We study the capital growth in gambling with (and without) side information and memory effects. We derive several equalities for gambling, which are of similar form to the Jarzynski equality and its extension to systems with feedback controls. Those relations provide us with new measures to quantify the effects of info…
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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 “Jarzynski's equality”
New algorithm improves latent variable model estimation.
problem Estimating parameters in latent variable models.
method Jarzynski-adjusted Langevin algorithm (JALA) for SMC methods.
result JALA-EM provides maximum marginal likelihood estimate.
Stochastic normalizing flows improve lattice field theory simulations.
problem Efficiently sample lattice field theories.
method Combining neural-network layers with Monte Carlo updates.
result Stochastic normalizing flows are equivalent to out-of-equilibrium simulations.
FEAT estimates free energy using adaptive transports.
problem Estimating free energy across scientific domains.
method Uses learned transports and stochastic interpolants.
result Provides consistent, minimum-variance estimators.
New complexity analysis for estimating normalizing constants in high dimensions.
problem Estimating the normalizing constant of unnormalized probability densities in high dimensions.
method Analyze and derive the oracle complexity of annealed importance sampling.
result Oracle complexity of $\widetilde{O}\left(\frac{dβ^2{\mathcal{A}}^2}{\varepsilon^4}
ight)$ for estimating within relative error.
Population Annealing as a Discrete-Time Schrödinger Bridgecond-mat.stat-mech
PA reinterpreted as SB problem, unifying thermodynamics and optimal transport.
problem Optimizing discrete-time paths between probability distributions.
method Schrödinger Bridge theory, solving variational problems.
result PA's reweighting step derived from Schrödinger system.
Improved sampling for gauge theory with SNFs.
problem Sampling from target probability distributions in gauge theory.
method Stochastic Normalizing Flows (SNFs) for lattice gauge theory.
result Promising scaling properties of SNFs with degrees of freedom.
Unified framework for training diffusion and flow models to sample from target distributions.
problem Training diffusion and flow models to sample from target distributions defined by exponential tilting.
method Unified framework combining stochastic optimal control and non-equilibrium thermodynamics perspectives.
result Unified bias-variance decompositions and theoretical support for adjoint-based methods.
Solves equality case in isoperimetric inequality for non-convex domains.
problem Equality case in relative isoperimetric inequality outside convex sets.
method Analyzes non-convex domains to settle the equality case.
result Solves the equality case for relative isoperimetric inequality outside arbitrary convex sets.
Develops spherical density-equalizing maps for closed surfaces.
problem Lack of methods for genus-0 closed surfaces.
method Conformal parameterization onto unit sphere, density equalization, quasi-conformal theory, harmonic energy, landmark constraints.
result Landmark-aligned spherical density-equalizing maps balancing different distortion measures.
New partition designs reduce star discrepancy in high-dimensional sampling.
problem Improving the expected star discrepancy in high-dimensional sampling.
method Developed non-equal volume partitions to achieve lower expected star discrepancy.
result Explicit upper bounds for expected star discrepancy under non-equal volume partitions.
FPGA-based multi-layer equalizer adapts to changing channels.
problem Real-time adaptation to time-varying channel impairments.
method Multi-layer machine learning on FPGA with on-chip gradient backpropagation training.
result Real-time adaptation to changing channel conditions achieved.
Sharp inequalities proved for RCD spaces, showing equality conditions.
problem Proving sharp inequalities for RCD spaces and identifying equality conditions.
method Analyzing and spaces to prove inequalities and identify equality conditions.
result Equality conditions for Buser's and Cheeger's inequalities in RCD spaces.
The paper proposes a method to measure fairness through equality of effort using algorithmic recourse.
problem Measuring fairness through equality of effort in automated systems.
method Applying algorithmic recourse to quantify equality of effort, overcoming previous limitations.
result An algorithm for assessing equality of effort has been developed and validated.
Schwarz lemma extended to equality cases and curvature on manifolds.
problem Extending Schwarz lemma to equality cases and studying curvature.
method Analyzing Schwarz lemma inequalities and equalities, studying holomorphic sectional curvature.
result Holomorphic maps are totally geodesic and have constant rank when Schwarz lemma equality holds.
Classifies weakly Einstein submanifolds in space forms satisfying specific equalities.
problem Characterizing submanifolds in space forms with certain geometric properties.
method Classification based on Chen's equality and semisymmetric conditions.
result Classification of weakly Einstein submanifolds in space forms.
Developed an ellipsoidal density-equalizing map for genus-0 closed surfaces.
problem Large geometric distortion when using spherical domain for genus-0 closed surfaces.
method Developed a novel method for ellipsoidal density-equalizing maps and combined with quasi-conformal maps.
result Significantly improved surface remeshing performance for genus-0 closed surfaces.
FairICP addresses equalized odds fairness for multiple sensitive attributes.
problem Equalized odds fairness for multiple sensitive attributes.
method Adversarial learning with inverse conditional permutation.
result Promotes equalized odds under complex, multi-dimensional sensitive attributes.
We show that, if g is more than or equal to 2, the virtual cohomological dimension of the mapping class group of a 3-dimensional handlebody of genus g is equal to 4g-5 and the Euler number of it is equal to 0.
Nielsen equalizer theorymath.GN
We extend the Nielsen theory of coincidence sets to equalizer sets, the points where a given set of (more than 2) mappings agree. On manifolds, this theory is interesting only for maps between spaces of different dimension, and our results hold for sets of k maps on compact manifolds from dimension (k-1)n to dimension …
New methods ensure fair rankings in web-scale recommender systems.
problem Ensuring fairness in recommender systems, especially in web-scale applications.
method Scalable methods for achieving fairness in rankings, addressing position bias.
result Our methods effectively achieve fairness in various recommender systems.
We prove that if is a three-manifold with scalar curvature greater than or equal to -2 and is a two-sided compact embedded Riemann surface of genus greater than 1 which is locally area-minimizing, then the area of is greater than or equal to , where denotes the genus of . In t…
Study shows equality in Hodge Laplacian bound occurs only on spheres.
problem Understanding when equality holds in Hodge Laplacian bounds for submanifolds.
method Analyzes closed submanifolds in space forms, proving equality on spheres.
result Equality in Hodge Laplacian bound occurs only on topological spheres.
This article is the sequel to our previous paper [LS] dealing with the near-equality case of the Positive Mass Theorem. We study the near-equality case of the Penrose Inequality for the class of complete asymptotically flat rotationally symmetric Riemannian manifolds with nonnegative scalar curvature whose boundaries a…
The equality between the balanced and the Gauduchon cones is discussed in several situations. In particular, it is shown that equality does not hold on many twistor spaces, and it holds on Moishezon manifolds. Moreover, it is proved that a SKT manifold of dimension three on which the balanced cone equals the Gauduchon …
In many instances, information on engineering systems can be obtained through measurements, monitoring or direct observations of system performances and can be used to update the system reliability estimate. In structural reliability analysis, such information is expressed either by inequalities (e.g. for the observati…
We characterize symmetric spaces without focal points by the equality case of general equalities between geometric quantities.
An Extreme-Value Approach for Testing the Equality of Large U-Statistic Based Correlation Matricesmath.ST
There has been an increasing interest in testing the equality of large Pearson's correlation matrices. However, in many applications it is more important to test the equality of large rank-based correlation matrices since they are more robust to outliers and nonlinearity. Unlike the Pearson's case, testing the equality…
The paper studies the consistency of mean curvature flow via volumetric varifolds.
problem Consistency of mean curvature flow.
method Discretization using volumetric varifolds and derivation of Brakke approximate equality.
result Derivation of a Brakke approximate equality involving varifold masses and approximate mean curvatures.
We prove that the least-perimeter partition of the sphere into four regions of equal area is a tetrahedral partition.
Paper tackles multiplayer symmetric games, securing equal share for n players.
problem Multiplayer games lack unique equilibria, making guarantees unreliable.
method Identifies conditions for equal share, designs efficient algorithms inspired by no-regret learning.
result Proves algorithms achieve approximate equal share across various settings.
Eigen-decomposition simplifies quadratic programming with equality constraints.
problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized .
Unsupervised Linear and Nonlinear Channel Equalization and Decoding using Variational Autoencoderscs.LG
A new approach for blind channel equalization and decoding, variational inference, and variational autoencoders (VAEs) in particular, is introduced. We first consider the reconstruction of uncoded data symbols transmitted over a noisy linear intersymbol interference (ISI) channel, with an unknown impulse response, with…
We study the geometric properties of the terms of the Goldman bracket between two free homotopy classes of oriented closed curves in a hyperbolic surface. We provide an obstruction for the equality of two terms in the Goldman bracket, namely if two terms in the Goldman bracket are equal to each other then for every hyp…
We use Heegaard Floer homology to give obstructions to unknotting a knot with a single crossing change. These restrictions are particularly useful in the case where the knot in question is alternating. As an example, we use them to classify all knots with crossing number less than or equal to nine and unknotting number…
Equal experience fairness in recommender systems reduces bias.
problem Bias in data leads to unfair item recommendations.
method Introduces equal experience fairness notion and optimization framework.
result Mitigates unfairness in recommendations with minimal accuracy loss.
The paper classifies minimal projective varieties satisfying a specific equality.
problem Classifying minimal projective varieties with a specific equality.
method Established a structure theorem for minimal projective klt varieties satisfying Miyaoka's equality.
result Minimal projective klt varieties with Miyaoka's equality have semi-ample canonical divisors and specific Kodaira dimensions.
Conformal prediction sets can lead to unfair outcomes.
problem Disparate impact in decision-making with conformal prediction sets.
method Experiments with human participants to demonstrate disparate impact and propose equalizing set sizes across groups.
result Providing prediction sets that satisfy Equalized Coverage increases disparate impact compared to marginal coverage.
The paper explores fairness in machine learning, focusing on Equalized Odds.
problem Whether Equalized Odds fairness can always be achieved and if it leads to better prediction performance.
method Analyzes the attainability and optimality of Equalized Odds fairness in various settings.
result Equalized Odds can be achieved under certain conditions and can lead to better prediction performance.
Study proves equality of LS-category and cohomological dimension for specific group homomorphisms.
problem Proving equality of LS-category and cohomological dimension for specific group homomorphisms.
method Analyzing epimorphisms and homomorphisms between specific types of almost nilpotent and virtually nilpotent groups.
result Equality of LS-category and cohomological dimension for specified group homomorphisms.
We show that for any nontrivial knot and any natural number there is a diagram of such that the unknotting number of is greater than or equal to . It is well known that twice the unknotting number of is less than or equal to the crossing number of minus one. We show that the equality hold…
On the structure of a log smooth pair in the equality case of the Bogomolov-Gieseker inequalitymath.AG
Analyzes structure of log smooth pairs when equality holds in Bogomolov-Gieseker inequality.
problem Analyzing log smooth pairs under equality in Bogomolov-Gieseker inequality.
method Examines structure when equality holds in the Bogomolov-Gieseker inequality for semistable logarithmic tangent bundle and canonical extension sheaf.
result Provides insights into the structure of log smooth pairs under specific conditions.
Notions of "fair classification" that have arisen in computer science generally revolve around equalizing certain statistics across protected groups. This approach has been criticized as ignoring societal issues, including how errors can hurt certain groups disproportionately. We pose a modification of one of the fairn…
Framework for fair predictive models using resampled sensitive attributes.
problem Achieving fair predictions in machine learning models.
method Introducing a discrepancy functional and resampling sensitive attributes.
result Improved performance and equitable uncertainty quantification.
Identifiability of Gaussian Structural Equation Models with Dependent Errors Having Equal Variancesstat.ML
In this paper, we prove that some Gaussian structural equation models with dependent errors having equal variances are identifiable from their corresponding Gaussian distributions. Specifically, we prove identifiability for the Gaussian structural equation models that can be represented as Andersson-Madigan-Perlman cha…
Generalizes Reilly inequality to varifolds and analyzes equality cases.
problem Extending Reilly inequality to varifolds.
method Generalization of Reilly inequality to varifolds and polygons.
result Analyzed the equality cases of the generalized inequality.
We derive the Black-Scholes-Merton dual equation, which has exactly the same form as the Black-Scholes-Merton equation. The novel and general equation works for options with a payoff of homogeneous of degree one, including European, American, Bermudan, Asian, barrier, lookback, etc., and leads to new insights into pric…
The paper derives inequalities for Riemannian maps and submersions involving quaternionic space forms.
problem Establishing optimal inequalities for Riemannian maps and submersions involving quaternionic space forms.
method Deriving Casorati inequalities for Riemannian maps and submersions involving quaternionic space forms.
result Geometric characterizations of equality cases for Riemannian maps and submersions involving quaternionic space forms.