The paper introduces a new method to characterize cosmological models using observer-based invariants.
arXiv research
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.
Trend · papers per month
For complete shrinking (gradient) Ricci solitons, we observe a quantification of Wylie's result that the fundamental group is finite.
New findings on compactness and fundamental groups of certain spacetime manifolds.
We discuss the fundamental (relative) 3-classes of knots (or hyperbolic links), and provide diagrammatic descriptions of the push-forwards with respect to every link-group representation. The point is an observation of a bridge between the relative group homology and quandle homology from the viewpoints of Inoue--Kabay…
Lickorish has constructed large families of contractible 4--manifolds that have knotted embeddings in the 4--sphere and has also shown that every finitely presented perfect group with balanced presentation occurs as the fundamental group of the complement of a knotted contractible manifold. Here we make a few observati…
Fukaya-Yamaguchi conjecture holds in 4D manifolds with nonnegative curvature.
We observe that stable integral simplicial volume of closed manifolds gives an upper bound for the rank gradient of the corresponding fundamental groups.
Investigates price dynamics of two assets with and without bubbles, deriving conditions for equilibrium prices.
The `observer space' of a Lorentzian spacetime is the space of future-timelike unit tangent vectors. Using Cartan geometry, we first study the structure a given spacetime induces on its observer space, then use this to define abstract observer space geometries for which no underlying spacetime is assumed. We propose ta…
Derives geometrically a description of a 3-manifold's second homotopy group.
This paper establishes strong lower bounds for learning in revealing POMDPs.
We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random variable whose mean is a sparse linear superposition of known patterns. Unlike many co…
Final part of a series on nonlinear observers on Riemannian metrics, establishing conditions for convergence.
We show, up to h-cobordism, that the existence and uniqueness of connected sum decompositions of oriented 4-dimensional manifolds is an invariant of homotopy equivalence, assuming that the fundamental group of each summand is "good" in the sense of Freedman and Quinn. On a separate note, we observe that the Borel Conje…
This paper sets fundamental limits for rank-one matrix estimation with varying noise levels.
Quantum ELMs use a quantum reservoir to learn from data, with limits on expressivity and scalability.
We show that a relatively hyperbolic group quasi-isometrically embeds in a product of finitely many trees if the peripheral subgroups do, and we provide an estimate on the minimal number of trees needed. Applying our result to the case of 3-manifolds, we show that fundamental groups of closed 3-manifolds have linearly …
Fundamental weight systems identified as quantum states.
We define the thin fundamental Gray 3-groupoid of a smooth manifold and define (by using differential geometric data) 3-dimensional holonomies, to be smooth strict Gray 3-groupoid maps , where is a 2-crossed module of Lie groups and is the Gray 3-groupoid naturally constructed f…
This paper develops a model of liquidity provision in financial markets by adapting the Madhavan, Richardson, and Roomans (1997) price formation model to realistic order books with quote discretization and liquidity rebates. We postulate that liquidity providers observe a fundamental price which is continuous, efficien…
Deep learning models outperform classical methods in forecasting company fundamentals.
Link prediction is one of the fundamental problems in network analysis. In many applications, notably in genetics, a partially observed network may not contain any negative examples of absent edges, which creates a difficulty for many existing supervised learning approaches. We develop a new method which treats the obs…
In this paper we compare market price fluctuations with the response to fundamental price drops within the Lux-Marchesi model which is able to reproduce the most important stylized facts of real market data. Major differences can be observed between the decay of spontaneous fluctuations and of changes due to external p…
We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and va…
In this paper, we present two observations about static spherically symmetric solutions of the Einstein-Klein-Gordon equations. The first is a comment extending the well-known result of the existence of static states (i.e. standing wave solutions) of the Einstein-Klein-Gordon equations. The second more important observ…
Study finds exact limits for sparse regression with fewer observations than usual.
The fundamental group of a Kodaira fibration is, by definition, the extension of a surface group by another surface group , i.e. \[ 1 \rightarrow Π_g \rightarrow π\rightarrow Π_b \rightarrow 1. \] Conversely, we can inquire about what conditions need to be satisfied by a group of that sort in order to be…
We show that a complete flat pseudo-Riemannian homogeneous manifold with non-abelian linear holonomy is of dimension at least 14. Due to an example constructed in a previous article by Oliver Baues and the author, this is a sharp bound. Also, we give a structure theory for the fundamental groups of complete flat pseudo…
New taxonomy reveals different detection limits for various types of fraud.
This work examines the problem of graph learning over a diffusion network when data can be collected from a limited portion of the network (partial observability). The main question is to establish technical guarantees of consistent recovery of the subgraph of probed network nodes, i) despite the presence of unobserved…
This paper is intended to explain, in simple terms, some of the mechanisms and agents common to multiagent financial market simulations. We first discuss the necessity to include an exogenous price time series ("the fundamental value") for each asset and three methods for generating that series. We then illustrate one …
Method estimates observation functions in state-space models without supervision.
We characterize value functions in partially observable MDPs as semi-algebraic sets.
There are various results that frame left-orderability of a group as a geometric property. Indeed, the fundamental group of a 3-manifold is left-orderable whenever the first Betti number is positive; in the case that the first Betti number is zero this property is closely tied to the existence of certain nice foliation…
In this short note, exploits of constructions of -structures coupled with technology developed by Cheeger-Gromov and Paternain-Petean are seen to yield a procedure to compute minimal entropy, minimal volume, Yamabe invariant and to study collapsing with bounded sectional curvature on inequivalent smooth st…
New method learns spatiotemporal dynamics from random point process observations.
Paper explores limits of exact inference in structured prediction models.
Vector embedding is a foundational building block of many deep learning models, especially in natural language processing. In this paper, we present a theoretical framework for understanding the effect of dimensionality on vector embeddings. We observe that the distributional hypothesis, a governing principle of statis…
This research develops approximation theory for OOMs of infinite-dimensional processes.
The Markov assumption (MA) is fundamental to the empirical validity of reinforcement learning. In this paper, we propose a novel Forward-Backward Learning procedure to test MA in sequential decision making. The proposed test does not assume any parametric form on the joint distribution of the observed data and plays an…
Improved averaging method for noisy observations converges strongly.
We explore a model of dark matter called wave dark matter (also known as scalar field dark matter and boson stars) which has recently been motivated by a new geometric perspective by Bray. Wave dark matter describes dark matter as a scalar field which satisfies the Einstein-Klein-Gordon equations. These equations rely …
Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures where all correlations between observed quantities are solely due to the influenc…
An algorithm detects anomalies based on human perception principles.
The inference of the causal relationship between a pair of observed variables is a fundamental problem in science, and most existing approaches are based on one single causal model. In practice, however, observations are often collected from multiple sources with heterogeneous causal models due to certain uncontrollabl…
Python library for causal discovery from observational data.
Paper develops efficient Bayesian inference for enzymatic SRNs with LNA metamodel.
One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo…