New method tightens sub-Gaussian concentration inequalities.
arXiv research
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New method for estimating covariance with robustness to outliers.
We present a proof due to Duistermaat that the gradient flow of the norm squared of the moment map defines a deformation retract of the appropriate piece of the manifold onto the zero level set of the moment map. Duistermaat's proof is an adaptation of Lojasiewicz's argument for analytic functions to functions which ar…
A new metric assesses latent variable models using data and model moments.
In this paper we shall illustrate that each polytopal moment-angle complex can be understood as the intersection of the minima of corresponding Siegel leaves and the unit sphere, with respect to the maximum norm. Consequently, an alternative proof of a rigidity theorem of Bosio and Meersseman is obtained; as piecewise …
The paper analyzes the performance of empirical risk minimization for -norm linear regression.
Study differentially private linear regression with heavy-tailed data.
Improved estimation of concentration using half-spaces for adversarial vulnerability.
The paper introduces a new method for tail bounds of random vectors and matrices.
This paper studies the Fisher-Rao geometry on the parameter space of beta distributions. We derive the geodesic equations and the sectional curvature, and prove that it is negative. This leads to uniqueness for the Riemannian centroid in that space. We use this Riemannian structure to study canonical moments, an intrin…
We study Hamiltonian spaces associated with pairs (E,A), where E is a Courant algebroid and A\subset E is a Dirac structure. These spaces are defined in terms of morphisms of Courant algebroids with suitable compatibility conditions. Several of their properties are discussed, including a reduction procedure. This set-u…
Study intrinsic volume forms on complex hypersurfaces.
We show that if a compact Kaehler manifold of non-negative Ricci curvature admits closed Fedosov star product then the reduced Lie algebra of holomorphic vector fields on is reductive. This comes in pair with the obstruction previously found by La Fuente-Gravy. More generally we consider the squared norm of Cah…
Coadjoint orbits for the group SO(6) parametrize Riemannian G-reductions in six dimensions, and we use this correspondence to interpret symplectic fibrations between these orbits, and to analyse moment polytopes associated to the standard Hamiltonian torus action on the coadjoint orbits. The theory is then applied to d…
In this paper we investigate the convergence properties of the upwards gradient flow of the norm-square of a moment map on the space of representations of a quiver. The first main result gives a necessary and sufficient algebraic criterion for a complex group orbit to intersect the unstable set of a given critical poin…
We explicitly compute the intrinsic volume of the set of real (and real symmetric) matrices of Frobenius norm one and given corank (the case of matrices with zero determinant as a special case). We give asymptotic formulas for our computations and we discuss several examples and applications.
The paper extends manifold learning to arbitrary norms, improving molecular motion mapping.
We are studying a relationship between isoparametric hypersurfaces in spheres with four distinct principal curvatures and the moment maps of certain Hamiltonian actions. In this paper, we consider the isoparametric hypersurfaces obtained from the isotropy representations of compact irreducible Hermitian symmetric space…
Study nearest-neighbor radii under dependent sampling, finding they remain informative.
The paper trivializes moment maps for various geometric structures.
The paper refines and generalizes worst-case law invariant convex risk measures.
Study resolvent convergence for random matrices with general covariance profiles.
Trace norm regularization is a popular method of multitask learning. We give excess risk bounds with explicit dependence on the number of tasks, the number of examples per task and properties of the data distribution. The bounds are independent of the dimension of the input space, which may be infinite as in the case o…
We prove three facts about intrinsic geometry of surfaces in a normed (Minkowski) space. When put together, these facts demonstrate a rather intriguing picture. We show that (1) geodesics on saddle surfaces (in a space of any dimension) behave as they are expected to: they have no conjugate points and thus minimize len…
Study on estimating rank-one tensors in noisy data with heavy tails.
Paper uses TDA to assess cryptocurrency risk by measuring phase space instability.
We consider two stage estimation with a non-parametric first stage and a generalized method of moments second stage, in a simpler setting than (Chernozhukov et al. 2016). We give an alternative proof of the theorem given in (Chernozhukov et al. 2016) that orthogonal second stage moments, sample splitting and -…
Unified high-probability regret bounds for online convex optimisation with randomised gradient estimators.
We prove explicit upper and lower bounds for the -moment spectra for the Brownian motion exit time from extrinsic metric balls of submanifolds in ambient Riemannian spaces . We assume that and both have controlled radial curvatures (mean curvature and sectional curvature, respectively) as view…
The article introduces inferential moments for analyzing uncertain multivariable systems.
Any Riemannian manifold has a canonical collection of valuations (finitely additive measures) attached to it, known as the intrinsic volumes or Lipschitz-Killing valuations. They date back to the remarkable discovery of H. Weyl that the coefficients of the tube volume polynomial are intrinsic invariants of the metric. …
New estimator tackles multi-task linear regression with outliers, avoiding eigenvalue lower bounds.
We study the column subset selection problem with respect to the entrywise -norm loss. It is known that in the worst case, to obtain a good rank- approximation to a matrix, one needs an arbitrarily large number of columns to obtain a -approximation to the best entrywise -norm low ra…
New SQ lower bounds for NGCA without requiring chi-squared condition.
We consider non-parametric estimation and inference of conditional moment models in high dimensions. We show that even when the dimension of the conditioning variable is larger than the sample size , estimation and inference is feasible as long as the distribution of the conditioning variable has small intrinsic…
New homogeneous special Lagrangian submanifolds discovered in nearly Kähler CP3.
In this paper we answer positively a question raised by Kapovich and Leeb in a paper titled "Finsler bordifications of symmetric and certain locally symmetric spaces". Specifically, we show that for a finite-dimensional vector space with a polyhedral norm, its horofunction compactification is homeomorphic to the dual u…
Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.
Reasoning based on causality, instead of association has been considered as a key ingredient towards real machine intelligence. However, it is a challenging task to infer causal relationship/structure among variables. In recent years, an Independent Mechanism (IM) principle was proposed, stating that the mechanism gene…
The space of symplectic connections on a symplectic manifold is a symplectic affine space. M. Cahen and S. Gutt showed that the action of the group of Hamiltonian diffeomorphisms on this space is Hamiltonian and calculated the moment map. This is analogous to, but distinct from, the action of Hamiltonian diffeomorphism…
New robust estimators achieve subgaussian bounds using VC-dimension.
Study shows horofunction compactification's topology matches dual norm's unit ball.
We prove some new rigidity results for proper biharmonic immersions in of the following types: Dupin hypersurfaces; hypersurfaces, both compact and non-compact, with bounded norm of the second fundamental form; hypersurfaces satisfying intrinsic properties; PMC submanifolds; parallel submanifolds.
Polynomial-time private algorithm for robust estimation of mean and covariance in the presence of outliers.
We introduce a criterion, resilience, which allows properties of a dataset (such as its mean or best low rank approximation) to be robustly computed, even in the presence of a large fraction of arbitrary additional data. Resilience is a weaker condition than most other properties considered so far in the literature, an…
In this article, we prove energy quantization for approximate (intrinsic and extrinsic) biharmonic maps into spheres where the approximate map is in . Moreover, we demonstrate that if the norm of the approximate maps does not concentrate, the image of the bubbles are connected without necks.
Two definitions quantify regularity of Riemannian surfaces.
Gradient descent on Hadamard manifolds converges to boundary points, solving optimization problems.