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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.

168,742 papers · 148 categories

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48 results for Wang and Blei

Unobserved confounding is a major hurdle for causal inference from observational data. Confounders---the variables that affect both the causes and the outcome---induce spurious non-causal correlations between the two. Wang & Blei (2018) lower this hurdle with "the blessings of multiple causes," where the correlation st…

2019-05-30abs ↗pdf ↗

Comment refutes the deconfounder method's premise about ignorability.

problem The deconfounder method's premise about ignorability is incorrect.
method The deconfounder method proposes a variable making multiple causes conditionally independent controls for unmeasured multi-cause confounding.
result No fact about observed data alone can be informative about ignorability.

Clarifies the theory of the deconfounder by Imai and Jiang.

problem Theoretical requirements for the deconfounder algorithm.
method Clarifies the assumption of 'no unobserved single-cause confounders' using empirical studies.
result Imai and Jiang's clarification of the assumption does not hold for counterexamples proposed by Ogburn et al. (2020).

Comment on deconfounder method, highlighting causal identification issues and risks of parametric assumptions.

problem Causal identification issues in settings where deconfounder method is suggested.
method Summarizing arguments against causal identification, cautioning on parametric assumptions, and discussing nonparametric identification results.
result Nonparametric identification results may be more interesting for detecting causal identification from observed data.

Proposes a new method to estimate Bayesian neural network depth.

problem Estimating the depth of Bayesian neural networks.
method Uses a discrete truncated normal distribution to learn depth mean and variance, inferring posterior distributions by minimizing variational free energy.
result Improves test accuracy and reduces posterior depth variance on the spiral dataset.

The generative aspect model is an extension of the multinomial model for text that allows word probabilities to vary stochastically across documents. Previous results with aspect models have been promising, but hindered by the computational difficulty of carrying out inference and learning. This paper demonstrates that…

2012-12-12abs ↗pdf ↗

Study examines Wang-Yau quasi-local energy in strong fields near apparent horizons.

problem Examining the behavior of Wang-Yau quasi-local energy near apparent horizons in strong fields.
method Analyzing the limit of the Wang-Yau quasi-local energy as a spacelike surface approaches an apparent horizon, considering bounded coordinate functions and spacelike mean curvature.
result The limit of the Wang-Yau quasi-local energy falls into two cases: it blows up or remains finite, depending on whether the horizon can be isometrically embedded into R3R^3.

We construct quasi-Einstein metrics on some hypersurface families. The hypersurfaces are circle bundles over the product of Fano, Kähler-Einstein manifolds. The quasi-Einstein metrics are related to various gradient Kähler-Ricci solitons constructed by Dancer and Wang and some Hermitian, non-Kähler, Einstein metrics co…

2012-04-28abs ↗pdf ↗

Study limits of quasi-local angular momentum at infinity of gravitating systems.

problem Understanding limits of quasi-local angular momentum at infinity of gravitating systems.
method Based on optimal isometric embedding and quasilocal mass theory, the study defines and analyzes the limits of quasi-local angular momentum at spatial and null infinity.
result Limits of quasi-local angular momentum are discussed at spatial and null infinity of an isolated gravitating system.

Inspired by the work of Chen-Zhang \cite{Chen-Zhang}, we derive an evolution formula for the Wang-Yau quasi-local energy in reference to a static space, introduced by Chen-Wang-Wang-Yau \cite{CWWY}. If the reference static space represents a mass minimizing, static extension of the initial surface ΣΣ, we observe that …

2018-02-27abs ↗pdf ↗

Stein fillability of circle bundles over symplectic manifolds is restricted.

problem Stein fillability of circle bundles over symplectic manifolds is restricted.
method Analyzing Boothby-Wang bundles and orbibundles over integral symplectic manifolds.
result Circle bundles over certain symplectic manifolds do not admit Stein fillable contact structures.

In this paper, we prove the following theorem regarding the Wang-Yau quasi-local energy of a spacelike two-surface in a spacetime: Let ΣΣ be a boundary component of some compact, time-symmetric, spacelike hypersurface ΩΩ in a time-oriented spacetime NN satisfying the dominant energy condition. Suppose the induced me…

2010-03-26abs ↗pdf ↗

People belong to multiple communities, words belong to multiple topics, and books cover multiple genres; overlapping clusters are commonplace. Many existing overlapping clustering methods model each person (or word, or book) as a non-negative weighted combination of "exemplars" who belong solely to one community, with …

2018-06-18abs ↗pdf ↗

Paper studies Lagrangian submanifolds and their homological monodromy.

problem Understanding the homological monodromy of Lagrangian submanifolds.
method Proves triviality of homological Lagrangian monodromy under specific conditions.
result Homological Lagrangian monodromy is trivial if Hofer energy is less than minimum energy of J-holomorphic spheres and discs.

In this short note, we show how the parallel adaptive Wang-Landau (PAWL) algorithm of Bornn et al. (2013) can be used to automate and improve simulated tempering algorithms. While Wang-Landau and other stochastic approximation methods have frequently been applied within the simulated tempering framework, this note demo…

2013-05-22abs ↗pdf ↗

Let (M,g)(M,g) be a compact manifold with boundary and Ricg(n1)gRic_g\geq (n-1)g, Hang and Wang proved that (M,g)(M,g) is isometric to the standard hemisphere if M\partial M is convex and isometric to Sn1(1)\mathbb{S}^{n-1}(1). We prove some rigidity theorems when M\partial M is isometric to a product manifold where one factor is th…

2019-05-06abs ↗pdf ↗

In this article, we study the small sphere limit of the Wang-Yau quasi-local energy defined in [18,19]. Given a point pp in a spacetime NN, we consider a canonical family of surfaces approaching pp along its future null cone and evaluate the limit of the Wang-Yau quasi-local energy. The evaluation relies on solving …

2015-10-04abs ↗pdf ↗

We show that wealth processes in the block-shaped order book model of Obizhaeva/Wang converge to their counterparts in the reduced-form model proposed by Almgren/Chriss, as the resilience of the order book tends to infinity. As an application of this limit theorem, we explain how to reduce portfolio choice in highly-re…

2014-09-25abs ↗pdf ↗

The Ma-Trudinger-Wang curvature --- or cross-curvature --- is an object arising in the regularity theory of optimal transportation. If the transportation cost is derived from a Hamiltonian action, we show its cross-curvature can be expressed in terms of the associated Jacobi fields. Using this expression, we show the l…

2009-08-31abs ↗pdf ↗

Wang and Yau [10] introduced a quasi-local mass, which is a hyperbolic background generalization of Liu-Yau's expression [7] [8], and proved its positivity. In this note, we prove that the positivity of this quasi-local mass is still valid under weaker assumptions on the boundary hypersurface in general dimensions. The…

2013-06-24abs ↗pdf ↗

Paper discusses quasilocal mass and fill-ins, proving positivity and exploring definitions.

problem Exploring and defining quasilocal mass and fill-ins in general relativity.
method Analyzes several proposals of quasilocal mass based on Hamiltonian formulation and proves positivity under certain conditions.
result Positivity of Wang-Yau energy under a more general condition.

X.-J. Wang proved a series of remarkable results on the structure of convex ancient solutions to mean curvature flow. Some of his results do not appear to be widely known, however, possibly due to the technical nature of his arguments and his exploitation of methods which are not widely used in mean curvature flow. In …

2019-07-09abs ↗pdf ↗