The study identifies assets with local balance deviating from global balance to mitigate financial risk.
arXiv research
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Optimizes Metropolis-Hastings algorithms for efficient sampling in high dimensions.
Improved MTM algorithm reduces high-dimensional convergence issues.
Generalized Thurston's characterization for branched coverings of the 2-sphere.
Extends Thurston's combinatorial characterization to all branched coverings of the 2-sphere.
LSB is a new MCMC method for discrete spaces that reduces target evaluations.
Paper develops a gradient-like proposal for discrete distributions without requiring natural differentiability.
The paper develops a stationary-distribution theory for Random Forest ensemble size selection.
New curvature tensor and matrices for connection graphs derived from Bakry-Émery curvature.