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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.

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48 results for Bahadur representation

Smoothed SGD improves quantile estimation without crossing curves.

problem Estimating quantiles without crossing estimated curves.
method Smoothed SGD algorithm with Bahadur representation and Gaussian approximation.
result Smoothed SGD provides non-asymptotic tail probability bounds and a Gaussian approximation for quantile estimates.

This paper analyzes quantiles of heavy-tailed distributions, separating projection direction and quantile threshold effects.

problem Analyzing quantiles of heavy-tailed distributions with estimated parameters.
method Introduces a Q-Q orthogonality formulation to separate projection-direction and quantile-threshold effects.
result Decomposes the difference between empirical and population quantiles into three terms.

This article studies local and global inference for smoothing spline estimation in a unified asymptotic framework. We first introduce a new technical tool called functional Bahadur representation, which significantly generalizes the traditional Bahadur representation in parametric models, that is, Bahadur [Ann. Inst. S…

2012-12-30abs ↗pdf ↗

New method for online statistical inference in contextual bandits using SGD.

problem Online decision-making in contextual bandits with statistical inference.
method Weighted stochastic gradient descent for adaptive data collection.
result Asymptotic normality of the parameter estimator with improved efficiency.

Study on robustness in linear regression models, focusing on adversarial perturbations.

problem Understanding and improving robustness in linear regression models to adversarial perturbations.
method Developed a two-stage adversarial learning framework that incorporates model structure information.
result Proved the consistency and developed the Bahadur representation of the adversarially robust estimator.

The paper improves PCS approximation for ranking and selection under limited simulation budgets.

problem Improving finite sample performance in Ranking and Selection.
method Develops a Bahadur-Rao type expansion for PCS, proposes a novel FCBA policy.
result FCBA policy achieves superior PCS performance compared to traditional methods.

Sharp large deviations and Gibbs conditioning for portfolio credit risk models.

problem Analyzing the risk of default in financial portfolios with dependent factors.
method Sharp large deviation estimates and conditional Bahadur-Rao estimates for threshold models with diverging latent factors.
result Conditioned on a large exceedance event, default indicators become asymptotically i.i.d., and loss-given-default is exponentially tilted.

The growing size of modern data brings many new challenges to existing statistical inference methodologies and theories, and calls for the development of distributed inferential approaches. This paper studies distributed inference for linear support vector machine (SVM) for the binary classification task. Despite a vas…

2018-11-29abs ↗pdf ↗

We consider a standard binary classification problem. The performance of any binary classifier based on the training data is characterized by the excess risk. We study Bahadur's type exponential bounds on the minimax accuracy confidence function based on the excess risk. We study how this quantity depends on the comple…

2011-11-26abs ↗pdf ↗

This work analyzes CVaR under heavy-tailed data, providing generalization and robustness bounds.

problem Understanding CVaR's behavior under heavy-tailed data and rare high-impact losses.
method Learning-theoretic analysis of CVaR-based empirical risk minimization.
result Sharp, high-probability generalization and excess risk bounds under minimal moment assumptions.

Paper develops robust policy evaluation for reinforcement learning with outlier and heavy-tailed rewards.

problem Outlier contamination and heavy-tailed rewards in reinforcement learning.
method Develops a fully online robust policy evaluation procedure and efficient statistical inference.
result Establishes the Bahadur-type representation of the estimator and develops an online inference procedure.

We propose a novel adaptive test of goodness-of-fit, with computational cost linear in the number of samples. We learn the test features that best indicate the differences between observed samples and a reference model, by minimizing the false negative rate. These features are constructed via Stein's method, meaning th…

2017-05-22abs ↗pdf ↗

The paper analyzes a private likelihood-ratio test for frequency tables under differential privacy constraints.

problem Achieving privacy in statistical data analysis while maintaining statistical utility.
method A rigorous analysis of a private likelihood-ratio (LR) test for goodness-of-fit in frequency tables, considering (ε,δ)(\varepsilon,δ)-differential privacy.
result Characterization of the trade-off between differential privacy parameters (ε,δ)(\varepsilon,δ) and statistical power of the private LR test.

Proves EGF representations in specific geometric contexts.

problem Understanding representations of groups with hyperbolic properties.
method Analyzes projectively convex cocompact manifolds and convex projective manifolds with generalized cusps.
result Holonomy representations of specific geometric manifolds are EGF representations.

Study k-positive surface group representations and their degenerations.

problem Understanding the behavior of surface group representations under degenerations.
method Introduced k-positive representations and studied their degenerations using a limit theorem for positively ratioed representations.
result Degenerations of k-positive representations can lead to limits that are at least (k-3)-positive and irreducible limits are (k-1)-positive.

Develops theory of Anosov representations for Fuchsian groups, showing stability and analytical properties.

problem Understanding geometrically finite Fuchsian groups and their representations.
method Theory of Anosov representations, type-preserving deformations, limit maps, relative Anosov and dominated representations.
result Cusped Hitchin representations are Borel Anosov, stable under deformations, and limit maps vary analytically.

New representations defined for groups and graphs, with applications to stable representations.

problem Defining and constructing new types of representations for groups and graphs.
method Introducing (R,Λ)(R,Λ)-directed Anosov representations and using Fock-Goncharov positivity to construct them.
result Constructs large families of primitive stable representations from F2F_2 to PGL(V)\mathrm{PGL}(V), including non-discrete and non-faithful examples.

Study subgroup actions on mapping class groups using Heisenberg representations.

problem Untwisting representations of mapping class groups on Heisenberg subgroups.
method Restrict and analyze twisted representations of mapping class groups to Heisenberg subgroups.
result Untwisting representations on Torelli group for any Heisenberg representation.

Researchers describe unitary representations of mixed braid groups.

problem Understanding unitary representations of mixed braid groups.
method Explicitly describe unitary representations on cohomology of Abelian branched covers.
result Image of the representation is generated by complex reflections and related to the multivariate Burau representation.

This paper addresses law invariant coherent risk measures and their Kusuoka representations. By elaborating the existence of a minimal representation we show that every Kusuoka representation can be reduced to its minimal representation. Uniqueness -- in a sense specified in the paper -- of the risk measure's Kusuoka r…

2012-10-26abs ↗pdf ↗

A very popular problem on braid groups has recently been solved by Bigelow and Krammer, namely, they have found a faithful linear representation for the braid group B_n. In their papers, Bigelow and Krammer suggested that their representation is the monodromy representation of a certain fibration. Our goal in this pape…

2001-11-16abs ↗pdf ↗

Let S be a closed orientable surface of genus at least 2 and let G be a semisimple real algebraic group of non-compact type. We consider a class of representations from the fundamental group of S to G called positively ratioed representations. These are Anosov representations with the additional condition that certain …

2016-09-05abs ↗pdf ↗

In this paper, we introduce a study of prolongations of representations of Lie groups. We obtain a faithful (one-to-one) representation of TG where G is a finite-dimensional Lie group and TG is the tangent bundle of G, by using (not necessarily faithful) representations of G. We show that tangent functions of Lie group…

2013-10-08abs ↗pdf ↗

Paper addresses the disparity between sampled and mean representations in disentangled learning.

problem Disparity between sampled and mean representations in disentangled learning.
method Proposes a method to eliminate the disparity by proving and utilizing the relationship between total correlation of sampled and mean representations for multivariate normal distributions.
result Demonstrates that a factorized mean representation can have lower total correlation than the sampled representation.

New findings on cusped Borel Anosov representations and their properties.

problem Characterizing and understanding cusped Borel Anosov representations.
method Analyzing representations of lattices in PGL2(R)PGL_2(\mathbb{R}) to PGLd(R)PGL_d(\mathbb{R}).
result Cusped Borel Anosov representations with specific properties are Hitchin representations.

The paper formalizes criteria for non-spurious and disentangled representations using causal methods.

problem Formalizing criteria for non-spurious and disentangled representations in representation learning.
method Causal perspective, counterfactual quantities, observable consequences of causal assertions.
result Computable metrics for assessing representation learning based on observed data.

Characterizes Anosov reducible representations in terms of eigenvalues.

problem Understanding Anosov representations in reducible settings.
method Characterizes Anosov representations using eigenvalue magnitudes of irreducible block factors.
result Connected components of character varieties do not contain reducible representations for many non-elementary hyperbolic groups.

Convex-cocompact groups in infinite hyperbolic space are deformable.

problem Understanding deformability of convex-cocompact groups in infinite hyperbolic spaces.
method Proving convex-cocompact representations form an open set and using bending to deform them.
result Deformable convex-cocompact representations of surface groups not conjugate to exotic PSL(2,R) representations.

In this article we introduce order preserving representations of fundamental groups of surfaces into Lie groups with bi-invariant orders. By relating order preserving representations to weakly maximal representations, introduced in arXiv:1305.2620, we show that order preserving representations into Lie groups of Hermit…

2016-01-10abs ↗pdf ↗

We introduce and study a new class of representations of surface groups into Lie groups of Hermitian type, called {\em weakly maximal} representations. We prove that weakly maximal representations are discrete and injective and we describe the structure of the Zariski closure of their image. Furthermore we prove that t…

2013-05-12abs ↗pdf ↗

We characterize groups admitting Anosov representations into SL(3,R)\mathsf{SL}(3,\mathbb R), projective Anosov representations into SL(4,R)\mathsf{SL}(4,\mathbb R), and Borel Anosov representations into SL(4,R)\mathsf{SL}(4,\mathbb R). More generally, we obtain bounds on the cohomological dimension of groups admitting PkP_k-Anosov r…

2019-04-03abs ↗pdf ↗

New method finds Fuchsian representations dominating others in surface group representations.

problem Finding Fuchsian representations that dominate others in surface group representations.
method Straightening the pleated plane and applying strip deformations.
result There exists a Fuchsian representation that strictly dominates a given non-Fuchsian representation.

The paper studies conjugating complex representations into real ones.

problem Understanding representations of surface groups into complex Lie groups.
method Analyzes representations of finitely generated groups into PGL(k,C)PGL(k, \mathbb{C}) and determines conjugacy conditions.
result Identifies representations in the larger variety that are conjugate in PGL(k,C)PGL(k, \mathbb{C}) to a representation in PGL(k,R)PGL(k, \mathbb{R}).

This paper explores the complexity of learning representations in contextual linear bandits.

problem Understanding the complexity of representation learning in contextual linear bandits.
method Systematic approach to representation learning in contextual linear bandits, focusing on instance-dependent perspective.
result Representation learning is fundamentally more complex than linear bandits, with some cases being arbitrarily harder.