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.
Proposes a new model for high-dimensional data analysis with unknown link function.
problem Estimating link function, component functions, and variable interactions in high-dimensional data.
method Generalized Sparse Additive Model with Unknown Link Function (GSAMUL) using B-spline basis and MLP network for link estimation, with ℓ2,1-norm regularizer for variable selection.
result Can realize both variable selection and hidden interaction.
Existing nonconvex statistical optimization theory and methods crucially rely on the correct specification of the underlying "true" statistical models. To address this issue, we take a first step towards taming model misspecification by studying the high-dimensional sparse phase retrieval problem with misspecified link…
We present a max-margin nonparametric latent feature model, which unites the ideas of max-margin learning and Bayesian nonparametrics to discover discriminative latent features for link prediction and automatically infer the unknown latent social dimension. By minimizing a hinge-loss using the linear expectation operat…
Linear regression studies the problem of estimating a model parameter β∗∈Rp, from n observations {(yi,xi)}i=1n from linear model yi=⟨xi,β∗⟩+εi. We consider a significant generalization in which the relationship between $\langle \mathbf{x}_i,β^* \ran…
The colored Jones polynomial is a q-polynomial invariant of links colored by irreducible representations of a simple Lie algebra. A q-series called a tail is obtained as the limit of the sl2 colored Jones polynomials {Jn(K;q)}n for some link K, for example, an alternating link. For the $\mathf…
Solves inventory control with unknown demand trend using singular control.
problem Optimally managing inventory with an unknown demand trend.
method Formulates as a stochastic control problem under partial observation, solves equivalent separated problem using transition between formulations, and applies viscosity theory.
result Constructs an optimal control rule and shows bounded Lipschitz continuity of free boundaries.
We study the problem of recovering a structured signal x0 from high-dimensional data yi=f(aiTx0) for some nonlinear (and potentially unknown) link function f, when the regressors ai are iid Gaussian. Brillinger (1982) showed that ordinary least-squares estimate…
Link prediction is a fundamental task in statistical network analysis. Recent advances have been made on learning flexible nonparametric Bayesian latent feature models for link prediction. In this paper, we present a max-margin learning method for such nonparametric latent feature relational models. Our approach attemp…
Random geometric graphs are a popular choice for a latent points generative model for networks. Their definition is based on a sample of n points X1,X2,⋯,Xn on the Euclidean sphere~Sd−1 which represents the latent positions of nodes of the network. The connection probabilities between the node…
A path integral on a link complement of a three-sphere fixes a vector (the "link state") in Chern-Simons theory. The link state can be written in a certain basis with the colored link invariants as its coefficients. We use symmetric webs to systematically compute the colored link invariants, by which we can write down …
In this paper, we propose an unifying view of several recently proposed structured sparsity-inducing norms. We consider the situation of a model simultaneously (a) penalized by a set- function de ned on the support of the unknown parameter vector which represents prior knowledge on supports, and (b) regularized in Lp-n…
Computing unlinking number is usually very difficult and complex problem, therefore we define BJ-unlinking number and recall Bernhard-Jablan conjecture stating that the classical unknotting/unlinking number is equal to the BJ-unlinking number. We compute BJ-unlinking number for various families of knots and links for w…
We consider ill-posed inverse problems where the forward operator T is unknown, and instead we have access to training data consisting of functions fi and their noisy images Tfi. This is a practically relevant and challenging problem which current methods are able to solve only under strong assumptions on the t…
Reconstructing weighted networks from partial information is necessary in many important circumstances, e.g. for a correct estimation of systemic risk. It has been shown that, in order to achieve an accurate reconstruction, it is crucial to reliably replicate the empirical degree sequence, which is however unknown in m…
We introduce a matrix representation of a chord on a tangle which leads us to representing tangle chord diagrams as stacks of matrices that we call books. We show that band sum moves, Reidemeister moves as well as orientation changes are implemented on \widetilde{Z}_f - a framed link invariant constructed from the Kont…
The universal sl_2 invariant of string links has a universality property for the colored Jones polynomial of links, and takes values in the h-adic completed tensor powers of the quantized enveloping algebra of sl_2. In this paper, we exhibit explicit relationships between the universal sl_2 invariant and Milnor invaria…
We show that the Artin representation on concordance classes of string links induces a well-defined epimorphism modulo order n twisted Whitney tower concordance, and that the kernel of this map is generated by band sums of iterated Bing-doubles of any string knot with nonzero Arf invariant. We also continue J. Levine's…
For links with vanishing pairwise linking numbers, the link components bound pairwise disjoint surfaces in B4. In this paper, we describe the set of genera of such surfaces in terms of the h-function, which is a link invariant from Heegaard Floer homology. In particular, we use the h-function to give lower bou…