A framework for anonymized risk sharing without revealing identities or preferences.
arXiv research
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.
Trend · papers per month
Extends denoising and score estimation to energy models via Tweedie's formula.
We introduce the secondary Stiefel-Whitney class of homotopically trivial diffeomorphisms and show that a homotopically trivial symplectomorphism of a ruled 4-manifold is isotopic to identity if and only if the class vanishes. Using this, we give a detailed description of the combinatorial str…
GAIT-prop derives a biologically plausible learning rule from backpropagation.
Neural networks struggle with abstract patterns, new RBP structures improve performance.
Survey reviews Hamilton-Jacobi theory in various geometric settings, focusing on Jacobi and Leibniz identities.
Study Yang-Mills connections on four-manifolds, derive obstructions to bubbling.
Product models of low dimensional experts are a powerful way to avoid the curse of dimensionality. We present the ``under-complete product of experts' (UPoE), where each expert models a one dimensional projection of the data. The UPoE is fully tractable and may be interpreted as a parametric probabilistic model for pro…
We show that for any Legendrian link in the -jet space of the -graded ruling polynomial, , is determined by the Thurston-Bennequin number and the HOMFLY-PT polynomial. Specifically, we recover as a coefficient of a particular specialization of the HOMFLY-PT polynomial. Furthermore, …
A new screening rule speeds up OWL regression solving.
We define a new kind of algebroid which fulfills a Leibniz rule, a Jacobi identity twisted by a 3-form with values in the kernel of the anchor map, and the twist is closed under a naturally occurring exterior covariant derivative. We give examples and define three kinds of cohomology two via realization as Q-struct…
We show that one can skip the skew-symmetry assumption in the definition of Nambu-Poisson brackets. In other words, a n-ary bracket on the algebra of smooth functions which satisfies the Leibniz rule and a n-ary version of the Jacobi identity must be skew-symmetric. A similar result holds for a non-antisymmetric versio…
We prove trace identities for commutators of operators, which are used to derive sum rules and sharp universal bounds for the eigenvalues of periodic Schroedinger operators and Schroedinger operators on immersed manifolds. In particular, we prove bounds on the eigenvalue lambda_{N+1} in terms of the lower spectrum, bou…
System uses neural networks to prove program equivalence via rewrite rules.
Introduces a new bracket for multicontact geometry and applies it to field theories.
New methods improve Byzantine robustness in distributed learning.
Intrinsic formulation of noncommutative geometry for quantum gravity.
We construct a Kähler structure () on the space of oriented geodesics of hyperbolic 3-space and investigate its properties. We prove that ( is biholomorphic to ${\mathbb{P}}^1\times{\mathbb{P}}^1-\ba…
We analyze a model of learning and belief formation in networks in which agents follow Bayes rule yet they do not recall their history of past observations and cannot reason about how other agents' beliefs are formed. They do so by making rational inferences about their observations which include a sequence of independ…
We classify all fusion categories for a given set of fusion rules with three simple object types. If a conjecture of Ostrik is true, our classification completes the classification of fusion categories with three simple object types. To facilitate the discussion we describe a convenient, concrete and useful variation o…
Paper proposes a new framework for individualized treatment rules that generalize better across different distributions.
Fitting models for non-Poisson point processes is complicated by the lack of tractable models for much of the data. By using large samples of independent and identically distributed realizations and statistical learning, it is possible to identify absence of fit through finding a classification rule that can efficientl…
LLMs add value in commodity portfolio construction when information set and implementation rules are held fixed.
We propose an extension of n-ary Nambu-Poisson bracket to superspace R^{n|m} and construct by means of superdeterminant a family of Nambu-Poisson algebras of even degree functions, where the parameter of this family is an invertible transformation of Grassmann coordinates in superspace R^{n|m}. We prove in the case of …
Method measures weight similarity in neural networks using normalization and statistical inference.
Recently, the explicit volume formulae for hyperbolic cone-manifolds, whose underlying space is the 3-sphere and the singular set is the knot and the links and , have been obtained by the second named author and his collaborators. In this paper we explicitly find the hyperbolic volume for cone-mani…
Improved sampling efficiency for inverse problems using variance-reduced diffusion methods.
Distributed model training is vulnerable to byzantine system failures and adversarial compute nodes, i.e., nodes that use malicious updates to corrupt the global model stored at a parameter server (PS). To guarantee some form of robustness, recent work suggests using variants of the geometric median as an aggregation r…
We analyze quantum Yang-Mills theory on using a novel discretization method based on an algebraic analogue of stochastic calculus. Such an analogue involves working with "Gaussian" free fields whose covariance matrix is indefinite rather than positive definite. Specifically, we work with Lie-algebra valu…
In the panoply of pattern classification techniques, few enjoy the intuitive appeal and simplicity of the nearest neighbor rule: given a set of samples in some metric domain space whose value under some function is known, we estimate the function anywhere in the domain by giving the value of the nearest sample per the …
Study on how reparametrization affects neural nets' parameter spaces from a geometric perspective.
The paper calculates a specific weight system for chord diagrams with a particular graph structure.
We study power expansions of the characteristic function of a linear operator in a -dimensional superspace . We show that traces of exterior powers of satisfy universal recurrence relations of period . `Underlying' recurrence relations hold in the Grothendieck ring of representations of $\GL(V)$. The…
New robust discriminant analysis for non-Gaussian data.
We show that kernel-based quadrature rules for computing integrals can be seen as a special case of random feature expansions for positive definite kernels, for a particular decomposition that always exists for such kernels. We provide a theoretical analysis of the number of required samples for a given approximation e…
A few generalizations of a Poisson algebra to field theory canonically formulated in terms of the polymomentum variables are discussed. A graded Poisson bracket on differential forms and an -ary bracket on functions are considered. The Poisson bracket on differential forms gives rise to various generalizations o…
Deleting refusal directions from models leads to systematically more optimistic decisions.
A spherical topological manifold of dimension n-1 forms a prototile on its cover, the (n-1)-sphere. The tiling is generated by the fixpoint-free action of the group of deck transformations. By a general theorem, this group is isomorphic to the first homotopy group. Multiplicity and selection rules appear in the form of…
A new procedure for learning cost-sensitive SVM(CS-SVM) classifiers is proposed. The SVM hinge loss is extended to the cost sensitive setting, and the CS-SVM is derived as the minimizer of the associated risk. The extension of the hinge loss draws on recent connections between risk minimization and probability elicitat…
Let X_1, X_2 be symplectic 4-manifolds containing symplectic surfaces F_1,F_2 of identical positive genus and opposite squares. Let Z denote the symplectic sum of X_1 and X_2 along the F_k. Using relative Gromov--Witten theory, we determine precisely when the symplectic 4-manifold Z is minimal (i.e., cannot be blown do…
A new robust and flexible classification method for non-Gaussian data.
Update rules for learning in dynamic time warping spaces are based on optimal warping paths between parameter and input time series. In general, optimal warping paths are not unique resulting in adverse effects in theory and practice. Under the assumption of squared error local costs, we show that no two warping paths …
This paper discovers new identities linking geodesic and orthogeodesic lengths on hyperbolic surfaces.
Study schedules jobs with unknown holding costs to minimize expected cumulative cost.
Establishes a correspondence between two mathematical identities.
We propose and study a simple model of dynamical redistribution of capital in a diversified portfolio. We consider a hypothetical situation of a portfolio composed of N uncorrelated stocks. Each stock price follows a multiplicative random walk with identical drift and dispersion. The rules of our model naturally give r…
Unified framework for robust discriminant analysis overcomes Gaussian assumptions.
Develops Heuristic Portfolio Optimization (HPO) as an information-restricted projection of Markowitz/tangency solution