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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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232465697929 · Jun 202019922001200920172026
48 results for weak function classes

On four-dimensional closed manifolds we introduce a class of canonical Riemannian metrics, that we call weak harmonic Weyl metrics, defined as critical points in the conformal class of a quadratic functional involving the norm of the divergence of the Weyl tensor. This class includes Einstein and, more in general, harm…

2018-10-16abs ↗pdf ↗

Boosting improves accuracy with fewer calls to weak learners for certain concept classes.

problem Improving accuracy of learning algorithms with limited weak learner calls.
method Combines boosting and list-decodable codes to achieve better performance for specific concept classes.
result A new boosting algorithm that achieves strong learning with fewer calls to weak learners and additional samples.

We provide sharp empirical estimates of expectation, variance and normal approximation for a class of statistics whose variation in any argument does not change too much when another argument is modified. Examples of such weak interactions are furnished by U- and V-statistics, Lipschitz L-statistics and various error f…

2018-03-11abs ↗pdf ↗

Study shows offline RL with partial coverage and weak function classes is possible.

problem Learning optimal policies from logged data with function approximation.
method Marginalized Importance Sampling (MIS) with additional covering distribution.
result Finite-sample guarantees for sample-efficient offline RL for general MDPs.

The paper develops a deep neural network estimator for weakly dependent processes with various loss functions.

problem Learning weakly dependent processes with a broad class of loss functions.
method Sparse-penalized deep neural networks with ψψ-weak dependence structure and θθ_\infty-coefficients.
result Oracle inequalities for the excess risk of the sparse-penalized deep neural networks estimators.

We define a new combinatorial class of triangulations of closed 3-manifolds, satisfying a weak version of 0-efficiency combined with a weak version of minimality, and study them using twisted squares. As an application, we obtain strong restrictions on the topology of a 3-manifold from the existence of non-smooth maxim…

2013-12-18abs ↗pdf ↗

Let MM be an orientable, irreducible 33-manifold and (V,W;F)(\mathcal{V},\mathcal{W};F) a weakly reducible, unstabilized Heegaard splitting of MM of genus at least three. In this article, we define an equivalent relation \sim on the set of the generalized Heegaard splittings obtained by weak reductions and find special…

2016-07-02abs ↗pdf ↗

Improved multi-class AdaBoost algorithm with stronger weak learnability condition.

problem Multi-class classification problem with at least two labels.
method Recursive ensemble algorithm inspired by SAMME, strengthening weak learnability condition.
result Final hypothesis converges to correct label with probability 1 and generalization error bounds exponentially.

Study improves weak error estimates for rough volatility models.

problem Efficient numerical schemes for non-Markovian stochastic processes with rough volatility.
method Analyzes weak rates for a class of stochastic processes with rough stochastic volatility.
result Weak rate is of order min{3H+0.5, 1} for a large class of test functions.

Study approximates weak error for specific stochastic models with rough and Gaussian mean-reverting volatility.

problem Approximating weak error for specific stochastic models with rough and Gaussian mean-reverting volatility.
method Used Euler type scheme with integrated kernels to study weak convergence rate.
result Obtained weak convergence rate of min(3α1,1)\min(3α-1,1) for discretised rough Ornstein-Uhlenbeck process and stochastic rough volatility model.

We prove the closure for the sequential weak LpL^p-topology of the class of vectorfields on B3B^3 having integer flux through almost every sphere. We show how this problem is connected to the study of the minimization problem for the Yang-Mills functional in dimension higher than critical, in the abelian case.

2010-07-05abs ↗pdf ↗

Deep networks can learn functions approximated by shallow networks, but not all functions.

problem The learnability of functions by deep neural networks and the approximation capacity of simpler classes.
method Study the connection between learnability and approximation capacity of functions by deep neural networks and simpler classes.
result A necessary condition for a function to be learnable by deep neural networks is to be approximable by shallow networks.

Study convexity of Mabuchi functional in big cohomology classes.

problem Convexity of Mabuchi functional in big cohomology classes.
method Defined an invariant related to transcendental Fujita approximations and established convexity under vanishing of this invariant.
result Established almost convexity along weak geodesics in big cohomology classes.

The paper bounds the excess risk of deep neural networks for weakly dependent processes.

problem Learning with weakly dependent data using deep neural networks.
method Approximation of smooth functions by deep neural networks and a bound on excess risk.
result The excess risk bound for deep learning under weak dependence is close to O(n1/2)\mathcal{O}(n^{-1/2}) for sufficiently smooth functions.

The paper defines a new equivalence relation for knot projections and finds an infinite number of distinct classes.

problem Classifying knot projections based on weak homotopy equivalence.
method Defining weak (1, 2, 3) homotopy and using it to find an invariant.
result There are an infinite number of weak (1, 2, 3) homotopy equivalence classes of knot projections.

Atiyah classes of DG manifolds of positive amplitude are invariant under weak equivalences.

problem Defining and studying Hochschild cohomology of DG manifolds of positive amplitude.
method Using poly-differential operators and derived intersection, proving invariance under weak equivalences.
result Hochschild cohomology of DG manifolds of positive amplitude is invariant under weak equivalences.

Boosting combines weak hypotheses to create accurate predictions under bounded VC dimension.

problem How to combine weak hypotheses to achieve accurate predictions efficiently.
method Designing a novel boosting algorithm with complex aggregation rules for bounded VC dimension classes.
result The new boosting algorithm requires fewer weak hypotheses than classical lower bounds, provided they belong to a bounded VC class.

Paper develops proper, lower-bounded losses for weakly supervised classification.

problem Weakly supervised classification with corrupted labels.
method Representation theorem for proper losses, derived condition for lower-boundedness, generalized logit squeezing.
result Proper and lower-bounded losses for weak-label learning.

Improves understanding of PWS by calculating influence of sources and data.

problem Understanding the influence of each component in PWS.
method Proposes source-aware Influence Function (IF) to decompose and calculate influence.
result Improves end model's generalization performance and identifies mislabeling.

Defines weak geodesics on specific subsets of manifolds.

problem Characterizing geodesics on prox-regular subsets of Riemannian manifolds.
method Defining weak geodesics as continuous curves with weak regularities, and characterizing them as viscosity critical points of the energy functional.
result Characterizes weak geodesics on prox-regular subsets of Riemannian manifolds.

We investigate a variety of stability properties of Haezendonck-Goovaerts premium principles on their natural domain, namely Orlicz spaces. We show that such principles always satisfy the Fatou property. This allows to establish a tractable dual representation without imposing any condition on the reference Orlicz func…

2019-09-24abs ↗pdf ↗

Let (X,d,μ)(X,d,μ) be a complete metric measure space, with μμ a locally doubling measure, that supports a local weak L2L^2-Poincaré inequality. By assuming a heat semigroup type curvature condition, we prove that Cheeger-harmonic functions are Lipschitz continuous on (X,d,μ)(X,d,μ). Gradient estimates for Cheeger-harmonic func…

2013-07-04abs ↗pdf ↗

Stability results for complex Monge-Ampère equations in various classes.

problem Stability of solutions to complex Monge-Ampère equations.
method Weak stability results followed by Ck,α\mathcal{C}^{k,α} stability proofs.
result Proves stability of solutions in relative full mass classes and on quasi-projective varieties.

Tight geodesics were introduced by Masur-Minsky in [17]. They and their hierarchies have been a powerful tool in the study of the curve complex, mapping class groups, Teichmüller spaces, and hyperbolic 3-manifolds. In the same paper, they showed that there are at least one and at most finitely many tight geodesics betw…

2017-03-30abs ↗pdf ↗

In an earlier work joint with X. X. Chen and G. Tian, we introduced the weak Kähler-Ricci flow for various geometric motivations. In the current work, we take further consideration on setting up the weak flow. Namely, the initial class is allowed to be no longer Kähler.

2009-09-29abs ↗pdf ↗

Paper tackles offline RL with weak assumptions on both function classes and data coverage.

problem Achieve sample-efficient offline RL with weak assumptions on both factors.
method Simple algorithm based on primal-dual formulation of MDPs, with density-ratio function modeling dual variables.
result Polynomial sample complexity achieved under realizability and single-policy concentrability.

Boosting is a popular way to derive powerful learners from simpler hypothesis classes. Following previous work (Mason et al., 1999; Friedman, 2000) on general boosting frameworks, we analyze gradient-based descent algorithms for boosting with respect to any convex objective and introduce a new measure of weak learner p…

2011-05-10abs ↗pdf ↗

Study shows financial value of weak information converges in discrete vs continuous markets.

problem Analyzing financial value of weak information in discrete vs continuous markets.
method Defined minimal probability measure and financial value of weak information, then showed convergence.
result Financial value of weak information converges in discrete vs continuous markets.

We introduce a new functional measure of tail dependence for weakly dependent (asymptotically independent) random vectors, termed weak tail dependence function. The new measure is defined at the level of copulas and we compute it for several copula families such as the Gaussian copula, copulas of a class of Gaussian mi…

2014-02-19abs ↗pdf ↗

The system of weak normality equations constitutes a part in the complete system of normality equations. Solutions of each of these two systems of equations are associated with some definite classes of Newtonian dynamical systems in Riemannian manifolds. In this paper for the case of simplest flat Riemannian manifold $…

2000-12-14abs ↗pdf ↗

Proves existence and uniqueness of weak solutions for specific equations.

problem Existence and uniqueness of solutions for generalized Monge-Ampère and deformed Hermitian-Yang-Mills equations.
method Combines viscosity-theoretic and pluripotential-theoretic techniques.
result Existence and uniqueness of weak solutions in boundary cases.

Estimates long-term effects using past experiments as instruments with many weak instruments.

problem Estimating long-term causal effects with limited short-term outcomes and many weak instruments.
method Nonparametric instrumental variable inference with many weak instruments, using past experiments as instruments.
result Automatic debiased machine learning estimators for linear functionals of the structural function and its minimum-norm projection are efficient in the many-weak-instruments regime.

Adaptive model selection for RL with unknown function classes.

problem Model selection for RL with unknown function classes.
method Proposed adaptive algorithms that adapt to the smallest function class containing the true model.
result Cumulative regret matches that of an oracle with known function classes.