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.
Polynomial distribution can be applied to dynamical systems in certain situations. Macroeconomic systems characterized by economic variables such as income and wealth can be modelled similarly using polynomials. We extend our previous work to data regarding income from a more diversified pool of countries, which contai…
Sample- and computationally-efficient distribution estimation is a fundamental tenet in statistics and machine learning. We present SURF, an algorithm for approximating distributions by piecewise polynomials. SURF is: simple, replacing prior complex optimization techniques by straight-forward {empirical probability} ap…
This is an extended abstract of the talk given at the Oberwolfach Workshop "Algebraic Structures in Low-Dimensional Topology", 25 May -- 31 May 2014. My goal was to describe progress in distributive homology from the previous Oberwolfach Workshop June 3 - June 9, 2012, in particular my work on Yang-Baxter homology; how…
Income and wealth distribution affect stability of a society to a large extent and high inequality affects it negatively. Moreover, in the case of developed countries, recently has been proven that inequality is closely related to all negative phenomena affecting society. So far, Econophysics papers tried to analyse in…
We determine the expected curvature polynomial of random real projective varieties given as the zero set of independent random polynomials with Gaussian distribution, whose distribution is invariant under the action of the orthogonal group. In particular, the expected Euler characteristic of such random real projective…
In many applications (in particular information systems, such as pattern recognition, machine learning, cheminformatics, bioinformatics to name but a few) the assessment of uncertainty is essential - i.e., the estimation of the underlying probability distribution function. More often than not, the form of this function…
New polynomial convergence guarantees for SGM on general data distributions.
problem Efficient guarantees for multimodal and non-smooth distributions in SGM.
method Polynomial convergence guarantees for denoising diffusion models on general data distributions, with no assumptions on functional inequalities or smoothness.
result Wasserstein distance guarantees for distributions of bounded support or decaying tails, and TV guarantees for further smoothness assumptions.
Estimation is the computational task of recovering a hidden parameter x associated with a distribution Dx, given a measurement y sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…
In this paper, we study distribution of the zeros of the Alexander polynomials of knots and links in S^3. We call a knot or link "real stable" (resp. "circular stable") if all the zeros of its Alexander polynomial are real (resp. unit complex). We give a general construction of real stable and circular stable knots and…
We give a highly efficient "semi-agnostic" algorithm for learning univariate probability distributions that are well approximated by piecewise polynomial density functions. Let p be an arbitrary distribution over an interval I which is τ-close (in total variation distance) to an unknown probability distribution $…
Given a fibered link, consider the characteristic polynomial of the monodromy restricted to first homology. This generalizes the notion of the Alexander polynomial of a knot. We define a construction, called iterated plumbing, to create a sequence of fibered links from a given one. The resulting sequence of characteris…
We define the spaces of Schwartz functions, tempered functions and tempered distributions on manifolds definable in polynomially bounded o-minimal structures. We show that all the classical properties that these spaces have in the Nash category, as first studied in Fokko du Cloux's work, also hold in this generalized s…
In list-decodable subspace recovery, the input is a collection of n points αn (for some α≪1/2) of which are drawn i.i.d. from a distribution D with a isotropic rank r covariance Π∗ (the \emph{inliers}) and the rest are arbitrary, potential adversarial outliers. The goal is to recover a $O(1/α)…