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.
Deep learning can achieve outstanding results in various fields. However, it requires so significant computational power that graphics processing units (GPUs) and/or numerous computers are often required for the practical application. We have developed a new distributed calculation framework called "Sashimi" that allow…
AI applications pose increasing demands on performance, so it is not surprising that the era of client-side distributed software is becoming important. On top of many AI applications already using mobile hardware, and even browsers for computationally demanding AI applications, we are already witnessing the emergence o…
With few exceptions, the field of Machine Learning (ML) research has largely ignored the browser as a computational engine. Beyond an educational resource for ML, the browser has vast potential to not only improve the state-of-the-art in ML research, but also, inexpensively and on a massive scale, to bring sophisticate…
The paper explains why estimating a history-dependent policy can reduce MSE in reinforcement learning.
problem Understanding why history-dependent policies can improve MSE in off-policy evaluation.
method The paper derives a bias-variance decomposition of MSE for various OPE estimators, showing how history-dependent policies can decrease variance and increase bias.
result History-dependent policies can decrease the variance of importance sampling estimators, leading to lower MSE.
It is shown how the generating functional method of De Dominicis can be used to solve the dynamics of the original version of the minority game (MG), in which agents observe real as opposed to fake market histories. Here one again finds exact closed equations for correlation and response functions, but now these are de…
We present in this chapter (Chapter II) the history of ideas which lead up to the development of modern knot theory. We are more detailed when pre-XX century history is reported. With more recent times we are more selective, stressing developments related to Jones type invariants of links. In the Appendix, A.Przybyszew…
MILJS is a collection of state-of-the-art, platform-independent, scalable, fast JavaScript libraries for matrix calculation and machine learning. Our core library offering a matrix calculation is called Sushi, which exhibits far better performance than any other leading machine learning libraries written in JavaScript.…
We give an explicit definition of decentralization and show you that decentralization is almost impossible for the current stage and Bitcoin is the first truly noncentralized currency in the currency history. We propose a new framework of noncentralized cryptocurrency system with an assumption of the existence of a wea…
Epsilon-machines are minimal, unifilar presentations of stationary stochastic processes. They were originally defined in the history machine sense, as hidden Markov models whose states are the equivalence classes of infinite pasts with the same probability distribution over futures. In analyzing synchronization, though…
A dangerously brief history of the developments of the main ideas in economics, as observed by a physicist, is given. This was published in 'Econophysics of Stock and Other Markets', Eds. A. Chatterjee, B. K. Chakrabarti, New Economic Windows Series, Springer, Milan, 2006, pp~219-224.
Marden's Tameness Conjecture predicts that every hyperbolic 3-manifold with finitely generated fundamental group is homeomorphic to the interior of a compact 3-manifold. It was recently established by Agol and Calegari-Gabai. We will survey the history of work on this conjecture and discuss its many applications.
Bäcklund transformations for smooth and ``space discrete'' Hashimoto surfaces are discussed and a geometric interpretation is given. It is shown that the complex curvature of a discrete space curve evolves with the discrete nonlinear Schrödinger equation (NLSE) of Ablowitz and Ladik, when the curve evolves with the Has…
Network growth processes can be understood as generative models of the structure and history of complex networks. This point of view naturally leads to the problem of network archaeology: reconstructing all the past states of a network from its structure---a difficult permutation inference problem. In this paper, we in…
Paper presents a method for recognizing human actions using GLAC features from motion and static images.
problem Action recognition in 3D depth videos.
method 3D Motion Trail Model (3DMTM) for MHIs and SHIs, GLAC features extraction, l2-regularized Collaborative Representation Classifier (l2-CRC) for classification.
result The method outperforms other approaches in recognizing human actions.