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 show that for any integers k and g, with g at least two, there are infinitely many closed hyperbolic 3-manifolds which are integral homology spheres with Casson invariant k, and Heegaard genus equal to g. This existence result is shown using random methods, using a model of random 3-manifolds arising from random wal…
This paper introduces a new specialized algorithm for equilibrium Monte Carlo sampling of binary-valued systems, which allows for large moves in the state space. This is achieved by constructing self-avoiding walks (SAWs) in the state space. As a consequence, many bits are flipped in a single MCMC step. We name the alg…
We prove sharp limit theorems on random walks on graphs with values in finite groups. We then apply these results (together with some elementary algebraic geometry, number theory, and representation theory) to finite quotients of lattices in semisimple Lie groups (specifically SL(n,Z) and Sp(2n, Z) to show that a ``ran…
We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in the case of the Grover walk on lattices. Moreover, our numerical simulation sugge…
We start by studying the distribution of (cyclically reduced) elements of the free groups Fn with respect to their abelianization (or equivalently, their integer homology class. We derive an explicit generating function, and a limiting distribution, by means of certain results (of independent interest) on Chebyshev pol…
This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…
We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya wher…
We review recent advances on the record statistics of strongly correlated time series, whose entries denote the positions of a random walk or a Lévy flight on a line. After a brief survey of the theory of records for independent and identically distributed random variables, we focus on random walks. During the last few…
A scalable framework preserves personalized higher-order network proximities.
problem Lack of expressive methods to preserve personalized higher-order network proximities.
method Incorporates random walk into a sound objective to preserve arbitrary higher-order proximities and introduces random walk with restart for personalized-weighted preservation.
result Consistently and substantially outperforms state-of-the-art methods on real-world networks.
We introduce the geodesic walk for sampling Riemannian manifolds and apply it to the problem of generating uniform random points from polytopes in R^n specified by m inequalities. The walk is a discrete-time simulation of a stochastic differential equation (SDE) on the Riemannian manifold equipped with the metric induc…
We review statistical properties of models generated by the application of a (positive and negative order) fractional derivative operator to a standard random walk and show that the resulting stochastic walks display slowly-decaying autocorrelation functions. The relation between these correlated walks and the well-kno…
We extend some properties of random walks on hyperbolic groups to random walks on convergence groups. In particular we prove that if a convergence group G acts on a compact metrizable space M with the convergence property then we can provide G∪M with a compact topology such that random walks on G converge a…
For any pseudo-Anosov diffeomorphism on a closed orientable surface S of genus greater than one, it is known by the work of Bers and Thurston that the topological entropy agrees with the translation distance on the Teichmüller space with respect to the Teichmüller metric. In this paper, we consider random walks on th…
Quantum walks are at the heart of modern quantum technologies. They allow to deal with quantum transport phenomena and are an advanced tool for constructing novel quantum algorithms. Quantum walks on graphs are fundamentally different from classical random walks analogs, in particular, they walk faster than classical o…