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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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154309463617 · Jun 202019922001200920172026
48 results for vector-valued variation spaces

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.

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.

Study efficient neural operator learning using variation spaces.

problem Operator learning using encoder-decoder neural networks.
method Introduce variation space for nonlinear operators, establish approximation bounds.
result Algebraic approximation and learning rates for polynomially decaying input and output encoding errors.

The space of vector-valued forms on any manifold is a graded Lie algebra with respect to the Frolicher-Nijenhuis bracket. In this paper we consider multiplicative vector-valued forms on Lie groupoids and show that they naturally form a graded Lie subalgebra. Along the way, we discuss various examples and different char…

2017-06-02abs ↗pdf ↗

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.

The paper develops a new approach to solve vector-valued PDEs on manifolds with minimal regularity.

problem Well-posedness and LpL^p-based Sobolev regularity of vector-valued PDEs on compact manifolds.
method Develops a parametrization-free variational approach using classical results in reflexive Banach spaces.
result Establishes higher-order Wm,pW^{m,p} regularity for vector-valued PDEs on manifolds of minimal regularity.

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.

We examine the relationship between nonabelian Hodge theory for Riemann surfaces and the theory of vector valued modular forms. In particular, we explain how one might use this relationship to prove a conjectural three-term inequality on the weights of free bases of vector valued modular forms associated to complex, fi…

2018-12-14abs ↗pdf ↗

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.

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.

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.

Vector-valued learning, where the output space admits a vector-valued structure, is an important problem that covers a broad family of important domains, e.g. multi-task learning and transfer learning. Using local Rademacher complexity and unlabeled data, we derive novel semi-supervised excess risk bounds for general v…

2019-09-11abs ↗pdf ↗

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.

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.

tvGP-VAE models tensor-valued latent variables with Gaussian processes for better data structure representation.

problem Agnostic latent variables in VAEs ignore data structure correlations.
method Proposes tensor-variate Gaussian process prior for variational autoencoder.
result Explicitly modeling correlation structures improves model performance in reconstruction.

In this study, we propose a new definition of multivariate conditional value-at-risk (MCVaR) as a set of vectors for discrete probability spaces. We explore the properties of the vector-valued MCVaR (VMCVaR) and show the advantages of VMCVaR over the existing definitions given for continuous random variables when adapt…

2017-08-03abs ↗pdf ↗

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 ↗

Gaussian processes adapted for Riemannian manifolds using gauge-independent kernels.

problem Deploying Gaussian processes on non-Euclidean domains like Riemannian manifolds.
method Developed techniques to generalize Gaussian processes to vector fields on Riemannian manifolds using gauge-independent kernels.
result Enabled training of vector-valued Gaussian processes on Riemannian manifolds using standard Gaussian process methods.

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.

In [16], a new family of vector-valued risk measures called multivariate expectiles is introduced. In this paper, we focus on the asymptotic behavior of these measures in a multivariate regular variations context. For models with equivalent tails, we propose an estimator of these multivariate asymptotic expectiles, in …

2017-04-24abs ↗pdf ↗

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.

We identify the Variational Principle governing inifinity-Harmonic maps, that is solutions to the Infinity-Laplacian. The system was first derived in the limit of the p-Laplacian as p->inifinity in [K2] and is recently studied in [K3]. Here we show that it is the "Euler-Lagrange PDE" of vector-valued Calculus of Variat…

2012-05-21abs ↗pdf ↗

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.

We present a novel extension of multi-output Gaussian processes for handling heterogeneous outputs. We assume that each output has its own likelihood function and use a vector-valued Gaussian process prior to jointly model the parameters in all likelihoods as latent functions. Our multi-output Gaussian process uses a c…

2018-05-19abs ↗pdf ↗

This paper presents a methodology and numerical algorithms for constructing accelerated gradient flows on the space of probability distributions. In particular, we extend the recent variational formulation of accelerated gradient methods in (wibisono, et. al. 2016) from vector valued variables to probability distributi…

2019-01-10abs ↗pdf ↗

We present a framework to derive risk bounds for vector-valued learning with a broad class of feature maps and loss functions. Multi-task learning and one-vs-all multi-category learning are treated as examples. We discuss in detail vector-valued functions with one hidden layer, and demonstrate that the conditions under…

2016-06-05abs ↗pdf ↗

We consider the problem of metric learning for multi-view data and present a novel method for learning within-view as well as between-view metrics in vector-valued kernel spaces, as a way to capture multi-modal structure of the data. We formulate two convex optimization problems to jointly learn the metric and the clas…

2018-03-21abs ↗pdf ↗

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.

This paper presents a generalization of symplectic geometry to a principal bundle over the configuration space of a classical field. This bundle, the vertically adapted linear frame bundle, is obtained by breaking the symmetry of the full linear frame bundle of the field configuration space, and it inherits a generaliz…

1997-06-10abs ↗pdf ↗

The paper introduces novel Gaussian process models for vector-valued signals on manifolds.

problem Modeling vector-valued signals on non-Euclidean domains, especially for applications like wind speeds.
method Intrinsically defined Gaussian vector fields on manifolds, accounting for manifold geometry.
result Gaussian vector fields provide more refined inductive biases than extrinsic fields.