We study the K-armed dueling bandit problem, a variation of the standard stochastic bandit problem where the feedback is limited to relative comparisons of a pair of arms. The hardness of recommending Copeland winners, the arms that beat the greatest number of other arms, is characterized by deriving an asymptotic regr…
arXiv research
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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The paper analyzes portfolio credit risk using Archimedean copulas and introduces efficient simulation methods.
Researchers geometrically define asymptotic coordinates in General Relativity.
We consider a skew ruled surface in the Euclidean space and relative normalizations of it, so that the relative normals at each point lie in the corresponding asymptotic plane of . We call such relative normalizations and the resulting relative images of \emph{asymptotic}. We determine all ruled surf…
Paper compares feature selection methods using GCM and LOCO, showing GCM methods generally outperform LOCO.
Standard maximum likelihood estimation cannot be applied to discrete energy-based models in the general case because the computation of exact model probabilities is intractable. Recent research has seen the proposal of several new estimators designed specifically to overcome this intractability, but virtually nothing i…
In this paper, improving a preceding work, we obtain asymptotic polybalanced kernels associated to extremal Kaehler metrics on polarized algebraic manifolds. As a corollary, we have a stronger asymptotic relative Chow-polystability for extremal Kaehler polarized algebraic manifolds. Finally, related to the Yau-Tian-Don…
Mass in relativity linked to polyhedra geometry.
Improved statistical inference for expensive data using machine learning predictions.
Proposes new rule for ranking investment prospects over long horizons.
Bayesian inference has great promise for the privacy-preserving analysis of sensitive data, as posterior sampling automatically preserves differential privacy, an algorithmic notion of data privacy, under certain conditions (Dimitrakakis et al., 2014; Wang et al., 2015). While this one posterior sample (OPS) approach e…
Under the assumption of asymptotic relative Chow-stability for polarized algebraic manifolds , a series of weighted balanced metrics , , called polybalanced metrics, are obtained from complete linear systems on . Then the asymptotic behavior of the weights as will be stud…
We introduce a concept of tree-graded metric space and we use it to show quasi-isometry invariance of certain classes of relatively hyperbolic groups, to obtain a characterization of relatively hyperbolic groups in terms of their asymptotic cones, to find geometric properties of Cayley graphs of relatively hyperbolic g…
For a polarized algebraic manifold , let be an algebraic torus in the group of all holomorphic automorphisms of . Then strong relative K-stability will be shown to imply asymptotic relative Chow-stability. In particular, by taking to be trivial, we see that asymptotic Chow-stability follows from stron…
Optimal convex loss function improves regression coefficient estimation.
We study the bilipschitz equivalence type of tree-graded spaces, showing that asymptotic cones of relatively hyperbolic groups (resp. asymptotic cones of groups containing a cut-point) only depend on the bilipschitz equivalence types of the pieces in the standard (resp. minimal) tree-graded structure. In particular, th…
Study on heat content for submanifolds in sub-Riemannian geometry.
New estimator handles covariate shift with closed-form solution and super-efficiency.
The paper proposes and proves asymptotic expansions for quantum invariants.
CV inference can be invalid for relatively unstable model comparisons.
New statistical test for change-point detection using relative entropy.
Stabilizes complex systems using diffusion models trained on Lyapunov functions.
Understanding efficiency in high dimensional linear models is a longstanding problem of interest. Classical work with smaller dimensional problems dating back to Huber and Bickel has illustrated the benefits of efficient loss functions. When the number of parameters is of the same order as the sample size , $p \…
Projective geometry aids in analyzing fields near compact manifolds.
Study heat content in sub-Riemannian manifolds, obtaining asymptotic expansion.
Simple bounds for covariance and Gram matrices across various settings.
The center of mass in General Relativity is hard to define due to coordinate freedom.
New solutions found with negative mass in general relativity.
Rigidity theorem shows massless hyperboloidal data embeds into Minkowski space.
The article calculates asymptotic expansions for quantum invariants from surgeries on Whitehead link components.
We investigate statistical uncertainty quantification for reinforcement learning (RL) and its implications in exploration policy. Despite ever-growing literature on RL applications, fundamental questions about inference and error quantification, such as large-sample behaviors, appear to remain quite open. In this paper…
We prove that the existence of extremal metrics implies asymptotically relative Chow stability. An application of this is the uniqueness, up to automorphisms, of extremal metrics in any polarization.
SGD outperforms GD in high dimensions via implicit conditioning, revealed by asymptotic analysis.
We introduce and study {\it new} relative spectral invariants of {\it two} elliptic partial differential operators of Laplace and Dirac type on compact smooth manifolds without boundary that depend on both the eigenvalues and the eigensections of these operators and contain much more information about geometry. We prov…
Study verifies asymptotic expansion for Reshetikhin-Turaev invariants of fundamental shadow link pairs.
New mass definition linked to ADM mass for general metrics.
EP-learning framework improves causal contrast estimation efficiency.
It has been shown that AIC-type criteria are asymptotically efficient selectors of the tuning parameter in non-concave penalized regression methods under the assumption that the population variance is known or that a consistent estimator is available. We relax this assumption to prove that AIC itself is asymptotically …
The paper tackles efficient change point detection with limited samples.
Using equivariant Toeplitz operator calculus, we give a new proof of the Atiyah-Weinstein conjecture on the index of Fourier integral operators and the relative index of CR structures.
We consider the question of efficient estimation in the tails of Gaussian copulas. Our special focus is estimating expectations over multi-dimensional constrained sets that have a small implied measure under the Gaussian copula. We propose three estimators, all of which rely on a simple idea: identify certain \emph{dom…
Given a principal bundle with a connection, we look for an asymptotic expansion of the holonomy of a loop in terms of its length. This length is defined relative to some Riemannian or sub-Riemannian structure. We are able to give an asymptotic formula that is independent of choice of gauge.
Given a collection of N solutions of the (3+1) vacuum Einstein constraint equations which are asymptotically Euclidean, we show how to construct a new solution of the constraints which is itself asymptotically Euclidean, and which contains specified sub-regions of each of the N given solutions. This generalizes earlier…
Tree-graded spaces are generalizations of R-trees. They appear as asymptotic cones of groups (when the cones have cut points). Since many questions about endomorphisms and automorphisms of groups, solving equations over groups, studying embeddings of a group into another group, etc. lead to actions of groups on the asy…
Optimal downsampling improves GLM performance in imbalanced classification.
We compute explicitly the absolute contribution of square-tiled surfaces having a single horizontal cylinder to the Masur-Veech volume of any ambient stratum of Abelian differentials. The resulting count is particularly simple and efficient in the large genus asymptotics. Using the recent results of Aggarwal and of Che…
We show that a relatively hyperbolic group quasi-isometrically embeds in a product of finitely many trees if the peripheral subgroups do, and we provide an estimate on the minimal number of trees needed. Applying our result to the case of 3-manifolds, we show that fundamental groups of closed 3-manifolds have linearly …
We consider a game-theoretic model of a market where investors compete for payoffs yielded by several assets. The main result consists in a proof of the existence and uniqueness of a strategy, called relative growth optimal, such that the logarithm of the share of its wealth in the total wealth of the market is a subma…