arXiv research

We define 2-dimensional topological substitutions. A tiling of the Euclidean plane, or of the hyperbolic plane, is substitutive if the underlying 2-complex can be obtained by iteration of a 2-dimensional topological substitution. We prove that there is no primitive substitutive tiling of the hyperbolic plane $\mathbb{H…

An efficient algorithm for k-median clustering in a sequential setting without substitutions.

New algorithm for clustering data streams with no substitutions.

Deep neural network (DNN) as a popular machine learning model is found to be vulnerable to adversarial attack. This attack constructs adversarial examples by adding small perturbations to the raw input, while appearing unmodified to human eyes but will be misclassified by a well-trained classifier. In this paper, we fo…

A method estimates causal parameters using a latent variable recovery.

Structural reliability methods aim at computing the probability of failure of systems with respect to some prescribed performance functions. In modern engineering such functions usually resort to running an expensive-to-evaluate computational model (e.g. a finite element model). In this respect simulation methods, whic…

We introduce Markov substitute processes, a new model at the crossroad of statistics and formal grammars, and prove its main property : Markov substitute processes with a given support form an exponential family.

Study generalizes Lebesgue curves to new space-filling and fractal sets.

The definition of deposit substitutes in Philippine tax law fails to consider the maturity of a debt instrument. This makes it possible for long-term bonds to be considered as deposit substitutes if they meet the 20-lender rule, taxable at 20% final tax. However, long-term debt instruments cannot realistically function…

Hybrid model combines interpretable and black-box models for better transparency and performance.

This work addresses the situation where a black-box model with good predictive performance is chosen over its interpretable competitors, and we show interpretability is still achievable in this case. Our solution is to find an interpretable substitute on a subset of data where the black-box model is overkill or nearly …

Geometric theory explains substitutability in market outcomes based on production constraints.

SAFER method certifies robustness to word substitutions without model structure.

Defect of knot polynomials remains invariant under certain braid substitutions.

This paper investigates and compares currency substitution between the currencies of Central and Eastern European (CEE) countries and the euro. In addition, we develop a model with microeconomic foundations, which identifies difference between currency substitution and money demand sensitivity to exchange rate variatio…

PASS protects private attributes by stochastically substituting data.

Suppose that f and g are Markov surjections, each defined on a wedge of circles, each fixing the branch point and having the branch point as the only critical value. We show that if the points in the inverse limit spaces associated with f and g corresponding to the branch point are distinguished then these inverse limi…

Deep neural networks (DNNs) are one of the most prominent technologies of our time, as they achieve state-of-the-art performance in many machine learning tasks, including but not limited to image classification, text mining, and speech processing. However, recent research on DNNs has indicated ever-increasing concern o…

Generalizes optimal portfolio theory to include capital gains taxes.

It has been shown that adversaries can craft example inputs to neural networks which are similar to legitimate inputs but have been created to purposely cause the neural network to misclassify the input. These adversarial examples are crafted, for example, by calculating gradients of a carefully defined loss function w…

This paper explores how the generalization of substitute classifiers affects the success of black-box adversarial attacks.

Network models assume unrealistic idiosyncratic risk, which can be mitigated by allowing for correlated shocks.

The paper introduces a method to improve adversarial robustness in neural networks using randomized perturbations.

Develops methods to improve demand counterfactuals from imperfect proxies.

Paper generalizes Markov chain model to handle dynamic preferences and choice overload.

Flexible Kernels for Protein Property Prediction

Integrated Assessment Models (IAMs) are mainstay tools for assessing the long-term interactions between climate and the economy and for deriving optimal policy responses in the form of carbon prices. IAMs have been criticized for controversial discount rate assumptions, arbitrary climate damage functions, and the inade…

We analyze the practical consequences of the bilateral counterparty risk adjustment. We point out that past literature assumes that, at the moment of the first default, a risk-free closeout amount will be used. We argue that the legal (ISDA) documentation suggests in many points that a substitution closeout should be u…

The empirical practice of using factor models to adjust for shared, unobserved confounders, $\mathbf{Z}$, in observational settings with multiple treatments, $\mathbf{A}$, is widespread in fields including genetics, networks, medicine, and politics. Wang and Blei (2019, WB) formalizes these procedures and develops the …

Lipschitz equivalence of self-similar sets is an important area in the study of fractal geometry. It is known that two dust-like self-similar sets with the same contraction ratios are always Lipschitz equivalent. However, when self-similar sets have touching structures the problem of Lipschitz equivalence becomes much …

The "color" in the colored Jones polynomial is an integer parameter. In this paper, a periodic pattern of the values of the colored Jones polynomial at the second and the third roots of unity is found. If we substitute -1 to the colored Jones polynomial, the value is alternately 1 or the determinant of the given link. …

Graphs satisfy Li-Yau inequality under $CD(0,n)$ curvature condition.

We continue to develop the tensor-algebra approach to knot polynomials with the goal to present the story in elementary and comprehensible form. The previously reviewed description of Khovanov cohomologies for the gauge group of rank N-1=1 was based on the cut-and-join calculus of the planar cycles, which are involved …

New proof shows how to fill a square with Fibonacci curve.

Meta-model framework improves efficiency in parameter estimation of dynamical systems.

Privacy-preserving syntactic parsing using obfuscation.

DES training speeds up large-scale recommender systems convergence.

Study many-player investment-consumption games with power FPPs, finding market-risk preference affects consumption.

Efficient black-box evasion attacks against deep networks with fewer queries.

We develop SHOPPER, a sequential probabilistic model of shopping data. SHOPPER uses interpretable components to model the forces that drive how a customer chooses products; in particular, we designed SHOPPER to capture how items interact with other items. We develop an efficient posterior inference algorithm to estimat…

The paper studies symplectic operations on Stein fillings of Brieskorn singularities.

Is the elasticity of intertemporal substitution (EIS) more or less than one? This question can be answered by confronting theoretical results of asset pricing models with investor behaviour during episodes of stock market panic. If we consider these episodes as periods of high risk aversion, then lower asset prices are…

We present a black-box adversarial attack algorithm which sets new state-of-the-art model evasion rates for query efficiency in the $\ell_\infty$ and $\ell_2$ metrics, where only loss-oracle access to the model is available. On two public black-box attack challenges, the algorithm achieves the highest evasion rate, sur…

We construct new families of non-hyperelliptic Lefschetz fibrations by applying the daisy substitutions to the families of words $(c_1c_2 \cdots c_{2g-1}c_{2g}{c_{2g+1}}^2c_{2g}c_{2g-1} \cdots c_2c_1)^2 = 1$, $(c_1c_2 \cdots c_{2g}c_{2g+1})^{2g+2} = 1$, and $(c_1c_2 \cdots c_{2g-1}c_{2g})^{2(2g+1)} = 1$ in the mapping …

We introduce several new families of relations in the mapping class groups of planar surfaces, each equating two products of right-handed Dehn twists. The interest of these relations lies in their geometric interpretation in terms of rational blowdowns of 4-manifolds, specifically via monodromy substitution in Lefschet…

Optimizes capital structure for life insurance companies with surplus participation.

We begin the systematic study of knot polynomials for the twist satellites of a knot, when its strand is substituted by a 2-strand twist knot. This is a generalization of cabling (torus satellites), when the substitute of the strand was a torus knot. We describe a general decomposition of satellite's colored HOMFLY in …

Motivated by the construction of H. Endo and Y. Gurtas, changing a positive relator in Dehn twist generators of the mapping class group by using lantern substitutions, we show that 4-manifold $K3#2\CPb$ equipped with the genus two Lefschetz fibration can be rationally blown down along six disjoint copies of the configu…