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.
Using Quillen's superconnection formalism we give a new "twisted" approach to the rational Gromov-Lawson-Rosenberg (GLR) conjecture on topological obstructions to the existence of Riemannian metrics of positive scalar curvature on compact spin manifolds. In particular, we present a short proof of the rational GLR conje…
We study sequential change-point detection procedures based on linear sketches of high-dimensional signal vectors using generalized likelihood ratio (GLR) statistics. The GLR statistics allow for an unknown post-change mean that represents an anomaly or novelty. We consider both fixed and time-varying projections, deri…
We consider the change-point detection problem of deciding, based on noisy measurements, whether an unknown signal over a given graph is constant or is instead piecewise constant over two connected induced subgraphs of relatively low cut size. We analyze the corresponding generalized likelihood ratio (GLR) statistics a…
The Gromov-Lawson-Rosenberg-conjecture for a group G states that a closed spin manifold M^n (n>4) with fundamental group G admits a metric with positive scalar curvature if and only if its C^*-index A(M) in KO_n(C^*_r(G)) vanishes. We prove this for groups G with low-dimensional classifying space, provided the assembly…
In this paper, we consider the multivariate Bernoulli distribution as a model to estimate the structure of graphs with binary nodes. This distribution is discussed in the framework of the exponential family, and its statistical properties regarding independence of the nodes are demonstrated. Importantly the model can e…
This paper proposed a new regression model called l1-regularized outlier isolation and regression (LOIRE) and a fast algorithm based on block coordinate descent to solve this model. Besides, assuming outliers are gross errors following a Bernoulli process, this paper also presented a Bernoulli estimate model which, …
Dasgupta and Shulman showed that a two-round variant of the EM algorithm can learn mixture of Gaussian distributions with near optimal precision with high probability if the Gaussian distributions are well separated and if the dimension is sufficiently high. In this paper, we generalize their theory to learning mixture…
We study the fundamental problem of learning an unknown, smooth probability function via pointwise Bernoulli tests. We provide a scalable algorithm for efficiently solving this problem with rigorous guarantees. In particular, we prove the convergence rate of our posterior update rule to the true probability function in…
First order invariants of generic immersions of manifolds of dimension nm-1 into manifolds of dimension n(m+1)-1, m,n>1 are constructed using the geometry of self-intersections. The range of one of these invariants is related to Bernoulli numbers. As by-products some geometrically defined invariants of regular homotopy…
Let {Tt} be a smooth flow with positive speed and positive topological entropy on a compact smooth three dimensional manifold, and let μ be an ergodic measure of maximal entropy. We show that either {Tt} is Bernoulli, or {Tt} is isomorphic to the product of a Bernoulli flow and a rotational flow. Appli…
Feature selection problems have been extensively studied for linear estimation, for instance, Lasso, but less emphasis has been placed on feature selection for non-linear functions. In this study, we propose a method for feature selection in high-dimensional non-linear function estimation problems. The new procedure is…
Exact simulation of correlated binary outcomes using PMF constraints and linear programming.
problem Simulating dependent Bernoulli outcomes with specific means and correlations.
method Formulate the problem over the joint Bernoulli PMF, impose constraints, and solve as a linear program. Use convex-hull characterization and truncated-moment completion scheme for feasibility and simulation.
result Exact simulation framework for correlated binary outcomes, providing a convex-hull characterization and truncated-moment completion scheme.
We introduce a novel multivariate random process producing Bernoulli outputs per dimension, that can possibly formalize binary interactions in various graphical structures and can be used to model opinion dynamics, epidemics, financial and biological time series data, etc. We call this a Bernoulli Autoregressive Proces…
The beta-Bernoulli process provides a Bayesian nonparametric prior for models involving collections of binary-valued features. A draw from the beta process yields an infinite collection of probabilities in the unit interval, and a draw from the Bernoulli process turns these into binary-valued features. Recent work has …