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.
In this paper, we prove that there are no proper CRS bi-warped product submanifolds other than contact CR-biwarped products in Sasakian manifolds. On the other hand, we prove that if M is a CRS bi-warped product of the form M=NT×f1N⊥n1×f2Nθn2 in a cosymplectic manifold $\w…
Gradient descent, when applied to the task of logistic regression, outputs iterates which are biased to follow a unique ray defined by the data. The direction of this ray is the maximum margin predictor of a maximal linearly separable subset of the data; the gradient descent iterates converge to this ray in direction a…
We consider the problem of estimating from sample paths the absolute spectral gap γ∗ of a reversible, irreducible and aperiodic Markov chain (Xt)t∈N over a finite state space Ω. We propose the UCPI (Upper Confidence Power Iteration) algorithm for this problem, a low-complexity algorithm …
We study metric and analytic properties of generalized lemniscates E_t(f)={z:ln|f(z)|=t}, where f is an analytic function. Our main result states that the length function |E_t(f)| is a bilateral Laplace transform of a certain positive measure. In particular, the function ln|E_t(f)| is convex on any interval free of cri…
We introduce post-Lie algebra structures on pairs of Lie algebras $(\Lg,\Ln)$ defined on a fixed vector space V. Special cases are LR-structures and pre-Lie algebra structures on Lie algebras. We show that post-Lie algebra structures naturally arise in the study of NIL-affine actions on nilpotent Lie groups. We obtai…
Let Gn be the genus of a two-dimensional surface obtained by gluing, uniformly at random, the sides of an n-gon. Recently Linial and Nowik proved, via an enumerational formula due to Harer and Zagier, that the expected value of Gn is asymptotic to (n−lnn)/2 for n→∞. We prove a local limit theorem…
We consider combinatorial semi-bandits over a set of arms X⊂{0,1}d where rewards are uncorrelated across items. For this problem, the algorithm ESCB yields the smallest known regret bound R(T)=O(Δmind(lnm)2(lnT)), but it has computational complexity ${\cal O}…
We give a fast oblivious L2-embedding of A∈Rnxd to B∈Rrxd satisfying (1−ε)∥Ax∥22≤∥Bx∥22<=(1+ε)∥Ax∥22. Our embedding dimension r equals d, a constant independent of the distortion ε. We use as a black-box any L2-embedding $Π…
We study the collaborative PAC learning problem recently proposed in Blum et al.~\cite{BHPQ17}, in which we have k players and they want to learn a target function collaboratively, such that the learned function approximates the target function well on all players' distributions simultaneously. The quality of the col…
The Transformer is widely used in natural language processing tasks. To train a Transformer however, one usually needs a carefully designed learning rate warm-up stage, which is shown to be crucial to the final performance but will slow down the optimization and bring more hyper-parameter tunings. In this paper, we fir…
We present a new strategy for gap estimation in randomized algorithms for multiarmed bandits and combine it with the EXP3++ algorithm of Seldin and Slivkins (2014). In the stochastic regime the strategy reduces dependence of regret on a time horizon from (lnt)3 to (lnt)2 and eliminates an additive factor of o…
We consider the setting of online linear regression for arbitrary deterministic sequences, with the square loss. We are interested in the aim set by Bartlett et al. (2015): obtain regret bounds that hold uniformly over all competitor vectors. When the feature sequence is known at the beginning of the game, they provide…
We consider Markov Decision Processes (MDPs) where the rewards are unknown and may change in an adversarial manner. We provide an algorithm that achieves state-of-the-art regret bound of O(τ(ln∣S∣+ln∣A∣)Tln(T)), where S is the state space, A is the action space, τ is the mixing time of the MDP, and $…
This is the third in a series of papers attempting to describe a uniform geometric framework in which many integrable systems can be placed. A soliton hierarchy can be constructed from a splitting of an infinite dimensional group L as positive and negative subgroups L_+, L_- and a commuting sequence in the Lie algebr…
Introducing a way to modify knots using n-trivial rational tangles, we show that knots with given values of Vassiliev invariants of bounded degree can have arbitrary unknotting number (extending a recent result of Ohyama, Taniyama and Yamada). The same result is shown for 4-genera and finite reductions of the homolog…
Learning how to automatically solve optimization problems has the potential to provide the next big leap in optimization technology. The performance of automatically learned heuristics on routing problems has been steadily improving in recent years, but approaches based purely on machine learning are still outperformed…
Learning directed acyclic graphs (DAGs) from data is a challenging task both in theory and in practice, because the number of possible DAGs scales superexponentially with the number of nodes. In this paper, we study the problem of learning an optimal DAG from continuous observational data. We cast this problem in the f…
We study bi-warped product submanifolds of nearly Kaehler manifolds which are the natural extension of warped products. We prove that every bi-warped product submanifold of the form M=MT×f1M⊥×f2Mθ in a nearly Kaehler manifold satisfies the following sharp inequality: $$\|h\|^2\geq 2p\|\…
We consider hyperbolic manifolds with boundary, which admit an ideal triangulation with n ideal triangles and one edge. We prove that the number of these manifolds is exp(nln(n)+O(n)).
Let f=(f1,…,fm):Rn⟶Rm be a polynomial map; Gf(r)={x∈Rn:∣fi(x)∣≤r,i=1,…,m}. We show that if f satisfies the Mikhailov - Gindikin condition then \begin{itemize} \item[(i)] VolumeGf(r)≍rθ(lnr)k \item[(ii)] $\text{Card}\left(G^f(r) \cap \…
We investigate multiarmed bandits with delayed feedback, where the delays need neither be identical nor bounded. We first prove that "delayed" Exp3 achieves the O((KT+D)lnK) regret bound conjectured by Cesa-Bianchi et al. [2019] in the case of variable, but bounded delays. Here, K is the number of actio…
For an entire mapping f:C↦C and a triple (p,α,r)∈(0,∞)×(−∞,∞)×(0,∞], the Gaussian integral means of f (with respect to the area measure dA) is defined by $$ {\mathsf M}_{p,α}(f,r)=\Big({\int_{|z|<r}e^{-α|z|^2}dA(z)}\Big)^{-1}{\int_{|z|<r}|f(z)|^p{e^{-α|z|^…