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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.

169,051 papers · 148 categories

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1234 · Nov 202419922001200920182026
48 results for Polya urn

New BAM model connects tensor factorization and topic models using Polya Urns.

problem Efficiently modeling and analyzing nonnegative tensors and topic distributions.
method Dynamic generative model BAM based on Poisson process and Polya-Bayes process.
result Developed efficient simulation algorithms for NTF and topic models.

We propose a unified modelling framework that theoretically justifies the main empirical regularities characterizing the international trade network. Each country is associated to a Polya urn whose composition controls the propensity of the country to trade with other countries. The urn composition is updated through t…

2016-01-12abs ↗pdf ↗

New MAB model incentivizes user arm-pulling with self-reinforcing preferences.

problem Balancing exploration and exploitation in recommender systems with incentivized user preferences.
method Proposes a new MAB model with random arm selection and two policies: At-Least-nn Explore-Then-Commit and UCB-List.
result Achieves O(logT)O(log T) expected regret and O(logT)O(log T) expected payment over a time horizon TT.

Self-poisoning in adaptive OOD detectors is explained with a sharp threshold theory and certified calibration.

problem Self-poisoning in adaptive OOD detectors.
method Modeling bank impurity as a generalized Pólya urn, proving almost-sure convergence to a mean-field equilibrium.
result A certified admission gate removes the transition at every contamination rate, controlling false positives label-free.

We study the problem of identifying the source of a diffusion spreading over a regular tree. When the degree of each node is at least three, we show that it is possible to construct confidence sets for the diffusion source with size independent of the number of infected nodes. Our estimators are motivated by analogous …

2015-10-19abs ↗pdf ↗

This paper attempts to find out numerically the distribution of the queue-length ratio in the context of a model of preferential attachment. Here we consider two restaurants only and a large number of customers (agents) who come to these restaurants. Each day the same number of agents sequentially arrives and decides w…

2008-08-23abs ↗pdf ↗

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-m…

2014-01-09abs ↗pdf ↗

URN neural network dynamically generates various neural structures during training.

problem Creating neural networks with flexible, dynamic structures during training.
method Introduced Unstructured Recursive Network (URN) and used gradient descent on a single loss function.
result Different neural structures can emerge from a single URN during training.

The paper characterizes Pólya's conjecture for spheres and hemispheres, deriving inequalities and bounds.

problem Characterizing Pólya's conjecture for eigenvalues on spheres and hemispheres.
method Analyzing eigenvalues of the Laplace-Beltrami operator on spheres and hemispheres, deriving inequalities and bounds.
result Pólya's conjecture holds for hemispheres in the Neumann case but not in the Dirichlet case when n>2n > 2.

Study fine Pólya-Szegő inequalities in metric spaces with applications.

problem Fine Pólya-Szegő rearrangement inequalities in metric spaces.
method Theory of Sobolev and BV functions, synthetic Ricci bounds, isoperimetric inequality.
result New geometric and functional inequalities under Ricci lower bounds.

An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on Rn\mathbb{R}^n. Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…

2009-08-11abs ↗pdf ↗

Efficient inference for nonparametric Hawkes processes using Pólya-Gamma augmentation.

problem Efficient inference for nonparametric Hawkes processes.
method Pólya-Gamma augmentation, EM algorithm, mean-field variational inference.
result The proposed algorithms can recover well the underlying prompting characteristics efficiently.

Study establishes Pólya-Szegő inequalities on submanifolds with small total mean curvature.

problem Analyzing Sobolev functions on submanifolds with curvature constraints.
method Developed Pólya-Szegő-type inequalities and derived corollaries.
result Proved sharp pp-Log-Sobolev inequality for minimal submanifolds.

In this paper, we study lower bounds for higher eigenvalues of the Dirichlet eigenvalue problem of the Laplacian on a bounded domain ΩΩ in Rn\mathbb{R}^n. It is well known that the kk-th Dirichlet eigenvalue λkλ_k obeys the Weyl asymptotic formula, that is, \[ λ_k\sim\frac{4π^2}{(ω_n\mathrm{vol}Ω)^\frac{2}{n}}k^\frac…

2014-11-05abs ↗pdf ↗

Survey on Bayesian inference for Gaussian mixture models.

problem Estimating parameters of Gaussian mixture models using Bayesian methods.
method Uses Bayesian inference to estimate parameters and uncertainty of Gaussian mixture models.
result Bayesian approach provides point estimates and associated uncertainty for mixture model parameters.

For a given bounded domain ΩRnΩ\subset {\Bbb R}^n with C1C^1-smooth boundary, we prove the Pólya conjecture for the Neumann eigenvalues. In other words, we prove that \begin{eqnarray*} μ_{k+1}\le \frac{(2π)^2k^{2/n}}{(ω_n \cdot \mbox{vol}\, (Ω))^{2/n}} \quad \;\; \mbox{for all} \;\; k=0,1,2,3,\cdots,\end{eqnarray*} wher…

2014-11-08abs ↗pdf ↗

Improved lower bounds for poly-Laplacian eigenvalues in arbitrary dimensions.

problem Lower bounds for higher eigenvalues of the poly-Laplacian operator.
method Sharp inequalities and eigenvalue bounds in low and arbitrary dimensions.
result Improved lower bounds for eigenvalues of the poly-Laplacian in arbitrary dimensions.

We address the problem of regret minimization in logistic contextual bandits, where a learner decides among sequential actions or arms given their respective contexts to maximize binary rewards. Using a fast inference procedure with Polya-Gamma distributed augmentation variables, we propose an improved version of Thomp…

2018-05-18abs ↗pdf ↗

Develops a data augmentation method for models with gamma functions.

problem Models with gamma functions lack natural conjugate priors, complicating inference and prediction.
method Derives Pólya Inverse Gamma distributions and applies them to scalable EM and MCMC algorithms.
result Provides scalable algorithms for inference and prediction in models with gamma functions.

Proposes a new model for better speech segmentation.

problem Improving speech segmentation accuracy.
method Integrates recurrent explicit duration variables into rSLDS and uses Pólya-gamma augmentation for inference.
result Demonstrates improved segmentation on various datasets.

The study proves Lieb-Thirring inequalities on hyperbolic manifolds.

problem Proving Lieb-Thirring inequalities on manifolds with negative constant curvature.
method Analytical proof of inequalities on hyperbolic manifolds.
result Discrete spectrum below the continuous spectrum (d1)2/4,)(d-1)^2/4, \infty).

Study proves inequalities for eigenvalues of fourth-order elliptic operators on Riemannian manifolds.

problem Eigenvalue inequalities for fourth-order elliptic operators on Riemannian manifolds.
method Proves inequalities using Payne-Pólya-Weinberger-Yang type for eigenvalues of fourth-order elliptic operators in divergence form on complete Riemannian manifolds.
result Generalizes eigenvalue inequalities for the clamped plate problem to complete Riemannian manifolds.

In dynamic topic modeling, the proportional contribution of a topic to a document depends on the temporal dynamics of that topic's overall prevalence in the corpus. We extend the Dynamic Topic Model of Blei and Lafferty (2006) by explicitly modeling document level topic proportions with covariates and dynamic structure…

2015-11-12abs ↗pdf ↗

In this paper we prove a mass-capacity inequality and a volumetric Penrose inequality for conformally flat manifolds, in arbitrary dimensions. As a by-product of the proofs, Pólya-Szegö and Aleksandrov-Fenchel inequalities for mean-convex Euclidean domains are obtained. For each inequality, the case of equality is char…

2011-07-07abs ↗pdf ↗

In this paper, we show that the convex domains of the hyperbolic space which are almost extremal for the Faber-Krahn or the Payne-Polya-Weinberger inequalities are close to geodesic balls. Our proof is also valid in other space forms and allows us to recover known results in Euclidean space and on the sphere.

2006-04-26abs ↗pdf ↗

This note proves a Gaussian version of a Pólya-Szegö conjecture using rearrangement techniques.

problem Finding the domain with the minimum Gaussian principal frequency when the Gaussian torsional rigidity is fixed.
method Adapted Kohler-Jobin rearrangement technique to the Gauss space, considering a modified torsional rigidity and rearranging layers to half-spaces.
result The Gaussian principal frequency is minimized for the half-space when the Gaussian torsional rigidity is fixed.