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arXiv research

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.

168,657 papers · 148 categories

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60121181241 · Jun 202019922001200920172026
48 results for power sums

Adaptive Bayesian model for covariate-dependent power spectra analysis.

problem Estimating complex relationships and interactions between covariates and power spectra.
method Bayesian sum of trees model with local power spectrum estimation and reversible-jump MCMC for tree modifications.
result The method can accurately recover both smooth and abrupt changes in power spectra across multiple covariates.

Estimation is the computational task of recovering a hidden parameter xx associated with a distribution DxD_x, given a measurement yy sampled from the distribution. High dimensional estimation problems arise naturally in statistics, machine learning, and complexity theory. Many high dimensional estimation problems ca…

2018-07-30abs ↗pdf ↗

The paper is concerned with the Kontsevich-Zagier formal power series f(q)=n=0(1q)...(1qn) f(q)=\sum_{n=0}^\infty (1-q)... (1-q^n) and its analytic properties. To begin with, we give an explicit formula for the Borel transform of the associated formal power series F(x)=e1/(24x)f(e1/x)F(x)=e^{-1/(24x)}f(e^{-1/x}) from which its analytic continuation, i…

2006-09-21abs ↗pdf ↗

We present state sums for quantum link invariants arising from the representation theory of Uq(glNM)U_q(\mathfrak{gl}_{N|M}). We investigate the case of the NN-th exterior power of the standard representation of Uq(glN1)U_q(\mathfrak{gl}_{N|1}) and explicit the relation with Kashaev invariants.

2019-09-05abs ↗pdf ↗

Nahm sums are qq-series of a special hypergeometric type that appear in character formulas in Conformal Field Theory, and give rise to elements of the Bloch group, and have interesting modularity properties. In our paper, we show how Nahm sums arise naturally in Quantum Knot Theory, namely we prove the stability of th…

2011-12-16abs ↗pdf ↗

A deep neural network (DNN) based power control method is proposed, which aims at solving the non-convex optimization problem of maximizing the sum rate of a multi-user interference channel. Towards this end, we first present PCNet, which is a multi-layer fully connected neural network that is specifically designed for…

2018-07-26abs ↗pdf ↗

We give a formula for the radial asymptotics to all orders of the special qq-hypergeometric series known as Nahm sums at complex roots of unity. This result is used in~\cite{CGZ} to prove one direction of Nahm's conjecture relating the modularity of Nahm sums to the vanishing of a certain invariant in KK-theory. The …

2018-12-18abs ↗pdf ↗

Proves conjecture about integer sums of torus knot torsions.

problem Integrality of sums of (g-1)st powers of adjoint Reidemeister torsions for torus knots.
method Introduced Verlinde numbers from modular S-matrix, proved integrality through recursion formulas.
result Proven integrality of sums of (g-1)st powers of adjoint Reidemeister torsions for all torus knots and non-negative g.

We show that the only rational homology spheres which can admit almost complex structures occur in dimensions two and six. Moreover, we provide infinitely many examples of six-dimensional rational homology spheres which admit almost complex structures, and infinitely many which do not. We then show that if a closed alm…

2018-05-12abs ↗pdf ↗

The paper analyzes the variance of different shuffling methods in stochastic gradient descent.

problem Understanding the variance of different shuffling methods in stochastic gradient descent.
method Power spectral density analysis to study the noise sequences of stochastic gradients.
result The stationary variances of iterates decrease in the order of SGD, SGD-RR, and SGD-SO.

The paper extends topological field theory to noncompact surfaces using symmetric powers.

problem Extending topological field theory to noncompact surfaces without closed boundaries.
method Constructing sectorial covers with combinatorics of the bar resolution.
result Recovering results of Rouquier and Manion on extending Heegaard-Floer theory.

Study local differential privacy methods for estimating power sums of discrete distributions.

problem Estimating non-linear functionals of discrete distributions under local differential privacy constraints.
method Interactive and non-interactive mechanisms for estimating power sums, with lower bounds provided.
result Achieves faster rates of estimation under certain conditions.

The Murphy operators in the Hecke algebra H_n of type A are explicit commuting elements, whose symmetric functions are central in H_n. In [Skein theory and the Murphy operators, J. Knot Theory Ramif. 11 (2002), 475-492] I defined geometrically a homomorphism from the Homfly skein C of the annulus to the centre of each …

2001-11-08abs ↗pdf ↗

Conventional principal component analysis (PCA) finds a principal vector that maximizes the sum of second powers of principal components. We consider a generalized PCA that aims at maximizing the sum of an arbitrary convex function of principal components. We present a gradient ascent algorithm to solve the problem. Fo…

2019-10-29abs ↗pdf ↗

The oriented framed Homfly skein C of the annulus provides the natural parameter space for the Homfly satellite invariants of a knot. It contains a submodule C+ isomorphic to the algebra of the symmetric functions. We collect and expand formulae relating elements expressed in terms of symmetric functions to Turaev's ge…

2007-07-19abs ↗pdf ↗

We present a novel tractable generative model that extends Sum-Product Networks (SPNs) and significantly boosts their power. We call it Sum-Product-Quotient Networks (SPQNs), whose core concept is to incorporate conditional distributions into the model by direct computation using quotient nodes, e.g. $P(A|B) = \frac{P(…

2017-10-12abs ↗pdf ↗

New framework reduces sum-of-squares proof degree, speeding up clustering and robust moment estimation.

problem Sum-of-squares proof optimization and faster algorithms for clustering and robust moment estimation.
method Introducing new variables to reduce the degree of sum-of-squares proofs.
result Significantly faster algorithms for clustering and robust moment estimation with the same statistical guarantees.

We use Nathanson's gg-adic representation of integers to relate metric properties of Cayley graphs of the integers with respect to various infinite generating sets SS to problems in additive number theory. If SS consists of all powers of a fixed integer gg, we find explicit formulas for the smallest positive intege…

2017-11-02abs ↗pdf ↗

Estimation of functions of d d variables is considered using ridge combinations of the form k=1mc1,kφ(j=1dc0,j,kxjbk) \textstyle\sum_{k=1}^m c_{1,k} φ(\textstyle\sum_{j=1}^d c_{0,j,k}x_j-b_k) where the activation function φ φ is a function with bounded value and derivative. These include single-hidden layer neural networks, polynomials, …

2017-02-09abs ↗pdf ↗

Paper establishes lower bounds for finite-sum optimization problems using novel construction methods.

problem Lower complexity bounds for finite-sum optimization problems with various component functions.
method Developed novel approach to construct hard instances and analyzed PIFO algorithms.
result Established lower complexity bounds for convex-concave and nonconvex-strongly-concave objectives.

Study cobordism distances between 3-braid links and trefoil knots.

problem Understanding the geometric relationship between 3-braid links and trefoil knots.
method Determined cobordism distances between 3-braid links and trefoil knots, and explored limits of Coxeter's braid group result.
result Found cobordism distances between 3-braid links and trefoil knots, up to a constant error.

New method for inferring time series graph from sparse-group log-sum penalty.

problem Inferring conditional independence graph from high-dimensional stationary multivariate Gaussian time series.
method Sparse-group log-sum penalty (LSP) and alternating direction method of multipliers (ADMM) for iterative optimization.
result Local convergence of inverse PSD estimators to the true value with rate of convergence.

Deep actor-critic learning optimizes power control in mobile networks.

problem Optimizing power control in large-scale wireless mobile networks.
method Multi-agent deep reinforcement learning with deep deterministic policy gradient.
result The algorithm maximizes a global utility function in a distributed manner.

We introduce a new test for detection of power-law cross-correlations among a pair of time series - the rescaled covariance test. The test is based on a power-law divergence of the covariance of the partial sums of the long-range cross-correlated processes. Utilizing a heteroskedasticity and auto-correlation robust est…

2013-07-17abs ↗pdf ↗

Probabilistic representations, such as Bayesian and Markov networks, are fundamental to much of statistical machine learning. Thus, learning probabilistic representations directly from data is a deep challenge, the main computational bottleneck being inference that is intractable. Tractable learning is a powerful new p…

2019-01-17abs ↗pdf ↗

Graph neural network optimizes energy-efficient precoding for massive MIMO systems.

problem Energy bottleneck in massive MIMO systems due to high DAC complexity and power consumption.
method Proposes a graph neural network to directly output precoded quantized vectors from channel matrix and transmit symbols.
result Significant increase in achievable sum rate with reduced DAC power consumption.

The Murphy operators in the Hecke algebra H_n of type A are explicit commuting elements whose sum generates the centre. They can be represented by simple tangles in the Homfly skein theory version of H_n. In this paper I present a single tangle which represents their sum, and which is obviously central. As a consequenc…

2001-02-13abs ↗pdf ↗

This paper develops a Hoeffding inequality for the partial sums k=1nf(Xk)\sum_{k=1}^n f (X_k), where {Xk}kZ>0\{X_k\}_{k \in \mathbb{Z}_{> 0}} is an irreducible Markov chain on a finite state space SS, and f:S[a,b]f : S \to [a, b] is a real-valued function. Our bound is simple, general, since it only assumes irreducibility and finiteness…

2020-01-05abs ↗pdf ↗

An original method, assuming potential and kinetic energy for prices and conservation of their sum is developed for forecasting exchanges. Connections with power law are shown. Semiempirical applications on S&P500, DJIA, and NASDAQ predict a coming recession in them. An emerging market, Istanbul Stock Exchange index IS…

2005-06-10abs ↗pdf ↗

Let G be a torus and M a G-Hamiltonian manifold with Kostant line bundle L and proper moment map. Let P be the weight lattice of G. We consider a parameter k and the multiplicity m(λ,k)m(λ,k) of the quantized representation associated to M and the k-th power of L . We prove that the weighted sum m(λ,k)f(λ/k)\sum m(λ,k) f(λ/k) of the…

2016-12-14abs ↗pdf ↗

Two new methods improve block-sparse signal recovery from noisy data.

problem Recovering block-sparse signals with unknown partitions.
method LogLOP-l2/l1 and AdaLOP-l2/l1 methods using log-sum penalty and MCP.
result Our methods outperform existing techniques in estimation accuracy.

Two semimetrics on probability distributions are proposed, given as the sum of differences of expectations of analytic functions evaluated at spatial or frequency locations (i.e, features). The features are chosen so as to maximize the distinguishability of the distributions, by optimizing a lower bound on test power f…

2016-05-22abs ↗pdf ↗

This paper certifies cluster assignments from sum-of-norms clustering algorithms.

problem Certifying the correct cluster assignments from approximate solutions of sum-of-norms clustering.
method Presented a clustering test that identifies and certifies the correct cluster assignment from an approximate solution.
result The correct cluster assignment is guaranteed to be certified by a primal-dual path following algorithm after sufficient iterations.

We introduce a simulation scheme for Brownian semistationary processes, which is based on discretizing the stochastic integral representation of the process in the time domain. We assume that the kernel function of the process is regularly varying at zero. The novel feature of the scheme is to approximate the kernel fu…

2015-07-10abs ↗pdf ↗

In our simplified description `wealth' is money (mm). A kinetic theory of gas like model of money is investigated where two agents interact (trade) selectively and exchange some amount of money between them so that sum of their money is unchanged and thus total money of all the agents remains conserved. The probabilit…

2005-09-21abs ↗pdf ↗

New tools in nonlinear random matrices improve understanding of the Sum of Squares hierarchy.

problem Improving the Sum of Squares (SoS) hierarchy's performance on average-case problems.
method Developed new tools in nonlinear random matrices and applied them to analyze the SoS hierarchy.
result Subexponential-time SoS lower bounds for various problems, offering evidence for the low-degree likelihood ratio hypothesis.