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.
High-dimensional data and high-dimensional representations of reality are inherent features of modern Artificial Intelligence systems and applications of machine learning. The well-known phenomenon of the "curse of dimensionality" states: many problems become exponentially difficult in high dimensions. Recently, the ot…
We study the sample complexity of learning a high-dimensional simplex from a set of points uniformly sampled from its interior. Learning of simplices is a long studied problem in computer science and has applications in computational biology and remote sensing, mostly under the name of `spectral unmixing'. We theoretic…
We present new findings in regard to data analysis in very high dimensional spaces. We use dimensionalities up to around one million. A particular benefit of Correspondence Analysis is its suitability for carrying out an orthonormal mapping, or scaling, of power law distributed data. Power law distributed data are foun…
The paper establishes conditions for Riemannian connections and semi-simplicity of Lie algebras using spray structures.
problem Conditions for Riemannian connections and semi-simplicity of Lie algebras.
method Using almost product structures and spray, the paper provides necessary and sufficient conditions for these properties.
result Equivalence of semi-simplicity of Lie algebras to derived ideal coincidence, interiority of derivations, and adjoint representation semi-simplicity.
It is proved that the volume of spherical or hyperbolic simplices, when considered as a function of the dihedral angles, can be extended continuously to degenerated simplices.
This paper proposes an online tree-based Bayesian approach for reinforcement learning. For inference, we employ a generalised context tree model. This defines a distribution on multivariate Gaussian piecewise-linear models, which can be updated in closed form. The tree structure itself is constructed using the cover tr…
An increasing amount of collected data are high-dimensional multi-way arrays (tensors), and it is crucial for efficient learning algorithms to exploit this tensorial structure as much as possible. The ever-present curse of dimensionality for high dimensional data and the loss of structure when vectorizing the data moti…
One of the fundamental problems in machine learning is the estimation of a probability distribution from data. Many techniques have been proposed to study the structure of data, most often building around the assumption that observations lie on a lower-dimensional manifold of high probability. It has been more difficul…
We study a natural intrinsic definition of geometric simplices in Riemannian manifolds of arbitrary dimension n, and exploit these simplices to obtain criteria for triangulating compact Riemannian manifolds. These geometric simplices are defined using Karcher means. Given a finite set of vertices in a convex set on t…
We propose Deep Closed-Form Subspace Clustering (DCFSC), a new embarrassingly simple model for subspace clustering with learning non-linear mapping. Compared with the previous deep subspace clustering (DSC) techniques, our DCFSC does not have any parameters at all for the self-expressive layer. Instead, DCFSC utilizes …
We study prismatics sets analogously to simplical sets except that realization involves prisms, i.e., products of simplices rather than just simplices. Particular examples are the prismatic subdivision of a simplicial set S and the prismatic star of S. Both have the same homotopy type as S and in particular the latter …
We generalize the very well known boundary operator of the ordinary singular homology theory, defined in many books about algebraic topology. We describe a variant of this ordinary simplicial boundary operator where the usual boundary (n-1)-simplices of each n-simplex are replaced by combinations of internal (n-1)- sim…
We present a procedure for effective estimation of entropy and mutual information from small-sample data, and apply it to the problem of inferring high-dimensional gene association networks. Specifically, we develop a James-Stein-type shrinkage estimator, resulting in a procedure that is highly efficient statistically …
The global minimum-variance portfolio is a typical choice for investors because of its simplicity and broad applicability. Although it requires only one input, namely the covariance matrix of asset returns, estimating the optimal solution remains a challenge. In the presence of high-dimensionality in the data, the samp…
The paper explores how simplicity leads to better out-of-distribution generalization in models.
problem Understanding the theoretical principles behind out-of-distribution (OOD) generalization in modern models.
method Examining diffusion models in image generation to analyze compositional generalization abilities and develop a theoretical framework for simplicity-based OOD generalization.
result The true, generalizable model corresponds to the simplest among consistent models, and this simplicity can be quantified and used to establish sample complexity guarantees.
We propose a high dimensional classification method that involves nonparametric feature augmentation. Knowing that marginal density ratios are the most powerful univariate classifiers, we use the ratio estimates to transform the original feature measurements. Subsequently, penalized logistic regression is invoked, taki…
We give several new criteria to judge whether a simple convex polytope in a Euclidean space is combinatorially equivalent to a product of simplices. These criteria are mixtures of combinatorial, geometrical and topological conditions that are inspired by the ideas from toric topology.