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.
Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.
problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.
We provide a new approach to training neural models to exhibit transparency in a well-defined, functional manner. Our approach naturally operates over structured data and tailors the predictor, functionally, towards a chosen family of (local) witnesses. The estimation problem is setup as a co-operative game between an …
In this paper we show that certain generalizations of the Cr-Whitney topology, which include the Hölder-Whitney and Sobolev-Whitney topologies on smooth manifolds, satisfy the Baire property, to wit, the countable intersection of open and dense sets is dense.
Early last century witnessed both the complete classification of 2-dimensional manifolds and a proof that classification of 4-dimensional manifolds is undecidable, setting up 3-dimensional manifolds as a central battleground of topology to this day. A rather important subset of the 3-manifolds has turned out to be the …
We study the sample complexity of model-based reinforcement learning (henceforth RL) in general contextual decision processes that require strategic exploration to find a near-optimal policy. We design new algorithms for RL with a generic model class and analyze their statistical properties. Our algorithms have sample …
We present new, unified proofs for the cell-like, Z/p-, and Q-resolution theorems. Our arguments employ extensions that are much simpler then those used by our predecessors. The techniques allow us to solve problems involving cohomology groups by converting them into problems about homology groups…
We prove optimal bounds for the convergence rate of ordinal embedding (also known as non-metric multidimensional scaling) in the 1-dimensional case. The examples witnessing optimality of our bounds arise from a result in additive number theory on sets of integers with no three-term arithmetic progressions. We also carr…
We present new excess risk bounds for general unbounded loss functions including log loss and squared loss, where the distribution of the losses may be heavy-tailed. The bounds hold for general estimators, but they are optimized when applied to η-generalized Bayesian, MDL, and empirical risk minimization estimators. …
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distributionally robust optimizat…
In machine learning, we are given a dataset of the form {(xj,yj)}j=1M, drawn as i.i.d. samples from an unknown probability distribution μ; the marginal distribution for the xj's being μ∗. We propose that rather than using a positive kernel such as the Gaussian for estimation of these…
We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …
This article constructs the moduli stack of torsionfree G-jet-structures in homotopy type theory with one monadic modality. This yields a construction of this moduli stack for any ∞-topos equipped with any stable factorization systems. In the intended applications of this theory, the factorization systems are …
Given a closed simply connected manifold M of dimension 2n≥6, we compare the ring of characteristic classes of smooth oriented bundles with fibre M to the analogous ring resulting from replacing M by the connected sum M♯Σ with an exotic sphere Σ. We show that, after inverting the order of Σ in the …
It is feasible and practically-valuable to bridge the characteristics between graph neural networks (GNNs) and logical reasoning. Despite considerable efforts and successes witnessed to solve Boolean satisfiability (SAT), it remains a mystery of GNN-based solvers for more complex predicate logic formulae. In this work,…
Oleg Viro studied in arXiv:math/0204290 two interpretations of the (multivariable) Alexander polynomial as a quantum link invariant: either by considering the quasi triangular Hopf algebra associated to Uqsl(2) at fourth roots of unity, or by considering the super Hopf algebra Uqgl(1∣1). In this paper, we show …
Saliency methods can aid understanding of deep neural networks. Recent years have witnessed many improvements to saliency methods, as well as new ways for evaluating them. In this paper, we 1) present a novel region-based attribution method, XRAI, that builds upon integrated gradients (Sundararajan et al. 2017), 2) int…
The study shows that several properties are not profinite invariants.
problem Determining which properties are profinite invariants.
method Combining Rips constructions and iterated group-theoretic Dehn filling on hyperbolic virtually special groups.
result Several properties (stable commutator length, quasimorphisms, property NL, property FW∞, property FA, and non-abelian free subgroups) are not profinite invariants.