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.
New bounds for private learning of high-dimensional Gaussian distributions.
Random covers of hyperbolic surfaces follow a specific probability measure.
Study shows offline RL with partial coverage and weak function classes is possible.
Combines TSP and SC to solve real-world vaccine distribution.
Random square-tiled surfaces have normal genus distribution and cover all integer vectors.
Optimizes cover parameter in Mapper algorithm for better visualization.
Covered bonds are a specific example of senior secured debt. If the issuer of the bonds defaults the proceeds of the assets in the cover pool are used for their debt service. If in this situation the cover pool proceeds do not suffice for the debt service, the creditors of the bonds have recourse to the issuer's assets…
New insights show coverage conditions are crucial for efficient online reinforcement learning.
Eigenvalues of random hyperbolic surface covers converge to hyperbolic plane's.
Study smooth linear statistics on random covers of hyperbolic surfaces, showing central limit and variance results.
In this paper we presented a novel constructive approach for training deep neural networks using geometric approaches. We show that a topological covering can be used to define a class of distributed linear matrix inequalities, which in turn directly specify the shape and depth of a neural network architecture. The key…
The paper covers the new model of wage distribution in typical group of people. The model provides the opportunity to reparameterize applicable income distribution model: Pareto, logarithmically normal, logarithmically logistic, Dagum etc. The model ensures the graduation of Gini index values by polynomial degree of wa…
We give an explicit formula for the limiting gap distribution of slopes of saddle connections on the golden L, or any translation surface in its SL(2, R)-orbit, in particular the double pentagon. This is the first explicit computation of the distribution of gaps for a flat surface that is not a torus cover.
The Wasserstein metric is an important measure of distance between probability distributions, with applications in machine learning, statistics, probability theory, and data analysis. This paper provides upper and lower bounds on statistical minimax rates for the problem of estimating a probability distribution under W…
Following I. S. Krasilshchik and A. M. Vinogradov, we regard PDEs as infinite-dimensional manifolds with involutive distributions and consider their special morphisms called differential coverings, which include constructions like Lax pairs and Backlund transformations. We show that, similarly to usual coverings in top…
We give an asymptotic probabilistic real Riemann-Hurwitz formula computing the expected real ramification index of a random covering over the Riemann sphere. More generally, we study the asymptotic expected number and distribution of critical points of a random real Lefschetz pencil over a smooth real algebraic variety…
New algorithm reduces prediction error in online learning without knowing base measure.
Study of Alexander polynomials of torus knots and links, showing zeros equidistribute on unit circle.
CT compares two distributions using Bayes' theorem and chain rule.
We provide a differentially private algorithm for hypothesis selection. Given samples from an unknown probability distribution and a set of probability distributions , the goal is to output, in a -differentially private manner, a distribution from whose total variation di…
Method proposed for pricing insurance products covering both foreseeable and unforeseeable risks.
Standard adversarial training involves two agents, namely a generator and a discriminator, playing a mini-max game. However, even if the players converge to an equilibrium, the generator may only recover a part of the target data distribution, in a situation commonly referred to as mode collapse. In this work, we prese…
This paper reviews various sampling methods from statistics and machine learning.
We consider actions of Z^k, k \ge 2, by Anosov diffeomorphisms which are uniformly quasiconformal on each coarse Lyapunov distribution. These actions generalize Cartan actions for which coarse Lyapunov distributions are one-dimensional. We show that, under certain non-resonance assumptions on the Lyapunov exponents, a …
A new risk budgeting scheme derived from universal portfolio theory.
Study tackles distribution shift in combinatorial settings using matrix completion techniques.
Develops estimators for near-optimal linear regression under distribution shift.
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tr…
We introduce a new algorithm, called CDER, for supervised machine learning that merges the multi-scale geometric properties of Cover Trees with the information-theoretic properties of entropy. CDER applies to a training set of labeled pointclouds embedded in a common Euclidean space. If typical pointclouds correspondin…
JRFs improve semi-supervised learning by balancing generation and classification.
In this paper, we study the risk bounds for samples independently drawn from an infinitely divisible (ID) distribution. In particular, based on a martingale method, we develop two deviation inequalities for a sequence of random variables of an ID distribution with zero Gaussian component. By applying the deviation ineq…
Analytic torsion defined for rank 2 distributions on 5-manifolds.
Study covers of surfaces, showing types and properties.
Consider a family of portfolio strategies with the aim of achieving the asymptotic growth rate of the best one. The idea behind Cover's universal portfolio is to build a wealth-weighted average which can be viewed as a buy-and-hold portfolio of portfolios. When an optimal portfolio exists, the wealth-weighted average c…
Paper analyzes origami slope gaps and their distribution, finding a unique pattern.
We provide upper bounds of the expected Wasserstein distance between a probability measure and its empirical version, generalizing recent results for finite dimensional Euclidean spaces and bounded functional spaces. Such a generalization can cover Euclidean spaces with large dimensionality, with the optimal dependence…
A {\em solvable} cover of a graph is a regular cover whose covering transformation group is solvable. In this paper, we show that a solvable cover of a graph can be decomposed into layers of abelian covers, and also, a lift of a given automorphism of the base graph of a solvable cover can be decomposed into layers of l…
After showing that a covering space of surface bundles over factors as a `covering of fibers' followed by a `power covering', we prove that, for torus bundles, power coverings do not lower Heegaard genus, and that fiber coverings lower the genus only in special cases.
In "Rips complexes and covers in the uniform category" \cite{Rips} the authors define, following James \cite{J}, covering maps of uniform spaces and introduce the concept of generalized uniform covering maps. Conditions for the existence of universal uniform covering maps and generalized uniform covering maps are given…
Bayesian framework improves ML classification models' uncertainty estimates.
In this work, a statistical analysis of the distribution of daily fluctuations of the IPC, the Mexican Stock Market Index is presented. A sample of the IPC covering the 13-year period 04/19/1990 - 08/21/2003 was analyzed and the cumulative probability distribution of its daily logarithmic variations studied. Results sh…
A foliation of a manifold M is called R-covered if its lift to the universal cover of M has space of leaves R. We show that there are many graph manifolds which admit taut foliations, but which do not admit any R-covered foliations. On the other hand, we show that these manifolds all have finite covers admitting R-cove…
COS method convergence conditions expanded for heavy-tailed distributions.
The paper studies which branched covers can be lifted to braided embeddings.
We discuss construction of coverings of the unit ball of a finite dimensional Banach space. The well known technique of comparing volumes gives upper and lower bounds on covering numbers. This technique does not provide a construction of good coverings. Here we apply incoherent dictionaries for construction of good cov…
Importance sampling has been known as a powerful tool to reduce the variance of Monte Carlo estimator for rare event simulation. Based on the criterion of minimizing the variance of Monte Carlo estimator within a parametric family, we propose a general account for finding the optimal tilting measure. To this end, when …
We investigate the shape of the Italian personal income distribution using microdata from the Survey on Household Income and Wealth, made publicly available by the Bank of Italy for the years 1977--2002. We find that the upper tail of the distribution is consistent with a Pareto-power law type distribution, while the r…
The paper details folding of branched covers of the 3-sphere over knots.