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.
In this paper, we obtain several new intrinsic and extrinsic differential sphere theorems via Ricci flow. For intrinsic case, we show that a closed simply connected n(≥4)-dimensional Riemannian manifold M is diffeomorphic to Sn if one of the following conditions holds pointwisely: $$ (i)\ R_0>\left(1-\frac{24…
The famous pinching problem says that on a compact simply connected n-manifold if its sectional curvature satisfies Kmin>(1/4)Kmax>0, then the manifold is homeomorphic to the sphere. In [8, problem 12], S. T. Yau proposed the following problem: If we replace Kmax by the scalar curvature, can we deduc…
Let (M,g) be a compact Ricci-flat 4-manifold. For p∈M let Kmax(p) (respectively Kmin(p)) denote the maximum (respectively the minimum) of sectional curvatures at p. We prove that if Kmax(p)≤−cKmin(p) for all p∈M, for some constant c with 0≤c<42+6, th…
In this paper, we study the stochastic combinatorial multi-armed bandit (CMAB) framework that allows a general nonlinear reward function, whose expected value may not depend only on the means of the input random variables but possibly on the entire distributions of these variables. Our framework enables a much larger c…
We study how well one can recover sparse principal components of a data matrix using a sketch formed from a few of its elements. We show that for a wide class of optimization problems, if the sketch is close (in the spectral norm) to the original data matrix, then one can recover a near optimal solution to the optimiza…
We consider the optimization problem associated with training simple ReLU neural networks of the form x↦∑i=1kmax{0,wi⊤x} with respect to the squared loss. We provide a computer-assisted proof that even if the input distribution is standard Gaussian, even if the dime…
Some new differentiable sphere theorems are obtained via the Ricci flow and stable currents. We prove that if Mn is a compact manifold whose normalized scalar curvature and sectional curvature satisfy the pointwise pinching condition R0>σnKmax, where σn∈(41,1) is an explicit positive constan…
In this paper, we propose new efficient algorithms to verify the null space condition in compressed sensing (CS). Given an (n−m)×n (m>0) CS matrix A and a positive k, we are interested in computing αk={z:Az=0,z=0}max{K:∣K∣≤k}max∥zK∥1∥z∥1, where …
Study aggregation of statistical evidence under unknown dependence using group-invariance.
problem Aggregating statistical evidence under unknown and complex dependence structures.
method Develops a framework using group-invariance and permutation-based constructions to aggregate evidence across transformed datasets.
result Shows uniform improvement in critical values for single-batch aggregation over deterministic calibrations, adapting to unknown dependence structures.
In order to scale standard Gaussian process (GP) regression to large-scale datasets, aggregation models employ factorized training process and then combine predictions from distributed experts. The state-of-the-art aggregation models, however, either provide inconsistent predictions or require time-consuming aggregatio…
We consider the forecast aggregation problem in repeated settings, where the forecasts are done on a binary event. At each period multiple experts provide forecasts about an event. The goal of the aggregator is to aggregate those forecasts into a subjective accurate forecast. We assume that experts are Bayesian; namely…
We introduce a novel aggregation method to efficiently perform image denoising. Preliminary filters are aggregated in a non-linear fashion, using a new metric of pixel proximity based on how the pool of filters reaches a consensus. We provide a theoretical bound to support our aggregation scheme, its numerical performa…
Recently, it has been shown that many functions on sets can be represented by sum decompositions. These decompositons easily lend themselves to neural approximations, extending the applicability of neural nets to set-valued inputs---Deep Set learning. This work investigates a core component of Deep Set architecture: ag…