arXiv research

The literature of heavy tails (typically) starts with a random walk and finds mechanisms that lead to fat tails under aggregation. We follow the inverse route and show how starting with fat tails we get to thin-tails when deriving the probability distribution of the response to a random variable. We introduce a general…

New algorithm for sampling from distributions with thin tails.

We build a methodology that takes a given option price in the tails with strike $K$ and extends (for calls, all strikes > $K$, for puts all strikes $< K$) assuming the continuation falls into what we define as "Karamata Constant" over which the strong Pareto law holds. The heuristic produces relative prices for options…

This paper proposes learning to jump for generative modeling of sparse, skewed, heavy-tailed data.

The third moment variation of a financial asset return process is defined by the quadratic covariation between the return and square return processes. The skew and fat tail risk of an underlying asset can be hedged using a third moment variation swap under which a predetermined fixed leg and the floating leg of the rea…

Study non-fillable curves in a hyperbolic surface with a real line.

Cryptocurrency markets exhibit violent, synchronised drawdowns, challenging diversification claims.

The study examines when large trades are considered news or liquidity shocks in a market model.

Ex ante forecast outcomes should be interpreted as counterfactuals (potential histories), with errors as the spread between outcomes. Reapplying measurements of uncertainty about the estimation errors of the estimation errors of an estimation leads to branching counterfactuals. Such recursions of epistemic uncertainty …

We consider a simple model of firm/city/etc. growth based on a multi-item criterion: whenever entity B fares better that entity A on a subset of $M$ items out of $K$, the agent originally in A moves to B. We solve the model analytically in the cases $K=1$ and $K \to \infty$. The resulting stationary distribution of siz…

Large deviations for fat tailed distributions, i.e. those that decay slower than exponential, are not only relatively likely, but they also occur in a rather peculiar way where a finite fraction of the whole sample deviation is concentrated on a single variable. The regime of large deviations is separated from the regi…

Develops a fast variational approximation for high-dimensional empirical Bayes posteriors.

(The third edition corrects minor typos and adds 3 chapters synthesized from published papers plus an appendix on maximum entropy distributions.) The monograph investigates the misapplication of conventional statistical techniques to fat tailed distributions and looks for remedies, when possible. Switching from thin ta…

$k$-means algorithm is one of the most classical clustering methods, which has been widely and successfully used in signal processing. However, due to the thin-tailed property of the Gaussian distribution, $k$-means algorithm suffers from relatively poor performance on the dataset containing heavy-tailed data or outlie…

The paper examines rigidity of thin domains under specific boundary conditions.

If a tangle, K, in the 3-ball has no planar, meridional, essential surfaces in its exterior then thin position for K has no thin levels.

We define a new notion of thin position for a graph in a 3-manifold which combines the ideas of thin position for manifolds first originated by Scharlemann and Thompson with the idea of thin position for knots first originated by Gabai. This thin position has the property that connect summing annuli and pairs-of-pants …

We produce embeddings of knots in thin position that admit compressible thin levels. We also find the bridge number of tangle sums where each tangle is high distance.

New proof shows most thin knots satisfy Cabling Conjecture.

Soft diamond regularizers improve deep learning performance and sparsity.

We describe a natural decomposition of a normal complex surface singularity $(X,0)$ into its "thick" and "thin" parts. The former is essentially metrically conical, while the latter shrinks rapidly in thickness as it approaches the origin. The thin part is empty if and only if the singularity is metrically conical; the…

Let k be a knot in S3. In [8], H.N. Howards and J. Schultens introduced a method to construct a manifold decomposition of double branched cover of (S3, k) from a thin position of k. In this article, we will prove that if a thin position of k induces a thin decomposition of double branched cover of (S3,k) by Howards and…

Abby Thompson proved that if a link $K$ is in thin position but not in bridge position then the knot complement contains an essential meridional planar surface, and she asked whether some thin level surface must be essential. This note is to give a positive answer to this question, showing that the if a link is in thin…

We present a non-naive version of the Precautionary (PP) that allows us to avoid paranoia and paralysis by confining precaution to specific domains and problems. PP is intended to deal with uncertainty and risk in cases where the absence of evidence and the incompleteness of scientific knowledge carries profound implic…

New method characterizes thin links via Conway spheres and tangle decompositions.

Regularized Stein thinning improves MCMC output approximations.

Thin groups found in specific lattices.

KSD Thinning uses KSD to thin MCMC samples efficiently.

Data thinning splits observations into independent parts for convolution-closed distributions.

Revisits granular models explaining firm growth rates and sizes.

Kernel thinning compresses distributions more effectively than i.i.d. sampling or standard thinning.

Generalizes data thinning for various distributions.

New method reduces summary points for datasets while maintaining quality.

Proposes efficient training method for deep thin networks.

Wu has shown that if a link or a knot $L$ in $S^3$ in thin position has thin spheres, then the thin sphere of lowest width is an essential surface in the link complement. In this paper we show that if we further assume that $L \subset S^3$ is prime, then the thin sphere of lowest width also does not have any vertical c…

We give a method for searching for thin positions of a given link.

Arithmetic spaces' thin parts are negligible, impacting Betti numbers.

We show that every thin position for a connected sum of small knots is obtained in an obvious way: place each summand in thin position so that no two summands intersect the same level surface, then connect the lowest minimum of each summand to the highest maximum of the adjacent summand below.

Let L be a link in the 3-sphere that is in thin position but not in bridge position and let P be a thin level sphere. We generalize a result of Wu by giving a bound on the number of disjoint irreducible compressing disks that P can have, including identifying thin spheres with unique compressing disks. We also give con…

Compactifies group representations into thin triangle spaces.

In this paper, we give an algorithm to build all compact orientable atoroidal Haken 3-manifolds with tori boundary or closed orientable Haken 3-manifolds, so that in both cases, there are embedded closed orientable separating incompressible surfaces which are not tori. Next, such incompressible surfaces are related to …

Study thin hyperbolic reflection groups and their properties.

In this paper we produce many examples of thin subgroups of special linear groups that are isomorphic to the fundamental groups of non-arithmetic hyperbolic manifolds. Specifically, we show that the non-arithmetic lattices in $\mathrm{SO}(n,1)$ constructed by Gromov and Piatetski-Shapiro can be embedded into $\mathrm{S…

We introduce a method for creating a special type of tree, called a tree position, from a weighted graph. Leaves of the tree correspond to vertices of the original graph, and the tree edges contain information which can be used to partition these vertices. By repeatedly applying reducing operations to the tree position…

We unify the notions of thin position for knots and for 3-manifolds and survey recent work concerning these notions.

Signature uniquely identifies piecewise linear surfaces up to thin homotopy.

We show that, in the Teichmüller metric, "thin-framed triangles are thin"---that is, under suitable hypotheses, the variation of geodesics obeys a hyperbolic-like inequality. This theorem has applications to the study of random walks on Teichmüller space. In particular, an application is worked out for the action of th…

We generalize the definition of thin position of Scharlemann and Thompson for compact orientable 3-manifolds with torus boundary components and introduce $α$-sloped generalized Heegaard splittings. We examine its relationship to generalized Heegaard splittings of manifolds resulting from Dehn filling. We compare alpha-…