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.
Profile entropy measures learnability and compressibility of discrete distributions.
New summary measures reveal geometric structure in weighted measures on manifolds.
New theorems on compactness and finiteness for specific types of self-shrinkers.
The paper explores inequalities for strongly-convex sets in weighted Riemannian manifolds.
Earlier studies have shown that stock market distributions can be well described by distributions derived from Tsallis entropy, which is a generalization of Shannon entropy to non-extensive systems. In this paper, Tsallis relative entropy (TRE), which is the generalization of Kullback-Leibler relative entropy (KLRE) to…
A new framework for adaptive behavior using reusable value profiles.
We investigate activities that have different periods of duration. We define the profit intensity as a measure of this economic category. The profit intensity in a repeated trading has a unique property of attaining its maximum at a fixed point regardless of the shape of demand curves for a wide class of probability di…
Sharp Gaussian isoperimetry proven along Ricci flow.
Study quantifies how LLMs capture higher-order statistical structure using cumulant expansion.
New efficient algorithm for approximate PML distribution.
Expanding on techniques of concentration of measure, we develop a quantitative framework for modeling liquidity risk using convex risk measures. The fundamental objects of study are curves of the form , where is a convex risk measure and a random variable, and we call such a curve a \emph{liqu…
New method uses asymmetric Tsallis relative entropy for better risk assessment in financial portfolios.
This paper demonstrates two novel methods to estimate the global SNR of speech signals. In both methods, Deep Neural Network-Hidden Markov Model (DNN-HMM) acoustic model used in speech recognition systems is leveraged for the additional task of SNR estimation. In the first method, the entropy of the DNN-HMM output is c…
Calculates local Granger causality for Gaussian and nonlinear systems.
The paper measures semantic information production in generative models using information theory.
In this study, we present Flatsomatic - a Variational Auto Encoder (VAE) optimized to compress somatic mutations that allow for unbiased data compression whilst maintaining the signal. We compared two different neural network architectures for the VAE: Multilayer Perceptron (MLP) and bidirectional LSTM. The somatic pro…
Study shows translators can have non-removable singularities at infinity but eventually converge to unique planes.
Study error bounds and optimal schedules for Masked Diffusions with factorized approximations.
New method shows data-driven causal studies can be misleading.
The application of standard sufficient dimension reduction methods for reducing the dimension space of predictors without losing regression information requires inverting the covariance matrix of the predictors. This has posed a number of challenges especially when analyzing high-dimensional data sets in which the numb…
A method to produce personalized classification models to automatically review online dating profiles on Tinder is proposed, based on the user's historical preference. The method takes advantage of a FaceNet facial classification model to extract features which may be related to facial attractiveness. The embeddings fr…
The resolution and calibration of pure spectra of minority components in measurements of chemical mixtures without prior knowledge of the mixture is a challenging problem. In this work, a combination of band target entropy minimization (BTEM) and target partial least squares (T-PLS) was used to obtain estimates for sin…
A method to describe Riemann surfaces using graph profiles is proposed.
In cheminformatics, compound-target binding profiles has been a main source of data for research. For data repositories that only provide positive profiles, a popular assumption is that unreported profiles are all negative. In this paper, we caution audience not to take this assumption for granted, and present empirica…
Method controls extrapolation in prediction profiles for statistical and machine learning models.
Background: While machine learning (ML) models are rapidly emerging as promising screening tools in critical care medicine, the identification of homogeneous subphenotypes within populations with heterogeneous conditions such as pediatric sepsis may facilitate attainment of high-predictive performance of these prognost…
We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…
We introduce a spectrum of monotone coarse invariants for metric measure spaces called Poincaré profiles. The two extremes of this spectrum determine the growth of the space, and the separation profile as defined by Benjamini--Schramm--Timár. In this paper we focus on properties of the Poincaré profiles of groups with …
Logarithmic separation profile in hyperbolic groups shows hierarchical structure.
Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.
Study compares isoperimetric profiles on manifolds with integral Ricci curvature bounds.
There has been a rapid proliferation of machine learning/deep learning (ML) models and wide adoption of them in many application domains. This has made profiling and characterization of ML model performance an increasingly pressing task for both hardware designers and system providers, as they would like to offer the b…
Estimates lower bounds for isoperimetric profiles and improves on previous estimates for specific manifolds.
We study three fundamental statistical-learning problems: distribution estimation, property estimation, and property testing. We establish the profile maximum likelihood (PML) estimator as the first unified sample-optimal approach to a wide range of learning tasks. In particular, for every alphabet size and desired…
In the context of sub-Riemannian Heisenberg groups Hn, n \geq 1, we shall study Isoperimetric Profiles, which are closed compact hypersurfaces having constant horizontal mean curvature, very similar to ellipsoids. Our main goal is to study the stability of Isoperimetric Profiles.
Paper describes profiles of multivariate normal distributions and novel estimators for mutual information.
Non-Negative Matrix Factorization, NMF, attempts to find a number of archetypal response profiles, or parts, such that any sample profile in the dataset can be approximated by a close profile among these archetypes or a linear combination of these profiles. The non-negativity constraint is imposed while estimating arch…
Adaptive Nucleus Truncation Improves Long-Form Reasoning
Random layer-wise pruning profiles are as effective as metric-based ones for various datasets.
Study lampshuffler groups' isoperimetric profiles, refining previous estimates.
The study analyzes how large language models form and express investor risk profiles.
It is shown that, in dimensions , isoperimetric profiles of compact real analytic Riemannian manifolds are semi-analytic.
The hypercube's perimeter is significantly larger than expected near half volume.
The first known example of a complete Riemannian manifold whose isoperimetric profile is discontinuous is given.
With the maturation of metabolomics science and proliferation of biobanks, clinical metabolic profiling is an increasingly opportunistic frontier for advancing translational clinical research. Automated Machine Learning (AutoML) approaches provide exciting opportunity to guide feature selection in agnostic metabolic pr…
We study the shape of inflated surfaces introduced in \cite{B1} and \cite{P1}. More precisely, we analyze profiles of surfaces obtained by inflating a convex polyhedron, or more generally an almost everywhere flat surface, with a symmetry plane. We show that such profiles are in a one-parameter family of curves which w…
Develops a method to disaggregate aerosol optical depth into vertical extinction profiles.
We show that there is a complete connected 2-dimensional Riemannian manifold with discontinuous isoperimetric profile, answering a question of Nardulli and Pansu.