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…
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 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…
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…