arXiv research

Method discovers local independence in systems with continuous variables.

Develops a test for conditional local independence of counting processes.

New test for point processes without strong model assumptions.

New method aggregates Gaussian experts by detecting conditional independence violations.

MixCIT tests conditional independence for mixed data types efficiently and reliably.

New findings show independent subordination is not relevant for accurate option pricing.

Despite its simplicity, the naive Bayes classifier has surprised machine learning researchers by exhibiting good performance on a variety of learning problems. Encouraged by these results, researchers have looked to overcome naive Bayes primary weakness - attribute independence - and improve the performance of the algo…

New method tests independence with single nonstationary time series.

New SGD covering technique yields dimension-independent generalization bounds.

We show that the results of Foulon (1997 an 2002) and Kim (2007) (independently, Deng and Hou (2007)) about the nonexistence of locally symmetric Finsler metrics of positive or negative flag curvature are in fact local.

The paper develops a neural network method for estimating drift functions of diffusion processes from discrete observations.

DAGnosis uses DAGs to identify and localize data inconsistencies.

MULTIFIT tests independence between two random vectors using multiscale Fisher's test.

There has been a recent interest in understanding the power of local algorithms for optimization and inference problems on sparse graphs. Gamarnik and Sudan (2014) showed that local algorithms are weaker than global algorithms for finding large independent sets in sparse random regular graphs. Montanari (2015) showed t…

CoDA augments data with counterfactuals from local causal structures.

Let X be the moduli space of SL(3,C) representations of a free group of rank r. In this paper we describe maximal algebraically independent subsets of certain minimal sets of coordinate functions on X. These subsets locally parametrize the moduli space.

The paper proves local laws for non-separable sample covariance matrices.

We present an algebraic procedure that finds the Lie algebra of the local Killing fields of a smooth metric. In particular, we determine the number of independent local Killing fields about a given point on the manifold. Spaces of constant curvature and locally symmetric spaces are also discussed. Furthermore, we obtai…

Local method identifies causal relations in Markov equivalent DAGs.

Develops model-free methods for event history analysis and efficient covariate adjustment.

Fast nonparametric conditional independence testing via two-stage regression

A method to select important experts for Gaussian processes to balance computational efficiency and uncertainty quantification.

New algorithms find half-optimal independent sets in sparse graphs.

Local Gradient Descent with local steps converges to the centralized model in the interpolation regime.

This article considers the quasi-local energy in reference to a general static spacetime. We follow the approach developed by the authors in [19, 20, 7, 9] and define the quasi-local energy as a difference of surface Hamiltonians, which are derived from the Einstein-Hilbert action. The new quasi-local energy provides a…

Study local geometry of bi-contact structures on 3-manifolds.

Active local learning uses fewer labels to predict near-optimal functions.

Coordinate-independent convolutions on manifolds avoid reference frame ambiguity.

Paper introduces a new test for conditional independence using weighted partial copulas.

Local-HDP learns independent topics for each 3D object category in real-time.

We show that if $g$ is a Riemannian metric on a closed piecewise locally symmetric manifold $M$, then the lift of $g$ to the universal cover $\widetilde{M}$ has a discrete isometry group. We also show that the index $[\Isom(\widetilde{M}): π_1(M)]$ is bounded by a constant independent of $g$.

Let $M$ be a pseudo-Riemannian spin manifold of dimension $n$ and signature $s$ and denote by $N$ the rank of the real spinor bundle. We prove that $M$ is locally homogeneous if it admits more than ${3/4}N$ independent Killing spinors with the same Killing number, unless $n\equiv 1 \pmod 4$ and $s\equiv 3 \pmod 4$. We …

Localized sampler tackles high-dimensional sampling with fewer samples.

Model estimates lung well-aerated volume from CT images, independent of patient and imaging parameters.

In this paper, we provide a model-independent extension of the paradigm of dynamic hedging of derivative claims. We relate model-independent replication strategies to local martingales having a closed form which we can characterise via solutions of coupled PDEs. We provide a general framework and then apply it to a mar…

New proof of Alesker's Irreducibility Theorem using localization techniques.

We introduce a new type of graphical model called a "cumulative distribution network" (CDN), which expresses a joint cumulative distribution as a product of local functions. Each local function can be viewed as providing evidence about possible orderings, or rankings, of variables. Interestingly, we find that the condi…

We show that if $F$ is a convex class of functions that is $L$-subgaussian, the error rate of learning problems generated by independent noise is equivalent to a fixed point determined by `local' covering estimates of the class, rather than by the gaussian averages. To that end, we establish new sharp upper and lower e…

We study the geometry and topology of Riemannian 3-orbifolds which are locally volume collapsed with respect to a curvature scale. We show that a sufficiently collapsed closed 3-orbifold without bad 2-suborbifolds either admits a metric of nonnegative sectional curvature or satisfies Thurston's Geometrization Conjectur…

We generalize the classical Lie results on a basis of differential invariants for a one-parameter group of local transformations to the case of arbitrary number of independent and dependent variables. It is proved that if universal invariant of a one-parameter group is known then a complete set of functionally independ…

We introduce multi-torsion, a spectral invariant generalizing Ray-Singer analytic torsion. We define multi-torsion for compact manifolds with a certain local geometric product structure that gives a bigrading on differential forms. We prove that multi-torsion is metric-independent in a suitable sense. Our definition of…

Central to robot exploration and mapping is the task of persistent localization in environmental fields characterized by spatially correlated measurements. This paper presents a Gaussian process localization (GP-Localize) algorithm that, in contrast to existing works, can exploit the spatially correlated field measurem…

We discuss the difference between locally risk-minimizing and delta hedging strategies for exponential Lévy models, where delta hedging strategies in this paper are defined under the minimal martingale measure. We give firstly model-independent upper estimations for the difference. In addition we show numerical example…

The paper studies conditions for exact posterior modeling in Bayesian networks.

Local learning method selects covariates for causal effect estimation in the presence of latent variables.

Estimators of information theoretic measures such as entropy and mutual information are a basic workhorse for many downstream applications in modern data science. State of the art approaches have been either geometric (nearest neighbor (NN) based) or kernel based (with a globally chosen bandwidth). In this paper, we co…

In this paper we derive an easily computed approximation to European basket call prices for a local volatility jump-diffusion model. We apply the asymptotic expansion method to find the approximate value of the lower bound of European basket call prices. If the local volatility function is time independent then there i…

Arithmetic spaces simplified to simplicial complexes.