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.
Any regular Gaussian probability distribution that can be represented by an AMP chain graph (CG) can be expressed as a system of linear equations with correlated errors whose structure depends on the CG. However, the CG represents the errors implicitly, as no nodes in the CG correspond to the errors. We propose in this…
In this paper we introduce a parameter dependent class of Krylov-based methods, namely CD, for the solution of symmetric linear systems. We give evidence that in our proposal we generate sequences of conjugate directions, extending some properties of the standard Conjugate Gradient (CG) method, in order to preserve the…
In this paper, we deal with the problem of marginalization over and conditioning on two disjoint subsets of the node set of chain graphs (CGs) with the LWF Markov property. For this purpose, we define the class of chain mixed graphs (CMGs) with three types of edges and, for this class, provide a separation criterion un…
The conjugate gradient (CG) method is an efficient iterative method for solving large-scale strongly convex quadratic programming (QP). In this paper we propose some generalized CG (GCG) methods for solving the ℓ1-regularized (possibly not strongly) convex QP that terminate at an optimal solution in a finite numb…
In this work, we consider Corporate Governance (CG) ties among companies from a multiple network perspective. Such a structure naturally arises from the close interrelation between the Shareholding Network (SH) and the Board of Directors network (BD). In order to capture the simultaneous effects of both networks on CG,…
We introduce a novel approach for estimating Latent Dirichlet Allocation (LDA) parameters from collapsed Gibbs samples (CGS), by leveraging the full conditional distributions over the latent variable assignments to efficiently average over multiple samples, for little more computational cost than drawing a single addit…
Garside groupoids, as recently introduced by Krammer, generalise Garside groups. A weak Garside group is a group that is equivalent as a category to a Garside groupoid. We show that any periodic loop in a Garside groupoid $\CG$ may be viewed as a Garside element for a certain Garside structure on another Garside groupo…
For any triple (W,L,ρ), where W is a closed connected and oriented 3-manifold, L is a link in W and ρ is a flat principal B-bundle over W (B is the Borel subgroup of $SL(2,\mc)$), one constructs a $\Dd$-scissors congruence class $\cG_{\Dd}(W,L,ρ)$ which belongs to a (pre)-Bloch group $\Pp (\Dd)$. The class $\cG_{\D…
We discuss two sorts of generalization of Lie groupoids. One is Lie n-groupoids defined as simplicial manifolds with trivial πk≥n+1. The other is the stacky Lie groupoid $\cG\rra M$ with $\cG$ a differentiable stack. We build 1-1 correspondence between Lie 2-groupoids and stacky Lie groupoids up to a certain…
Efficient methods for Lévy models using SINH-regular processes.
problem Efficient numerical methods for evaluating Lévy models.
method Defining SL-processes and sSL-processes, deriving properties of characteristic exponent, and showing all popular Lévy processes can be subordinated to Brownian motion.
result All crucial properties of characteristic exponent are consequences of a specific representation, and all popular Lévy processes are SL- or sSL-subordinated Brownian motion.
We show how to construct measures on Banach manifolds associated to supersymmetric quantum field theories. These measures are mathematically well-defined objects inspired by the formal path integrals appearing in the physics literature on quantum field theory. We give three concrete examples of our construction. The fi…
We discuss two generalizations of Lie groupoids. One consists of Lie n-groupoids defined as simplicial manifolds with trivial πk≥n+1. The other consists of stacky Lie groupoids $\cG\rra M$ with $\cG$ a differentiable stack. We build a 1-1 correspondence between Lie 2-groupoids and stacky Lie groupoids up to …
Streaming variational Bayes (SVB) is successful in learning LDA models in an online manner. However previous attempts toward developing online Monte-Carlo methods for LDA have little success, often by having much worse perplexity than their batch counterparts. We present a streaming Gibbs sampling (SGS) method, an onli…
New constructions from non-separating planar graphs improve understanding of graph linkability and knotability.
problem Understanding linkability and knotability of graph complements.
method Using maximal non-separating planar graphs to construct examples of maximal linkless and knotless graphs, and analyzing their Colin de Verdière invariant.
result The Colin de Verdière invariant of the complement of a maximal non-separating planar graph satisfies μ(cG) ≤ n-4, and equality holds.
We discuss the construction of finite noncommutative geometries on Hopf algebras and finite groups in the `quantum groups approach'. We apply the author's previous classification theorem, implying that calculi in the factorisable case correspond to blocks in the dual, to classify differential calculi on the quantum cod…
New recommendations improve Gaussian process accuracy and stability.
problem Numerical instabilities and poor test likelihoods in iterative Gaussian process learning.
method Investigated CG tolerance, preconditioner rank, and Lanczos decomposition rank. Recommended small CG tolerance and large root decomposition size.
result L-BFGS-B optimizer achieves convergence with fewer gradient updates, improving Gaussian process accuracy.