This study provides a new mathematical structure for Koopman eigenfunctions.
arXiv research
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.
Trend · papers per month
New framework for online influencer selection considering cost constraints.
We study the spherical cap packing problem with a probabilistic approach. Such probabilistic considerations result in an asymptotic sharp universal uniform bound on the maximal inner product between any set of unit vectors and a stochastically independent uniformly distributed unit vector. When the set of unit vectors …
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.
GOCPD detects change points by maximizing the probability of two independent models.
Proves a conjecture for Calabi-Yau manifolds.
The study examines the independence of GKM manifolds and symmetric spaces.
Study optimizes dividend payout strategies under fluctuating interest rates.
We consider the problem of maximizing expected utility from terminal wealth in models with stochastic factors. Using martingale methods and a conditioning argument, we determine the optimal strategy for power utility under the assumption that the increments of the asset price are independent conditionally on the factor…
Fast algorithms developed for adaptive and fully adaptive submodular maximization problems.
We present a novel method for learning a set of disentangled reward functions that sum to the original environment reward and are constrained to be independently obtainable. We define independent obtainability in terms of value functions with respect to obtaining one learned reward while pursuing another learned reward…
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data widely used in observational sciences. In its classical form, ICA relies on modeling the data as a linear mixture of non-Gaussian independent sources. The problem can be seen as a likelihood maximization problem. We i…
We study the online influence maximization problem in social networks under the independent cascade model. Specifically, we aim to learn the set of "best influencers" in a social network online while repeatedly interacting with it. We address the challenges of (i) combinatorial action space, since the number of feasibl…
Counterexamples show HSIC feature selection misses critical features.
We study a spectral generalization of classical combinatorial graph spanners to the spectral setting. Given a set of vectors , we say a set is an -spectral spanner if for all there is a probability distribution supported on such that $$vv^\intercal \preceq α\cdot\m…
Independent Component Analysis (ICA) is a technique for unsupervised exploration of multi-channel data that is widely used in observational sciences. In its classic form, ICA relies on modeling the data as linear mixtures of non-Gaussian independent sources. The maximization of the corresponding likelihood is a challen…
This work improves independence tests for high-dimensional data.
The paper tackles robust submodular maximization under matroid constraints, providing approximation algorithms for summary extraction.
The paper develops algorithms to find a robust summary of data under deletion, achieving good approximation guarantees.
Boundary properties of hyperbolic groups are invariant under a maximization procedure.
OT-ICA uses optimal transport to find independent components, outperforming traditional methods.
Paper introduces new regression methods for consistent estimation of biophysical parameters.
A new computationally efficient dependence measure, and an adaptive statistical test of independence, are proposed. The dependence measure is the difference between analytic embeddings of the joint distribution and the product of the marginals, evaluated at a finite set of locations (features). These features are chose…
FavMac maximizes value while controlling cost in multi-label prediction.
Analyzes new economic paradigm for non-independent consumer choices.
The paper examines how sampling data affects the performance of submodular maximization.
Temporal data are increasingly prevalent in modern data science. A fundamental question is whether two time series are related or not. Existing approaches often have limitations, such as relying on parametric assumptions, detecting only linear associations, and requiring multiple tests and corrections. While many non-p…
Independent component analysis (ICA) is the most popular method for blind source separation (BSS) with a diverse set of applications, such as biomedical signal processing, video and image analysis, and communications. Maximum likelihood (ML), an optimal theoretical framework for ICA, requires knowledge of the true unde…
Paper improves power of conditional randomization tests.
The paper connects Weil-Petersson homeomorphisms to maximal surfaces in anti-de Sitter space.
In this paper, we unify the Markov theory of a variety of different types of graphs used in graphical Markov models by introducing the class of loopless mixed graphs, and show that all independence models induced by -separation on such graphs are compositional graphoids. We focus in particular on the subclass of rib…
We address the problem of influence maximization when the social network is accompanied by diffusion cascades. In prior works, such information is used to compute influence probabilities, which is utilized by stochastic diffusion models in influence maximization. Motivated by the recent criticism on the effectiveness o…
We present new methods for batch anomaly detection in multivariate time series. Our methods are based on maximizing the Kullback-Leibler divergence between the data distribution within and outside an interval of the time series. An empirical analysis shows the benefits of our algorithms compared to methods that treat e…
We introduce a new framework for unsupervised learning of representations based on a novel hierarchical decomposition of information. Intuitively, data is passed through a series of progressively fine-grained sieves. Each layer of the sieve recovers a single latent factor that is maximally informative about multivariat…
A new framework maximizes influence spread in social networks by accounting for inter-community diffusion.
Paper improves CMAB regret bounds by reducing batch-size dependency.
We propose a method for feature selection that employs kernel-based measures of independence to find a subset of covariates that is maximally predictive of the response. Building on past work in kernel dimension reduction, we show how to perform feature selection via a constrained optimization problem involving the tra…
Boosting improves ICA for better component recovery.
Several fundamental problems that arise in optimization and computer science can be cast as follows: Given vectors and a constraint family , find a set that maximizes the squared volume of the simplex spanned by the vectors in . A motivatin…
This paper improves SNN training by using multiple sample compartments.
Maximal representations are studied using tree embeddings and geodesic currents.
Influence maximization (IM) is the problem of finding for a given a set of nodes in a network with maximum influence. With stochastic diffusion models, the influence of a set of seed nodes is defined as the expectation of its reachability over simulations, where each simulation specifies a det…
This paper extends the MAB problem to consider risk-reward tradeoffs.
In this paper, we study the combinatorial multi-armed bandit problem (CMAB) with probabilistically triggered arms (PTAs). Under the assumption that the arm triggering probabilities (ATPs) are positive for all arms, we prove that a class of upper confidence bound (UCB) policies, named Combinatorial UCB with exploration …
Constructs unique bases for CY varieties over valued fields.
Investment strategy optimizes risk using a specific risk measure.
We consider interactive algorithms in the pool-based setting, and in the stream-based setting. Interactive algorithms observe suggested elements (representing actions or queries), and interactively select some of them and receive responses. Pool-based algorithms can select elements at any order, while stream-based algo…
Optimizes RTB bidding without exploration, improving performance under various budgets.