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…
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.
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Transformers can predict pseudo-random sequences from LCGs with unseen parameters and moduli.
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…
Study finds no significant difference in neural network weights with quantum random numbers.
Kernel methods are powerful and flexible approach to solve many problems in machine learning. Due to the pairwise evaluations in kernel methods, the complexity of kernel computation grows as the data size increases; thus the applicability of kernel methods is limited for large scale datasets. Random Fourier Features (R…
It is known that quantum computers can speed up Monte Carlo simulation compared to classical counterparts. There are already some proposals of application of the quantum algorithm to practical problems, including quantitative finance. In many problems in finance to which Monte Carlo simulation is applied, many random n…
Paper presents quantum algorithms for pricing financial derivatives using complex models.
We formulate statistical watermarking as hypothesis testing and establish near-optimal bounds.
Quantum computers outperform classical methods in density modeling.
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…
The Levy-Levy-Solomon model (A microscopic model of the stock market: cycles, booms, and crashes, Economic Letters 45 (1))is one of the most influential agent-based economic market models. In several publications this model has been discussed and analyzed. Especially Lux and Zschischang (Some new results on the Levy, L…
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…
Study tests financial market efficiency using random number generator tests.
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…
Energy-efficient sampling for machine learning using magnetic tunnel junctions.
Generative moment matching networks (GMMNs) are introduced for generating quasi-random samples from multivariate models with any underlying copula in order to compute estimates under variance reduction. So far, quasi-random sampling for multivariate distributions required a careful design, exploiting specific propertie…
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…
Improved neural network training in low-dimensional random bases.
AGMMNs improve learning of copula models by adaptively selecting kernels.
The paper develops methods to analyze sensitivity in stochastic models using surrogate models.
Unified framework for online LLM watermark detection using e-processes.
This study examines how financial tick data becomes more random with time aggregation.
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…
New lower bounds show learning intersections of halfspaces is hard even for a few halfspaces.
New DGA detection models use side info to improve robustness.
Echo state network (ESN) is viewed as a temporal non-orthogonal expansion with pseudo-random parameters. Such expansions naturally give rise to regressors of various relevance to a teacher output. We illustrate that often only a certain amount of the generated echo-regressors effectively explain the variance of the tea…
We define and compare several natural ways to compute the bridge number of a knot diagram. We study bridge numbers of crossing number minimizing diagrams, as well as the behavior of diagrammatic bridge numbers under the connected sum operation. For each notion of diagrammatic bridge number considered, we find crossing …
Spatial embeddings of planar graphs can have higher unknotting numbers than crossing numbers.
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…
The paper bounds the handle number of sutured manifolds using Morse-Novikov numbers and tunnel numbers.
New measure shows how links can be untangled as twists increase.
New number bounds knot complexity, including unknotting and crosscap numbers.
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…
Paper shows that for torus knots, the pinch number equals the unoriented band unknotting number.
Delta-unlinking number measures how to unlink algebraically split links.
Study on knot properties, showing relation between unknotting and crossing numbers.
Odd crossing numbers and even rotation numbers for cycles in plane immersions.
Study computability of real numbers from group properties.
We define the basket number, the flat plumbing number and the flat plumbing basket number of a link. Then we provide some upperbounds for these plumbing numbers by using Seifert's algorithm. We study the relation between these plumbing numbers and the genera of links.
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…
This paper calculates stick numbers for rail arcs and knot classes.
The (ordinary) unknotting-number of 1-dimensional knots, which is defined by using the crossing-change, is a very basic and important invariant. It is very natural to consider the `unknotting-number' associated with other local-moves on n-dimensional knots, where n is a natural number. In this paper we prove the follow…
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…
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 …
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…
For a knot the cube number is a knot invariant defined to be the smallest for which there is a cube diagram of size for . There is also a Legendrian version of this invariant called the \emph{Legendrian cube number}. We will show that the Legendrian cube number distinguishes the Legendrian left hand toru…
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…
New insights into knot fusion numbers via cabling.