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.
Ranked data appear in many different applications, including voting and consumer surveys. There often exhibits a situation in which data are partially ranked. Partially ranked data is thought of as missing data. This paper addresses parameter estimation for partially ranked data under a (possibly) non-ignorable missing…
We prove the statistical consistency of kernel Partial Least Squares Regression applied to a bounded regression learning problem on a reproducing kernel Hilbert space. Partial Least Squares stands out of well-known classical approaches as e.g. Ridge Regression or Principal Components Regression, as it is not defined as…
For a convex domain D bounded by the hypersurface ∂D in a space of constant curvature we give sharp bounds on the width R−r of a spherical shell with radii R and r that can enclose ∂D, provided that normal curvatures of ∂D are pinched by two positive constants. Furthermore, in the …
Let (M,g(t)), t∈[0,T) be a closed Riemannian n-manifold whose Riemannian metric g(t) evolves by the geometric flow ∂t∂gij=−2Sij, where Sij(t) is a symmetric two-tensor on (M,g(t)). We discuss differential Harnack estimates for positive solution to the porous medium …
This paper studies the partial estimation of Gaussian graphical models from high-dimensional empirical observations. We derive a convex formulation for this problem using ℓ1-regularized maximum-likelihood estimation, which can be solved via a block coordinate descent algorithm. Statistical estimation performance …
Let Ω be a pseudoconvex domain with C2-smooth boundary in CPn. We prove that the ∂ˉ−NeumannoperatorNexistsfor(p,q)−formsonΩ.Furthermore,thereexistsat_0>0suchthattheoperatorsN,\bar\partial^*N,\bar\partial N$ and the Bergman projection are regular in the Sobolev …
For a Riemannian manifold Mn+1 and a compact domain Ω⊂Mn+1 bounded by a hypersurface ∂Ω with normal curvature bounded below, estimates are obtained in terms of the distance from O to ∂Ω for the angle between the geodesic line joining a fixed interior point O in Ω to a point on…
In the modern age, rankings data is ubiquitous and it is useful for a variety of applications such as recommender systems, multi-object tracking and preference learning. However, most rankings data encountered in the real world is incomplete, which prevents the direct application of existing modelling tools for complet…
We propose a partially linear additive Gaussian graphical model (PLA-GGM) for the estimation of associations between random variables distorted by observed confounders. Model parameters are estimated using an L1-regularized maximal pseudo-profile likelihood estimator (MaPPLE) for which we prove n-sparsisten…
New algorithm for risk-sensitive reinforcement learning with natural policy gradients.
problem Risk-sensitive reinforcement learning with downside risk constraints.
method Introduce a new Bellman equation to estimate the lower partial moment of returns, use natural policy gradients, and extend Reward Constrained Policy Optimization.
result Sample-efficient estimation of partial moments and effective risk-sensitive control.
We prove that the partial C0-estimate holds for metrics along Aubin's continuity method for finding Kähler-Einstein metrics, confirming a special case of a conjecture due to Tian. We use the method developed in recent work of Chen-Donaldson-Sun on the analogous problem for conical Kähler-Einstein metrics.
Let Mn be an n-dimensional Riemannian manifold with boundary ∂M. Assume that Ricci curvature is bounded from below by (n−1)k, for $k\in \RR$, we give a sharp estimate of the upper bound of $ρ(x)=\dis(x, \partial M)$, in terms of the mean curvature bound of the boundary. When ∂M is compact, th…
Study shows offline RL under Q⋆-approximation and partial coverage is harder than previously thought.
problem Theoretical limits of offline reinforcement learning under Q⋆-approximation and partial coverage.
method Introduced a decision-estimation framework to decompose offline RL complexity into decision and value estimation errors.
result Answered the open question by proving sample inefficiency under partial coverage is not guaranteed by Q⋆-realizability and Bellman completeness.
We establish a new partial C0-estimate along a continuity path mixed with conic singularities along a simple normal crossing divisor and a positive twisted (1,1)-form on Fano manifolds. As an application, this estimate enables us to show the reductivity of the automorphism group of the limit space, which leads t…
Let Ω be a bounded domain with C∞ boundary in an n-dimensional C∞ Riemannian manifold, and let ϱ be a non-negative bounded function defined on ∂Ω. It is well-known that for the biharmonic equation Δ2u=0 in Ω with the 0-Dirichlet boundary condition, there exists an infinite se…
This paper provides estimation and inference methods for an identified set's boundary (i.e., support function) where the selection among a very large number of covariates is based on modern regularized tools. I characterize the boundary using a semiparametric moment equation. Combining Neyman-orthogonality and sample s…