Function graph transformers use graph measures to provide a measure-theoretic framework where standard transformer components universally approximate operators between function spaces while preserving single-valued function outputs.
(2020).Probability Theory
4 Pith papers cite this work, alongside 68 external citations. Polarity classification is still indexing.
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UNVERDICTED 4representative citing papers
Products of finite-dimensional quantum channels asymptotically forget input states under decay of the centered trace-Dobrushin coefficient, yielding unique replacement channels and convergence for deterministic and random inhomogeneous MPS.
A spectral generalized covariance measure enables conditional independence testing on non-Euclidean data with uniform bootstrap validity and power guarantees under doubly robust conditions.
Boosting trees test necessary conditions for calibration and auto-calibration of regression models, shown powerful on a large insurance dataset.
citing papers explorer
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Function graph transformers universally approximate operators between function spaces
Function graph transformers use graph measures to provide a measure-theoretic framework where standard transformer components universally approximate operators between function spaces while preserving single-valued function outputs.
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Asymptotic Replacement for Quantum Channel Products with Applications to Inhomogeneous Matrix Product States
Products of finite-dimensional quantum channels asymptotically forget input states under decay of the centered trace-Dobrushin coefficient, yielding unique replacement channels and convergence for deterministic and random inhomogeneous MPS.
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Testing Conditional Independence via the Spectral Generalized Covariance Measure: Beyond Euclidean Data
A spectral generalized covariance measure enables conditional independence testing on non-Euclidean data with uniform bootstrap validity and power guarantees under doubly robust conditions.
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Assessing model calibration with boosting trees
Boosting trees test necessary conditions for calibration and auto-calibration of regression models, shown powerful on a large insurance dataset.