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 consider the problem of learning a high-dimensional but low-rank matrix from a large-scale dataset distributed over several machines, where low-rankness is enforced by a convex trace norm constraint. We propose DFW-Trace, a distributed Frank-Wolfe algorithm which leverages the low-rank structure of its updates to ac…
We provide rigorous guarantees on learning with the weighted trace-norm under arbitrary sampling distributions. We show that the standard weighted trace-norm might fail when the sampling distribution is not a product distribution (i.e. when row and column indexes are not selected independently), present a corrected var…
We prove the analogue of Weyl's law for a noncommutative Riemannian manifold, namely the noncommutative two torus Tθ2 equipped with a general translation invariant conformal structure and a Weyl conformal factor. This is achieved by studying the asymptotic distribution of the eigenvalues of the perturbed L…
We study a "div-grad type" sub-Laplacian with respect to a smooth measure and its associated heat semigroup on a compact equiregular sub-Riemannian manifold. We prove a short time asymptotic expansion of the heat trace up to any order. Our main result holds true for any smooth measure on the manifold, but it has a spec…
Trace norm regularization is a popular method of multitask learning. We give excess risk bounds with explicit dependence on the number of tasks, the number of examples per task and properties of the data distribution. The bounds are independent of the dimension of the input space, which may be infinite as in the case o…
This is a continuation of our previous work arXiv:1601.05617 on trace and inverse trace of Steklov eigenvalues. More new inequalities for the trace and inverse trace of Steklov eigenvalues are obtained.
SHMM models human mobility from GPS and text data, overcoming text sparsity.
problem Modeling human mobility from semantic trace data, especially addressing text sparsity.
method SHMM is a multi-modal spherical hidden Markov model that jointly models location, time, and text embeddings on a unit sphere using vMF distribution.
result SHMM outperforms state-of-the-art models in next location prediction and has lower training cost.
A general approach to proving that the length spectrum of a compact Riemannian manifold is an invariant of the Laplace spectrum comes from considering the wave trace, a spectrally determined tempered distribution. The Poisson relation states that the singularities of the wave trace can only occur at lengths of closed g…
A promising class of generative models maps points from a simple distribution to a complex distribution through an invertible neural network. Likelihood-based training of these models requires restricting their architectures to allow cheap computation of Jacobian determinants. Alternatively, the Jacobian trace can be u…
We derive a formula for the regularized trace of operators with compact spectrum which act on the space of square integrable functions on the quotient of a semisimple Liegroup of real rank one by a convex-cocompact subgroup. The sum of normalized orbital integrals associated to the hyperbolic conjugacy classes of this …
Consider a Riemannian symmetric space X=G/K of non-compact type, where G denotes a connected, real, semi-simple Lie group with finite center, and K a maximal compact subgroup of G. Let X be its Oshima compactification, and (π,C(X)) the regular representation of G on $\widet…
In this paper, we obtain some new estimates for the trace and inverse trace of Steklov eigenvalues. The estimates generalize some previous results of Hersch-Payne-Schiffer , Brock}, Raulot-Savo and Dittmar.
In many environments only a tiny subset of all states yield high reward. In these cases, few of the interactions with the environment provide a relevant learning signal. Hence, we may want to preferentially train on those high-reward states and the probable trajectories leading to them. To this end, we advocate for the…
This paper proposes a methodology for host-based anomaly detection using a semi-supervised algorithm namely one-class classifier combined with a PCA-based feature extraction technique called Eigentraces on system call trace data. The one-class classification is based on generating a set of artificial data using a refer…
Recently, in order to explore the mechanism behind wealth or income distribution, several models have been proposed by applying principles of statistical mechanics. These models share some characteristics, such as consisting of a group of individual agents, a pile of money and a specific trading rule. Whatever the trad…
We trace the initiative by Professor Meghnad Saha to develop a (statistical) physics model of market economy and his search for the mechanism to constrain the entropy maximized width of the income distribution in a society such that the spread of inequality can be minimized.
This paper investigates the strength of the trace field as a commensurability invariant of hyperbolic 3-manifolds. We construct an infinite family of two-component hyperbolic link complements which are pairwise incommensurable and have the same trace field, and infinitely many 1-cusped finite volume hyperbolic 3-manifo…
We give axioms which characterize the local Reidemeister trace for orientable differentiable manifolds. The local Reidemeister trace in fixed point theory is already known, and we provide both uniqueness and existence results for the local Reidemeister trace in coincidence theory.
We study new invariants of elliptic partial differential operators acting on sections of a vector bundle over a closed Riemannian manifold that we call the relativistic heat trace and the quantum heat traces. We obtain some reduction formulas expressing these new invariants in terms of some integral transforms of the u…