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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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109218326435 · Jun 202019922001200920172026
48 results for pseudo-random numbers

Pseudo-random number generators (PRNG) are a fundamental element of many security algorithms. We introduce a novel approach to their implementation, by proposing the use of generative adversarial networks (GAN) to train a neural network to behave as a PRNG. Furthermore, we showcase a number of interesting modifications…

2018-09-30abs ↗pdf ↗

Transformers can predict pseudo-random sequences from LCGs with unseen parameters and moduli.

problem Learning pseudo-random number sequences from linear congruential generators with unknown parameters and moduli.
method Investigated the ability of Transformers to learn LCG sequences with varying complexity and moduli. Analyzed embedding layers and attention patterns.
result Transformers can predict pseudo-random sequences from LCGs with unseen parameters and moduli, up to mexttest=216m_{ ext{test}} = 2^{16}, using a two-step strategy.

Measurements of cosmic microwave background (CMB) anisotropy are ideal experiments for discovering the non-trivial global topology of the universe. To evaluate the CMB anisotropy in multiply-connected compact cosmological models, one needs to compute the eigenmodes of the Laplace-Beltrami operator. Using the direct bou…

1998-10-02abs ↗pdf ↗

Study finds no significant difference in neural network weights with quantum random numbers.

problem Effects of biased quantum random numbers on neural network initialization.
method Empirical study using quantum hardware and classical pseudo-random numbers.
result No statistically significant difference found between quantum random numbers and other types.

Paper presents quantum algorithms for pricing financial derivatives using complex models.

problem Implementing complex financial models like local volatility on quantum computers.
method Developed two quantum circuit implementations for local volatility model.
result Demonstrated reduced qubit requirements for local volatility model.

We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.

problem Statistical watermarking in the context of hypothesis testing.
method Formulated as a hypothesis testing problem, using coupling of output tokens and rejection regions.
result Established nearly matching upper and lower bounds on the number of i.i.d. tokens required for small Type I and Type II errors.

Statistical machine learning models should be evaluated and validated before putting to work. Conventional k-fold Monte Carlo Cross-Validation (MCCV) procedure uses a pseudo-random sequence to partition instances into k subsets, which usually causes subsampling bias, inflates generalization errors and jeopardizes the r…

2019-07-04abs ↗pdf ↗

Compressive Sensing (CS) theory asserts that sparse signal reconstruction is possible from a small number of linear measurements. Although CS enables low-cost linear sampling, it requires non-linear and costly reconstruction. Recent literature works show that compressive image classification is possible in CS domain wi…

2018-10-15abs ↗pdf ↗

Study tests financial market efficiency using random number generator tests.

problem Check for informational efficiencies in financial markets.
method Analysed binary daily returns as random number generators, split analysis by annual and company levels, investigated longer-term efficiency over Nasdaq-listed companies.
result Information efficiency varies across years and reflects large-scale market impacts.

Bayesian Neural Networks (BNNs) have been proposed to address the problem of model uncertainty in training and inference. By introducing weights associated with conditioned probability distributions, BNNs are capable of resolving the overfitting issue commonly seen in conventional neural networks and allow for small-da…

2018-02-02abs ↗pdf ↗

Energy-efficient sampling for machine learning using magnetic tunnel junctions.

problem Costly and inefficient random sampling in machine learning.
method Energy-efficient algorithm using stochastic magnetic tunnel junctions for uniform Float16 sampling.
result Higher energy efficiency than state-of-the-art algorithms, with a minimum factor of 9721.

In our recent work (Bubeck, Price, Razenshteyn, arXiv:1805.10204) we argued that adversarial examples in machine learning might be due to an inherent computational hardness of the problem. More precisely, we constructed a binary classification task for which (i) a robust classifier exists; yet no non-trivial accuracy c…

2018-11-15abs ↗pdf ↗

Improved neural network training in low-dimensional random bases.

problem Inefficient optimization in large-scale neural networks.
method Re-draw random subspace at each training step, apply independent projections to different network parts.
result Significantly better optimization performance and efficiency.

AGMMNs improve learning of copula models by adaptively selecting kernels.

problem Learning dependence structures in copula models.
method Adaptive bandwidth selection for MMD in GMMNs, increasing kernels based on validation loss.
result AGMMNs significantly improve training performance over GMMNs and parametric models.

The paper develops methods to analyze sensitivity in stochastic models using surrogate models.

problem Quantifying the impact of input variability on stochastic simulators with randomness.
method The authors propose using generalized lambda models to emulate response distributions of stochastic simulators and estimate sensitivity indices.
result The proposed method can estimate sensitivity indices even with strong heteroskedasticity and small signal-to-noise ratio.

This study examines how financial tick data becomes more random with time aggregation.

problem Investigating the randomness of financial tick data over time.
method Applied statistical randomness tests from NIST and TestU01 batteries to ultra-high frequency financial data.
result Financial tick data becomes increasingly random as the aggregation level of transaction time increases.

Likelihood-free inference involves inferring parameter values given observed data and a simulator model. The simulator is computer code which takes parameters, performs stochastic calculations, and outputs simulated data. In this work, we view the simulator as a function whose inputs are (1) the parameters and (2) a ve…

2019-10-08abs ↗pdf ↗

New lower bounds show learning intersections of halfspaces is hard even for a few halfspaces.

problem Learning intersections of halfspaces in polynomial time under standard assumptions.
method Unified connection to parallel pancakes distribution for proving hardness.
result Learning ω(loglogN)ω(\log \log N) halfspaces in dimension NN requires super-polynomial time under standard assumptions.

Spatial embeddings of planar graphs can have higher unknotting numbers than crossing numbers.

problem Understanding the relationship between unknotting numbers and crossing numbers of spatial embeddings of planar graphs.
method Analyzing specific examples of planar graphs and their spatial embeddings to find counterexamples.
result There exist planar graphs and their spatial embeddings where the unknotting number is greater than half the crossing number.

The unknotting number of a knot is the minimum number of crossings one must change to turn that knot into the unknot. The algebraic unknotting number is the minimum number of crossing changes needed to transform a knot into an Alexander polynomial-one knot. We work with a generalization of unknotting number due to Math…

2015-07-15abs ↗pdf ↗

The paper bounds the handle number of sutured manifolds using Morse-Novikov numbers and tunnel numbers.

problem Bounding the handle number of sutured manifolds.
method Developed bounds on the Morse-Novikov number of a link in terms of its tunnel number, and used these to bound the handle number of Heegaard splittings.
result The handle number function is bounded, constant on rays from the origin, and locally maximal.

New measure shows how links can be untangled as twists increase.

problem Understanding how links can be simplified through repeated twists.
method Introduced the stable unknotting number to analyze links in a twist family.
result The stable unknotting number depends only on the winding number of the link, not the wrapping number.

We give an upper bound for the dealternating number of a closed 3-braid. As applications, we determine the dealternating numbers, the alternation numbers and the Turaev genera of some closed positive 3-braids. We also show that there exist infinitely many positive knots with any dealternating number (or any alternation…

2008-08-05abs ↗pdf ↗

Delta-unlinking number measures how to unlink algebraically split links.

problem Measuring unlinking complexity of algebraically split links.
method Defining delta-unlinking number as minimum delta-moves to unlink, proving bounds and calculating specific values.
result Precise delta-unlinking numbers for algebraically split prime links up to 9 crossings, and 4-genus values for most.

Study on knot properties, showing relation between unknotting and crossing numbers.

problem Relations between unknotting and crossing numbers of spatial embeddings.
method Analyzes handcuff-graphs and theta curves, extends known results to handlebody-knots.
result Characterizes handlebody-knots satisfying the equality between unknotting and crossing numbers.

Odd crossing numbers and even rotation numbers for cycles in plane immersions.

problem Analyzing crossing and rotation numbers of cycles in plane immersions of graphs.
method Generic immersions and Legendrian embeddings of graphs, focusing on cycles of specific lengths.
result Sum of rotation numbers of all 5-cycles is even, and sum of crossing numbers is odd.

The aim of the present paper is to prove that the minimal number of virtual crossings for some families of virtual knots grows quadratically with respect to the minimal number of classical crossings. All previously known estimates for virtual crossing number were principally no more than linear in the number of classic…

2011-07-25abs ↗pdf ↗

In this paper we investigate the unlinking numbers of 10-crossing links. We make use of various link invariants and explore their behaviour when crossings are changed. The methods we describe have been used previously to compute unlinking numbers of links with crossing number at most 9. Ultimately, we find the unlinkin…

2017-01-05abs ↗pdf ↗

This paper is about the clock number of a knot. First we define the clock number by using states of a knot defined by Kauffman. Next we show that if K is a prime knot, its clock number is greater than or equal to its crossing number. Finally we prove that its clock number is equal to its crossing number if and only if …

2011-03-01abs ↗pdf ↗

We study three knot invariants related to smoothly immersed disks in the four-ball. These are the four-ball crossing number, which is the minimal number of normal double points of such a disk bounded by a given knot; the slicing number, which is the minimal number of crossing changes to a slice knot; and the concordanc…

2013-11-26abs ↗pdf ↗

Jablan and Radović originally defined two invariants called the Meander number and OGC number of knots for certain classes of knots. We generalize these definitions to all knots and name the straight number and contained straight number of a knot, respectively, and prove they are well defined. We answer two questions a…

2018-01-31abs ↗pdf ↗