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.
This work studies the robustness certification problem of neural network models, which aims to find certified adversary-free regions as large as possible around data points. In contrast to the existing approaches that seek regions bounded uniformly along all input features, we consider non-uniform bounds and use it to …
We apply stochastic average gradient (SAG) algorithms for training conditional random fields (CRFs). We describe a practical implementation that uses structure in the CRF gradient to reduce the memory requirement of this linearly-convergent stochastic gradient method, propose a non-uniform sampling scheme that substant…
We study primal-dual type stochastic optimization algorithms with non-uniform sampling. Our main theoretical contribution in this paper is to present a convergence analysis of Stochastic Primal Dual Coordinate (SPDC) Method with arbitrary sampling. Based on this theoretical framework, we propose Optimality Violation-ba…
We present a novel method for neural network quantization that emulates a non-uniform k-quantile quantizer, which adapts to the distribution of the quantized parameters. Our approach provides a novel alternative to the existing uniform quantization techniques for neural networks. We suggest to compare the results as …
We prove that if G is a non-uniform lattice in a rank-one semi-simple Lie group $\ne Isom(\H^2_\R)$ then G is quasi-isometrically co-Hopf. This means that every quasi-isometric embedding G→G is coarsely onto and thus is a quasi-isometry.
A groupoid Ω(B) called material groupoid is naturally associated to any simple body B. The material distribution is introduced due to the (possible) lack of differentiability of the material groupoid. Thus, the inclusion of these new objects in the theory of material bodies opens th…
In this note, we study deformations of a non-uniform real hyperbolic lattice in quaternionic hyperbolic spaces. Specially we show that the representations of the fundamental group of the figure eight knot complement into PU(2,1) cannot be deformed in PSp(2,1) out of PU(2,1) up to conjugacy.
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are di…
We study the effectiveness of non-uniform randomized feature selection in decision tree classification. We experimentally evaluate two feature selection methodologies, based on information extracted from the provided dataset: (i) \emph{leverage scores-based} and (ii) \emph{norm-based} feature selection. Experimenta…
Convolutional Neural Networks (CNN) has become more popular choice for various tasks such as computer vision, speech recognition and natural language processing. Thanks to their large computational capability and throughput, GPUs ,which are not power efficient and therefore does not suit low power systems such as mobil…
We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero …
Let G and G′ be simple Lie groups of equal real rank and real rank at least 2. Let Γ<G and Λ<G′ be non-uniform lattices. We prove a theorem that often implies that any quasi-isometric embedding of Γ into Λ is at bounded distance from a homomorphism. For example, any quasi-isometric embedding of $SL(n,\ma…
Sub-sampling is a common and often effective method to deal with the computational challenges of large datasets. However, for most statistical models, there is no well-motivated approach for drawing a non-uniform subsample. We show that the concept of an asymptotically linear estimator and the associated influence func…
The fundamental group of a Riemannian manifold with δ-pinched negative curvature, δ>1/4, cannot be the fundamental group of a quasicompact Kähler manifold. The proof also implies that a non-uniform lattice in F4(−20) cannot be the fundamental group of a quasicompact Kähler manifold. We also construct examples …
This letter presents an improved version of diffusion least mean ppower (LMP) algorithm for distributed estimation. Instead of sum of mean square errors, a weighted sum of mean square error is defined as the cost function for global and local cost functions of a network of sensors. The weight coefficients are updated b…
We consider stochastic gradient descent algorithms for minimizing a non-smooth, strongly-convex function. Several forms of this algorithm, including suffix averaging, are known to achieve the optimal O(1/T) convergence rate in expectation. We consider a simple, non-uniform averaging strategy of Lacoste-Julien et al. …