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.
Model complexity is an important factor to consider when selecting among graphical models. When all variables are observed, the complexity of a model can be measured by its standard dimension, i.e. the number of independent parameters. When hidden variables are present, however, standard dimension might no longer be ap…
We will establish that the VC dimension of the class of d-dimensional ellipsoids is (d^2+3d)/2, and that maximum likelihood estimate with N-component d-dimensional Gaussian mixture models induces a geometric class having VC dimension at least N(d^2+3d)/2. Keywords: VC dimension; finite dimensional ellipsoid; Gaussian m…
New research shows that the dimension gap between intrinsic and ambient dimensions affects adversarial vulnerability of machine learning models.
problem The mystery of adversarial attacks on machine learning models.
method Introducing two types of adversarial attacks and proving their relationship to the dimension gap.
result The dimension gap between intrinsic and ambient dimensions makes clean-trained models more vulnerable to off-manifold adversarial perturbations.
It is shown that two Levi-Tanaka and infinitesimal CR automorphism algebras, associated with a totally nondegenerate model of CR dimension one are isomorphic. As a result, the model surfaces are maximally homogeneous and standard. This gives an affirmative answer in CR dimension one to a certain question formulated by …
A Kronecker product model is the set of visible marginal probability distributions of an exponential family whose sufficient statistics matrix factorizes as a Kronecker product of two matrices, one for the visible variables and one for the hidden variables. We estimate the dimension of these models by the maximum rank …
The article calculates the minimal model dimensions for classifying spaces of surface braid groups.
problem Classifying spaces for families of virtually abelian subgroups of surface braid groups.
method Analyzes the pure and full braid groups of surfaces with at least one boundary component or one puncture, proving analogous results for amenable subgroups.
result Minimal dimensions of models for classifying spaces are equal to the virtual cohomological dimension plus the rank of virtually abelian subgroups.
We study the algebraic dimension a(X) of a compact hyperkaehler manfold of dimension 2n. We show that a(X) is at most n unless X is projective. If a compact Kaehler manifold with algebraic dimension 0 and Kodaira dimension 0 has a minimal model, then only the values 0,n and 2n are possible. In case of middle dimension,…
Deep generative modeling using flows has gained popularity owing to the tractable exact log-likelihood estimation with efficient training and synthesis process. However, flow models suffer from the challenge of having high dimensional latent space, the same in dimension as the input space. An effective solution to the …
We consider partially observed multiscale diffusion models that are specified up to an unknown vector parameter. We establish for a very general class of test functions that the filter of the original model converges to a filter of reduced dimension. Then, this result is used to justify statistical estimation for the u…
We consider the problem of clustering data points in high dimensions, i.e. when the number of data points may be much smaller than the number of dimensions. Specifically, we consider a Gaussian mixture model (GMM) with non-spherical Gaussian components, where the clusters are distinguished by only a few relevant dimens…
We prove that any holomorphic locally homogeneous geometric structure on a complex torus, modelled on a complex homogeneous surface, is translation invariant. We conjecture that this result is true is any dimension. In higher dimension we prove it here for nilpotent models. We also prove that in any dimension the trans…
We introduce a notion of "effective dimension" of a statistical model based on the number of cubes of size 1/n needed to cover the model space when endowed with the Fisher Information Matrix as metric, n being the number of observations. The number of observations fixes a natural scale or resolution. The eff…
To model high dimensional data, Gaussian methods are widely used since they remain tractable and yield parsimonious models by imposing strong assumptions on the data. Vine copulas are more flexible by combining arbitrary marginal distributions and (conditional) bivariate copulas. Yet, this adaptability is accompanied b…