arXiv research

New method uses correlation-ratio for transfer learning, improving target model inference.

New method integrates real and synthetic data to improve machine learning models.

The famous Banach-Tarski paradox claims that the three dimensional rotation group acts on the two dimensional sphere paradoxically. In this paper, we generalize their result to show that the classical group acts on the flag manifold paradoxically.

New pricing theory solves St. Petersburg paradox.

Paper revisits five IF paradoxes using differential geometry.

Karl Menger's 1934 paper on the St. Petersburg paradox contains mathematical errors that invalidate his conclusion that unbounded utility functions, specifically Bernoulli's logarithmic utility, fail to resolve modified versions of the St. Petersburg paradox.

This paper develops a cohomological hierarchy for bistable visual paradoxes.

Simpson's paradox can invalidate the results of medical trials if an unobserved variable is considered.

Siegel's paradox is a fundamental question in international finance about exchange rates for futures contracts and has puzzled many scholars for over forty years. The unorthodox approach presented in this article leads to an arbitrage-free solution which is invariant under currency re-denominations and is symmetric, as…

In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people sitting at a table separated by a black sheet so that they cannot see each other and …

The Allais and Ellsberg paradoxes show that the expected utility hypothesis and Savage's Sure-Thing Principle are violated in real life decisions. The popular explanation in terms of 'ambiguity aversion' is not completely accepted. On the other hand, we have recently introduced a notion of 'contextual risk' to mathemat…

Thompson Sampling shows polynomial regret for combinatorial semi-bandits with subgaussian rewards.

Stein's method improves probabilistic inference and learning.

A resolution of the St. Petersburg paradox is presented. In contrast to the standard resolution, utility is not required. Instead, the time-average performance of the lottery is computed. The final result can be phrased mathematically identically to Daniel Bernoulli's resolution, which uses logarithmic utility, but is …

The paper tackles individualized decision-making under unmeasured confounding, providing a novel minimax solution and a paradox.

A mathematical paradox shows secant planes don't always form a tangent plane, but some analogies hold with a specific vector product.

We consider strategies of investments into options and diffusion market model. It is shown that there exists a correct proportion between "put" and "call" in the portfolio such that the average gain is almost always positive for a generic Black and Scholes model. This gain is zero if and only if the market price of ris…

New methods resolve conflicting treatment effect estimates in health tech assessments.

GC Stein manifolds characterized with embeddings and functions.

Stochastic Stein Discrepancies improve inference efficiency.

Partial covariance factorizes in path diagrams, simplifying analysis.

We give a bordism-theoretic characterisation of those closed almost contact (2q+1)-manifolds (with q > 2) which admit a Stein fillable contact structure. Our method is to apply Eliashberg's h-principle for Stein manifolds in the setting of Kreck's modified surgery. As an application, we show that any simply connected a…

Buying or selling assets leads to transaction costs for the investor. On one hand, it is well know to all market practionaires that the transaction costs are positive on average and present therefore systematic loss. On the other hand, for every trade, there is a buy side and a sell side, the total amount of asset and …

Improved sampling method using regularized Stein Variational Gradient Flow.

Develops Stein's method for Riemannian manifolds using diffusion.

It is shown that every subcritical Stein manifold is deformation equivalent to the product of a Stein manifold with $\C$.

Researchers solved a geometry paradox for creased tubes.

Regularized Stein thinning improves MCMC output approximations.

Study Stein and Milnor fillings of links from surface singularities.

Stein's method (Stein, 1973; 1981) is a powerful tool for statistical applications and has significantly impacted machine learning. Stein's lemma plays an essential role in Stein's method. Previous applications of Stein's lemma either required strong technical assumptions or were limited to Gaussian distributions with …

Constant and symmetric price impact functions, most commonly used in agent-based market modelling, are shown to give rise to paradoxical and inconsistent outcomes in the simplest case of arbitrage exploitation when open-hold-close actions are considered. The solution of the paradox lies in the non-constant nature of re…

Stein transport improves Bayesian inference with faster convergence and reduced variance.

In this paper we survey results on the existence of holomorphic embeddings and immersions of Stein manifolds into complex manifolds. Most results pertain to proper maps into Stein manifolds. We include a new result saying that every continuous map $X\to Y$ between Stein manifolds is homotopic to a proper holomorphic em…

The paper improves Stein importance sampling for Markov chain samples.

Counterexample found for Stein property of certain solvable Lie groups.

A new framework improves kernel Stein discrepancy tests for validating distributions.

Stein variational gradient descent (SVGD) is a deterministic sampling algorithm that iteratively transports a set of particles to approximate given distributions, based on an efficient gradient-based update that guarantees to optimally decrease the KL divergence within a function space. This paper develops the first th…

We show that, under a certain condition, contact 5-manifolds can `coarsely' distinguish smooth structures on compact Stein 4-manifolds via contact open books. We also give a simple sufficient condition for an infinite family of Stein 4-manifolds to have an infinite subfamily of pairwise non-diffeomorphic Stein 4-manifo…

2-stein submanifolds in space forms have constant curvature if normal connection is flat or codimension is 2.

In this article we will propose a completely new point of view for solving one of the most important paradoxes concerning game theory. The solution develop shifts the focus from the result to the strategy s ability to operate in a cognitive way by exploiting useful information about the system. In order to determine fr…

Sliced kernelized Stein discrepancy improves goodness-of-fit tests and model learning in high dimensions.

We give an algorithm which produces infinitely many pairwise exotic Stein fillings of the same contact 3-manifolds, applying positive allowable Lefschetz fibrations over the disk. As a corollary, for a large class of Stein fillings, we realize the topological invariants (i.e. fundamental group, homology group, homology…

For any integer $n\geq 2$, we construct an infinite family of Stein fillable contact $(4n-1)$-manifolds each of which admits infinitely many pairwise homotopy inequivalent Stein fillings.

The square root of Fredholm determinants causes numerical instabilities in option pricing models.

Study Stein fillings of planar contact 3-manifolds with relative trisection genus 2.

GenAI adoption paradoxically lowers ROE for U.S. banks, with spillovers but systemic risk concerns.

Study continuity and Hölder estimates for solutions on Stein spaces.

Prior work finds a diversity paradox: diversity breeds innovation, and yet, underrepresented groups that diversify organizations have less successful careers within them. Does the diversity paradox hold for scientists as well? We study this by utilizing a near-population of ~1.2 million US doctoral recipients from 1977…