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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.

168,738 papers · 148 categories

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63126189252 · Jun 202019922001200920172026
48 results for weighted monotonicity

This work shows MLPs can approximate monotonic functions without bounded activations.

problem Optimizing MLPs with monotonic constraints and bounded activations.
method Generalized theoretical results showing MLPs with non-negative weights and saturating activations are universal approximators.
result MLPs with non-negative weights and saturating activations are universal approximators for monotonic functions.

The paper proves weighted monotonicity theorems in various spaces and applies them to minimal surfaces.

problem Proving weighted monotonicity theorems in different spaces.
method Proving weighted monotonicity theorems for functions proportional to the metric tensor in Riemannian manifolds.
result Weighted monotonicity theorems in hyperbolic space imply unweighted theorems, leading to bounds on minimal surface areas.

The paper examines the unexpected losses and risk ratios for co-monotonic alternatives in large portfolios.

problem Understanding the unexpected losses and risk ratios for large portfolios with co-monotonic alternatives.
method Analyzes the asymptotic behavior of unexpected losses and risk ratios for co-monotonic alternatives using monotone cash-additive risk measures and Choquet insurance premia.
result Unexpected losses of large weighted portfolios are of order o(nλn)o(n\overlineλ_n), where λn\overlineλ_n is the average weight.

Modified Bakry-Émery criterion inequality for Tsallis entropy monotonicity.

problem Establishing improved logarithmic Sobolev inequalities and monotonicity of Tsallis entropy.
method Proving a one-parameter family of weighted Bakry-Émery Γ2Γ_2 criterion inequalities and a modified inequality.
result Yields a family of sharp Sobolev inequalities and monotonicity of Tsallis entropy.

Study online monotone density estimation with expert aggregation and log-optimal calibration.

problem Online monotone density estimation and log-optimal calibration.
method Proposed two online estimators: Grenander estimator and expert aggregation estimator.
result Online estimators achieve O(n1/3)O(n^{1/3}) cumulative log-likelihood gap and nlogn\sqrt{n\log{n}} pathwise regret bound.

The paper addresses estimating long-term treatment effects with monotone missing data.

problem Estimating long-term treatment effects with missing data, especially monotone missing.
method The paper introduces the sequential missingness assumption for identification and proposes three novel estimation methods: inverse probability weighting, sequential regression imputation, and SeqMSM. It also introduces a balancing-enhanced approach, BalanceNet, to improve estimation accuracy.
result The proposed methods, including BalanceNet, effectively estimate long-term treatment effects with monotone missing data.

Monotone neural networks can approximate and interpolate functions efficiently.

problem Understanding the efficiency and expressiveness of monotone neural networks.
method Solving the monotone interpolation problem using depth-4 networks and comparing size bounds with arbitrary networks.
result Monotone neural networks can approximate and interpolate functions efficiently, but may require exponential size in high dimensions.

Paper tackles ranking items with a semi-random comparison graph and a monotone adversary.

problem Ranking items based on pairwise comparisons from a semi-random comparison graph with a monotone adversary.
method Developed a weighted maximum likelihood estimator (MLE) and an SDP-based approach to reweight the semi-random graph.
result Achieves near-optimal sample complexity, up to a log^2(n) factor, for identifying the top-K preferred items.

Proves volume comparison and monotonicity for Bakry-Émery Ricci curvature.

problem Volume comparison and monotonicity for Bakry-Émery Ricci curvature.
method Relative volume comparison theorem for LPL^P-bound of Bakry-Émery Ricci curvature and gradient of potential function.
result Modified proof for volume comparison and monotonicity of Kähler-Ricci flow.

By means of a space-time Wasserstein control, we show the monotonicity of the W-entropy functional in time along heat flows on possibly singular metric measure spaces with non-negative Ricci curvature and a finite upper bound of dimension in an appropriate sense. The associated rigidity result on the rate of dissipatio…

2018-11-17abs ↗pdf ↗

In the article, we generalize some recent results of Colding and Minicozzi on generic singularities of mean curvature flow to curved ambient spaces. To do so, we make use of a weighted monotonicity formula to derive an "almost monotonicity" for the entropy upon embedding into R\R^\ell. We are also lead to study the co…

2017-06-05abs ↗pdf ↗

Monotonic neural networks have recently been proposed as a way to define invertible transformations. These transformations can be combined into powerful autoregressive flows that have been shown to be universal approximators of continuous probability distributions. Architectures that ensure monotonicity typically enfor…

2019-08-14abs ↗pdf ↗

In this paper, we first introduce the weighted forward reduced volume of Ricci flow. The weighted forward reduced volume, which related to expanders of Ricci flow, is well-defined on noncompact manifolds and monotone non-increasing under Ricci flow. Moreover, we show that, just the same as the Perelman's reduced volume…

2010-11-02abs ↗pdf ↗

Diffusion models optimize objectives similar to ELBO with Gaussian noise augmentation.

problem Optimizing diffusion models for high perceptual quality.
method Showed diffusion objectives are weighted ELBOs over noise levels, with Gaussian noise augmentation.
result Diffusion objectives equate to ELBO with Gaussian noise augmentation under monotonic weighting.

Monotonic Linear Interpolation property in neural networks persists despite non-convexity.

problem Understanding the geometric properties of neural network loss landscapes.
method Tools from differential geometry to analyze the monotonicity of neural network weights.
result Sufficient conditions for the Monotonic Linear Interpolation property under mean squared error.

New insights into variational inference using Monte Carlo estimates.

problem Improving variational bounds in latent variable models.
method Analyzing properties of Monte Carlo estimates and their impact on variational gaps.
result Negative correlation reduces variational gaps, contrary to intuition.

Introduces nondecreasing rank for matrices and tensors, developing methods and applications.

problem Finding low-rank approximations for matrices and tensors with monotonic constraints.
method Developed a variant of hierarchical alternating least squares algorithm for finding low ND rank approximations.
result Low ND rank factorizations can be found and interpreted for real-world datasets.

Study non-monotonic loss functions in CRC, achieving valid risk control with large calibration samples.

problem Non-monotonic loss functions in CRC, violating existing theory's monotonicity assumption.
method Finite grid selection, calibration sample size analysis, Lipschitz continuity, monotonicity, distribution shift.
result Valid CRC achieved with large calibration samples, optimal excess risk rate of log(m)/n\sqrt{\log(m)/n}.

The paper extends spin geometry to weighted manifolds and defines a new mass for Ricci flow.

problem Generalizing spin geometry to weighted manifolds and defining a new mass.
method Investigates spectral properties of the weighted Dirac operator and defines a new mass.
result Defines a new mass for weighted asymptotically Euclidean manifolds and shows its monotonicity under Ricci flow.

Efficient algorithms find optimal monotone transforms for calibration under strictly convex losses.

problem Calibrating estimations to improve performance with monotone transforms.
method Proposed linear-time and space algorithm for finding optimal monotone transforms for specific loss functions. Also proposed an anytime algorithm with linear space and pseudo-linearithmic time complexity.
result Optimal monotone transforms are unique and can be found efficiently for various strictly convex loss functions.

New rigidity results for scalar curvature with stabilized conditions.

problem Establishing rigidity for scalar curvature with stabilized conditions.
method Construction of foliations and development of a monotone quantity using Ricci flow and heat equation.
result Generalized classical scalar curvature rigidity results to the \(T^{ times}\)-stabilized setting.

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components …

2017-09-13abs ↗pdf ↗

Improved Q-learning for multi-agent reinforcement learning by weighting joint action values.

problem QMIX restricts QQ-values to monotonic mixtures, limiting complex value functions.
method Introduced weighted projection to recover optimal policies, improving performance.
result CW QMIX and OW QMIX outperform baseline QMIX on multi-agent tasks.

The monotonic linear interpolation in deep networks often leads to plateaus, revealing biases in optimization.

problem Plateaus in the optimization landscape of deep networks during monotonic linear interpolation.
method Investigated monotonic linear interpolation on deep neural networks, focusing on biases in weights and biases.
result Interpolating weights and biases differently can lead to significant differences in loss and accuracy, revealing biases in optimization.

Using the monotonicity formulas of Colding and Minicozzi, we prove that on any complete, non-parabolic Riemannian manifold (M3,g)(M^3, g) with non-negative Ricci curvature, the asymptotic weighted scaling invariant integral of scalar curvature has an explicit bound in form of asymptotic volume ratio.

2019-02-24abs ↗pdf ↗

New method makes CP intervals locally adaptive using trainable transformations.

problem Making Conformal Prediction intervals locally adaptive.
method Defining a trainable change of variables φX(A)φ_X(A) that depends on object attributes XX.
result Locally adaptive prediction intervals with guaranteed marginal validity and variable sizes.

We study deep neural networks with polynomial activations, particularly their expressive power. For a fixed architecture and activation degree, a polynomial neural network defines an algebraic map from weights to polynomials. The image of this map is the functional space associated to the network, and it is an irreduci…

2019-05-29abs ↗pdf ↗

New method for optimizing risk in financial models using Fourier transforms.

problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.

We consider two natural Lagrangian intersection problems in the context of symplectic toric manifolds: displaceability of torus orbits and of a torus orbit with the real part of the toric manifold. Our remarks address the fact that one can use simple cartesian product and symplectic reduction considerations to go from …

2011-05-03abs ↗pdf ↗

New lower bounds for combinatorial multi-armed bandits for general reward functions.

problem Maximizing reward in sequential decisions with sets of arms.
method Proved tight regret lower bounds for all smooth reward functions under mild assumptions.
result Lower bounds are tight up to log-factors for monotone reward functions.

As surrogate functions of L0L_0-norm, many nonconvex penalty functions have been proposed to enhance the sparse vector recovery. It is easy to extend these nonconvex penalty functions on singular values of a matrix to enhance low-rank matrix recovery. However, different from convex optimization, solving the nonconvex l…

2014-04-29abs ↗pdf ↗

QMIX combines per-agent values to create decentralised policies.

problem Training decentralised policies from centralised learning.
method QMIX uses a mixing network to estimate joint action-values as a monotonic combination of per-agent values.
result QMIX significantly outperforms existing methods on the StarCraft Multi-Agent Challenge (SMAC).