arXiv research

The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most general non-parametric assumptions. The notion of consistency is as f…

The problem of clustering is considered, for the case when each data point is a sample generated by a stationary ergodic process. We propose a very natural asymptotic notion of consistency, and show that simple consistent algorithms exist, under most general non-parametric assumptions. The notion of consistency is as f…

We study contextual bandit learning with an abstract policy class and continuous action space. We obtain two qualitatively different regret bounds: one competes with a smoothed version of the policy class under no continuity assumptions, while the other requires standard Lipschitz assumptions. Both bounds exhibit data-…

We give a sharp comparison between the spectra of two Riemannian manifolds (Y,g) and (X,g_0) under the following assumptions: (X,g_0) has bounded geometry, (Y,g) admits a continuous Gromov-Hausdorff ε-approximation onto (X,g_0) of non zero absolute degree, and the volume of (Y,g) is almost smaller than the volume of (X…

We show that non-degenerate hyperquadrics in R^{n+2} admit no skew branes. Stated more traditionally, a compact codimension-one immersed submanifold of a non-degenerate hyperquadric of euclidean space must have parallel tangent spaces at two distinct points. Similar results have been proven by others, but (except for e…

Let L be an exact Lagrangian submanifold inside the cotangent bundle of a closed manifold N. We prove that if N satisfies a mild homotopy assumption then the image of π_2(L) in π_2(N) has finite index. We make no assumption on the Maslov class of L, and we make no orientability assumptions. The homotopy assumption is e…

Proposes a weaker faithfulness assumption for causal discovery.

Under the assumption that the X-ray transform over symmetric solenoidal 2-tensors is injective, we prove that smooth compact connected manifolds with strictly convex boundary, no conjugate points and a hyperbolic trapped set are locally marked boundary rigid.

We derive formulas for the performance of capital assets in continuous time from an efficient market hypothesis, with no stochastic assumptions and no assumptions about the beliefs or preferences of investors. Our efficient market hypothesis says that a speculator with limited means cannot beat a particular index by a …

We obtain sharp quantitative Laplacian upper and lower estimates under no assumption on curvatures. As a result, we derive quantitative Laplacian, area and volume comparison theorems for tubes in Riemannian and Kähler manifolds under weak integral curvature assumptions. We also give some applications, such as a general…

AFA evaluates AI feature acquisition strategies in domains with high costs.

No-regret learning fails to converge to Nash equilibria in mixed strategies.

Under appropriate spectral assumptions we prove two existence results for positive solutions of Lichnerowicz-type equations on complete manifolds. We also give a priori bounds and a comparison result that immediately yields uniqueness for certain classes of solutions. No curvature assumptions are involved in our analys…

In a discrete time and multiple-priors setting, we propose a new characterisation of the condition of quasi-sure no-arbitrage which has become a standard assumption. This characterisation shows that it is indeed a well-chosen condition being equivalent to several previously used alternative notions of no-arbitrage and …

In this paper we establish two boundary versions of the Schwarz lemma. The first is for general holomorphic self maps of bounded convex domains with $C^2$ boundary. This appears to be the first boundary Schwarz lemma for general holomorphic self maps that requires no strong pseudoconvexity or finite type assumptions. T…

Extends utility maximization theory for infinite horizons without strong no-arbitrage assumptions.

Clarifies the theory of the deconfounder by Imai and Jiang.

Bagging stabilizes models without distributional assumptions.

Sequential prediction problems such as imitation learning, where future observations depend on previous predictions (actions), violate the common i.i.d. assumptions made in statistical learning. This leads to poor performance in theory and often in practice. Some recent approaches provide stronger guarantees in this se…

The problem of sequential probability forecasting is considered in the most general setting: a model set C is given, and it is required to predict as well as possible if any of the measures (environments) in C is chosen to generate the data. No assumptions whatsoever are made on the model class C, in particular, no ind…

In this short note, we provide a sample complexity lower bound for learning linear predictors with respect to the squared loss. Our focus is on an agnostic setting, where no assumptions are made on the data distribution. This contrasts with standard results in the literature, which either make distributional assumption…

"No free lunch" results state the impossibility of obtaining meaningful bounds on the error of a learning algorithm without prior assumptions and modelling. Some models are expensive (strong assumptions, such as as subgaussian tails), others are cheap (simply finite variance). As it is well known, the more you pay, the…

We consider the problem of optimal investment with intermediate consumption in a general semimartingale model of an incomplete market, with preferences being represented by a utility stochastic field. We show that the key conclusions of the utility maximization theory hold under the assumptions of no unbounded profit w…

Locally connected boundaries proven for relatively hyperbolic groups.

The wave equation $u_{tt} = c^2 u_{xx}$ is generally regarded as a linear approximation to the equation describing the amplitude of a transversely vibrating elastic string in the plane. But, as is shown in \cite{BC96}, the assumption of transverse vibration in fact implies that the wave equation describes the vibration…

New methods provide stable ranking without assumptions on data distributions.

The Besson-Courtois-Gallot theorem is proven for noncompact finite volume Riemannian manifolds. In particular, no bounded geometry assumptions are made. This proves the minimal entropy conjecture for nonuniform rank one lattices.

The study proves no $L^2$-eigenvalues for higher rank locally symmetric spaces.

In this survey article we will consider universal lower bounds on the volume of a Riemannian manifold, given in terms of the volume of lower dimensional objects (primarily the lengths of geodesics). By `universal' we mean without curvature assumptions. The restriction to results with no (or only minimal) curvature assu…

Analytic metrics are uniquely determined by their scattering map.

We study Betti numbers of sequences of Riemannian manifolds which Benjamini-Schramm converge to their universal covers. Using the Price inequalities we developed elsewhere, we derive two distinct convergence results. First, under a negative Ricci curvature assumption and no assumption on sign of the sectional curvature…

Study geometric properties of generalized vacuum static spaces.

We develop the fundamental theorem of asset pricing in a probability-free infinite-dimensional setup. We replace the usual assumption of a prior probability by a certain continuity property in the state variable. Probabilities enter then endogenously as full support martingale measures (instead of equivalent martingale…

New method uses minimal assumptions for machine learning, improving performance and speed.

We prove a version of First Fundamental Theorem of Asset Pricing under transaction costs for discrete-time markets with dividend-paying securities. Specifically, we show that the no-arbitrage condition under the efficient friction assumption is equivalent to the existence of a risk-neutral measure. We derive dual repre…

An integral stability estimate is proved for refraction coefficients of two conformal metrics in a plane domain in terms of its travel times. No assumption on absence of conjugate points of geodesics is made.

We consider a class of globally hyperbolic space-times with "expanding singularities". Under suitable assumptions we show that no $C^0$-extensions across a compact boundary exist, while the boundary must be null wherever differentiable (which is almost everywhere) in the non-compact case.

Study shows hypercomplex twistor spaces lack divisors and special metrics.

We consider a general class of continuous asset price models where the drift and the volatility functions, as well as the driving Brownian motions, change at a random time $τ$. Under minimal assumptions on the random time and on the driving Brownian motions, we study the behavior of the model in all the filtrations whi…

Many popular reinforcement learning problems (e.g., navigation in a maze, some Atari games, mountain car) are instances of the episodic setting under its stochastic shortest path (SSP) formulation, where an agent has to achieve a goal state while minimizing the cumulative cost. Despite the popularity of this setting, t…

In this paper we study the behavior of the spectrum of a compact, connected Riemannian manifold $(M,g)$ of dimension $d \ge 2$, when we add an increasing number of increasingly small handles. No assumptions on any of the curvatures are needed.

Develops methods for constructing likelihoods and priors for Bayesian networks.

New research shows no-regret learning is impossible in Markov games under certain assumptions.

We show that the existence of an equivalent local martingale measure for asset prices does not prevent negative prices for European calls written on positive stock prices. In particular, we illustrate that many standard no-arbitrage arguments implicitly rely on conditions stronger than the No Free Lunch With Vanishing …

Market impact is the link between the volume of a (large) order and the price move during and after the execution of this order. We show that under no-arbitrage assumption, the market impact function can only be of power-law type. Furthermore, we prove that this implies that the macroscopic price is diffusive with roug…

Paper cleans option price datasets by removing outliers.

We study the problem of variable selection in convex nonparametric regression. Under the assumption that the true regression function is convex and sparse, we develop a screening procedure to select a subset of variables that contains the relevant variables. Our approach is a two-stage quadratic programming method that…

We give an explicit definition of decentralization and show you that decentralization is almost impossible for the current stage and Bitcoin is the first truly noncentralized currency in the currency history. We propose a new framework of noncentralized cryptocurrency system with an assumption of the existence of a wea…