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 consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization problems. Recently, it was shown that the underlying principle behind their succ…
Intersectional constraints improve selection outcomes by reducing inequality.
problem Persistent inequality and reduced utility in selection processes due to implicit bias.
method Introducing intersectional constraints to mitigate the adverse effects of implicit bias in selection processes.
result Intersectional constraints can recover almost all the utility achievable in the absence of implicit bias, offering a significant advantage over non-intersectional constraints.
We develop a highly scalable optimization method called "hierarchical group-thresholding" for solving a multi-task regression model with complex structured sparsity constraints on both input and output spaces. Despite the recent emergence of several efficient optimization algorithms for tackling complex sparsity-induci…
We introduce a novel approach to perform first-order optimization with orthogonal and unitary constraints. This approach is based on a parametrization stemming from Lie group theory through the exponential map. The parametrization transforms the constrained optimization problem into an unconstrained one over a Euclidea…
The distributional category bounds manifold invariants and imposes constraints.
problem Bounding manifold invariants and understanding constraints.
method Using geometric conditions like non-negative Ricci curvature, the distributional category bounds invariants such as the first Betti number and macroscopic dimension.
result Equality of bounds imposes specific constraints on the manifold.
Deep Belief Networks (DBN) have been successfully applied on popular machine learning tasks. Specifically, when applied on hand-written digit recognition, DBNs have achieved approximate accuracy rates of 98.8%. In an effort to optimize the data representation achieved by the DBN and maximize their descriptive power, re…
Group fairness is an important concern for machine learning researchers, developers, and regulators. However, the strictness to which models must be constrained to be considered fair is still under debate. The focus of this work is on constraining the expected outcome of subpopulations in kernel regression and, in part…
Using the theory of group action, we first introduce the concept of the automorphism group of an exponential family or a graphical model, thus formalizing the general notion of symmetry of a probabilistic model. This automorphism group provides a precise mathematical framework for lifted inference in the general expone…
The automorphism group of a finitely generated free group is the normal closure of a single element of order 2. If m is less than n then a homomorphism Aut(Fn)→Aut(Fm) can have cardinality at most 2. More generally, this is true of homomorphisms from $\Aut(F_n)$ to any group that does not contain an isomorph…
We obtain constraints on the topology of families of smooth 4-manifolds arising from a finite dimensional approximation of the families Seiberg-Witten monopole map. Amongst other results these constraints include a families generalisation of Donaldson's diagonalisation theorem and Furuta's 10/8 theorem. As an appli…
We consider a novel application of inverse reinforcement learning with behavioral economics constraints to model, learn and predict the commenting behavior of YouTube viewers. Each group of users is modeled as a rationally inattentive Bayesian agent which solves a contextual bandit problem. Our methodology integrates t…
On a constraint manifold we give an explicit formula for the Hessian matrix of a cost function that involves the Hessian matrix of a prolonged function and the Hessian matrices of the constraint functions. We give an explicit formula for the case of the orthogonal group O(n) by using only Euclidean coordinates …
New constraints found for algebro-geometric subgroups of mapping class groups.
problem Constraints for algebro-geometric subgroups of mapping class groups.
method Using deep work of Gibney, Keel, and Morrison, constraints on the Shafarevich morphism are derived to prove the infinite restriction of certain representations.
result Most Reshetikhin-Turaev representations of the mapping class group restrict to infinite representations on algebro-geometric subgroups when the genus is at least 3.
In data summarization we want to choose k prototypes in order to summarize a data set. We study a setting where the data set comprises several demographic groups and we are restricted to choose ki prototypes belonging to group i. A common approach to the problem without the fairness constraint is to optimize a c…
We interpret heterotic M-theory in terms of h-cobordism, that is the eleven-manifold is a product of the ten-manifold times an interval is translated into a statement that the former is a cobordism of the latter which is a homtopy equivalence. In the non-simply connected case, which is important for model building, the…
Social activities play an important role in people's daily life since they interact. For recommendations based on social activities, it is vital to have not only the activity information but also individuals' social relations. Thanks to the geo-social networks and widespread use of location-aware mobile devices, massiv…
We construct solutions to the constraint equations in general relativity using the limit equation criterion introduced by Dahl, Humbert and the first author. We focus on solutions over compact 3-manifolds admitting a $\bS^1$-symmetry group. When the quotient manifold has genus greater than 2, we obtain strong far from …
Multiple fairness constraints have been proposed in the literature, motivated by a range of concerns about how demographic groups might be treated unfairly by machine learning classifiers. In this work we consider a different motivation; learning from biased training data. We posit several ways in which training data m…
Paper tackles group robustness with partially labeled data.
problem Learning invariant representations from datasets with spurious correlations.
method Constructs a constraint set and derives a high probability bound for group assignment. Proposes an optimization algorithm for worst-off group assignments.
result Improvements in minority group's performance while preserving overall accuracy.
We study a generalized framework for structured sparsity. It extends the well-known methods of Lasso and Group Lasso by incorporating additional constraints on the variables as part of a convex optimization problem. This framework provides a straightforward way of favouring prescribed sparsity patterns, such as orderin…
When the vacuum Einstein equations are cast in the form of hamiltonian evolution equations, the initial data lie in the cotangent bundle of the manifold MΣ of riemannian metrics on a Cauchy hypersurface Σ. As in every lagrangian field theory with symmetries, the initial data must satisfy constraints. But, unlike those …
Formula derived for Laplace-Beltrami on Stiefel manifold.
problem Finding Laplace-Beltrami operator on Stiefel manifold.
method Using the general framework of Laplace operators on constraint manifolds, derived the explicit formula in terms of ambient Euclidean coordinates.
result Extended previously known formulas for sphere and special orthogonal group.