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arXiv research

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.

168,742 papers · 148 categories

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83166248331 · Jun 202019922001200920172026
48 results for Randomized Shortest Paths

Landmark-based node embeddings approximate shortest path distances in random graphs.

problem Capturing global graph distances in node representations.
method Landmark-based node embeddings using shortest path distances from a subset of reference nodes (landmarks).
result Random graphs require lower dimensions in landmark-based embeddings compared to worst-case graphs.

Consider a weighted or unweighted k-nearest neighbor graph that has been built on n data points drawn randomly according to some density p on R^d. We study the convergence of the shortest path distance in such graphs as the sample size tends to infinity. We prove that for unweighted kNN graphs, this distance converges …

2012-06-27abs ↗pdf ↗

Extends RSP model with net flow and capacity constraints for better network analysis.

problem Improving shortest path models with net flows and capacity constraints.
method Developed net flow RSP model and introduced capacity constraints. Proposed algorithms for computing expected routing costs and solving constrained problems using Lagrangian duality.
result Net flow RSP dissimilarity measure is competitive with state-of-the-art dissimilarities.

The classical theorem of Fáry states that every planar graph can be represented by an embedding in which every edge is represented by a straight line segment. We consider generalizations of Fáry's theorem to surfaces equipped with Riemannian metrics. In this setting, we require that every edge is drawn as a shortest pa…

2016-02-22abs ↗pdf ↗

The problem of multiple surface clustering is a challenging task, particularly when the surfaces intersect. Available methods such as Isomap fail to capture the true shape of the surface nearby the intersection and result in incorrect clustering. The Isomap algorithm uses the shortest path between points. The main draw…

2018-12-04abs ↗pdf ↗

Paper studies CLO with partial feedback, improving decision-making in uncertain contexts.

problem Improving decision-making in contexts with uncertain cost coefficients using partial feedback.
method Unified class of offline learning algorithms for CLO with different types of feedback, using IERM framework.
result Fast-rate regret bound for IERM with partial feedback and misspecified model classes.

Real-world data sets often provide multiple types of information about the same set of entities. This data is well represented by multi-view graphs, which consist of several distinct sets of edges over the same nodes. These can be used to analyze how entities interact from different viewpoints. Combining multiple views…

2018-08-20abs ↗pdf ↗

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs…

2012-02-14abs ↗pdf ↗

We study the use of power weighted shortest path distance functions for clustering high dimensional Euclidean data, under the assumption that the data is drawn from a collection of disjoint low dimensional manifolds. We argue, theoretically and experimentally, that this leads to higher clustering accuracy. We also pres…

2019-05-30abs ↗pdf ↗

Study examines how information flows in Indian stock market during crises.

problem Understanding information diffusion in financial networks during market turbulence.
method Applied communicability, a measure of ease of information flow, to financial networks.
result Approximately 70% and 80% of stock pairs exhibit significant changes in communicability during crises.

Control Contraction Metrics (CCMs) provide a nonlinear controller design involving an offline search for a Riemannian metric and an online search for a shortest path between the current and desired trajectories. In this paper, we generalize CCMs to Finsler geometry, allowing the use of non-Riemannian metrics. We provid…

2018-03-02abs ↗pdf ↗

New algorithm reduces regret in stochastic shortest path problems.

problem Planning and control in environments with unknown dynamics and variable episode lengths.
method Developed an algorithm with a new regret bound of O(BSAK)O(B_\star |S| \sqrt{|A| K}).
result Guaranteed a significant reduction in regret compared to previous methods.

New algorithms minimize regret in SSP with optimal sparse updates.

problem Minimizing regret in Stochastic Shortest Path models.
method Implicit finite-horizon approximation for analysis, model-free and model-based algorithms developed.
result Minimax optimal regret for both model-free and model-based algorithms.

A new method extracts events and their arguments efficiently from text.

problem Efficiently extract event information from texts with long-range dependencies and associations.
method Graph Convolutional Networks with shortest dependency paths to capture syntactic relationships.
result Significant improvement over state-of-the-art methods.

Study examines how wind affects shortest paths on Finsler manifolds.

problem Investigating shortest paths in Finsler manifolds with wind effects.
method Coordinate-free approach to compare isoparametric functions and mean curvatures.
result Mean curvatures differ in presence and absence of wind on Finsler manifolds.

The paper studies the shortest closed multi-geodesics on hyperbolic surfaces as their genus grows.

problem Finding the asymptotic behavior of shortest closed multi-geodesics on hyperbolic surfaces.
method Analyzing the length of shortest filling closed multi-geodesics using hyperbolic geometry and asymptotic analysis.
result The length of a shortest filling closed multi-geodesic is uniformly comparable to a specific formula involving the genus and lengths of closed geodesics.

This work develops a generic framework, called the bag-of-paths (BoP), for link and network data analysis. The central idea is to assign a probability distribution on the set of all paths in a network. More precisely, a Gibbs-Boltzmann distribution is defined over a bag of paths in a network, that is, on a representati…

2013-02-27abs ↗pdf ↗

New algorithm reduces regret in linear mixture SSPs without cost bounds.

problem Learning optimal paths in stochastic environments with cost constraints.
method Extended value iteration with variance-aware confidence set.
result Achieves nearly minimax optimal regret bound of O(dBK)O(dB_*\sqrt{K}).

Study shows sample complexity for learning optimal policies in SSP with generative model.

problem Learning optimal policies in Stochastic Shortest Path problems.
method Derive and prove lower and upper bounds on sample complexity.
result Lower bound of Ω(SAB3/(cminε2))Ω(SAB_{\star}^3/(c_{\min}ε^2)) samples for general case, and up to logarithmic factors for bounded hitting time condition.

Revisits Isomap, showing it constructs Euclidean representations of geodesic structure.

problem Nonlinear dimension reduction of manifold data.
method Revisits Isomap's rationale, clarifying its approach to constructing Euclidean representations of geodesic structure.
result Convexity is not required for shortest path distances to converge to Riemannian distances.

We propose a fast, simple and robust algorithm for computing shortest paths and distances on Riemannian manifolds learned from data. This amounts to solving a system of ordinary differential equations (ODEs) subject to boundary conditions. Here standard solvers perform poorly because they require well-behaved Jacobians…

2019-01-22abs ↗pdf ↗

Study shows hard sample complexity for learning optimal policies in stochastic shortest path problems.

problem Learning optimal policies in stochastic shortest path problems.
method Analyzes sample complexity with and without generative models, derives lower and upper bounds.
result Proves sample complexity bounds and impossibility of horizon-free regret in SSPs.

It is common to encounter situations where one must solve a sequence of similar computational problems. Running a standard algorithm with worst-case runtime guarantees on each instance will fail to take advantage of valuable structure shared across the problem instances. For example, when a commuter drives from work to…

2019-04-26abs ↗pdf ↗

New algorithm learns optimal path in reinforcement learning with linear approximations.

problem Optimal path learning in reinforcement learning with linear approximations.
method Proposes novel algorithm with Hoeffding-type and Bernstein-type confidence sets.
result Achieves near-optimal regret guarantee for linear mixture SSP.