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.
We propose computationally efficient encoders and decoders for lossy compression using a Sparse Regression Code. The codebook is defined by a design matrix and codewords are structured linear combinations of columns of this matrix. The proposed encoding algorithm sequentially chooses columns of the design matrix to suc…
We consider several ways to measure the `geometric complexity' of an embedding from a simplicial complex into Euclidean space. One of these is a version of `thickness', based on a paper of Kolmogorov and Barzdin. We prove inequalities relating the thickness and the number of simplices in the simplicial complex, general…
Given a finite metric CW complex X and an element α∈πn(X), what are the properties of a geometrically optimal representative of α? We study the optimal volume of kα as a function of k. Asymptotically, this function, whose inverse, for reasons of tradition, we call the volume distortion, turns out to be an…
method Using Denne-Sullivan's bound on Gromov distortion, the vertex distortion of nontrivial lattice knots is bounded. Then, it is shown that trivial vertex distortion implies the unknot.
result The conjecture that trivial vertex distortion implies the unknot is proven.
We consider the problem of distortion minimal morphing of n-dimensional compact connected oriented smooth manifolds without boundary embedded in Rn+1. Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…
The paper connects geometric and topological concepts to bound distances between metric spaces.
problem Bounding distances between metric spaces using Gromov-Hausdorff distance.
method Using Borsuk-Ulam theorems and Vietoris-Rips complexes, the paper obstructs the existence of certain continuous maps between complexes to bound discontinuities of functions.
result The paper provides new bounds on Gromov-Hausdorff distances between spheres of different dimensions.
The distortion of a curve measures the maximum arc/chord length ratio. Gromov showed any closed curve has distortion at least pi/2 and asked about the distortion of knots. Here, we prove that any nontrivial tame knot has distortion at least 5pi/3; examples show that distortion under 7.16 suffices to build a trefoil kno…
Given a simplicial complex K, we consider several notions of geometric complexity of embeddings of K in a Euclidean space Rd: thickness, distortion, and refinement complexity (the minimal number of simplices needed for a PL embedding). We show that any n-complex with N simplices which topologically…
Study on risk measures using distorted Choquet integrals with random distortions.
problem Developing risk measures under random distortions of capacities.
method Introducing and analyzing randomly distorted Choquet integrals with respect to a distorted capacity, establishing properties and providing representations.
result Representation of comonotonic additive conditional risk measures using G-randomly distorted Choquet integrals.
We present an information-theoretic framework for bounding the number of labeled samples needed to train a classifier in a parametric Bayesian setting. We derive bounds on the average Lp distance between the learned classifier and the true maximum a posteriori classifier, which are well-established surrogates for th…
We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic dominance (and beyond). Such a family is especially suitable for representing a …
We show that an entire branched cover of finite distortion cannot have a compact branch set if its distortion satisfies a certain asymptotic growth condition. We furthermore show that this bound is strict by constructing an entire, continuous, open and discrete mapping of finite distortion which is piecewise smooth, ha…
The distortion of a curve is the supremum, taken over distinct pairs of points of the curve, of the ratio of arclength to spatial distance between the points. Gromov asked in 1981 whether a curve in every knot type can be constructed with distortion less than a universal constant C. Answering Gromov's question seems to…
Model compression has been introduced to reduce the required hardware resources while maintaining the model accuracy. Lots of techniques for model compression, such as pruning, quantization, and low-rank approximation, have been suggested along with different inference implementation characteristics. Adopting model com…
We construct 2-dimensional CAT(-1) groups which contain free subgroups with arbitrary iterated exponential distortion, and with distortion higher than any iterated exponential.
Study dynamic risk measures and performance indices using distortion functions.
problem Investigate time consistency of dynamic risk measures and performance indices generated by distortion functions.
method Analyze dynamic coherent risk measures (DCRMs) and dynamic weighted value at risk measures, proving their equivalence. Establish properties of families of DCRMs generated by distortion functions and define corresponding dynamic coherent acceptability indices (DCAIs). Examine time consistency of DCRMs and DCAIs.
result DCRM generated by distortion functions are sub-martingale time consistent but not super-martingale time consistent and not weakly acceptance time consistent.
In this paper, we compute the subgroup distortion of all finitely generated subgroups of all finitely generated 3-manifold groups, and the subgroup distortion in this case can only be linear, quadratic, exponential and double exponential. It turns out that the subgroup distortion of a subgroup of a 3-manifold group is …
The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing an additional mathematical property. For this, we introduce the notion of a conca…
Motivated by models of human decision making proposed to explain commonly observed deviations from conventional expected value preferences, we formulate two stochastic multi-armed bandit problems with distorted probabilities on the reward distributions: the classic K-armed bandit and the linearly parameterized bandit…