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.
Mini-batch optimization has proven to be a powerful paradigm for large-scale learning. However, the state of the art parallel mini-batch algorithms assume synchronous operation or cyclic update orders. When worker nodes are heterogeneous (due to different computational capabilities or different communication delays), s…
A nonpolycyclic nilpotent-by-cyclic group Gamma can be expressed as the HNN extension of a finitely-generated nilpotent group N. The first main result is that quasi-isometric nilpotent-by-cyclic groups are HNN extensions of quasi-isometric nilpotent groups. The nonsurjective injection defining such an extension induces…
This paper characterizes the equilibrium in a continuous time financial market populated by heterogeneous agents who differ in their rate of relative risk aversion and face convex portfolio constraints. The model is studied in an application to margin constraints and found to match real world observations about financi…
The posteriors over neural network weights are high dimensional and multimodal. Each mode typically characterizes a meaningfully different representation of the data. We develop Cyclical Stochastic Gradient MCMC (SG-MCMC) to automatically explore such distributions. In particular, we propose a cyclical stepsize schedul…
Gaussian Belief Propagation (BP) algorithm is one of the most important distributed algorithms in signal processing and statistical learning involving Markov networks. It is well known that the algorithm correctly computes marginal density functions from a high dimensional joint density function over a Markov network i…
Deep neural networks are typically trained by optimizing a loss function with an SGD variant, in conjunction with a decaying learning rate, until convergence. We show that simple averaging of multiple points along the trajectory of SGD, with a cyclical or constant learning rate, leads to better generalization than conv…
We consider convex SGD updates with a block-cyclic structure, i.e. where each cycle consists of a small number of blocks, each with many samples from a possibly different, block-specific, distribution. This situation arises, e.g., in Federated Learning where the mobile devices available for updates at different times d…
The proximal inertial gradient descent is efficient for the composite minimization and applicable for broad of machine learning problems. In this paper, we revisit the computational complexity of this algorithm and present other novel results, especially on the convergence rates of the objective function values. The no…
In this paper we study the connections between cyclic presentations of groups and branched cyclic coverings of (1,1)-knots. In particular, we prove that every n-fold strongly-cyclic branched covering of a (1,1)-knot admits a cyclic presentation for the fundamental group encoded by a Heegaard diagram of genus n.
Deep learning models have become state of the art for natural language processing (NLP) tasks, however deploying these models in production system poses significant memory constraints. Existing compression methods are either lossy or introduce significant latency. We propose a compression method that leverages low rank…
We analyse four consecutive cycles observed in the USA for employment and inflation. They are driven by three oil price shocks and an intended interest rate shock. Non-linear coupling between the rate equations for consumer products as prey and consumers as predators provides the required instability, but its natural d…
We study the connections among the mapping class group of the twice punctured torus, the cyclic branched coverings of (1,1)-knots and the cyclic presentations of groups. We give the necessary and sufficient conditions for the existence and uniqueness of the n-fold strongly-cyclic branched coverings of (1,1)-knots, thro…
New cyclicity measures defined in weighted Besov spaces, with stability and geometric analysis.
problem Characterizing cyclicity in weighted Besov spaces.
method Defining cyclicity indices based on potential theory and capacity, studying stability under perturbations, and linking zero set structure to cyclicity.
result Novel invariants and conditions for cyclicity in various function spaces.
The method of block coordinate gradient descent (BCD) has been a powerful method for large-scale optimization. This paper considers the BCD method that successively updates a series of blocks selected according to a Markov chain. This kind of block selection is neither i.i.d. random nor cyclic. On the other hand, it is…
We refine the cyclic cohomological apparatus for computing the Hopf cyclic cohomology of the Hopf algebras associated to infinite primitive Cartan-Lie pseudogroups, and for the transfer of their characteristic classes to foliations. The main novel feature is the precise identification as a Hopf cyclic complex of the im…
In this paper, we study quandles of cyclic type, which form a particular subclass of finite quandles. The main result of this paper describes the set of isomorphism classes of quandles of cyclic type in terms of certain cyclic permutations. By using our description, we give a direct classification of quandles of cyclic…
In spin geometry, traceless cyclic homogeneous Riemannian manifolds equipped with a homogeneous spin structure can be viewed as the simplest manifolds after Riemannian symmetric spin spaces. In this paper, we give some characterizations and properties of cyclic and traceless cyclic homogeneous Riemannian manifolds and …