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 discuss algorithms for estimating the Shannon entropy h of finite symbol sequences with long range correlations. In particular, we consider algorithms which estimate h from the code lengths produced by some compression algorithm. Our interest is in describing their convergence with sequence length, assuming no limit…
We give a new and complete proof of Hamilton's injectivity radius estimate for sequences with bounded and almost nonnegative curvature operators, unbounded diameters, and bump-like origins. Such sequences arise in particular from dilations about a singularity of the Ricci flow on a 3-manifold.
Eye Movement analysis with Hidden Markov Models (EMHMM) is a method for modeling eye fixation sequences using hidden Markov models (HMMs). In this report, we run a simulation study to investigate the estimation error for learning HMMs with variational Bayesian inference, with respect to the number of sequences and the …
In this thesis we describe how to estimate the distance spanned in the pants graph by a train track splitting sequence on a surface, up to multiplicative and additive constants. If some moderate assumptions on a splitting sequence are satisfied, each vertex set of a train track in it will represent a vertex of a graph …
We consider a problem of clustering a sequence of multinomial observations by way of a model selection criterion. We propose a form of a penalty term for the model selection procedure. Our approach subsumes both the conventional AIC and BIC criteria but also extends the conventional criteria in a way that it can be app…
We consider a binary sequence generated by thresholding a hidden continuous sequence. The hidden variables are assumed to have a compound symmetry covariance structure with a single parameter characterizing the common correlation. We study the parameter estimation problem under such one-parameter models. We demonstrate…
We present a study on reinforcement learning (RL) from human bandit feedback for sequence-to-sequence learning, exemplified by the task of bandit neural machine translation (NMT). We investigate the reliability of human bandit feedback, and analyze the influence of reliability on the learnability of a reward estimator,…
Sequence-to-Sequence (seq2seq) modeling has rapidly become an important general-purpose NLP tool that has proven effective for many text-generation and sequence-labeling tasks. Seq2seq builds on deep neural language modeling and inherits its remarkable accuracy in estimating local, next-word distributions. In this work…
Deep generative models have been successfully used to learn representations for high-dimensional discrete spaces by representing discrete objects as sequences and employing powerful sequence-based deep models. Unfortunately, these sequence-based models often produce invalid sequences: sequences which do not represent a…
The paper proposes a method to construct confidence sets using likelihood ratios for sequential decision-making.
problem Constructing valid uncertainty estimates for unknown quantities in sequential decision-making.
method The method uses likelihood ratios to create any-time valid confidence sequences without specialized treatment for each application.
result The proposed confidence sets maintain the prescribed coverage in a model-agnostic manner and their size depends on the choice of estimator sequence.
In this work, sequence-to-sequence (seq2seq) models, originally developed for language translation, are used to predict the temporal evolution of complex, multi-physics computer simulations. The predictive performance of seq2seq models is compared to state transition models for datasets generated with multi-physics cod…
We present a theoretical analysis of Maximum a Posteriori (MAP) sequence estimation for binary symmetric hidden Markov processes. We reduce the MAP estimation to the energy minimization of an appropriately defined Ising spin model, and focus on the performance of MAP as characterized by its accuracy and the number of s…
Generative Adversarial Networks (GANs) have seen steep ascension to the peak of ML research zeitgeist in recent years. Mostly catalyzed by its success in the domain of image generation, the technique has seen wide range of adoption in a variety of other problem domains. Although GANs have had a lot of success in produc…