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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.

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53106159212 · Jun 202019922001200920172026
48 results for Thompson metric

The distance from the origin in the word metric for generalizations F(p) of Thompson's group F is quasi-isometric to the number of carets in the reduced rooted tree diagrams representing the elements of F(p). This interpretation of the metric is used to prove that every F(p) admits a quasi-isometric embedding into ever…

1998-09-30abs ↗pdf ↗

A new geometric method for clustering SPD data improves upon Euclidean and Riemannian approaches.

problem Skewed interpretations of SPD data in Euclidean analysis and computational inefficiency of Riemannian methods.
method Proposes a geometric method based on the Thompson metric for unsupervised clustering of SPD data.
result Demonstrates improved clustering results using inductive midrange centroid computation.

We prove that every Riemannian metric on the 2-disc such that all its geodesics are minimal, is a minimal filling of its boundary (within the class of fillings homeomorphic to the disc). This improves an earlier result of the author by removing the assumption that the boundary is convex. More generally, we prove this r…

2009-10-13abs ↗pdf ↗

The study connects polygon areas and projective structures in 3D space.

problem Relating polygon areas and projective structures in 3D space.
method Investigates positive tuples of complete flags in R^3 and their associated polygons in RP^2.
result Establishes a relationship between Holmes-Thompson area and projective structures.

The paper proposes extensions of the usual notions of Finslerian volume to time orientable Finsler spacetime manifolds. The basic idea is to replace, in the classical Busemann-Hausdorff and Holmes-Thompson definitions, integration on the indicatrices of the given metric (which are, in Lorentzian signature, non-compact,…

2015-07-03abs ↗pdf ↗

The paper sets lower bounds for a Kirby-Thompson invariant of 4-manifolds.

problem Determining the Kirby-Thompson invariant of specific 4-manifolds.
method Using trisections, the paper establishes lower bounds and calculates the invariant for specific examples.
result The paper calculates the Kirby-Thompson invariant of the spin of L(2,1)L(2,1) and shows the existence of 4-manifolds with arbitrarily large invariants.

The minimal area of Finsler disks with minimizing geodesics is at least 6/π r^2.

problem Finding the minimal area of Finsler disks with minimizing geodesics.
method Discretizing the Finsler metric using random geodesics and applying integral geometry formulas.
result The Holmes--Thompson area of Finsler disks with minimizing geodesics is at least 6/π r^2, with examples showing the inequality is sharp.

Thompson sampling provides a solution to bandit problems in which new observations are allocated to arms with the posterior probability that an arm is optimal. While sometimes easy to implement and asymptotically optimal, Thompson sampling can be computationally demanding in large scale bandit problems, and its perform…

2014-10-15abs ↗pdf ↗

We prove optimal systolic inequalities on Finsler Mobius bands relating the systole and the height of the Mobius band to its Holmes-Thompson volume. We also establish an optimal systolic in- equality for Finsler Klein bottles of revolution, which we conjecture to hold true for arbitrary Finsler metrics. Extremal metric…

2015-03-04abs ↗pdf ↗

Improved Thompson Sampling reduces regret in contextual bandits and reinforcement learning.

problem Thompson Sampling's exploration is insufficient in some contexts.
method Developed Feel-Good Thompson Sampling to address exploration issues.
result Feel-Good Thompson Sampling reduces regret compared to standard Thompson Sampling.

New Thompson sampling algorithm for stochastic partial monitoring achieves logarithmic regret.

problem Limited feedback in sequential learning problems.
method Developed a novel Thompson-sampling-based algorithm to sample from the posterior distribution exactly.
result Achieved logarithmic regret bound of O(log T) for a linearized variant of the problem.

Thompson sampling, a Bayesian method for balancing exploration and exploitation in bandit problems, has theoretical guarantees and exhibits strong empirical performance in many domains. Traditional Thompson sampling, however, assumes perfect compliance, where an agent's chosen action is treated as the implemented actio…

2018-12-03abs ↗pdf ↗

Study of quasimorphisms and bounded cohomology in braided Thompson groups.

problem Investigate quasimorphisms and bounded cohomology in braided versions of Thompson groups.
method Analyze quasimorphisms and bounded cohomology of various braided Thompson groups.
result Found infinite-dimensional spaces of quasimorphisms in some braided Thompson groups and trivial second bounded cohomology in others.

Improved Thompson Sampling algorithms for bandits with tighter regret bounds.

problem Efficient and adaptive algorithms for stochastic bandits with bounded rewards.
method Proposed two parameterized Thompson Sampling-based algorithms: TS-MA-α and TS-TD-α.
result Achieved O(Kln^(α+1)(T)/Δ) regret bound, improving scalability and resource allocation.

We consider Thompson's groups from the perspective of mapping class groups of surfaces of infinite type. This point of view leads us to the braided Thompson groups, which are extensions of Thompson's groups by infinite (spherical) braid groups. We will outline the main features of these groups and some applications to …

2011-05-03abs ↗pdf ↗

This paper improves Thompson Sampling for complex decision-making problems.

problem Learning in infinite-horizon discounted decision processes with unknown parameters.
method Developed a general canonical probability space and new metrics for analyzing adaptive learning algorithms.
result Thompson Sampling achieves complete learning in complex decision-making problems.

Thompson Sampling, one of the oldest heuristics for solving multi-armed bandits, has recently been shown to demonstrate state-of-the-art performance. The empirical success has led to great interests in theoretical understanding of this heuristic. In this paper, we approach this problem in a way very different from exis…

2013-10-27abs ↗pdf ↗

Half grid diagrams prove every link can be represented by a special type of grid diagram.

problem Representing links using grid diagrams and related invariants.
method Defining half grid diagrams and constructing canonical pairs, proving equivalence to Jones' construction, relating to classical link invariants.
result Established a new method to relate the oriented Thompson index to classical link invariants and provided bounds for knot invariants.

The paper proposes a notion of volume element for Finsler spaces with metrics of Lorentzian signature, equipped with a time orientation. This notion is based on a slight modification of the idea of Holmes-Thompson volume element working for positive definite Finsler metrics and can be used in field-theoretical applicat…

2014-12-11abs ↗pdf ↗

Thompson sampling is an efficient algorithm for sequential decision making, which exploits the posterior uncertainty to address the exploration-exploitation dilemma. There has been significant recent interest in integrating Bayesian neural networks into Thompson sampling. Most of these methods rely on global variable u…

2019-10-30abs ↗pdf ↗

We describe a procedure for constructing a generalized Thompson group out of a family of groups that is equipped with what we call a cloning system. The previously known Thompson groups F, V, Vbr and Fbr arise from this procedure using, respectively, the systems of trivial groups, symmetric groups, braid groups and pur…

2014-05-21abs ↗pdf ↗