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.
We introduce the notion of partial presimplicial set and construct its geometric realization. We show that any semiadequate diagram yields a partial presimplicial set leading to a geometric realization of the almost-extreme Khovanov homology of the diagram. We give a concrete formula for the homotopy type of this geome…
Abstraction and realization are bilateral processes that are key in deriving intelligence and creativity. In many domains, the two processes are approached through rules: high-level principles that reveal invariances within similar yet diverse examples. Under a probabilistic setting for discrete input spaces, we focus …
We study geometric realization questions of curvature in the affine, Riemannian, almost Hermitian, almost para Hermitian, almost hyper Hermitian, almost hyper para Hermitian, Hermitian, and para Hermitian settings. We also express questions in Ivanov-Petrova geometry, Osserman geometry, and curvature homogeneity in ter…
The goal of this paper is to clarify when a stochastic partial differential equation with an affine realization admits affine state processes. This includes a characterization of the set of initial points of the realization. Several examples, as the HJMM equation from mathematical finance, illustrate our results.
We show that a para-Hermitian algebraic curvature model satisfies the para-Gray identity if and only if it is geometrically realizable by a para-Hermitian manifold. This requires extending the Tricerri-Vanhecke curvature decomposition to the para-Hermitian setting. Additionally, the geometric realization can be chosen …
Boosting is a widely used machine learning approach based on the idea of aggregating weak learning rules. While in statistical learning numerous boosting methods exist both in the realizable and agnostic settings, in online learning they exist only in the realizable case. In this work we provide the first agnostic onli…
Neural network training is usually accomplished by solving a non-convex optimization problem using stochastic gradient descent. Although one optimizes over the networks parameters, the main loss function generally only depends on the realization of the neural network, i.e. the function it computes. Studying the optimiz…
We develop a tractable model of realization utility that studies the role of reference-dependent S-shaped preferences in a dynamic investment setting with reinvestment. Our model generates both voluntarily realized gains and losses. It makes specific predictions about the volume of gains and losses, the holding periods…
In this paper we focus on compacta K⊆R3 which possess a neighbourhood basis that consists of nested solid tori Ti. We call these sets toroidal. In \cite{hecyo1} we defined the genus of a toroidal set as a generalization of the classical notion of genus from knot theory. Here we introduce the se…
We focus on the problem of estimating and quantifying uncertainties on the excursion set of a function under a limited evaluation budget. We adopt a Bayesian approach where the objective function is assumed to be a realization of a Gaussian random field. In this setting, the posterior distribution on the objective func…
We consider a classical N. Steenrod's problem on realization of homology classes by images of the fundamental classes of manifolds. It is well-known that each integral homology class can be realized with some multiplicity as an image of the fundamental class of a manifold. Our main result is an explicit purely combinat…
Study robust online learning with adversarial perturbations.
problem Learning robust classifiers in the presence of adversarial perturbations.
method Formulated as an online learning problem, considered both realizable and agnostic learnability, defined new dimension controlling mistake/regret bounds.
result Showed new dimension controls mistake/regret bounds, generalized to multiclass hypothesis classes.
In this paper, we will show that the projection Homeo+(Dn2)→Bn does not have a section; i.e. the braid group Bn cannot be geometrically realized as a group of homeomorphisms of a disk fixing the boundary point-wise and n marked points in the interior as a set. We also give a new proof of a result o…
We introduce wavelet-based methodology for estimation of realized variance allowing its measurement in the time-frequency domain. Using smooth wavelets and Maximum Overlap Discrete Wavelet Transform, we allow for the decomposition of the realized variance into several investment horizons and jumps. Basing our estimator…
As a first step to understand how complicated attractors for dynamical systems can be, one may consider the following realizability problem: given a continuum K⊆R3, decide when K can be realized as an attractor for a homeomorphism of R3. In this paper we introduce toroidal sets as th…
In this paper we give a realization of some symmetric space G/K as a closed submanifold P of G. We also give several equivalent representations of the submanifold P. Some properties of the set gK\cap P are also discussed, where gK is a coset space in G.
Comparative learning combines realizable and agnostic settings for two hypothesis classes, reducing sample complexity.
problem Learning with two hypothesis classes in a more general setting than single hypothesis classes.
method Introduces comparative learning, defines mutual VC dimension and Littlestone dimension, and applies insights to multiaccuracy and multicalibration.
result Sample complexity of comparative learning is characterized by mutual VC dimension and Littlestone dimension.
New protocol for online learning with partial feedback, extending classical methods.
problem Learning with partial feedback where only one acceptable label is observed per round.
method Introducing a collection version space to address the lack of direct extension of classical methods.
result Characterization of learnability in set-realizable regime using Partial-Feedback Littlestone dimension and Partial-Feedback Measure Shattering dimension.
Given a finite subgroup G of the mapping class group of a surface S, the Nielsen realization problem asks whether G can be realized as a finite group of homeomorphisms of S. In 1983, Kerckhoff showed that for S a finite-type surface, any finite subgroup G may be realized as a group of isometries of some hyperbolic metr…
In this paper, we first discuss the regular level set of a nonsingular Smale flow (NSF) on a 3-manifold. The main result about this topic is that a 3-manifold M admits an NSF flow which has a regular level set homeomorphic to (n+1)T2(n∈Z,n≥0) if and only if M=M′♯nS1×S2. T…