Even knots with more than 30 crossings are not fertile.
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Discuss knots in , introducing rotating information and invariants.
Pseudodiagrams are diagrams of knots where some information about which strand goes over/under at certain crossings may be missing. Pseudoknots are equivalence classes of pseudodiagrams, with equivalence defined by a class of Reidemeister-type moves. In this paper, we introduce two natural extensions of classical knot …
A knot is fertile if it can generate all smaller knots through a specific diagram modification.
The performance of most the clustering methods hinges on the used pairwise affinity, which is usually denoted by a similarity matrix. However, the pairwise similarity is notoriously known for its vulnerability of noise contamination or the imbalance in samples or features, and thus hinders accurate clustering. To tackl…
This paper studies knots in a thickened surface and introduces a new way to label crossings.
We consider a natural model of random knotting- choose a knot diagram at random from the finite set of diagrams with n crossings. We tabulate diagrams with 10 and fewer crossings and classify the diagrams by knot type, allowing us to compute exact probabilities for knots in this model. As expected, most diagrams with 1…
A realization of a virtual link diagram is obtained by choosing over/under markings for each virtual crossing. Any realization can also be obtained from some representation of the virtual link. (A representation of a virtual link is a link diagram on an oriented 2-dimensional surface.) We prove that if a minimal genus …
It seems to be very unlikely that all relevant information in the stock market could be fully encoded in a geometrical shape. Still,the present paper will reveal the geometry behind the stock market transactions. The prices of market index (DJIA) stock components are arranged in ascending order from the smallest one in…
The paper extends knot theory to annular and toroidal pseudo knots.
Probabilistic pseudo knots model uncertain knot diagrams.
Spatial graphs of non-Eulerian or proper Eulerian planar graphs are unknottable by region crossing changes.
This paper tabulates prime knot projections up to eight double points.
Deep-learning model detects ASD from MRI data with high accuracy.
Study on random knot diagrams and their probability of forming specific knots.
Develops a framework for stuck knots with rigid constraints and invariants.
Characterizes the OU matrix for up to 5 strands in braids.
We study the relationship between social media output and National Football League (NFL) games, using a dataset containing messages from Twitter and NFL game statistics. Specifically, we consider tweets pertaining to specific teams and games in the NFL season and use them alongside statistical game data to build predic…
We introduce a new numerical knot invariant, termed the \textit{segment number}, which is derived from partitioned knot diagrams subject to specific over/under-crossing constraints. We prove that a knot is non-trivial if and only if its segment number is at least 3. Furthermore, we investigate the structural properties…
Paper constructs a HOMFLYPT-type invariant for pseudo links.
Paper solves the minimal generating set problem for singular Reidemeister moves.
Both classical and virtual knots arise as formal Gauss diagrams modulo some abstract moves corresponding to Reidemeister moves. If we forget about both over/under crossings structure and writhe numbers of knots modulo the same Reidemeister moves, we get a dramatic simplification of virtual knots, which kills all classi…
The study proposes a framework to assess sustainability of firms using fund-level classifications and portfolio holdings.
Convolutional neural network based systems have largely failed to be adopted in many high-risk application areas, including healthcare, military, security, transportation, finance, and legal, due to their highly uninterpretable "black-box" nature. Towards solving this deficiency, we teach a novel multi-task capsule net…
COCOA can learn new tasks without forgetting previously learned ones in a distributed setting.
Quantized BNNs maintain uncertainty estimation quality despite reduced precision.
Variational Bayes (VB) is a scalable alternative to Markov chain Monte Carlo (MCMC) for Bayesian posterior inference. Though popular, VB comes with few theoretical guarantees, most of which focus on well-specified models. However, models are rarely well-specified in practice. In this work, we study VB under model missp…
Chirality affects the curvature of molecular networks, influencing their shape and stability.
This paper discusses a novel explanation for asymmetric volatility based on the anchoring behavioral pattern. Anchoring as a heuristic bias causes investors focusing on recent price changes and price levels, which two lead to a belief in continuing trend and mean-reversion respectively. The empirical results support ou…
Bayesian framework for semiparametric regression of discrete data.
Develops a new method to model overlapping asymmetric datasets effectively.
Study compares various ANN models for SPX and NDX options pricing.
A clinician desires to use a risk-stratification method that achieves confident risk-stratification - the risk estimates of the different patients reflect the true risks with a high probability. This allows him/her to use these risks to make accurate predictions about prognosis and decisions about screening, treatments…
We simplify information measure computation using learned features.
A new framework for information theory considers computational constraints.
An asymmetric information model is introduced for the situation in which there is a small agent who is more susceptible to the flow of information in the market than the general market participant, and who tries to implement strategies based on the additional information. In this model market participants have access t…
We study a simple model of an asset market with informed and non-informed agents. In the absence of non-informed agents, the market becomes information efficient when the number of traders with different private information is large enough. Upon introducing non-informed agents, we find that the latter contribute signif…
New method quantifies redundant information using information bottleneck.
This paper reviews information theory in open-world machine learning.
Generalizes information theory to evolving belief.
Paper proposes a framework to identify and obfuscate sensitive features via information density estimation.
Review of information plane analyses in neural networks, highlighting mixed results and methodological challenges.
Information geometry offers new tools for statistical analysis.
In this paper, we present a new approach to interpret deep learning models. By coupling mutual information with network science, we explore how information flows through feedforward networks. We show that efficiently approximating mutual information allows us to create an information measure that quantifies how much in…
Before the massive spread of computer technology, information was far from complex. The development of technology shifted the paradigm: from individuals who faced scarce and costly information to individuals who face massive amounts of information accessible at low costs. Nowadays we are living in the era of big data a…
In financial markets valuable information is rarely circulated homogeneously, because of time required for information to spread. However, advances in communication technology means that the 'lifetime' of important information is typically short. Hence, viewed as a tradable asset, information shares the characteristics…
Introduces relative information gain for improving Gaussian process regression rates.
This paper uses information theory to improve risk modeling in big data.