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.
The fundamental group of the 2-dimensional Linial-Meshulam random simplicial complex Y2(n,p) was first studied by Babson, Hoffman and Kahle. They proved that the threshold probability for simple connectivity of Y2(n,p) is about p≈n−1/2. In this paper, we show that this threshold probability is at mo…
We consider the community detection problem in sparse random hypergraphs. Angelini et al. (2015) conjectured the existence of a sharp threshold on model parameters for community detection in sparse hypergraphs generated by a hypergraph stochastic block model. We solve the positive part of the conjecture for the case of…
A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, introduced by Johnstone, in which a prominent eigenvector (or "spike") is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughou…
We study Linial-Meshulam random 2-complexes, which are two-dimensional analogues of Erdős-Rényi random graphs. We find the threshold for simple connectivity to be p = n^{-1/2}. This is in contrast to the threshold for vanishing of the first homology group, which was shown earlier by Linial and Meshulam to be p = 2 log(…
Shapelet is a discriminative subsequence of time series. An advanced shapelet-based method is to embed shapelet into accurate and fast random forest. However, it shows several limitations. First, random shapelet forest requires a large training cost for split threshold searching. Second, a single shapelet provides limi…
The labeled stochastic block model is a random graph model representing networks with community structure and interactions of multiple types. In its simplest form, it consists of two communities of approximately equal size, and the edges are drawn and labeled at random with probability depending on whether their two en…
We study two global structural properties of a graph Γ, denoted AS and CFS, which arise in a natural way from geometric group theory. We study these properties in the Erdös--Rényi random graph model G(n,p), proving a sharp threshold for a random graph to have the AS property asymptotically almost surely, and giving f…
We study Linial-Meshulam random 2-complexes, which are two-dimensional analogues of Erdős-Rényi random graphs. We find the threshold for simple connectivity to be p = n^{-1/2}. This is in contrast to the threshold for vanishing of the first homology group, which was shown earlier by Linial and Meshulam to be p = 2 log(…
Matrix multiplication is a fundamental building block for large scale computations arising in various applications, including machine learning. There has been significant recent interest in using coding to speed up distributed matrix multiplication, that are robust to stragglers (i.e., machines that may perform slower …
Let M be a compact, unit volume, Riemannian manifold with boundary. In this paper we study the homology of a random Čech-complex generated by a homogeneous Poisson process in M. Our main results are two asymptotic threshold formulas, an upper threshold above which the Čech complex recovers the k-th homology of $M…
A central problem of random matrix theory is to understand the eigenvalues of spiked random matrix models, in which a prominent eigenvector is planted into a random matrix. These distributions form natural statistical models for principal component analysis (PCA) problems throughout the sciences. Baik, Ben Arous and Pé…
We improve deep threshold networks' memorization capacity exponentially.
problem Memorizing datasets with randomized labels using deep neural networks.
method Using Gaussian random weights in the first layer and binary or integer weights in subsequent layers, we prove a new dependence on minimum distance.
result We show that O(δ1+n) neurons and O(δd+n) weights are sufficient.
The paper studies phase transitions in random matrices and tensor unfolding for detecting signals.
problem Phase transitions in singular values and vectors of large random matrices.
method Analysis of singular values and vectors of long rectangular random matrices, and tensor unfolding algorithm for asymmetric rank-one spiked tensor models.
result An exact threshold for tensor unfolding to detect signals, independent of unfolding procedure.
We investigate the impact of available information on the estimation of the default probability within a generalized structural model for credit risk. The traditional structural model where default is triggered when the value of the firm's asset falls below a constant threshold is extended by relaxing the assumption of…
In the spirit of [Surya07'], we develop an average problem approach to prove the optimality of threshold type strategies for optimal stopping of Lévy models with a continuous additive functional (CAF) discounting. Under spectrally negative models, we specialize this in terms of conditions on the reward function and ran…
White matter hyperintensity (WMH) is commonly found in elder individuals and appears to be associated with brain diseases. U-net is a convolutional network that has been widely used for biomedical image segmentation. Recently, U-net has been successfully applied to WMH segmentation. Random initialization is usally used…