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.
It was proved in 1998 by Ben-David and Litman that a concept space has a sample compression scheme of size d if and only if every finite subspace has a sample compression scheme of size d. In the compactness theorem, measurability of the hypotheses of the created sample compression scheme is not guaranteed; at the same…
Let S=Γ\H be a hyperbolic surface of finite topological type, such that the Fuchsian group Γ≤PSL2(R) is non-elementary, and consider any generating set S of Γ. When sampling by an n-step random walk in π1(S)≅Γ with each step given by an element…
Relationships that exist between the classical, Shannon-type, and geometric-based approaches to sampling are investigated. Some aspects of coding and communication through a Gaussian channel are considered. In particular, a constructive method to determine the quantizing dimension in Zador's theorem is provided. A geom…
We characterize the asymptotic performance of nonparametric one- and two-sample testing. The exponential decay rate or error exponent of the type-II error probability is used as the asymptotic performance metric, and an optimal test achieves the maximum rate subject to a constant level constraint on the type-I error pr…
Condorcet's Jury Theorem has been invoked for ensemble classifiers to indicate that the combination of many classifiers can have better predictive performance than a single classifier. Such a theoretical underpinning is unknown for consensus clustering. This article extends Condorcet's Jury Theorem to the mean partitio…
We provide a new local class-purity theorem for Lipschitz continuous DNN classifiers. In addition, we discuss how to achieve classification margin for training samples. Finally, we describe how to compute margin p-values for test samples.
We introduce a method that uses the Cauchy-Crofton formula and a new curvature formula from integral geometry to reweight the sampling probabilities of Metropolis-within-Gibbs algorithms in order to increase their convergence speed. We consider algorithms that sample from a probability density conditioned on a manifold…
Graph embeddings, a class of dimensionality reduction techniques designed for relational data, have proven useful in exploring and modeling network structure. Most dimensionality reduction methods allow out-of-sample extensions, by which an embedding can be applied to observations not present in the training set. Appli…
Often noisy point clouds are given as an approximation of a particular compact set of interest. A finite point cloud is a compact set. This paper proves a reconstruction theorem which gives a sufficient condition, as a bound on the Hausdorff distance between two compact sets, for when certain offsets of these two sets …
We propose a general yet simple theorem describing the convergence of SGD under the arbitrary sampling paradigm. Our theorem describes the convergence of an infinite array of variants of SGD, each of which is associated with a specific probability law governing the data selection rule used to form mini-batches. This is…
In this paper, we first establish the reflected backward stochastic difference equations with finite state (FS-RBSDEs for short). Then we explore the Existence and Uniqueness Theorem as well as the Comparison Theorem by "one step" method. The connections between FS-RBSDEs and optimal stopping time problems are investig…
We consider the problem of estimating E[f(U1,…,Ud)], where (U1,…,Ud) denotes a random vector with uniformly distributed marginals. In general, Latin hypercube sampling (LHS) is a powerful tool for solving this kind of high-dimensional numerical integration problem. In the case of depende…
Over the past two decades, several consistent procedures have been designed to infer causal conclusions from observational data. We prove that if the true causal network might be an arbitrary, linear Gaussian network or a discrete Bayes network, then every unambiguous causal conclusion produced by a consistent method f…
We prove several fundamental statistical bounds for entropic OT with the squared Euclidean cost between subgaussian probability measures in arbitrary dimension. First, through a new sample complexity result we establish the rate of convergence of entropic OT for empirical measures. Our analysis improves exponentially o…
Conventional approaches of sampling signals follow the celebrated theorem of Nyquist and Shannon. Compressive sampling, introduced by Donoho, Romberg and Tao, is a new paradigm that goes against the conventional methods in data acquisition and provides a way of recovering signals using fewer samples than the traditiona…
This paper studies binary classification problem associated with a family of loss functions called large-margin unified machines (LUM), which offers a natural bridge between distribution-based likelihood approaches and margin-based approaches. It also can overcome the so-called data piling issue of support vector machi…