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.
Round handles are affiliated with smooth 4-manifolds in two major ways: 5-dimensional round handles appear extensively as the building blocks in cobordisms between 4-manifolds, whereas 4-dimensional round handles are the building blocks of broken Lefschetz fibrations on them. The purpose of this article is to shed more…
We study the decades-old problem of online portfolio management and propose the first algorithm with logarithmic regret that is not based on Cover's Universal Portfolio algorithm and admits much faster implementation. Specifically Universal Portfolio enjoys optimal regret O(NlnT) for N financial instrum…
We propose a novel, efficient approach for distributed sparse learning in high-dimensions, where observations are randomly partitioned across machines. Computationally, at each round our method only requires the master machine to solve a shifted ell_1 regularized M-estimation problem, and other workers to compute the g…
Green functions play an important role in conformal geometry. In this paper, we explain how to compute explicitly the logarithmic singularities of the Green functions of the conformal powers of the Laplacian. These operators include the Yamabe and Paneitz operators, as well as the conformal fractional powers of the Lap…
We introduce the community exploration problem that has many real-world applications such as online advertising. In the problem, an explorer allocates limited budget to explore communities so as to maximize the number of members he could meet. We provide a systematic study of the community exploration problem, from off…
We study a basic private estimation problem: each of n users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential privacy for each user. Informally, local differential privacy requires that each data …
We introduce a new model of stochastic bandits with adversarial corruptions which aims to capture settings where most of the input follows a stochastic pattern but some fraction of it can be adversarially changed to trick the algorithm, e.g., click fraud, fake reviews and email spam. The goal of this model is to encour…
For a closed surface M with metric g, the Robin mass m(p) at the point p is the value of the Green function G(p,q) at p=q after the logarithmic singularity has been removed. The Laplacian-mass is the average value of the Robin mass, minus the value of the Robin mass for the round sphere of the same area. The Laplacian-…
We define the "sum of squares of the wavelengths" of a Riemannian surface (M,g) to be the regularized trace of the inverse of the Laplacian. We normalize by scaling and adding a constant, to obtain a "mass", which is scale invariant and vanishes at the round sphere. This is an anlaog for closed surfaces of the ADM mass…
We study the question of whether parallelization in the exploration of the feasible set can be used to speed up convex optimization, in the local oracle model of computation. We show that the answer is negative for both deterministic and randomized algorithms applied to essentially any of the interesting geometries and…
We study a variant of the stochastic K-armed bandit problem, which we call "bandits with delayed, aggregated anonymous feedback". In this problem, when the player pulls an arm, a reward is generated, however it is not immediately observed. Instead, at the end of each round the player observes only the sum of a number…
We study the problem of repeated play in a zero-sum game in which the payoff matrix may change, in a possibly adversarial fashion, on each round; we call these Online Matrix Games. Finding the Nash Equilibrium (NE) of a two player zero-sum game is core to many problems in statistics, optimization, and economics, and fo…
We propose a contextual-bandit approach for demand side management by offering price incentives. More precisely, a target mean consumption is set at each round and the mean consumption is modeled as a complex function of the distribution of prices sent and of some contextual variables such as the temperature, weather, …
We consider the problem of strongly-convex online optimization in presence of adversarial delays; in a T-iteration online game, the feedback of the player's query at time t is arbitrarily delayed by an adversary for d_t rounds and delivered before the game ends, at iteration t+d_t-1. Specifically for \algo{online-gradi…
In this paper, we consider a class of finite-sum convex optimization problems defined over a distributed multiagent network with m agents connected to a central server. In particular, the objective function consists of the average of m (≥1) smooth components associated with each network agent together with a s…