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.
Bayesian design improves by reducing policy training cost.
Periodic Double Auctions (PDAs) are commonly used in the real world for trading, e.g. in stock markets to determine stock opening prices, and energy markets to trade energy in order to balance net demand in smart grids, involving trillions of dollars in the process. A bidder, participating in such PDAs, has to plan for…
Many machine learning tasks can be formulated in terms of predicting structured outputs. In frameworks such as the structured support vector machine (SVM-Struct) and the structured perceptron, discriminative functions are learned by iteratively applying efficient maximum a posteriori (MAP) decoding. However, maximum li…
Conditional density estimation generalizes regression by modeling a full density f(yjx) rather than only the expected value E(yjx). This is important for many tasks, including handling multi-modality and generating prediction intervals. Though fundamental and widely applicable, nonparametric conditional density estimat…
Bayesian inference for models that have an intractable partition function is known as a doubly intractable problem, where standard Monte Carlo methods are not applicable. The past decade has seen the development of auxiliary variable Monte Carlo techniques (Møller et al., 2006; Murray et al., 2006) for tackling this pr…
We propose to execute deep neural networks (DNNs) with dynamic and sparse graph (DSG) structure for compressive memory and accelerative execution during both training and inference. The great success of DNNs motivates the pursuing of lightweight models for the deployment onto embedded devices. However, most of the prev…
A new method improves inference for complex Bayesian models.
Bayesian inference uses Stein discrepancy for robustness in intractable likelihoods.
A Klein surface is a surface with a dianalytic structure. A double of a Klein surface is a Klein surface such that there is a degree two morphism (of Klein surfaces) . There are many doubles of a given Klein surface and among them the so-called natural doubles which are: the complex double, the …
Two-Timescale EM Methods improve EM for nonconvex models.
New method learns low-dimensional representations of AI-generated treatments.
We investigate the adaptive robust control framework for portfolio optimization and loss-based hedging under drift and volatility uncertainty. Adaptive robust problems offer many advantages but require handling a double optimization problem (infimum over market measures, supremum over the control) at each instance. Mor…
We define a general notion of abstract double Lie algebroid. We show (1) that the double Lie algebroid of a double Lie groupoid is a double Lie algebroid in this sense; (2) that the double cotangent constructed from Lie algebroid structures on a vector bundle A and its dual A* is a double Lie algebroid if and only if (…
The word `double' was used by Ehresmann to mean `an object X in the category of all X'. Double categories, double groupoids and double vector bundles are instances, but the notion of Lie algebroid cannot readily be doubled in the Ehresmann sense, since a Lie algebroid bracket cannot be defined diagrammatically. In this…
Develops a new Bayesian inference method for discrete data.
We define double principal bundles (DPBs), for which the frame bundle of a double vector bundle, double Lie groups and double homogeneous spaces are basic examples. It is shown that a double vector bundle can be realized as the associated bundle of its frame bundle. Also dual structures, gauge transformations and conne…
Generalizes Hecke algebra for double torus, linking to skein algebra.
Efficient Bayesian decision-making with intractable likelihoods.
Introduces Poisson double algebroids and their relation to Lie 2-bialgebras.
Survey of global geometry for double field theory.
This paper establishes an equivalence between transitive double Lie algebroids and core diagrams.
This paper considers the robust and efficient implementation of Gaussian process regression with a Student-t observation model. The challenge with the Student-t model is the analytically intractable inference which is why several approximative methods have been proposed. The expectation propagation (EP) has been found …
We define an abstract notion of double Lie algebroid, which includes as particular cases: (1) the double Lie algebroid of a double Lie groupoid in the sense of the author, such as the iterated tangent bundle of an ordinary manifold, and various iterated tangent/cotangent constructions in symplectic and Poisson geometry…
We develop new algebraic methods refining the Witt group of linking forms and Ranicki's torsion algebraic L-groups into double Witt groups and double L-groups. At each prime ideal of the underlying ring, our double Witt groups capture infinitely many more integral signatures of the linking form than the single Witt gro…
Develops algorithm to differentiate Metropolis-Hastings for optimization.
A theory of double affine and special double affine bundles, i.e. differential manifolds with two compatible (special) affine bundle structures, is developed as an affine counterpart of the theory of double vector bundles. The motivation and basic examples come from Analytical Mechanics, where double affine bundles hav…
Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
We show that if K is any knot whose Ozsvath-Szabo concordance invariant tau(K) is positive, the all-positive Whitehead double of any iterated Bing double of K is topologically but not smoothly slice. We also show that the all-positive Whitehead double of any iterated Bing double of the Hopf link (e.g., the all-positive…
A large number of statistical models are "doubly-intractable": the likelihood normalising term, which is a function of the model parameters, is intractable, as well as the marginal likelihood (model evidence). This means that standard inference techniques to sample from the posterior, such as Markov chain Monte Carlo (…
For compact real manifolds, a new double conformal invariant is constructed using the Wodzicki residue and the operator in the framework of Connes. In the flat case, we compute this double conformal invariant, and in some special cases, we also compute this double conformal invariants. For complex manifolds, a new …
Paper proposes nested MLMC for SNPE with intractable likelihoods.
We complete the construction of the double Lie algebroid of a double Lie groupoid begun in the first paper of this title. We show that the Lie algebroid structure of an LA--groupoid may be prolonged to the Lie algebroid of its Lie groupoid structure; in the case of a double groupoid this prolonged structure for either …
Investor maximizes utility from an unknown claim using robust optimization.
LA-Courant algebroids link double Lie bialgebroids via Manin triples.
Study on Whitehead doubles and their sliceness properties.
Double-well transitions are stiffer than minimal surfaces.
Generative Bayesian Filtering improves inference in complex models without explicit density evaluations.
A new MCMC method for GPs tackles computational burden and intractable likelihoods.
We provide criteria ensuring that a tunnel number one knot is not determined by its double branched cover, in the sense that the double branched cover is also the double branched cover of a knot not equivalent to .
Double descent phenomenon explained in simple terms.
Characterizes a specific type of Courant algebroid with a Calabi-Yau structure.
Double Lie algebroids were discovered by Kirill Mackenzie from the study of double Lie groupoids and were defined in terms of rather complicated conditions making use of duality theory for Lie algebroids and double vector bundles. In this paper we establish a simple alternative characterization of double Lie algebroids…
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…
Many tasks require finding groups of elements in a matrix of numbers, symbols or class likelihoods. One approach is to use efficient bi- or tri-linear factorization techniques including PCA, ICA, sparse matrix factorization and plaid analysis. These techniques are not appropriate when addition and multiplication of mat…
Whitehead doubles have matching meridional rank and bridge number.
How can we perform efficient inference and learning in directed probabilistic models, in the presence of continuous latent variables with intractable posterior distributions, and large datasets? We introduce a stochastic variational inference and learning algorithm that scales to large datasets and, under some mild dif…
We show how the double vector bundle structure of the manifold of double velocities, with its submanifolds of holonomic and semiholonomic double velocities, is mirrored by a structure of holonomic and semiholonomic subgroups in the principal prolongation of the first jet group. We use the actions of these groups to con…
Rotationally symmetric solutions persist after mean curvature flow starts from a double cone.