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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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119238356475 · Jun 202019922001200920172026
48 results for random construction

We develop constructions for exchangeable sequences of point processes that are rendered conditionally-i.i.d. negative binomial processes by a (possibly unknown) random measure called the base measure. Negative binomial processes are useful in Bayesian nonparametrics as models for random multisets, and in applications …

2019-08-17abs ↗pdf ↗

The paper studies pseudo-Anosov maps from typical Thurston constructions.

problem Estimating the entropy of pseudo-Anosov maps from Thurston's constructions.
method Developed a method to extract information about random walks associated with Thurston's construction.
result Random walks eventually become pseudo-Anosov under certain conditions.

A new random forest algorithm improves tree construction for optimal performance.

problem Improving the performance of random forests, especially in complex and smooth scenarios.
method Adaptive split-balancing method using permutation-based splitting criterion.
result Achieves minimax optimality under various Lipschitz and Hölder classes.

We provide two constructions of hyperbolic metrics on 3-manifolds with Heegaard splittings that satisfy certain topological conditions, which both apply to random Heegaard splittings with asymptotic probability 1. These constructions provide a lot of control on the resulting metric, allowing us to prove various results…

2019-10-21abs ↗pdf ↗

We propose a new randomized ensemble technique with a provable security guarantee against black-box transfer attacks. Our proof constructs a new security problem for random binary classifiers which is easier to empirically verify and a reduction from the security of this new model to the security of the ensemble classi…

2019-06-07abs ↗pdf ↗

We present a general construction for dependent random measures based on thinning Poisson processes on an augmented space. The framework is not restricted to dependent versions of a specific nonparametric model, but can be applied to all models that can be represented using completely random measures. Several existing …

2012-11-20abs ↗pdf ↗

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…

2012-05-11abs ↗pdf ↗

The paper constructs noncompact hyperbolic surfaces with uniform spectral gaps using random graph models.

problem Building noncompact hyperbolic surfaces with uniform spectral gaps.
method Introduced a random graph model Fχ,n\mathcal{F}_{χ,n} to construct expanding families of graphs, then applied these families to create hyperbolic surfaces.
result Explicitly constructed an expanding family of graphs in the critical regime, leading to a sequence of complete, noncompact hyperbolic surfaces with uniformly positive spectral gaps.

Matrices satisfying the Restricted Isometry Property (RIP) play an important role in the areas of compressed sensing and statistical learning. RIP matrices with optimal parameters are mainly obtained via probabilistic arguments, as explicit constructions seem hard. It is therefore interesting to ask whether a fixed mat…

2019-04-11abs ↗pdf ↗

A new tree-based model improves uncertainty estimation in sequential optimization.

problem Improving uncertainty estimation in sequential model-based optimization.
method Proposed a new ensemble of randomized trees (BwO forest) with bagging and oversampling.
result BwO forest outperforms existing tree-based models in various optimization scenarios.

G-Net constructs binary neural networks with high accuracy using randomized binary embeddings.

problem Creating high-accuracy binary neural networks with theoretical guarantees.
method Proposes a novel floating-point G-Net family with randomized binary embeddings and theoretical accuracy guarantees.
result Empirically, G-Net achieves almost 30% higher accuracy on CIFAR-10 compared to prior HDC models.

This is supplementary material for the main Geodesics article by the authors. In Appendix A, we present some general results on the construction of Gaussian random fields. In Appendix B, we restate our Shape Theorem, specialized to the setting of this article. In Appendix C, we state some straightforward consequences o…

2012-06-21abs ↗pdf ↗

Detects dense subhypergraphs in heterogeneous random hypergraphs.

problem Testing for the existence of a dense subhypergraph in heterogeneous random hypergraphs.
method Established detection boundaries and constructed asymptotically powerful and adaptive tests.
result Developed tests for distinguishing between null and alternative hypotheses.

In this work, we propose the kernel Pitman-Yor process (KPYP) for nonparametric clustering of data with general spatial or temporal interdependencies. The KPYP is constructed by first introducing an infinite sequence of random locations. Then, based on the stick-breaking construction of the Pitman-Yor process, we defin…

2012-10-15abs ↗pdf ↗

Paper proposes a method to improve prediction intervals for neural networks.

problem Improving prediction intervals for neural network models.
method Adapting extremely randomized trees to neural networks to create ensembles.
result The method yields gains in out-of-sample accuracy and is superior to existing methods.

The fields of compressed sensing (CS) and matrix completion have shown that high-dimensional signals with sparse or low-rank structure can be effectively projected into a low-dimensional space (for efficient acquisition or processing) when the projection operator achieves a stable embedding of the data by satisfying th…

2012-09-14abs ↗pdf ↗

We determine the asymptotic growth rate of the diameter of the random hyperbolic surfaces constructed by Brooks and Makover. This model consists of a uniform gluing of 2n2n hyperbolic ideal triangles along their sides followed by a compactification to get a random hyperbolic surface of genus roughly n/2n/2. We show that…

2019-10-25abs ↗pdf ↗

In this paper a new connection between the discrete conformal geometry problem of disk pattern construction and the continuous conformal geometry problem of metric uniformization is presented. In a nutshell, we discuss how to construct disk patterns by optimizing an objective function, which turns out to be intimately …

2000-10-31abs ↗pdf ↗

New random forest method provides optimal rates and confidence bands.

problem Improving random forest regression rates and constructing confidence bands.
method Proposed Ehrenfest centered purely random forests achieve optimal rates; used Gaussian approximation for supremum of empirical processes.
result Explicit asymptotic uniform confidence bands constructed for both random forest types.

We present a nonparametric prior over reversible Markov chains. We use completely random measures, specifically gamma processes, to construct a countably infinite graph with weighted edges. By enforcing symmetry to make the edges undirected we define a prior over random walks on graphs that results in a reversible Mark…

2014-03-17abs ↗pdf ↗

Deviation inequalities and limit laws for random walks on metric spaces.

problem Understanding random walks on metric spaces with contracting isometries.
method Adapting Gouëzel's pivotal time construction to establish deviation inequalities.
result Exponential bounds and limit laws for random walks on mapping class groups and CAT(0) spaces.

Paper develops SINNOs for approximating stochastic processes.

problem Approximating stochastic processes with neural networks.
method Developed stochastic interpolation neural network operators (SINNOs) with random coefficients.
result Established boundedness, interpolation accuracy, and approximation capabilities of SINNOs.

Dictionaries are collections of vectors used for representations of random vectors in Euclidean spaces. Recent research on optimal dictionaries is focused on constructing dictionaries that offer sparse representations, i.e., 0\ell_0-optimal representations. Here we consider the problem of finding optimal dictionaries …

2016-03-07abs ↗pdf ↗

We analyze cross-correlations between price fluctuations of different stocks using methods of random matrix theory (RMT). Using two large databases, we calculate cross-correlation matrices C of returns constructed from (i) 30-min returns of 1000 US stocks for the 2-yr period 1994--95 (ii) 30-min returns of 881 US stock…

2001-08-01abs ↗pdf ↗

Random branched covers of groups are homotopy equivalent to geometrically small cancellation complexes.

problem Understanding the topological properties of random branched covers of groups.
method Constructing a random model for branched covers and showing asymptotic homotopy equivalence to geometrically small cancellation complexes.
result The fundamental group of a random branched cover is Gromov hyperbolic and has small cohomological dimension.

Study on length spectrum of random hyperbolic 3-manifolds.

problem Understanding the length spectrum of random hyperbolic 3-manifolds.
method Modeling random hyperbolic 3-manifolds using truncated tetrahedra and analyzing their length spectrum as volume tends to infinity.
result The length spectrum converges in distribution to a Poisson point process with a computable intensity λ as volume increases.

We prove that the minimal diameter of a hyperbolic compact orientable surface of genus gg is asymptotic to logg\log g as gg \to \infty. The proof relies on a random construction, which we analyse using lattice point counting theory and the exploration of random trivalent graphs.

2019-09-26abs ↗pdf ↗

Echo state networks with random weights can approximate any continuous system.

problem Approximating continuous dynamical systems using echo state networks.
method Randomly generated internal weights and a sampling procedure for activation functions.
result Echo state networks with random weights can approximate any continuous casual time-invariant operators with high probability.

Transforms offline algorithms to online with low regret in random order model.

problem Developing online algorithms with low approximate regret from offline approximation algorithms.
method General reduction theorem and coreset construction method.
result Achieves polylogarithmic ε-approximate regret for various online problems.

This paper considers a classical question of approximation of Brownian motion by a random walk in the setting of a sub-Riemannian manifold MM. To construct such a random walk we first address several issues related to the degeneracy of such a manifold. In particular, we define a family of sub-Laplacian operators natur…

2014-03-02abs ↗pdf ↗

A pivotal problem in Bayesian nonparametrics is the construction of prior distributions on the space M(V) of probability measures on a given domain V. In principle, such distributions on the infinite-dimensional space M(V) can be constructed from their finite-dimensional marginals---the most prominent example being the…

2011-01-24abs ↗pdf ↗