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.
This paper studies the problem of finding the exact ranking from noisy comparisons. A comparison over a set of m items produces a noisy outcome about the most preferred item, and reveals some information about the ranking. By repeatedly and adaptively choosing items to compare, we want to fully rank the items with a …
Learning to rank is a supervised learning problem where the output space is the space of rankings but the supervision space is the space of relevance scores. We make theoretical contributions to the learning to rank problem both in the online and batch settings. First, we propose a perceptron-like algorithm for learnin…
We construct a geometric decomposition for the convex core of a thick hyperbolic 3-manifold M with bounded rank. Corollaries include upper bounds in terms of rank and injectivity radius on the Heegaard genus of M and on the radius of any embedded ball in the convex core of M.
Recently, fundamental conditions on the sampling patterns have been obtained for finite completability of low-rank matrices or tensors given the corresponding ranks. In this paper, we consider the scenario where the rank is not given and we aim to approximate the unknown rank based on the location of sampled entries an…
To a Seifert matrix of a knot K one can associate a matrix w(K) with entries in the rational function field, Q(t). The Murasugi, Milnor, and Levine-Tristram knot signatures, all of which provide bounds on the 4-genus of a knot, are determined by w(K). More generally, the minimal rank of a representative of the class re…
This paper explores the adaptive (active) PAC (probably approximately correct) top-k ranking (i.e., top-k item selection) and total ranking problems from l-wise (l≥2) comparisons under the multinomial logit (MNL) model. By adaptively choosing sets to query and observing the noisy output of the most favored …
The paper tackles pure exploration in multi-armed bandits with low rank structure using oblivious sampling.
problem Pure exploration in multi-armed bandits with low rank reward sequences.
method The approach involves separating the exploration strategy from feedback, using oblivious sampling, and incorporating kernel information of reward vectors.
result Efficient algorithms with regret bound O(d(lnN)/n) for both time-varying and fixed cases, with a lower bound gap of O(lnN).
We use a local argument to prove if an r-dimensional torus acts isometrically and effectively on a connected n-dimensional manifold which has positive kth-intermediate Ricci curvature at some point, then r≤⌊2n+k⌋. This symmetry rank bound generalizes those established by Gr…
The problem of bipartite ranking, where instances are labeled positive or negative and the goal is to learn a scoring function that minimizes the probability of mis-ranking a pair of positive and negative instances (or equivalently, that maximizes the area under the ROC curve), has been widely studied in recent years. …
This paper studies the problem of inferring a global preference based on the partial rankings provided by many users over different subsets of items according to the Plackett-Luce model. A question of particular interest is how to optimally assign items to users for ranking and how many item assignments are needed to a…
In this paper, we develop a relative error bound for nuclear norm regularized matrix completion, with the focus on the completion of full-rank matrices. Under the assumption that the top eigenspaces of the target matrix are incoherent, we derive a relative upper bound for recovering the best low-rank approximation of t…
This paper improves entropy bounds for ranking time-series complexity.
problem Ranking the complexity of time series processes.
method Building on information theoretic bounds, the paper improves the upper bound of conditional differential entropy using Hadamard's inequality and covariance matrix properties.
result The improved bounds can be used to rank the complexity of time series processes.
The study assesses low-rank approximations in Gaussian Process regression.
problem Improving the efficiency of Gaussian Process regression while maintaining accuracy.
method Analyzes two low-rank approximations: random Fourier features and Mercer expansion truncation, and bounds the divergence and error between exact and approximate models.
result Theoretical bounds on the divergence and error between exact and approximate Gaussian Process models are provided.
We show that codimension one dimensional Jacobian of the barycentric straightening map is uniformly bounded for most of the higher rank symmetric spaces. As a consequence, we prove that the locally finite simplicial volume of most Q-rank 1 locally symmetric spaces is positive, which has been open for many y…
We prove the meridional rank conjecture for twisted links and arborescent links associated to bipartite trees with even weights. These links are substantial generalizations of pretzels and two-bridge links, respectively. Lower bounds on meridional rank are obtained via Coxeter quotients of the groups of link complement…
Let M be a complete Riemannian manifold whose sectional curvature is bounded above by 1. We say that M has positive spherical rank if along every geodesic one hits a conjugate point at t=π. The following theorem is then proved: If M is a complete, simply connected Riemannian manifold with upper curvature bound 1 and po…
If Pi: M -> B is an onto smooth maximal rank map between complete Riemannian manifolds M and B with bounded geometry, we prove sufficient conditions for M to be roughly isometric to the Riemannian product FxB, where F is a fiber of M.
We provide new approximation guarantees for greedy low rank matrix estimation under standard assumptions of restricted strong convexity and smoothness. Our novel analysis also uncovers previously unknown connections between the low rank estimation and combinatorial optimization, so much so that our bounds are reminisce…