Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

1223 · Jun 201419922001200920172026
47 results for minimum-volume

This paper studies the geometry of minimum-volume confidence sets for multinomial parameters.

problem Determining if minimum-volume confidence sets for multinomial outcomes are disjoint.
method Enumerating and covering the continuous regions of the exact p-value function to study the geometry of minimum-volume confidence sets.
result The geometry of minimum-volume confidence sets for multinomial parameters is studied, providing insights into their structure and properties.

We enumerate the small-volume manifolds that can be obtained by Dehn filling on Mom-2 and Mom-3 manifolds as defined by Gabai, Meyerhoff, and the author. In so doing we complete the proof that the Weeks manifold is the minimum-volume compact hyperbolic 3-manifold, as well as enumerating the 10 smallest one-cusped hyper…

2008-09-02abs ↗pdf ↗

We propose a new topic modeling procedure that takes advantage of the fact that the Latent Dirichlet Allocation (LDA) log likelihood function is asymptotically equivalent to the logarithm of the volume of the topic simplex. This allows topic modeling to be reformulated as finding the probability simplex that minimizes …

2019-04-03abs ↗pdf ↗

Paper certifies intersection of minimum-volume confidence sets for multinomial outcomes.

problem Certifying intersection of minimum-volume confidence sets for multinomial outcomes.
method Exploits likelihood ordering to induce halfspace constraints, enabling adaptive geometric partitioning and computable bounds on p-values.
result Efficient and provably sound algorithm for certifying intersection, disjointness, or indeterminate result.

SLS optimizes minimum-volume regions for conditional quantiles, bypassing density estimation.

problem Constructing minimum-volume prediction regions that satisfy conditional coverage.
method Super-level-set regression (SLS) directly optimizes geometric boundaries of conditional level sets.
result SLS optimizes regions directly, capturing complex conditional structures end-to-end.

We propose a non-parametric anomaly detection algorithm for high dimensional data. We first rank scores derived from nearest neighbor graphs on nn-point nominal training data. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as…

2016-01-22abs ↗pdf ↗

This is an expository paper on Mom-technology, describing the recent work of the authors in this area (found in arXiv:math/0606072, arXiv:0705.4325, and arXiv:0809.0346) concerning the use of Mom-technology to find the minimum-volume compact hyperbolic 3-manifold and the 10 smallest cusped hyperbolic 3-manifolds. In ad…

2009-10-27abs ↗pdf ↗

It was previously shown by the second author that every knot in S3S^3 is ambient isotopic to one component of a two-component, alternating, hyperbolic link. In this paper, we define the alternating volume of a knot KK to be the minimum volume of any link LL in a natural class of alternating, hyperbolic links such tha…

2019-01-08abs ↗pdf ↗

The paper provides bounds for the empirical angular measure and applies them to improve statistical learning in extreme regions.

problem Estimating the angular measure in high-dimensional data with different distributions.
method Established bounds for the maximal deviations of the empirical angular measure from the true measure, using rank transformation and analyzing the most extreme observations.
result The bounds provide performance guarantees for statistical learning procedures in extreme regions, such as binary classification and anomaly detection.

Evaluating the log determinant of a positive definite matrix is ubiquitous in machine learning. Applications thereof range from Gaussian processes, minimum-volume ellipsoids, metric learning, kernel learning, Bayesian neural networks, Determinental Point Processes, Markov random fields to partition functions of discret…

2018-02-21abs ↗pdf ↗

This paper is the second in a series whose goal is to understand the structure of low-volume complete orientable hyperbolic 3-manifolds. Using Mom technology, we prove that any one-cusped hyperbolic 3-manifold with volume <= 2.848 can be obtained by a Dehn filling on one of 21 cusped hyperbolic 3-manifolds. We also sho…

2007-05-30abs ↗pdf ↗

In this paper we consider a class of right-angled polyhedra in three-dimensional Lobachevsky space, all vertices of which lie on the absolute. New upper bounds on volumes in terms the number of faces of the polyhedron are obtained. Volumes of polyhedra with at most 23 faces are computed. It is shown that the minimum vo…

2019-09-25abs ↗pdf ↗

We develop an efficient algorithm to find confidence ellipsoids with volume guarantees in high dimensions.

problem Finding robust confidence ellipsoids in high-dimensional data.
method Polynomial time algorithm using primal-dual structure and geometric Brascamp-Lieb inequality.
result Algorithm finds ellipsoids within a O(β)γdO(β)^{γd} volume factor of best ββ-conditioned ellipsoid.

We propose a non-parametric anomaly detection algorithm for high dimensional data. We score each datapoint by its average KK-NN distance, and rank them accordingly. We then train limited complexity models to imitate these scores based on the max-margin learning-to-rank framework. A test-point is declared as an anomaly…

2015-02-06abs ↗pdf ↗

Overlap between treatment groups is required for non-parametric estimation of causal effects. If a subgroup of subjects always receives the same intervention, we cannot estimate the effect of intervention changes on that subgroup without further assumptions. When overlap does not hold globally, characterizing local reg…

2019-07-09abs ↗pdf ↗

The paper quantifies how much of a 4-ball must be removed to squeeze into a cylinder, proving a lower bound on the Minkowski dimension.

problem Quantifying how much of a 4-ball must be removed to fit into a cylinder.
method Gromov's non-squeezing theorem and Minkowski dimension analysis.
result The Minkowski dimension of the removed set is at least 2, with an example showing this is optimal for certain radii.

The paper introduces MU for NMF with ββ-divergences and disjoint constraints.

problem Nonnegative matrix factorization with constraints.
method Design multiplicative updates for NMF based on ββ-divergences with disjoint constraints.
result Multiplicative updates satisfy constraints and decrease the objective function.

Nonnegative matrix factorization (NMF) is a widely used linear dimensionality reduction technique for nonnegative data. NMF requires that each data point is approximated by a convex combination of basis elements. Archetypal analysis (AA), also referred to as convex NMF, is a well-known NMF variant imposing that the bas…

2019-10-02abs ↗pdf ↗

A classic theorem of Kazhdan and Margulis states that for any semisimple Lie group without compact factors, there is a positive lower bound on the covolume of lattices. H. C. Wang's subsequent quantitative analysis showed that the fundamental domain of any lattice contains a ball whose radius depends only on the group …

2018-08-17abs ↗pdf ↗

The paper studies positivity properties of cotangent bundles in complex hyperbolic manifolds with cusps.

problem Positivity properties of cotangent bundles in complex hyperbolic manifolds with cusps.
method Analyzes intrinsic positivity properties of cotangent bundles using toroidal compactifications and ample line bundles.
result The cotangent bundle is ample modulo the boundary divisor for sufficiently small rational numbers.

A general approach for anomaly detection or novelty detection consists in estimating high density regions or Minimum Volume (MV) sets. The One-Class Support Vector Machine (OCSVM) is a state-of-the-art algorithm for estimating such regions from high dimensional data. Yet it suffers from practical limitations. When appl…

2015-08-30abs ↗pdf ↗

Considering a mixed signal composed of various audio sources and recorded with a single microphone, we consider on this paper the blind audio source separation problem which consists in isolating and extracting each of the sources. To perform this task, nonnegative matrix factorization (NMF) based on the Kullback-Leibl…

2019-07-04abs ↗pdf ↗

Identifies latent actions and dynamics from offline data with diverse demonstrators.

problem Recovering latent actions and environment dynamics from action-free trajectories.
method Assumes distinct policies for each demonstrator, identifies latent transitions and policies via matrix factorization.
result Identifies latent transitions and demonstrator policies up to permutation.

In this paper, we analyze different preconditionings designed to enhance robustness of pure-pixel search algorithms, which are used for blind hyperspectral unmixing and which are equivalent to near-separable nonnegative matrix factorization algorithms. Our analysis focuses on the successive projection algorithm (SPA), …

2014-06-20abs ↗pdf ↗

This paper aims at formulating the issue of ranking multivariate unlabeled observations depending on their degree of abnormality as an unsupervised statistical learning task. In the 1-d situation, this problem is usually tackled by means of tail estimation techniques: univariate observations are viewed as all the more …

2017-05-03abs ↗pdf ↗

Generalizes conformal prediction to multiple learnable parameters for efficient prediction sets.

problem Learning valid and efficient prediction sets with low-capacity function classes.
method Constrained empirical risk minimization (ERM) with gradient-based optimization of differentiable surrogate losses and Lagrangians.
result Achieves approximate valid population coverage and near-optimal efficiency within class.