Improved machine learning models for interpreting CDT results.
problem Improving accuracy and interpretability of CDT results.
method Analysis of pen stroke data using machine learning techniques.
result Machine learning models outperform existing scoring systems.
Clock theorem extended to knotoids and linkoids.
problem Generalizing the Clock Theorem to knotoids and linkoids.
method Extending the Clock Theorem to knotoids and linkoids.
result Clock states of knotoid diagrams form a lattice under transpositions.
PowerSGD compresses gradients for faster distributed optimization.
problem Communication bottleneck in data-parallel distributed optimization.
method Low-rank gradient compressor based on power iteration.
result Achieves test performance on par with SGD and consistent speedups.
This paper is about the clock number of a knot. First we define the clock number by using states of a knot defined by Kauffman. Next we show that if K is a prime knot, its clock number is greater than or equal to its crossing number. Finally we prove that its clock number is equal to its crossing number if and only if …
YOASOVI improves stochastic VI for large models with fast, self-correcting sampling.
problem Efficiently performing stochastic Variational Inference on large Bayesian models.
method YOASOVI uses acceptance sampling to draw only one sample per iteration, improving convergence speed and accuracy.
result YOASOVI converges faster and more accurately than regular Monte Carlo and Quasi-Monte Carlo methods.
HTFM improves mode coverage and tail-statistic recovery for heavy-tailed data.
problem Tackles heavy-tailed data in various domains with rare events.
method Proposes a framework using clock-conditioned Gaussian sources and truncated logsignature features.
result Improves mode coverage, sample quality, and tail-statistic recovery over Gaussian flow matching and baselines.
PARyOpt optimizes functions asynchronously, reducing wall clock time.
problem Efficiently optimizing functions on distributed systems with asynchronous evaluations.
method Parallel asynchronous Bayesian optimization.
result Reduces total optimization time for various test problems.
New method trains neural networks to optimize faster than tuned methods.
problem Training learned optimizers is difficult and often leads to poor performance.
method Dynamic weighting of unbiased gradient estimators for a variational loss.
result Trained neural networks optimize faster than tuned first-order methods.
Generalizes Kauffman's clock theorem to surfaces.
problem Proving a lattice structure on graph states in various surfaces.
method Using matchings and graph orientations, extending Propp's results.
result Two generalizations of Kauffman's theorem for more surfaces.
Paper introduces clock moves for plane graphs and proves Alexander polynomial properties.
problem Alexander polynomial of plane graphs and unimodality of coefficients.
method Introduces clock moves for plane graphs and develops a spanning tree model of Alexander polynomial.
result Proves unimodal property of Alexander polynomial coefficients and confirms conjectures.
State-of-the-art link prediction utilizes combinations of complex features derived from network panel data. We here show that computationally less expensive features can achieve the same performance in the common scenario in which the data is available as a sequence of interactions. Our features are based on social vec…
Improved stochastic clocks for financial models without increasing trades.
problem Dealing with asymmetrical and tail risks in financial returns.
method Proposes a new approach to regulate Lévy subordinators for financial models.
result Achieves arbitrarily large skewness and excess kurtosis of returns.
Large batch sizes don't improve training time for most models.
problem The inefficiency of large batch sizes in stochastic gradient descent.
method Empirical analysis of network training across various architectures and domains.
result Increasing batch size beyond a certain point does not reduce training time for either train or test loss.
Study efficient pricing for barrier options in stochastic-volatility models with leverage correction.
problem Barrier options are sensitive to volatility dynamics, especially leverage, making accurate pricing difficult.
method Developed a class of continuous-path stochastic-clock volatility models and a systematic small-ρ expansion to incorporate leverage.
result Transform-only pricing formulas for barrier derivatives are fast and numerically stable, even for negative leverage.
The paper characterizes discrete Morse functions on knot diagrams and generalizes a clock theorem.
problem Characterizing discrete Morse functions on knot diagrams and generalizing a clock theorem.
method Using matchings on the Tait graph, the paper constructs discrete Morse functions and counts them with a formula involving the graph Laplacian. It also proves a bijection between these functions and certain rooted spanning forests.
result The paper provides a closed formula for counting discrete Morse functions and generalizes a clock theorem.
The Kelly rule fails to maximize growth in a time-changed return setting.
problem Performance of the Kelly rule in a time-changed return process.
method Investigated the Kelly rule in a semi-martingale setting with a time change process.
result The Kelly rule does not maximize average growth rate in a non-normal log-return setting.
We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and uniqueness for a large class of utility maximization problems including the classical one…
Paper analyzes systematic jump risk around the clock using news narratives.
problem Identifying and managing priced risks in real-time market conditions.
method Combining high-frequency market data with news narratives classified by an LLM.
result Significant heterogeneity in risk premia, with macroeconomic news commanding the largest premium.
We introduce a linear space of finitely additive measures to treat the problem of optimal expected utility from consumption under a stochastic clock and an unbounded random endowment process. In this way we establish existence and uniqueness for a large class of utility-maximization problems including the classical one…
The study confirms conditions for Q-learning with persistent exploration.
problem Formulating conditions for Q-learning with persistent exploration. method Formulated assumptions for Q-learning with local and global clocks, ensuring persistent exploration. result The Robbins-Monro conditions are confirmed for Q-learning with persistent exploration. A new uncertainty principle helps traders better understand market activity.
problem Understanding high-frequency market activity and correlation.
method Integrates market activity, order-flow overlap, and response time into a clock-dependent uncertainty principle.
result Six rules of thumb for traders operating at market-making frequencies.
Sampling more can make models more confident in wrong answers, not better.
problem The modal ceiling and correlation ceiling limit the benefit of increased sampling.
method Analyzes the trade-offs between sampling more and selecting the best answer.
result Extra sampling beyond a certain point does not improve model performance and can even degrade it.
Paper finds Dutch Draw optimal baseline for binary classification.
problem Need a proper baseline for binary classification validation.
method Examined all input-independent baseline methods.
result Dutch Draw is optimal baseline under given conditions.
Optimizes VWAP strategies for large market volumes with complex market impacts.
problem Minimizing IS cost under general shaped market impact functions.
method Optimization of VWAP execution strategies in a Black-Scholes model with stochastic clock and large trading volume.
result An optimal strategy is a VWAP execution strategy.
Paper studies statistical tests on infinite random graphs.
problem Testing hypotheses on infinite random graphs.
method Formalism for stationarity, generalized time series results.
result Criterion for consistent test existence.
New CTBNs with clocks allow for non-exponential survival times.
problem Modeling phenomena with non-exponential survival times in continuous time.
method Introduced node-wise clocks to construct graph-coupled semi-Markov chains, enabling non-exponential survival times without auxiliary states.
result Parameter and structure inference algorithms provided, demonstrating advantages over current CTBN extensions.
A new pricing controller handles resource constraints to infer target prices effectively.
problem Resource constraints prevent fixed-price inference, leading to support exclusion.
method Formalizes support-exclusion failure, designs a target-aware controller, and uses a realized information clock.
result The controller can certify feasible target bands and log continuous local densities, leading to polynomial rates of inference.
The paper explores triangulations on spheres and tori, extending clock theorems.
problem Investigating triangulations of spheres and tori with colored triangles.
method Analyzing matchings between white and black triangles, focusing on their lattices and state transitions.
result Clock theorems extend to spheres but not to tori, with different lattice structures.
Optimizer memory affects learning rate sensitivity in shuffle order, impacting fine-tuning noise.
problem Optimizer memory affects the learning rate sensitivity in shuffle order, leading to fine-tuning noise.
method Isolated the mechanism of fixed-clock optimizer memory affecting the learning rate sensitivity in shuffle order, deriving a fit-free way to size the noise.
result Fixed-clock optimizers like AdamW produce a larger first-order noise channel compared to memoryless optimizers, affecting fine-tuning comparisons.
D-Wave hybrid quantum-classical portfolio optimization shows classical decomposition is key, not quantum sampling.
problem Optimizing portfolios with constraints using hybrid quantum-classical methods.
method Operational decomposition audit of D-Wave's hybrid quantum-classical service on mean-variance-turnover instances.
result Classical decomposition and feasibility-aware reassembly are key to hybrid quantum-classical performance.
New bounds on neural network test loss derived from conditional information measures.
problem Estimating test loss of neural networks trained on limited data.
method Framework based on conditional information density between hypothesis and training set.
result Tail bounds on test loss decay as 1/n, improving over previous 1/sqrt{n} bounds.
We give an algorithmic computation for the height of Kauffman's clock lattice obtained from a knot diagram with two adjacent regions starred and without crossing information specified. We show that this lattice is more familiarly the graph of perfect matchings of a bipartite graph obtained from the knot diagram by over…
K-FAC doesn't improve large batch training efficiency.
problem Inefficiency of K-FAC in large batch size training.
method Empirical analysis of K-FAC and SGD on ResNet and AlexNet.
result K-FAC doesn't exhibit improved scalability to large batch sizes.
Generative models learn rules at different timescales, revealing a 'innovation window'.
problem Generative models' convergence to empirical training distribution rather than population distribution.
method Rule-valid synthetic tasks, analyzing τrule and τmem across training timescales. result The 'innovation window' widens with increasing dataset size and narrows with rule complexity.
This study compares parallel SMC and MCMC for Bayesian deep learning, showing SMC parallel is faster.
problem Efficiently performing Bayesian deep learning with parallel computing.
method Compared sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) in parallel settings.
result Parallel SMC achieves similar convergence as a single SMC but with reduced communication time.
Algorithm estimates clock in network cascades to improve performance.
problem Temporal distortion in cascade observation leads to performance degradation.
method Formulated clock estimation problem, developed FastClock algorithm.
result FastClock algorithm outperforms state-of-the-art in terms of accuracy and speed.
Detect spacetime curvature without rulers and clocks in 3D.
problem Detecting spacetime curvature without traditional measurement tools.
method Generalized results from 2D to 3D spacetime, proving well-stitched spacetime for conformally flat cases.
result A 3D spacetime is well-stitched if and only if it is conformally flat, providing a tool for curvature detection.
New graph tests improve on existing methods for comparing large graphs.
problem Comparing large graphs from different sources.
method Proposed new tests based on asymptotic distributions.
result New tests are computationally less expensive and more reliable.
Classifies connections on Galilei manifolds, generalizing known results.
problem Classifying general affine connections on Galilei manifolds.
method Classification through tensor fields, extending known Galilei connections.
result Additional freedom in connections not metric-compatible, linked to clock form and space metric.
A new BO termination criterion for HPO reduces optimization time without sacrificing test performance.
problem Determining an optimal budget for hyperparameter optimization.
method A new termination criterion based on the discrepancy between predictive and computable target performance.
result The proposed termination criterion achieves a better trade-off between test performance and optimization time.
Warm-starting neural networks can lead to worse performance than fresh starts.
problem Warm-starting neural networks can degrade performance compared to fresh starts.
method Analyzed and provided a simple trick to overcome the degradation of warm-starting.
result A simple trick can overcome the degradation of warm-starting in several important situations.
Study optimal stopping for American call options with random time-horizon in Lévy models.
problem Optimal stopping of American call options in random time-horizon under Lévy models.
method Model random time-horizon as Omega default clock, analyze value function under different q and y. result Different values of q and y lead to various optimal strategies (up-crossing, two-sided exit). Derives variance kernel for reaction boundary in financial models.
problem Separating components in financial volatility models.
method Operational-time variance kernel, damped Abel response kernel, closed asymptotic form.
result Operational variance has a closed asymptotic form involving various parameters.
We consider the problem of closeness testing for two discrete distributions in the practically relevant setting of \emph{unequal} sized samples drawn from each of them. Specifically, given a target error parameter ε>0, m1 independent draws from an unknown distribution p, and m2 draws from an unkno…
Derives operational-time variance kernel for reaction boundaries in financial markets.
problem Separating components in volatility models to better understand market dynamics.
method Derives a variance kernel for a latent-order-book reaction boundary, separating structural boundary cumulant, clock projection, and pricing-measure choice.
result Operational variance has a closed asymptotic form for long-memory forcing, with effective signed-forcing intensity and resilience.
This paper builds a model of high-frequency equity returns by separately modeling the dynamics of trade-time returns and trade arrivals. Our main contributions are threefold. First, we characterize the distributional behavior of high-frequency asset returns both in ordinary clock time and in trade time. We show that wh…
GraphSAC detects anomalies in large graphs by sampling and filtering node subsets.
problem Vulnerability of holistic anomaly detection methods to compromised nodal attributes and network links.
method Randomly draws subsets of nodes, filters out contaminated sets, and uses SSL to estimate nominal label distributions.
result GraphSAC provides performance guarantees and is scalable to large graphs.
Bayesian neural networks improve stellar age predictions with reduced uncertainty.
problem Handling uncertainties in stellar dating using complex data relationships.
method Hierarchical Bayesian architecture with neural networks for probabilistic modeling.
result Age predictions with reduced uncertainty and mean absolute error < 1 Ga.