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 paper proposes a method to learn Bayesian networks with low rank conditional probability tables.
We present a novel approach for estimating conditional probability tables, based on a joint, rather than independent, estimate of the conditional distributions belonging to the same table. We derive exact analytical expressions for the estimators and we analyse their properties both analytically and via simulation. We …
A major problem for the learning of Bayesian networks (BNs) is the exponential number of parameters needed for conditional probability tables. Recent research reduces this complexity by modeling local structure in the probability tables. We examine the use of log-linear local models. While log-linear models in this con…
Revisit Fenn's table theorem from a differential-topological perspective.
We study two-layer belief networks of binary random variables in which the conditional probabilities Pr[childlparents] depend monotonically on weighted sums of the parents. In large networks where exact probabilistic inference is intractable, we show how to compute upper and lower bounds on many probabilities of intere…
The paper proves geometric properties of square tables and saddle surfaces.
CTSyn generates high-quality synthetic tabular data.
Two ML approaches compare in recognizing tables from historical records.
Bounds derived for contract values in life insurance with financial market interaction.
In a previous work, the first and third authors studied a random knot model for all two-bridge knots using billiard table diagrams. Here we present a closed formula for the distribution of the crossing numbers of such random knots. We also show that the probability of any given knot appearing in this model decays to ze…
In this article, I will present a paradox whose purpose is to draw your attention to an important topic in finance, concerning the non-independence of the financial returns (non-ergodic hypothesis). In this paradox, we have two people sitting at a table separated by a black sheet so that they cannot see each other and …
Compactness proven for isospectral Birkhoff billiard tables.
Neural topic models improve topic discovery in large corpora.
Study detects synthetic tabular data across different tables.
Proves a generalized table theorem for odd Euler characteristic surfaces.
We describe a high performance parallel implementation of a derivative pricing model, within which we introduce a new parallel method for the calibration of the industry standard SABR (stochastic-αβρ) stochastic volatility model using three strike inputs. SABR calibration involves a non-linear three dimensional minimis…
Constrained sequence codes have been widely used in modern communication and data storage systems. Sequences encoded with constrained sequence codes satisfy constraints imposed by the physical channel, hence enabling efficient and reliable transmission of coded symbols. Traditional encoding and decoding of constrained …
Upper bounds for surface-links in the Yoshikawa table are estimated.
In this paper a quantitative analysis of the ruin probability in finite time of discrete risk process with proportional reinsurance and investment of finance surplus is focused on. It is assumed that the total loss on a unit interval has a light-tailed distribution -- exponential distribution and a heavy-tailed distrib…
This paper compiles and calculates triple point numbers for surface-links in Yoshikawa's table.
Machine learning speeds up search procedures for sorted tables.
Many poker systems, whether created with heuristics or machine learning, rely on the probability of winning as a key input. However calculating the precise probability using combinatorics is an intractable problem, so instead we approximate it. Monte Carlo simulation is an effective technique that can be used to approx…
Machine learning recreates the periodic table from element properties.
Method finds differential equations for integrable billiard tables.
We use the Chebyshev knot diagram model of Koseleff and Pecker in order to introduce a random knot diagram model by assigning the crossings to be positive or negative uniformly at random. We give a formula for the probability of choosing a knot at random among all knots with bridge index at most 2. Restricted to this c…
Billiard trajectories and geodesics are closely related geometrically.
Deep RL controls anesthesia more accurately than traditional methods.
This document contains tables with the classification of prehomogeneous modules for reductive algebraic groups with up to two simple factors due to Sato, Kimura and many others, as well as corresponding tables of the étale modules appearing in this list, determined by the author. It is intended as a convenient referenc…
BiN normalizes financial time-series for better forecasting.
Descriptive titles provide crucial context for interpreting tables that are extracted from web pages and are a key component of table-based web applications. Prior approaches have attempted to produce titles by selecting existing text snippets associated with the table. These approaches, however, are limited by their d…
This note corrects errors in Hatcher and Oertel's table of boundary slopes of Montesinos knots which have projections with 10 or fewer crossings.
In this paper we examine a novel addition to the known methods for learning Bayesian networks from data that improves the quality of the learned networks. Our approach explicitly represents and learns the local structure in the conditional probability tables (CPTs), that quantify these networks. This increases the spac…
Method combines clustering and matrix completion for missing data in I/O tables.
TableQnA answers web queries about lists and superlatives from HTML tables.
Proposes -table for statistical SHAP explanations in regression models.
Generative adversarial networks (GANs) implicitly learn the probability distribution of a dataset and can draw samples from the distribution. This paper presents, Tabular GAN (TGAN), a generative adversarial network which can generate tabular data like medical or educational records. Using the power of deep neural netw…
We introduce a dynamic generative model, Bayesian allocation model (BAM), which establishes explicit connections between nonnegative tensor factorization (NTF), graphical models of discrete probability distributions and their Bayesian extensions, and the topic models such as the latent Dirichlet allocation. BAM is base…
An explicit solution found for maximizing/minimizing agreement in a 2x2 table.
In this paper, we study the information-theoretic limits of learning the structure of Bayesian networks (BNs), on discrete as well as continuous random variables, from a finite number of samples. We show that the minimum number of samples required by any procedure to recover the correct structure grows as and $Ω…
Latent variable models are an elegant framework for capturing rich probabilistic dependencies in many applications. However, current approaches typically parametrize these models using conditional probability tables, and learning relies predominantly on local search heuristics such as Expectation Maximization. Using te…
We give a complete characterization of the relationship between the shape of a Euclidean polygon and the symbolic dynamics of its billiard flow. We prove that the only pairs of tables that can have the same bounce spectrum are right-angled tables that differ by an affine map. The main tool is a new theorem that establi…
Stable topological summary captures evolving dependency structure in dynamic Bayesian networks.
To study embeddings of tangles in knots, we use quandle cocycle invariants. Computations are carried out for the tables of knots and tangles, to investigate which tangles may or may not embed in knots in the tables.
Robotic table tennis learns efficient policies to return balls at 100Hz.
Open problem: Establishing bounds for Cayley-table completion to discover discrete algorithmic axioms.
Improved method for encoding contingency tables reduces mutual information bias.
Enumerated all genus two handlebody-knots with seven crossings.
Study estimates and predicts dynamic traffic OD flows for improved DTA models.