arXiv research

Between the category of exact metric spaces with bounded geometry (about which much is known) and the larger category of arbitrary exact metric spaces (about which little is known) lies the intermediate category of asymptotically exact metric spaces. We show that the coarse Baum-Connes assembly map is naturally split s…

Exact optimality achieved in distributed mean estimation with shared randomness.

Exact minibatch MH method improves scalability for large datasets.

Deep random feature models are analyzed for their performance with exact asymptotic expressions.

The paper calculates heat kernel and closed geodesic asymptotics for nilpotent coverings.

New asymptotic formula for option prices with interest rates and dividend yield effects.

We develop a local theory for the construction of singular spacetimes in all spacetime dimensions which become asymptotically self-similar as the singularity is approached. The techniques developed also allow us to construct and classify exact self-similar solutions which correspond to the formal asymptotic expansions …

Exact learning of tree-structured models with side info and noise.

Paper explores exact recovery of communities in weighted graphs using Gaussian and exponential distributions.

Paper calculates the exact error of LDA models.

New exact tests detect changepoints in binary and count data, especially when normal approximations fail.

We give an exact formula for the value of the derivative at zero of the gap probability in finite n x n Gaussian ensembles. As n goes to infinity our computation provides an asymptotic (with an explicit constant) of the order n^(1/2). As a first application, we consider the set of n x n (Real, Complex or Quaternionic) …

Exact inference method for Wasserstein distance with finite-sample coverage.

Data augmentation, by the introduction of auxiliary variables, has become an ubiquitous technique to improve convergence properties, simplify the implementation or reduce the computational time of inference methods such as Markov chain Monte Carlo ones. Nonetheless, introducing appropriate auxiliary variables while pre…

Decentralized Gaussian processes for multi-agent systems.

Exact asymptotic solutions found for nonlinear Hawkes processes.

In this article, we extend Anderson's higher-dimensional Dehn filling construction to a large class of infinite-volume hyperbolic manifolds. This gives an infinite family of topologically distinct asymptotically hyperbolic Einstein manifolds with the same conformal infinity. The construction involves finding a sequence…

We study global aspects of complete, non-singular asymptotically locally AdS spacetimes solving the vacuum Einstein equations whose conformal infinity is an arbitrary globally stationary spacetime. It is proved that any such solution which is asymptotically stationary to the past and future is itself globally stationar…

New method uses diffusion models for Bayesian inverse problems.

We analyze how an observer synchronizes to the internal state of a finite-state information source, using the epsilon-machine causal representation. Here, we treat the case of exact synchronization, when it is possible for the observer to synchronize completely after a finite number of observations. The more difficult …

Asymptotic symmetries of the five dimensional noncompact symmetric space SL(3)/SO(3) are found to form an infinite dimensional Lie algebra, analogously to the asymptotic symmetries of anti-de Sitter spaces in two and three dimensions. Possible exact solvability of the corresponding Chern-Simons theory and the AdS/CFT c…

TDS provides exact samples for conditional distributions in diffusion models.

The paper analyzes multivariate Hawkes processes and their induced population processes.

We formulate a more conceptual interpretation of the Cappell-Lee-Miller glueing/splitting theorem using the new language of asymptotic maps and asymptotic exactness. Additionally, we present an asymptotic description of the Mayer-Vietoris sequence naturally associated to the Cech cohomology of the sheaf of local soluti…

The study shows that certain nearly G2 and nearly Kähler conifolds cannot be resolved by gluing asymptotically conical G2 and Calabi-Yau manifolds.

We show that Dranishnikov's asymptotic property C is preserved by direct products and the free product of discrete metric spaces. In particular, if $G$ and $H$ are groups with asymptotic property C, then both $G \times H$ and $G * H$ have asymptotic property C. We also prove that a group~$G$ has asymptotic property C i…

We extend a recent synchronization analysis of exact finite-state sources to nonexact sources for which synchronization occurs only asymptotically. Although the proof methods are quite different, the primary results remain the same. We find that an observer's average uncertainty in the source state vanishes exponential…

To improve the efficiency of Monte Carlo estimation, practitioners are turning to biased Markov chain Monte Carlo procedures that trade off asymptotic exactness for computational speed. The reasoning is sound: a reduction in variance due to more rapid sampling can outweigh the bias introduced. However, the inexactness …

This paper proves the following: A volume preserving vector field on a compact 3-manifold whose dual 2-form is exact can not generate uniquely ergodic dynamics unless its asymptotic linking number is zero.

Gradient descent achieves exact linear convergence rate for symmetric matrix completion.

Communication costs, resulting from synchronization requirements during learning, can greatly slow down many parallel machine learning algorithms. In this paper, we present a parallel Markov chain Monte Carlo (MCMC) algorithm in which subsets of data are processed independently, with very little communication. First, w…

In this paper we develop a symbolic technique to obtain asymptotic expressions for ruin probabilities and discounted penalty functions in renewal insurance risk models when the premium income depends on the present surplus of the insurance portfolio. The analysis is based on boundary problems for linear ordinary differ…

Let $(M,g)$ be a complete Riemannian $3$-manifold asymptotic to Schwarzschild-anti-deSitter and with scalar curvature $R \geq - 6$. Building on work of A.~Neves and G.~Tian and of the first-named author, we show that the leaves of the canonical foliation of $(M, g)$ are the unique solutions of the isoperimetric problem…

We consider the pricing of derivatives written on the discretely sampled realized variance of an underlying security. In the literature, the realized variance is usually approximated by its continuous-time limit, the quadratic variation of the underlying log-price. Here, we characterize the small-time limits of options…

New exact spherically symmetric vacuum solutions found in Finsler gravity.

We consider an insurance company in the case when the premium rate is a bounded non-negative random function $c_\zs{t}$ and the capital of the insurance company is invested in a risky asset whose price follows a geometric Brownian motion with mean return $a$ and volatility $σ>0$. If $β:=2a/σ^2-1>0$ we find exact the as…

Novel method recursively partitions sample space for density estimation.

Many generative models can be expressed as a differentiable function of random inputs drawn from some simple probability density. This framework includes both deep generative architectures such as Variational Autoencoders and a large class of procedurally defined simulator models. We present a method for performing eff…

We investigate multiple testing and variable selection using the Least Angle Regression (LARS) algorithm in high dimensions under the assumption of Gaussian noise. LARS is known to produce a piecewise affine solution path with change points referred to as the knots of the LARS path. The key to our results is an express…

We study statistical inference and distributionally robust solution methods for stochastic optimization problems, focusing on confidence intervals for optimal values and solutions that achieve exact coverage asymptotically. We develop a generalized empirical likelihood framework---based on distributional uncertainty se…

Improved causal discovery methods for large graphs without strict assumptions.

Exact learning improves naive Bayes classifier performance for small samples.

Surgery exact triangles in various 3-manifold Floer homology theories provide an important tool in studying and computing the relevant Floer homology groups. These exact triangles relate the invariants of 3-manifolds, obtained by three different Dehn surgeries on a fixed knot. In this paper, the behavior of $SU(N)$-ins…

This study proves energy bounds in specific AdS spacetimes.

Paper uses SDP for community detection with side information.

PPI++ outperforms gold-standard labels only if pseudo-labels are highly correlated.

We use the theory of large deviations to study the pricing of investment-grade tranches of synthetic CDO's. In this paper, we consider a simplified model which will allow us to introduce some of the concepts and calculations.

Exact recovery method for community detection in Gaussian mixtures with dependent noise.