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.
ViewFool identifies adversarial viewpoints to test image recognition robustness.
Risk measures applied to dynamic Markov processes with varying risk aversion.
Generative Adversarial Networks (GANs) were intuitively and attractively explained under the perspective of game theory, wherein two involving parties are a discriminator and a generator. In this game, the task of the discriminator is to discriminate the real and generated (i.e., fake) data, whilst the task of the gene…
There are multiple sides to every story, and while statistical topic models have been highly successful at topically summarizing the stories in corpora of text documents, they do not explicitly address the issue of learning the different sides, the viewpoints, expressed in the documents. In this paper, we show how thes…
Novel algorithms for entropic optimal transport from an optimisation perspective.
In this paper we study the sub-Finsler geometry as a time-optimal control problem. In particular, we consider non-smooth and non-strictly convex sub-Finsler structures associated with the Heisenberg, Grushin, and Martinet distributions. Motivated by problems in geometric group theory, we characterize extremal curves, d…
The notion of a parallelizable distribution has been introduced and investigated. A non-integrable parallelizable distribution carries a natural sub-Riemannian structure. The geometry of this structure has been studied from the bi-viewpoint of absolute parallelism geometry and sub-Riemannian geometry. Two remarkable li…
Study of focal-entropy for class-imbalanced classification.
Unified techniques improve stability and replicability in changing data.
AR-GANs learn depth and DoF from unlabeled images using aperture rendering and focus cues.
We propose a novel algebraic framework for treating probability distributions represented by their cumulants such as the mean and covariance matrix. As an example, we consider the unsupervised learning problem of finding the subspace on which several probability distributions agree. Instead of minimizing an objective f…
The paper geometrically characterizes graded manifolds and proves the Frobenius theorem.
This paper improves SGMs by using a predictor-corrector scheme to converge faster.
In this paper we construct two groupoids from morphisms of groupoids, with one from a categorical viewpoint and the other from a geometric viewpoint. We show that for each pair of groupoids, the two kinds of groupoids of morphisms are equivalent. Then we study the automorphism groupoid of a groupoid.
The quantum cohomology of CP^1 provides a distinguished solution of the third Painleve equation. S. Cecotti and C. Vafa discovered this from a physical viewpoint. We derive it from a differential geometric viewpoint, using the theory of harmonic maps and in particular the generalized Weierstrass representation (DPW rep…
Unified approach to Bayesian inference with guarantees on covariance matrices.
We present a probabilistic viewpoint to multiple kernel learning unifying well-known regularised risk approaches and recent advances in approximate Bayesian inference relaxations. The framework proposes a general objective function suitable for regression, robust regression and classification that is lower bound of the…
In this paper we present an interacting-agent model of stock markets. We describe a stock market through an Ising-like model in order to formulate the tendency of traders getting to be influenced by the other traders' investment attitudes [1], and formulate the traders' decision-making regarding investment as the maxim…
We study the problem of robustly estimating the posterior distribution for the setting where observed data can be contaminated with potentially adversarial outliers. We propose Rob-ULA, a robust variant of the Unadjusted Langevin Algorithm (ULA), and provide a finite-sample analysis of its sampling distribution. In par…
We propose a simple probabilistic model to explain the spatial structure of the rent distribution of housing market in city of Sapporo. Here we modify the mathematical model proposed by Gauvin et. al. Especially, we consider the competition between two distances, namely, the distance between house and center, and the d…
Recent progress in deep generative models has led to tremendous breakthroughs in image generation. However, while existing models can synthesize photorealistic images, they lack an understanding of our underlying 3D world. We present a new generative model, Visual Object Networks (VON), synthesizing natural images of o…
New approach to machine learning optimization using distribution space.
This paper tackles catastrophic forgetting in neural networks by providing a unified framework for regularization-based continual learning.
We consider a triality between the Zermelo navigation problem, the geodesic flow on a Finslerian geometry of Randers type, and spacetimes in one dimension higher admitting a timelike conformal Killing vector field. From the latter viewpoint, the data of the Zermelo problem are encoded in a (conformally) Painleve-Gullst…
Rough volatility models are becoming increasingly popular in quantitative finance. In this framework, one considers that the behavior of the log-volatility process of a financial asset is close to that of a fractional Brownian motion with Hurst parameter around 0.1. Motivated by this, we wish to define a natural and re…
The paper extends a geometric model using singular curves.
Study invariant connections on multivariate Gaussian distributions.
We describe a method to classify crystallographic tilings of the Euclidean and hyperbolic planes by tiles whose stabiliser group contains translation isometries or whose topology is not that of a closed disk. We tackle this problem from two different viewpoints, one with constructive techniques to enumerate such tiling…
This paper first presents a theory for generative adversarial methods that does not rely on the traditional minimax formulation. It shows that with a strong discriminator, a good generator can be learned so that the KL divergence between the distributions of real data and generated data improves after each functional g…
In an informal way, a number of thoughts on the financial crisis 2008 are presented from a physicist's viewpoint, considering the problem as a nonergodicity transition of a spin-glass type of system. Some tentative suggestions concerning the way out of the crisis are also discussed, concerning Keynesian "deficit spendi…
I use harmonic maps and minimal surfaces to study quadratic equations in groups.
Bayesian inference problems require sampling or approximating high-dimensional probability distributions. The focus of this paper is on the recently introduced Stein variational gradient descent methodology, a class of algorithms that rely on iterated steepest descent steps with respect to a reproducing kernel Hilbert …
In order to study the phenomenon in detail that income distribution follows Pareto law, we analyze the database of high income companies in Japan. We find a quantitative relation between the average capital of the companies and the Pareto index. The larger the average capital becomes, the smaller the Pareto index becom…
Modern Internet services, such as those at Google, Yahoo!, and Amazon, handle billions of requests per day on clusters of thousands of computers. Because these services operate under strict performance requirements, a statistical understanding of their performance is of great practical interest. Such services are model…
In multi-instance (MI) learning, each object (bag) consists of multiple feature vectors (instances), and is most commonly regarded as a set of points in a multidimensional space. A different viewpoint is that the instances are realisations of random vectors with corresponding probability distribution, and that a bag is…
Currently, machine learning plays an important role in the lives and individual activities of numerous people. Accordingly, it has become necessary to design machine learning algorithms to ensure that discrimination, biased views, or unfair treatment do not result from decision making or predictions made via machine le…
We explore the perspective of a bug living on the two-dimensional surface of a polyhedron. Images of various kinds of effects like lensing and cloaking are shown via color pictures of three viewpoints: the first person perspective of the bug, a map of the bug's viewpoint, and a look at the bug on the embedded polyhedro…
We offer a graphical interpretation of unfairness in a dataset as the presence of an unfair causal path in the causal Bayesian network representing the data-generation mechanism. We use this viewpoint to revisit the recent debate surrounding the COMPAS pretrial risk assessment tool and, more generally, to point out tha…
The change of numeraire gives very important computational simplification in option pricing. This technique reduces the number of sources of risks that need to be accounted for and so it is useful in pricing complicated derivatives that have several sources of risks. In this article, we considered the underlying mathem…
Motivated by the gap between theoretical optimal approximation rates of deep neural networks (DNNs) and the accuracy realized in practice, we seek to improve the training of DNNs. The adoption of an adaptive basis viewpoint of DNNs leads to novel initializations and a hybrid least squares/gradient descent optimizer. We…
In 1929, Paul Funk and Ludwig Berwald gave a characterization of Hilbert geometries from the Finslerian viewpoint. They showed that a smooth Finsler metric in a convex bounded domain of is the Hilbert geometry in that domain if and only if it is complete, if its geodesics are straight lines and if its fl…
We introduce the warping matrix which is a new description of oriented knots from a viewpoint of warping degree.
We survey the analogy between Kleinian groups and subgroups of the mapping class group of a surface.
The purpose of this article is to present the theory of higher order connections on vector bundles from a viewpoint inspired by projective differential geometry.
Study optimizes step size for Metropolis algorithm in non-identifiable cases.
Private KL distribution estimation improved with instance-optimality.
The wave equation (free boson) problem is studied from the viewpoint of the relations on the symplectic manifolds associated to the boundary induced by solutions. Unexpectedly there is still something to say on this simple, well-studied problem. In particular, boundaries which do not allow for a meaningful Hamiltonian …
This paper focuses on a class of linear Hawkes processes with general immigrants. These are counting processes with shot noise intensity, including self-excited and externally excited patterns. For such processes, we introduce the concept of age pyramid which evolves according to immigration and births. The virtue if t…