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.
The conventional solution to the recommendation problem greedily ranks individual document candidates by prediction scores. However, this method fails to optimize the slate as a whole, and hence, often struggles to capture biases caused by the page layout and document interdepedencies. The slate recommendation problem …
Ranking is a central task in machine learning and information retrieval. In this task, it is especially important to present the user with a slate of items that is appealing as a whole. This in turn requires taking into account interactions between items, since intuitively, placing an item on the slate affects the deci…
This paper studies the evaluation of policies that recommend an ordered set of items (e.g., a ranking) based on some context---a common scenario in web search, ads, and recommendation. We build on techniques from combinatorial bandits to introduce a new practical estimator that uses logged data to estimate a policy's p…
We study the problem to extend an immersed circle f in the 2-dimensional sphere to an immersion of the disc. We analyze existence and uniqueness for this problems in terms of the combinatorial structure of a word assigned to f. Our techniques are based on ideas of Blank who studied the extension problem in case of a pl…
Hybrid methods that utilize both content and rating information are commonly used in many recommender systems. However, most of them use either handcrafted features or the bag-of-words representation as a surrogate for the content information but they are neither effective nor natural enough. To address this problem, w…
We summarize the potential impact that the European Union's new General Data Protection Regulation will have on the routine use of machine learning algorithms. Slated to take effect as law across the EU in 2018, it will restrict automated individual decision-making (that is, algorithms that make decisions based on user…
In this paper we introduce the concept of a space-efficient knot mosaic. That is, we seek to determine how to create knot mosaics using the least number of non-blank tiles necessary to depict the knot. This least number is called the tile number of the knot. We determine strict bounds for the tile number of a knot in t…
In 2008, Kauffman and Lomonaco introduce the concepts of a knot mosaic and the mosaic number of a knot or link, the smallest integer n such that a knot or link can be represented on an n-mosaic. In arXiv:1702.06462, the authors explore space-efficient knot mosaics and the tile number of a knot or link, the smallest…
Machine learning algorithms such as linear regression, SVM and neural network have played an increasingly important role in the process of scientific discovery. However, none of them is both interpretable and accurate on nonlinear datasets. Here we present contextual regression, a method that joins these two desirable …
This contribution deals with the generalized symmetric FastICA algorithm in the domain of Independent Component Analysis (ICA). The generalized symmetric version of FastICA has been shown to have the potential to achieve the Cramér-Rao Bound (CRB) by allowing the usage of different nonlinearity functions in its paralle…
Measuring the corporate default risk is broadly important in economics and finance. Quantitative methods have been developed to predictively assess future corporate default probabilities. However, as a more difficult yet crucial problem, evaluating the uncertainties associated with the default predictions remains littl…
In this paper we perform a blow-up and quantization analysis of the fractional Liouville equation in dimension 1. More precisely, given a sequence uk:R→R of solutions to \begin{equation} (-Δ)^\frac{1}{2} u_k =K_ke^{u_k}\quad \text{in }\mathbb{R}, \end{equation} with Kk bounded in $L^\inft…