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.
A standard way to obtain convergence guarantees in stochastic convex optimization is to run an online learning algorithm and then output the average of its iterates: the actual iterates of the online learning algorithm do not come with individual guarantees. We close this gap by introducing a black-box modification to …
Time series forecasting is widely used in a multitude of domains. In this paper, we present four models to predict the stock price using the SPX index as input time series data. The martingale and ordinary linear models require the strongest assumption in stationarity which we use as baseline models. The generalized li…
The paper advances U-statistics in dependent settings, improving spectral estimation and goodness-of-fit tests.
problem Non-asymptotic analysis of U-statistics in dependent Markov chain settings.
method Proved new concentration and exponential inequalities for U-statistics, applied to spectral estimation, online algorithms, and goodness-of-fit tests.
result Established new results for spectral estimation, online algorithms, and goodness-of-fit tests in Markov chain settings.
Modern applications in sensitive domains such as biometrics and medicine frequently require the use of non-decomposable loss functions such as precision@k, F-measure etc. Compared to point loss functions such as hinge-loss, these offer much more fine grained control over prediction, but at the same time present novel c…
We develop a novel family of algorithms for the online learning setting with regret against any data sequence bounded by the empirical Rademacher complexity of that sequence. To develop a general theory of when this type of adaptive regret bound is achievable we establish a connection to the theory of decoupling inequa…
We consider locally conformal Kaehler geometry as an equivariant (homothetic) Kaehler geometry: a locally conformal Kaehler manifold is, up to equivalence, a pair (K,Γ) where K is a Kaehler manifold and Γa discrete Lie group of biholomorphic homotheties acting freely and properly discontinuously. We define a new invari…
In this paper we describe Routhian reduction as a special case of standard symplectic reduction, also called Marsden-Weinstein reduction. We use this correspondence to present a generalization of Routhian reduction for quasi-invariant Lagrangians, i.e. Lagrangians that are invariant up to a total time derivative. We sh…
The purpose of this paper is to generalize the regular Optimal Reduction Theorem to general proper Dirac actions, formulated both in terms of point and orbit reduction. A comparison to general standard singular Dirac reduction is given emphasizing the desingularization role played by optimal reduction.
We show that the contact reduction can be specialized to Sasakian manifolds. We link this Sasakian reduction to Kähler reduction by considering the Kähler cone over a Sasakian manifold. We present examples of Sasakian manifolds obtained by S1 reduction of standard Sasakian spheres.
In this note we give conditions which ensure the reduction of a symplectic connection in the process of a Marsden-Weinstein reduction and of the reduction of a presymplectic manifold.
This work introduces a unified approach to the reduction of Poisson manifolds using their description by graded symplectic manifolds. This yields a generalization of the classical Poisson reduction by distributions (Marsden-Ratiu reduction). Further it allows one to construct actions of strict Lie 2-groups and to descr…
The reduction of nonholonomic systems is formulated in terms of Dirac reduction. An optimal reduction method for a class of nonholonomic systems is formulated. Several examples are studied in detail.
Let EG be a stable principal G--bundle over a compact connected Kaehler manifold, where G is a connected reductive linear algebraic group defined over the complex numbers. Let H⊂G be a complex reductive subgroup which is not necessarily connected, and let EH⊂EG be a holomorphic reduction of s…
A new method for classifying naturally reductive spaces is presented. This method relies on the structure theory of naturally reductive spaces developed in \cite{Storm2018a} and the new construction of naturally reductive spaces in \cite{Storm2018}. We obtain the classification of all naturally reductive spaces in dime…
A new construction of naturally reductive spaces is presented. This construction gives a large amount of new families of naturally reductive spaces. First the infinitesimal models of the new naturally reductive spaces are constructed. A concrete transitive group of isometries is given for the new spaces and also the na…
In the present paper we study naturally reductive homogeneous (α,β)-metric spaces. Under some conditions, we give some necessary and sufficient conditions for a homogeneous (α,β)-metric space to be naturally reductive. Then we show that for such spaces the two definitions of naturally reductive homogeneous Finsler …
We discuss the use of Dirac structures to obtain a better understanding of the geometry of a class of optimal control problems and their reduction by symmetries. In particular we will show how to extend the reduction of Dirac structures recently proposed by Yoshimura and Marsden [Yo09] to describe the reduction of a cl…
We define reduction of locally conformal Kaehler manifolds, considered as conformal Hermitian manifolds, and we show its equivalence with an unpublished construction given by Biquard and Gauduchon. We show the compatibility between this reduction and Kaehler reduction of the universal cover. By a recent result of Kamis…