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.
Compute group cohomology for mapping class group with non-symplectic coefficients.
problem Compute group cohomology for mapping class group with non-symplectic coefficients.
method Compute the invariant subspace of the rational group ring of a surface, truncated by powers of the augmentation ideal, under the action of the mapping class group.
result First group cohomology computation for the mapping class group with non-symplectic coefficients.
The main results of A. Zorich and I. Dynnikov about plane sections of periodic surfaces are extended to the PL case. As an application, the Stereographic Map of a truncated octahedron, extended to the whole $\Rt$ by periodicity, is analyzed numerically.
We extend certain homomorphisms defined on the higher Torelli subgroups of the mapping class group to crossed homomorphisms defined on the entire mapping class group. In particular, for every k≥2, we construct a crossed homomorphism εk which extends Morita's homomorphism τ~k to the entire mapping clas…
We derive a novel variational expectation maximization approach based on truncated posterior distributions. Truncated distributions are proportional to exact posteriors within subsets of a discrete state space and equal zero otherwise. The treatment of the distributions' subsets as variational parameters distinguishes …
The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…
We construct a Topological Quantum Field Theory (in the sense of Atiyah) associated to the universal finite-type invariant of 3-dimensional manifolds, as a functor from the category of 3-dimensional manifolds with parametrized boundary, satisfying some additional conditions, to an algebraic-combinatorial category. It i…
In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, Wt=Bt+μt,t≥0, where (Bt) is a standard Brownian motion. Truncated variation differs from regular variation by neglect…
Non-negative matrix factorization (NMF) minimizes the Euclidean distance between the data matrix and its low rank approximation, and it fails when applied to corrupted data because the loss function is sensitive to outliers. In this paper, we propose a Truncated CauchyNMF loss that handle outliers by truncating large e…
Motivated by a recent result of Daskalakis et al. 2018, we analyze the population version of Expectation-Maximization (EM) algorithm for the case of \textit{truncated} mixtures of two Gaussians. Truncated samples from a d-dimensional mixture of two Gaussians $\frac{1}{2} \mathcal{N}(\vecμ, \vecΣ)+ \frac{1}{2} \mathca…
Truncated backpropagation through time (TBPTT) is a popular method for learning in recurrent neural networks (RNNs) that saves computation and memory at the cost of bias by truncating backpropagation after a fixed number of lags. In practice, choosing the optimal truncation length is difficult: TBPTT will not converge …
Truncated densities are probability density functions defined on truncated domains. They share the same parametric form with their non-truncated counterparts up to a normalizing constant. Since the computation of their normalizing constants is usually infeasible, Maximum Likelihood Estimation cannot be easily applied t…
We consider an appoximation of a catenoid constructed from "odd" truncated cones that maintains minimality in a certain sense. Thorough this procedure, we obtain a discrete curve approximating a catenary by exploiting the fact that it is the function that generates a catenoid. In this investigation, the theory of the G…
The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has been used to describe a non-Gaussian random walk with independent, identically d…
As in standard linear regression, in truncated linear regression, we are given access to observations (Ai,yi)i whose dependent variable equals yi=AiT⋅x∗+ηi, where x∗ is some fixed unknown vector of interest and ηi is independent noise; except we are only given an observation if its dep…
We show that generalised geometry gives a unified description of maximally supersymmetric consistent truncations of ten- and eleven-dimensional supergravity. In all cases the reduction manifold admits a "generalised parallelisation" with a frame algebra with constant coefficients. The consistent truncation then arises …
Typically, operational risk losses are reported above some threshold. This paper studies the impact of ignoring data truncation on the 0.999 quantile of the annual loss distribution for operational risk for a broad range of distribution parameters and truncation levels. Loss frequency and severity are modelled by the P…
Learning with a {\it convex loss} function has been a dominating paradigm for many years. It remains an interesting question how non-convex loss functions help improve the generalization of learning with broad applicability. In this paper, we study a family of objective functions formed by truncating traditional loss f…