arXiv research

New estimator for digital options using path splitting and MLMC.

For a Heegaard surface F in a closed orientable 3-manifold M, H(M,F) = Diff(M)/Diff(M,F) is the space of Heegaard surfaces equivalent to the Heegaard splitting (M,F). Its path components are the isotopy classes of Heegaard splittings equivalent to (M,F). We describe H(M,F) in terms of Diff(M) and the Goeritz group of (…

An almost complex structure J on a 4-manifold X may be described in terms of a rank 2 vector bundle E. A splitting of J consists of a pair of line bundles spanning E. A hypersurface M in X satisfying a nondegeneracy condition inherits a CR-structure from J and a path geometry from the splitting. Using the Cartan-Kähler…

Handel and Mosher have proved that the free splitting complex FS for the free group is Gromov hyperbolic. This is a deep and much sought-after result, since it establishes FS as a good analogue of the curve complex for surfaces. We give a shorter alternative proof of this theorem, using surgery paths in Hatcher's spher…

Boosting as gradient descent algorithms is one popular method in machine learning. In this paper a novel Boosting-type algorithm is proposed based on restricted gradient descent with structural sparsity control whose underlying dynamics are governed by differential inclusions. In particular, we present an iterative reg…

We show how to derive hyperbolicity of the free factor complex of $F_N$ from the Handel-Mosher proof of hyperbolicity of the free splitting complex of $F_N$, thus obtaining an alternative proof of a theorem of Bestvina-Feighn. We also show that under the natural map $τ$ from the free splitting complex to free factor co…

We establish a splitting formula for the spectral flow of the odd signature operator on a closed 3-manifold M coupled to a path of SU(2) connections, provided M = S cup X, where S is the solid torus. It describes the spectral flow on M in terms of the spectral flow on S, the spectral flow on X (with certain Atiyah-Pato…

Unified representation for tree ensembles indexed by nodes

Develops methods to simulate rare transitions in molecular systems.

In this thesis we describe how to estimate the distance spanned in the pants graph by a train track splitting sequence on a surface, up to multiplicative and additive constants. If some moderate assumptions on a splitting sequence are satisfied, each vertex set of a train track in it will represent a vertex of a graph …

Contact path geometries are curved geometric structures on a contact manifold comprising smooth families of paths modeled on the family of all isotropic lines in the projectivization of a symplectic vector space. Locally such a structure is equivalent to the graphs in the space of independent and depedent variables of …

The paper explores the geometry and dynamics of free splitting and free factor complexes for groups.

In this paper we introduce a new algorithm for American Monte Carlo that can be used either for American-style options, callable structured products or for computing counterparty credit risk (e.g. CVA or PFE computation). Leveraging least squares regressions, the main novel feature of our algorithm is that it can be fu…

This paper proposes a novel Stochastic Split Linearized Bregman Iteration ($S^{2}$-LBI) algorithm to efficiently train the deep network. The $S^{2}$-LBI introduces an iterative regularization path with structural sparsity. Our $S^{2}$-LBI combines the computational efficiency of the LBI, and model selection consistency…

This paper presents the asymptotic behavior of a linear instrumental variables (IV) estimator that uses a ridge regression penalty. The regularization tuning parameter is selected empirically by splitting the observed data into training and test samples. Conditional on the tuning parameter, the training sample creates …

When two free factors A and B of a free group F_n are in "general position" we define the projection of B to the splitting complex (alternatively, the complex of free factors) of A. We show that the projections satisfy properties analogous to subsurface projections introduced by Masur and Minsky. We use the subfactor p…

We study the use of the multilevel Monte Carlo technique in the context of the calculation of Greeks. The pathwise sensitivity analysis differentiates the path evolution and reduces the payoff's smoothness. This leads to new challenges: the inapplicability of pathwise sensitivities to non-Lipschitz payoffs often makes …

Recently proposed budding tree is a decision tree algorithm in which every node is part internal node and part leaf. This allows representing every decision tree in a continuous parameter space, and therefore a budding tree can be jointly trained with backpropagation, like a neural network. Even though this continuity …

This work deals with the simulation of Wishart processes and affine diffusions on positive semidefinite matrices. To do so, we focus on the splitting of the infinitesimal generator, in order to use composition techniques as Ninomiya and Victoir or Alfonsi. Doing so, we have found a remarkable splitting for Wishart proc…

First, we prove a local spectral flow formula (Theorem 3.7) for a differentiable curve of selfadjoint Fredholm operators. This formula enables us to prove in a simple way a general spectral flow formula. Secondly, we prove a splitting formula (Theorem 4.12) for the spectral flow of a curve of selfadjoint elliptic opera…

Due to the inherent uncertainty of data, the problem of predicting partial ranking from pairwise comparison data with ties has attracted increasing interest in recent years. However, in real-world scenarios, different individuals often hold distinct preferences. It might be misleading to merely look at a global partial…

Solar algorithm selects variables faster and more accurately in high-dimensional data.

Heegaard splittings and Heegaard diagrams of a closed 3-manifold M are translated into the language of Morse functions with Morse-Smale pseudo-gradients defined on M. We make use in a very simple setting of techniques which Jean Cerf developed for solving a famous pseudo-isotopy problem. In passing, we show how to canc…

Bayesian neural networks benefit from fully marginalizing over all modes to improve generalization.

A conformal procedure improves CoT reasoning by aggregating reasoning paths and calibrating abstention rules.

Regularizes decision trees to reduce inference time by up to 4x with minimal accuracy loss.

In this paper we introduce flat grafting as a deformation of quadratic differentials on a surface of finite type that is analogous to the grafting map on hyperbolic surfaces. Flat grafting maps are generic in the strata structure and preserve parallel measured foliations. We use flat grafting to construct paths connect…

Study of gauge theory and parallel transport in Lie 2-group bundles over Lie groupoids.

We develop a class of rules spanning the range between quadratic discriminant analysis and naive Bayes, through a path of sparse graphical models. A group lasso penalty is used to introduce shrinkage and encourage a similar pattern of sparsity across precision matrices. It gives sparse estimates of interactions and pro…

Random forest training yields confidence intervals for generalization error.

Enhanced ODT with Feature Concatenation boosts learning efficiency.

Rectified decision trees improve machine learning interpretability and effectiveness.

In this paper we show that, after completion in the I-adic topology, the Goldman bracket on the space spanned by homotopy classes of loops on a smooth, complex algebraic curve is a morphism of mixed Hodge structure. We prove similar statements for the natural action (defined by Kawazumi and Kuno) of the loops in X on p…

The group $\Out$ of outer automorphisms of the free group has been an object of active study for many years, yet its geometry is not well understood. Recently, effort has been focused on finding a hyperbolic complex on which $\Out$ acts, in analogy with the curve complex for the mapping class group. Here, we focus on o…

Robust PDE method for path-dependent Asian-style options using MPDATA.

Smooth functions on Klein bottle split it into two Möbius bands.

Lie contact structures generalize the classical Lie sphere geometry of oriented hyperspheres in the standard sphere. They can be equivalently described as parabolic geometries corresponding to the contact grading of orthogonal real Lie algebra. It follows the underlying geometric structure can be interpreted in several…

We establish causal semantics for SDEs and develop methods to reason about them.

This paper explores the use of Column Generation (CG) techniques in constructing univariate binary decision trees for classification tasks. We propose a novel Integer Linear Programming (ILP) formulation, based on root-to-leaf paths in decision trees. The model is solved via a Column Generation based heuristic. To spee…

Lie $\infty$-groupoids are simplicial Banach manifolds that satisfy an analog of the Kan condition for simplicial sets. An explicit construction of Henriques produces certain Lie $\infty$-groupoids called `Lie $\infty$-groups' by integrating finite type Lie $n$-algebras. In order to study the compatibility between this…

New method identifies important features and interactions in RF models.

Neuroscientific studies of drawing-like movements usually analyze neural representation of either geometric (eg. direction, shape) or temporal (eg. speed) features of trajectories rather than trajectory's representation as a whole. This work is about empirically supported mathematical ideas behind splitting and merging…

The paper describes distances on Sol-type groups using novel geometric techniques.

Understanding and modeling human driver behavior is crucial for advanced vehicle development. However, unique driving styles, inconsistent behavior, and complex decision processes render it a challenging task, and existing approaches often lack variability or robustness. To approach this problem, we propose Probabilist…

The set of totally geodesic representatives of a homotopy class of maps from a compact Riemannian manifold $M$ with nonnegative Ricci curvature into a complete Riemannian manifold $N$ with no focal points is path-connected and, when nonempty, equal to the set of energy-minimizing maps in that class. When $N$ is compact…

We discuss an autoencoder model in which the encoding and decoding functions are implemented by decision trees. We use the soft decision tree where internal nodes realize soft multivariate splits given by a gating function and the overall output is the average of all leaves weighted by the gating values on their path. …

SPlit optimizes dataset splitting for better model performance.

The paper extends keenness concept to bridge splittings and finds conditions for existence.