arXiv research

Dropout improves regularization in flexible models for rare features.

New invariants from quantum group theory for hyperbolic 3-manifolds.

An online reinforcement learning algorithm is anytime if it does not need to know in advance the horizon T of the experiment. A well-known technique to obtain an anytime algorithm from any non-anytime algorithm is the "Doubling Trick". In the context of adversarial or stochastic multi-armed bandits, the performance of …

We introduce the class of perturbed right-angled Artin groups. These are constructed by gluing Bieri double groups into standard right-angled Artin groups. As a first application of this construction we obtain families of CAT(0) groups containing finitely presented subgroups which are not of type $\mathrm{FP}_3$, and h…

Study of double complexes on Iwasawa manifold yields 3 isomorphism types.

We prove the existence of an abundance of new Einstein metrics on odd dimensional spheres including exotic spheres, many of them depending on continuous parameters. The number of families as well as the number of parameter grows double exponentially with the dimension. Our method of proof uses Brieskorn-Pham singularit…

Analyzing historical data of price indices we find an extraordinary growth phenomenon in several examples of hyper-inflation in which price changes are approximated nicely by double-exponential functions of time. In order to explain such behavior we introduce the general coarse-graining technique in physics, the Monte …

News might trigger jump arrivals in financial time series. The "bad" and "good" news seems to have distinct impact. In the research, a double exponential jump distribution is applied to model downward and upward jumps. Bayesian double exponential jump-diffusion model is proposed. Theorems stated in the paper enable est…

Space exploration technology advances exponentially, consistent with Moore's and Wright's laws.

Paper introduces kernel deformed exponential families for sparse continuous attention.

A technique to calculate the colored Jones polynomials of satellite knots, illustrated by the Whitehead doubles of knots, is presented. Then we prove the volume conjecture for Whitehead doubles of a family of torus knots and show some interesting observations.

This paper deals with the evaluation of double line integrals of the squared exponential covariance function. We propose a new approach in which the double integral is reduced to a single integral using the error function. This single integral is then computed with efficiently implemented numerical techniques. The perf…

Exponential family distributions are highly useful in machine learning since their calculation can be performed efficiently through natural parameters. The exponential family has recently been extended to the t-exponential family, which contains Student-t distributions as family members and thus allows us to handle noi…

The study explores generalized divergences and exponential families with a focus on sufficient conditions and laws of large numbers.

Generalizes moment-matching for exponential families with conditioning or hidden data.

We introduce a stochastic model to explain a double power-law distribution which exhibits two different Paretian behaviors in the upper and the lower tail and widely exists in social and economic systems. The model incorporates fitness consideration and noise fluctuation. We find that if the number of variables (e.g. t…

In this paper, the survival function of waiting times between orders and the corresponding trades in a double-auction market is studied both by means of experiments and of empirical data. It turns out that, already at the level of order durations, the survival function cannot be represented by a single exponential, thu…

Correspondence found between exponential families and affine Grassmannians.

An elementary proof found for the double bubble problem in a specific norm.

In this short paper, in order to price occupation-time options, such as (double-barrier) step options and quantile options, we derive various joint distributions of a mixed-exponential jump-diffusion process and its occupation times of intervals.

We provide a classification of graphical models according to their representation as subfamilies of exponential families. Undirected graphical models with no hidden variables are linear exponential families (LEFs), directed acyclic graphical models and chain graphs with no hidden variables, including Bayesian networks …

Constructing exponential families from statistical manifolds.

Thompson Sampling has been demonstrated in many complex bandit models, however the theoretical guarantees available for the parametric multi-armed bandit are still limited to the Bernoulli case. Here we extend them by proving asymptotic optimality of the algorithm using the Jeffreys prior for 1-dimensional exponential …

New Thompson sampling algorithm reduces regret for exponential family bandits.

Moment polytope of toric exponential families is a projection of a simplex.

We develop a method to show the fundamental group of the double branched covering of a link is not left-orderable by introducing the notion of the coarse presentation. As in the usual group presentations, a coarse presentation is given by a set of generators and relations, but inequalities are allowed as relations. By …

We study online learning under logarithmic loss with regular parametric models. Hedayati and Bartlett (2012b) showed that a Bayesian prediction strategy with Jeffreys prior and sequential normalized maximum likelihood (SNML) coincide and are optimal if and only if the latter is exchangeable, and if and only if the opti…

If financial markets displayed the informational efficiency postulated in the efficient markets hypothesis (EMH), arbitrage operations would be self-extinguishing. The present paper considers arbitrage sequences in foreign exchange (FX) markets, in which trading platforms and information are fragmented. In Kozyakin et …

We propose a novel approach for density estimation with exponential families for the case when the true density may not fall within the chosen family. Our approach augments the sufficient statistics with features designed to accumulate probability mass in the neighborhood of the observed points, resulting in a non-para…

The versatility of exponential families, along with their attendant convexity properties, make them a popular and effective statistical model. A central issue is learning these models in high-dimensions, such as when there is some sparsity pattern of the optimal parameter. This work characterizes a certain strong conve…

New insights into natural exponential families improve regret bounds for bandit problems.

Study extra-special quotients of surface braid groups and construct double Kodaira fibrations.

The tetrus is a sort of big brother to the tripus, W.P. Thurston's example of a compact hyperbolic 3-manifold with totally geodesic boundary. We describe a sixfold cover of the double of the tetrus, itself a double, which fibers over the circle with fiber a closed surface of genus 19. We also record arithmeticity of th…

We study the exponential map of connected symmetric spaces and characterize, in terms of midpoints and of infinitesimal conditions, when it is a diffeomorphism, generalizing the Dixmier-Saito theorem for solvable Lie groups. We then give a geometric characterization of the (strongly) exponential solvable symmetric spac…

Extends likelihood ratio exponential families to analyze various optimization methods.

The paper introduces a new method for graph embedding using exponential family distributions.

Efficient method for learning continuous exponential families beyond Gaussian.

EFDA extends LDA to non-Gaussian models using exponential families.

Study on connection points on double regular polygons, providing coordinates and proving non-connection points.

Hexagonal norm double bubble problem solved with minimal configurations.

New bounds for score matching in polynomial exponential families.

Exponential family extensions of principal component analysis (EPCA) have received a considerable amount of attention in recent years, demonstrating the growing need for basic modeling tools that do not assume the squared loss or Gaussian distribution. We extend the EPCA model toolbox by presenting the first exponentia…

In this paper, we compute the subgroup distortion of all finitely generated subgroups of all finitely generated 3-manifold groups, and the subgroup distortion in this case can only be linear, quadratic, exponential and double exponential. It turns out that the subgroup distortion of a subgroup of a 3-manifold group is …

Study volume conjecture for links with multiple hyperbolic pieces.

The model outperforms other models in option pricing, especially for short-term implied volatility.

New hyperbolic manifolds show exponential homology torsion growth.

Improves variational inference for sparse models using mixtures of exponential families.

Let $g \colon S \looparrowright N$ be a properly immersed $π_1$--injective surface in a non-geometric $3$--manifold $N$. We compute the distortion of $π_1(S)$ in $π_1(N)$ and show that how it is related to separability of $π_1(S)$ in $π_1(N)$. The only possibility of the distortion is linear, quadratic, exponential, an…