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.
The `observer space' of a Lorentzian spacetime is the space of future-timelike unit tangent vectors. Using Cartan geometry, we first study the structure a given spacetime induces on its observer space, then use this to define abstract observer space geometries for which no underlying spacetime is assumed. We propose ta…
Deep learning identifies space objects from uncorrelated observations.
problem Finding small groups of observations of the same space objects from a large set of uncorrelated data.
method Training a deep learning model on a large data set of uncorrelated observations to identify groups of observations likely of the same space objects.
result The model correctly identified 83.1% of observation pairs as belonging to the same space object.
POWSS simplifies Q-value estimation in POMDPs with continuous observations.
problem Lack of theoretical justification for online sampling-based algorithms in POMDPs with continuous observation spaces.
method Developed POWSS, a simplified algorithm that estimates Q-values accurately with high probability and can approach optimality with increased computational power.
result POWSS provides formal theoretical guarantees for Q-value estimation in POMDPs with continuous observations.
Predictive State Representations (PSRs) are an expressive class of models for controlled stochastic processes. PSRs represent state as a set of predictions of future observable events. Because PSRs are defined entirely in terms of observable data, statistically consistent estimates of PSR parameters can be learned effi…
Study bounds expansion coefficient from observable diameter in metric measure spaces.
problem Bound the expansion coefficient from below in terms of the observable diameter.
method Considered concentration of measure phenomenon, connected observable diameter and expansion coefficient, derived upper bound, combined with lower bound to obtain upper bound for observable diameter.
result Obtained upper bound for observable diameter in terms of expansion coefficient.
The paper completes matrices from non-uniformly sampled entries, especially when columns are randomly selected and fully observed.
problem Matrix completion from non-uniformly sampled entries, including fully and partially observed columns.
method First, recover the column space from fully observed columns. Then, for each partially observed column, find a vector in the recovered column space with the observed entries. For low-rank matrices, recover them from Ω(rnlnn) entries.
result The algorithm can exactly recover a low-rank matrix from merely Ω(rnlnn) entries.
Paper tackles tensor decomposition for unaligned observations using RKHS and novel loss functions.
problem Tackles tensor decomposition for unaligned observations.
method Uses functions in RKHS to represent mode with unaligned observations, introduces versatile loss function, proposes optimization algorithm and stochastic gradient method.
result Demonstrates improved tensor decomposition efficiency and effectiveness with synthetic and real data.
The paper explores the complexities of algorithmic fairness and the assumptions needed for different fairness mechanisms.
problem The lack of a unified understanding of algorithmic fairness across different papers.
method Introducing a mathematical framework that includes the observed space, decision space, and construct space to analyze fairness mechanisms.
result Different fairness mechanisms require different assumptions about the relationship between unobservable variables (construct space) and observable variables (observed space).
We reinterpret special relativity, or more precisely its de Sitter deformation, in terms of 3d conformal geometry, as opposed to (3+1)d spacetime geometry. An inertial observer, usually described by a geodesic in spacetime, becomes instead a choice of ways to reverse the conformal compactification of a Euclidean vector…
New method combines variational inference with particle filtering for nonlinear data.
problem Combining variational inference and Monte Carlo sampling for nonlinear data.
method Formulates gradient steepest descent method based on local optimal transport principles, embeds local mappings in RKHS, uses approximations to avoid adjoint evaluation.
result RKHS approximation is highly successful and superior to ensemble approximation for nonlinear observational operators.
Consider observation data, comprised of n observation vectors with values on a set of attributes. This gives us n points in attribute space. Having data structured as a tree, implied by having our observations embedded in an ultrametric topology, offers great advantage for proximity searching. If we have preprocessed d…
A nonparametric approach for policy learning for POMDPs is proposed. The approach represents distributions over the states, observations, and actions as embeddings in feature spaces, which are reproducing kernel Hilbert spaces. Distributions over states given the observations are obtained by applying the kernel Bayes' …
This paper uses Factored Latent Analysis (FLA) to learn a factorized, segmental representation for observations of tracked objects over time. Factored Latent Analysis is latent class analysis in which the observation space is subdivided and each aspect of the original space is represented by a separate latent class mod…
The notion of relativistic observer is confronted with Naveira's classification of (pseudo-)Riemannian almost-product structures on space-time manifolds. Some physical properties and their geometrical counterparts are shortly discussed.
In nonlinear state-space models, sequential learning about the hidden state can proceed by particle filtering when the density of the observation conditional on the state is available analytically (e.g. Gordon et al., 1993). This condition need not hold in complex environments, such as the incomplete-information equili…
FSRM method improves treatment effect estimation from observational data.
problem Estimating treatment effects from observational data with missing counterfactual outcomes and selection bias.
method FSRM method based on deep representation learning and matching, which maps covariate space into a selective, nonlinear, and balanced representation space.
result FSRM method outperforms state-of-the-art methods in estimating treatment effects.