We introduce the concept of community trees that summarizes topological structures within a network. A community tree is a tree structure representing clique communities from the clique percolation method (CPM). The community tree also generates a persistent diagram. Community trees and persistent diagrams reveal topol…
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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.
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Patient summarization is essential for clinicians to provide coordinated care and practice effective communication. Automated summarization has the potential to save time, standardize notes, aid clinical decision making, and reduce medical errors. Here we provide an upper bound on extractive summarization of discharge …
Community moderation drifts towards majority, study finds.
A distinguishing property of communities in networks is that cycles are more prevalent within communities than across communities. Thus, the detection of these communities may be aided through the incorporation of measures of the local "richness" of the cyclic structure. In this paper, we introduce renewal non-backtrac…
The Sharpe ratio is the most widely used risk metric in the quantitative finance community - amazingly, essentially everyone gets it wrong. In this note, we will make a quixotic effort to rectify the situation.
The paper reviews methods for determining the number of communities in network data.
Mixed-SCORE+ improves community detection in weak signal networks.
A note on extending Chernoff bound for unit interval random variables.
Recently, our group has published two papers that have received some attention in the finance community. One is about the profitability of trend following strategies over 200 years, the second is about the correlation between the profitability of "Risk Premia" and their skewness. In this short note, we present two addi…
Study on limits of LLM-based multi-agent planning reliability.
Biological datasets amenable to applied machine learning are more available today than ever before, yet they lack adequate representation in the Data-for-Good community. Here we present a work in progress case study performing analysis on antimicrobial resistance (AMR) using standard ensemble machine learning technique…
The tetrahedral index connects to a q-Bessel function, revealing new mathematical techniques.
Short note on soft-max and policy gradients in bandit problems using Lyapunov functions.
Graph embeddings from commute networks identify socioeconomic disparities in urban areas.
New algorithms for community detection in graphs with privacy constraints.
In this note we study the bilateral merchandise trade flows between 186 countries over the 1948-2005 period using data from the International Monetary Fund. We use Pajek to identify network structure and behavior across thresholds and over time. In particular, we focus on the evolution of trade "islands" in the a world…
In this note, we introduce a new algorithm to deal with finite dimensional clustering with errors in variables. The design of this algorithm is based on recent theoretical advances (see Loustau (2013a,b)) in statistical learning with errors in variables. As the previous mentioned papers, the algorithm mixes different t…
The paper addresses optimal control in modern tontines with bequest preferences, showing a linear investment strategy.
This paper extends Newton's method to distributed learning, avoiding saddle points and handling Byzantine workers.
This short note highlights some links between two lines of research within the emerging topic of trustworthy machine learning: differential privacy and robustness to adversarial examples. By abstracting the definitions of both notions, we show that they build upon the same theoretical ground and hence results obtained …
Unified piecewise-linear Ricci flows improve community detection.
There are over 15 distinct communities that work in the general area of sequential decisions and information, often referred to as decisions under uncertainty or stochastic optimization. We focus on two of the most important fields: stochastic optimal control, with its roots in deterministic optimal control, and reinfo…
In recent work, we have proven uniform decay bounds for solutions of the wave equation on a Schwarzschild exterior, in particular, the uniform pointwise estimate , which holds throughout the domain of outer communications, where is an advanced Eddington-Finkelstein coordinate, $v_+=\ma…
In this short Note, we establish that the constant in Lemma of the correction (Correction to Section 19.2 of Ricci Flow and the Poincare Conjecture, arXiv/math/DG:1512.00699 (2015)) by John Morgan and Gang Tian to their Clay Institute Monograph (Ricci Flow and the Poincare Conjecture, vol. 3, Clay Mathemati…
Many recent works have discussed the propensity, or lack thereof, for emergent languages to exhibit properties of natural languages. A favorite in the literature is learning compositionality. We note that most of those works have focused on communicative bandwidth as being of primary importance. While important, it is …
Spatial statisticians and quantitative investors use the same mathematical object: a Schur complement, damped by one parameter.
Open problem: fixed-budget best arm identification complexity.
We propose communication-efficient distributed estimation and inference methods for the transelliptical graphical model, a semiparametric extension of the elliptical distribution in the high dimensional regime. In detail, the proposed method distributes the -dimensional data of size generated from a transellipti…
Tasks involving the analysis of geometric (graph- and manifold-structured) data have recently gained prominence in the machine learning community, giving birth to a rapidly developing field of geometric deep learning. In this work, we leverage graph neural networks to improve signal detection in the IceCube neutrino ob…
Modulo-SK outperforms Deepcode in error probability and feedback rounds.
This work improves privacy in federated combinatorial bandits by balancing regret and privacy.
Machine learning (ML) is quickly emerging as a powerful tool with diverse applications across an extremely broad spectrum of disciplines and commercial endeavors. Typically, ML is used as a black box that provides little illuminating rationalization of its output. In the current work, we aim to better understand the ge…
In this work we introduce malware detection from raw byte sequences as a fruitful research area to the larger machine learning community. Building a neural network for such a problem presents a number of interesting challenges that have not occurred in tasks such as image processing or NLP. In particular, we note that …
In the Compressed Sensing community, it is well known that given a matrix with normalized columns, the Restricted Isometry Property (RIP) implies the Null Space Property (NSP). It is also well known that a small Coherence implies a weak RIP, i.e. the singular values of l…
Dataset of Bose-Einstein condensates images aids ML in many-body physics.
A simple DQN-based multi-agent RL system for binary actions.
A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.
In recent work, Cheu et al. (Eurocrypt 2019) proposed a protocol for -party real summation in the shuffle model of differential privacy with error and one-bit messages per party. In contrast, every local model protocol for real summation must incur error , and there exist …
Community detection improves stock market portfolio optimization.
We introduce a new paradigm that is important for community detection in the realm of network analysis. Networks contain a set of strong, dominant communities, which interfere with the detection of weak, natural community structure. When most of the members of the weak communities also belong to stronger communities, t…
Study exact community detection in k-community Gaussian mixtures with different intensities.
The paper introduces a method for detecting principal communities and embedding vertices.
Improved distributed learning with reduced communication costs.
Statistical estimates can often be improved by fusion of data from several different sources. One example is so-called ensemble methods which have been successfully applied in areas such as machine learning for classification and clustering. In this paper, we present an ensemble method to improve community detection by…
MACC learns communication protocols by adapting counterfactual reasoning.
A framework for multi-agent communication over noisy channels in reinforcement learning.
Discovering community structure in complex networks is a mature field since a tremendous number of community detection methods have been introduced in the literature. Nevertheless, it is still very challenging for practioners to determine which method would be suitable to get insights into the structural information of…
This work explores the large-scale multi-agent communication mechanism under a multi-agent reinforcement learning (MARL) setting. We summarize the general categories of topology for communication structures in MARL literature, which are often manually specified. Then we propose a novel framework termed as Learning Stru…