Gaussian processes and Gaussian measures in Banach spaces, extending concepts and properties from scalar-valued settings to vector-valued settings.
result Consistency results for sequential design strategies can be applied to vector-valued Gaussian processes.

Optimal rates for vector-valued regression on various norms.

problem Optimal rates for vector-valued ridge regression on continuous norms.
method Combining standard capacity assumptions with tensor product constructions of vector-valued interpolation spaces.
result Optimal rates for vector-valued ridge regression, independent of output space dimension.

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.

Study confirms learning rates for vector-valued spectral algorithms, proving consistency.

problem Theoretical confirmation of learning rates for vector-valued spectral algorithms.
method Rigorous analysis of learning rates for various vector-valued spectral algorithms, including kernel ridge regression and gradient descent.
result Upper and lower bounds on learning rates for vector-valued spectral algorithms, proving minimax optimality in various scenarios.

This study improves graph signal denoising for vector-valued data with non-convex penalties.

problem Denoising piecewise smooth graph signals with varying smoothness levels.
method Extended graph trend filtering with non-convex penalties and ADMM algorithm.
result Non-convex penalties outperform convex ones in recovery performance.

The paper proposes methods to find a shared active subspace for multivariate vector-valued functions.

problem Minimizing the deviation between function evaluations in the original and reconstructed spaces.
method Manipulating gradients or SPD matrices to identify a shared structure.
result Summing SPD matrices often identifies the best shared active subspace.

Optimal transport for vector Gaussian mixtures improves efficiency and structure preservation.

problem Optimal mass transport for vector-valued Gaussian mixtures.
method Vectorizing Gaussian mixture models and studying optimal mass transport problems.
result Computational efficiency and structure preservation in optimal mass transport.

No arbitrage holds if a Pareto solution exists for vector-valued utility maximization.

problem Existence of no arbitrage in markets with transaction costs and multiple assets.
method Prove no arbitrage condition equivalent to Pareto solution for vector-valued utility maximization.
result A consistent price process can be constructed from the Pareto maximizer.

Study improves self-normalized bounds for vector-valued processes beyond sub-Gaussianity.

problem Limited understanding of self-normalized concentration for vector-valued processes outside sub-Gaussian frameworks.
method Developed concentration inequalities for self-normalized processes with light tails (e.g., Bennett, Bernstein bounds) for vector-valued data.
result Provided new insights and bounds for self-normalized processes with non-sub-Gaussian distributions.

Extended contraction inequality for Rademacher complexities to vector-valued functions.

problem Bounding Rademacher complexities for vector-valued functions.
method Extended contraction inequality for Lipschitz functions with vector-valued domains, using symmetric and sub-gaussian variables.
result Rademacher variables can be replaced by arbitrary symmetric and sub-gaussian variables in the bounding expression.

We approximate derivatives of functions on manifolds by embedding them and applying vector-valued operators.

problem Derivatives of manifold-valued functions are harder to approximate than vector-valued functions.
method Embed the manifold into a higher space, approximate the derivative of the vector-valued function, and project back.
result We provide error bounds for the approximation of manifold-valued function derivatives.

Paper introduces vector-valued variation spaces for multi-output neural networks.

problem Understanding and optimizing multi-output neural networks.
method Development of vector-valued variation spaces and representer theorem.
result Novel bounds for layer widths in deep networks and a convex optimization method for compression.

Paper analyzes error bounds for learning with vector-valued RF, improving existing analyses.

problem Learning with vector-valued random features in infinite-dimensional settings.
method Direct analysis of risk functional, avoiding random matrix theory.
result Strong consistency and minimax optimal convergence rates established.

Randomized algorithm solves vector-valued regression problems with low-rank operators.

problem Vector-valued regression problems involving infinite-dimensional spaces.
method Randomized Reduced Rank Regression (R4) using Gaussian sketching for optimization.
result R4 estimators are efficient and accurate, with empirical risk close to optimal.

Paper develops a duality approach for robust loss functions in infinite-dimensional RKHSs.

problem Robustness issues in infinite-dimensional RKHSs with operator-valued kernels.
method Develops a duality approach to solve OVK machines for various loss functions.
result Empirical improvements and theoretical stability analysis for robust structured data applications.

Novel method for multi-view metric learning in vector-valued kernel spaces.

problem Metric learning for multi-view data with multi-modal structure.
method Convex optimization problems and iterative multi-view metric learning algorithm with Nyström approximation.
result Improved performance on real-world datasets compared to state-of-the-art methods.

Develops vector-valued RKBS for neural networks and operators.

problem Understanding function spaces of Rd\mathbb{R}^d-valued neural networks and neural operators.
method Defines and constructs vector-valued RKBS (vv-RKBS) without restrictive assumptions.
result Establishes Representer Theorem for neural architectures.

Introduces a metric on vector-valued one-forms for functional data analysis.

problem Metric on vector-valued one-forms for functional data analysis.
method Diffeomorphism-invariant Riemannian metric calculation and geodesic equations.
result Geodesically and metrically incomplete space with specific curvature properties.

Paper develops a theory for Patterson-Sullivan measures in higher rank symmetric spaces.

problem Establishing existence and uniqueness of Patterson-Sullivan measures in higher rank symmetric spaces.
method Develops theory for vector-valued horofunction boundaries and shadows.
result Proves existence and uniqueness of Patterson-Sullivan measures for transverse groups.

Paper proposes a new method to evaluate joint risk under uncertainty.

problem Evaluating joint risk of multiple insurance risks under dependence uncertainty.
method Axiomatic approach to scalar and vector-valued distortion joint risk measures.
result Established a new scalar distortion joint risk measure with positive homogeneity.

Study on identifying most preferred policy in bandits with vector-valued rewards.

problem Identifying the most preferred policy in bandits with vector-valued rewards.
method Derive a novel lower bound on sample complexity, design the Preference-based Track and Stop (PreTS) algorithm, and derive a new concentration inequality.
result The sample complexity of PreTS is asymptotically tight.

Framework for transferring discount curve estimates across fixed-income product classes.

problem Challenges in estimating discount curves from sparse or noisy data.
method Proposes a vector-valued kernel ridge regression (KR) framework with economic regularization.
result Transfer learning tightens confidence intervals and improves extrapolation performance.

A new method integrates multi-label and multi-view features for image classification.

problem Combining multi-label and multi-view information for effective image classification.
method Introduces MV3\mathbf{^3}MR, a method that exploits the complementary property of different features and discovers intrinsic local geometry.
result MV3\mathbf{^3}MR outperforms existing methods on PASCAL VOC' 07 and MIR Flickr datasets.

Paper develops metrics for random dynamical systems using vector-valued RKHSs.

problem Creating metrics for random nonlinear dynamical systems.
method Develops metrics on random dynamical systems using Perron-Frobenius operators in vector-valued reproducing kernel Hilbert spaces (vvRKHSs). Uses operator-valued kernels and time-wise independence criteria.
result Extends existing metrics for deterministic systems and introduces kernel maximal mean discrepancy for random processes.

As in a symmetric space of noncompact type, one can associate to an oriented geodesic segment in a Euclidean building a vector valued length in the Euclidean Weyl chamber; in addition to the metric length it contains information on the direction of the segment. We study in this paper restrictions on the vector valued s…

2004-06-15abs ↗pdf ↗