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.
A method for analysing the risk of taking a too low reserve level by use of Chain Ladder method is developed. We give an answer to the question of how much safety loading in terms of the Chain Ladder standard error has to be added to the Chain Ladder reserve in order to reach a specified security level in loss reservin…
We characterize the boundaries of positive holomorphic chains (with both compact and non-compact support) in an arbitrary complex manifold. We then consider a compact oriented real submanifold of dimension 2p-1 in a compact Kahler manifold X and address the question of which relative homology classes in H_{2p}(X,M;Z) a…
This thesis is divided into three parts. In the first part, we give an introduction to J. Harrison's theory of differential chains. In the second part, we apply these tools to generalize the Cauchy theorems in complex analysis. Instead of requiring a piecewise smooth path over which to integrate, we can now do so over …
Markov chains and diffusion processes are indispensable tools in machine learning and statistics that are used for inference, sampling, and modeling. With the growth of large-scale datasets, the computational cost associated with simulating these stochastic processes can be considerable, and many algorithms have been p…
Classifier chains are popular and effective method to tackle a multi-label classification problem. The aim of this paper is to study the asymptotic properties of the chain model in which the conditional probabilities are of the logistic form. In particular we find conditions on the number of labels and the distribution…
Markov chain Monte Carlo (MCMC) methods are widely used in machine learning. One of the major problems with MCMC is the question of how to design chains that mix fast over the whole state space; in particular, how to select the parameters of an MCMC algorithm. Here we take a different approach and, similarly to paralle…
The chains studied in this paper generalize Chern-Moser chains for CR structures. They form a distinguished family of one dimensional submanifolds in manifolds endowed with a parabolic contact structure. Both the parabolic contact structure and the system of chains can be equivalently encoded as Cartan geometries (of d…
This is an expository article on the theory of Kuranishi structure and is based on a series of pdf files we uploaded for the discussion of the google group named `Kuranishi' (with its administrator H. Hofer). There we replied to several questions concerning Kuranishi structure raised by K. Wehrheim. At this stage we su…
Training activation quantized neural networks involves minimizing a piecewise constant function whose gradient vanishes almost everywhere, which is undesirable for the standard back-propagation or chain rule. An empirical way around this issue is to use a straight-through estimator (STE) (Bengio et al., 2013) in the ba…
We describe a new class of learning models called memory networks. Memory networks reason with inference components combined with a long-term memory component; they learn how to use these jointly. The long-term memory can be read and written to, with the goal of using it for prediction. We investigate these models in t…
We study two--generated subgroups ⟨f,g⟩<Homeo+(I) such that ⟨f2,g2⟩ is isomorphic to Thompson's group F, and such that the supports of f and g form a chain of two intervals. We show that this class contains uncountably many isomorphism types. These include examples with n…
One long-term goal of machine learning research is to produce methods that are applicable to reasoning and natural language, in particular building an intelligent dialogue agent. To measure progress towards that goal, we argue for the usefulness of a set of proxy tasks that evaluate reading comprehension via question a…
How does supply uncertainty affect the structure of supply chain networks? To answer this question we consider a setting where retailers and suppliers must establish a costly relationship with each other prior to engaging in trade. Suppliers, with uncertain yield, announce wholesale prices, while retailers must decide …
We propose a version of the Hodge conjecture in Bott-Chern cohomology and using results from characterizing real holomorphic chains by real rectifiable currents to provide a proof for this question. We define a Bott-Chern differential cohomology and use atomic section theory of Harvey and Lawson to construct refined Bo…
Bayesian neural networks show complex posterior distributions that HMC can capture effectively.
problem Understanding and approximating the high-dimensional, non-convex posterior of Bayesian neural networks.
method Full-batch Hamiltonian Monte Carlo (HMC) on modern architectures.
result HMC provides a robust and comparable representation of the BNN posterior, with significant performance gains over standard training and deep ensembles.
The starting point of this article is the question "How to retrieve fingerprints of rhythm in written texts?" We address this problem in the case of Brazilian and European Portuguese. These two dialects of Modern Portuguese share the same lexicon and most of the sentences they produce are superficially identical. Yet t…
All parabolic geometries, i.e. Cartan geometries with homogeneous model a real generalized flag manifold, admit highly interesting classes of distinguished curves. The geodesics of a projective class of connections on a manifold, conformal circles on conformal Riemannian manifolds, and Chern--Moser chains on CR--manifo…
Ranking is a key aspect of many applications, such as information retrieval, question answering, ad placement and recommender systems. Learning to rank has the goal of estimating a ranking model automatically from training data. In practical settings, the task often reduces to estimating a rank functional of an object …