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 propose a new stochastic coordinate descent method for minimizing the sum of convex functions each of which depends on a small number of coordinates only. Our method (APPROX) is simultaneously Accelerated, Parallel and PROXimal; this is the first time such a method is proposed. In the special case when the number of…
Learn low-degree functions with few random queries.
problem Learning low-degree functions from limited random queries.
method Learn bounded functions f:{−1,1}no[−1,1] of degree at most d with L2-accuracy ε and confidence 1−δ from log(fracnδ)ε−d−1Cd3/2logd random queries.
result Learn low-degree functions efficiently with logarithmic number of random queries.
For each simple Lie algebra g (excluding, for trivial reasons, type C) we find the lowest possible degree of an invariant second-order PDE over the adjoint variety in Pg, a homogeneous contact manifold. Here a PDE F(xi,u,ui,uij)=0 has degree ≤d if F is a polynomi…
Manifold embedding algorithms map high-dimensional data down to coordinates in a much lower-dimensional space. One of the aims of dimension reduction is to find intrinsic coordinates that describe the data manifold. The coordinates returned by the embedding algorithm are abstract, and finding their physical or domain-r…
The paper models financial order books using geometric shears and directional liquidity.
problem Understanding the geometry and dynamics of financial order books.
method Structural framework modeling liquidity as emergent observables, geometric shears, and directional imbalances.
result The geometry of financial order books can be described by a rigid drift and geometric shear, leading to a gamma-like profile of projected liquidity.
This paper focuses on coordinate update methods, which are useful for solving problems involving large or high-dimensional datasets. They decompose a problem into simple subproblems, where each updates one, or a small block of, variables while fixing others. These methods can deal with linear and nonlinear mappings, sm…
In Physics and in Mathematics Z2n-gradings, n>1, appear in various fields. The corresponding sign rule is determined by the `scalar product' of the involved Z2n-degrees. The Z2n-Supergeometry exhibits challenging differences with the classical one: nonzero degree even coordinate…
In Physics and in Mathematics Z2n-gradings, n≥2, do appear quite frequently. The corresponding sign rules are determined by the `scalar product' of the involved Z2n-degrees. The present paper is the first of a series on Z2n-Supergeometry. The new theory exhibits challenging…
Smooth Z2n-supermanifolds have been introduced and studied recently. The corresponding sign rule is given by the "scalar product" of the involved Z2n-degrees. It exhibits interesting changes in comparison with the sign rule using the parity of the total degree. With the new rule, nonzero degre…
Space exploration missions have seen use of increasingly sophisticated robotic systems with ever more autonomy. Deep learning promises to take this even a step further, and has applications for high-level tasks, like path planning, as well as low-level tasks, like motion control, which are critical components for missi…
The degree-d Chow parameters of a Boolean function f:{−1,1}n→R are its degree at most d Fourier coefficients. It is well-known that degree-d Chow parameters uniquely characterize degree-d polynomial threshold functions (PTFs) within the space of all bounded functions. In this paper, we prove …
New work shows FP potential monotonicity equals low-degree polynomial estimators limits.
problem Establishing a precise mathematical relationship between statistical physics and polynomial estimators limits.
method Analyzing Gaussian additive models (GAMs) to show FP potential monotonicity equals low-degree polynomial estimators limits.
result For a broad family of Gaussian additive models, the power of low-degree polynomials is equivalent to the monotonicity of the annealed FP potential.
Hashing has been widely adopted for large-scale data retrieval in many domains, due to its low storage cost and high retrieval speed. Existing cross-modal hashing methods optimistically assume that the correspondence between training samples across modalities are readily available. This assumption is unrealistic in pra…
These notes survey and explore an emerging method, which we call the low-degree method, for predicting and understanding statistical-versus-computational tradeoffs in high-dimensional inference problems. In short, the method posits that a certain quantity -- the second moment of the low-degree likelihood ratio -- gives…
We introduce the concept of a graded bundle which is a natural generalization of the concept of a vector bundle and whose standard examples are higher tangent bundles T^nQ playing a fundamental role in higher order Lagrangian formalisms. Graded bundles are graded manifolds in the sense that we can choose an atlas whose…
This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the training sample. The estimated uncertainties can be propagated into the optimal…
Study uses reinforcement learning to optimize metachronal paddling at low Reynolds number.
problem Optimizing metachronal paddling strategies for efficient swimming at low Reynolds numbers.
method Applied reinforcement learning to a swimmer model with varying paddle spacings.
result The reinforcement learning algorithm selects a back-to-front metachronal wave-like stroke as the most efficient, regardless of the number of paddles.
We propose a novel method to embed a functional magnetic resonance imaging (fMRI) dataset in a low-dimensional space. The embedding optimally preserves the local functional coupling between fMRI time series and provides a low-dimensional coordinate system for detecting activated voxels. To compute the embedding, we bui…