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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.

168,695 papers · 148 categories

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48 results for range restriction

We tackle causal inference under conditional moment restrictions using importance weighting.

problem Challenges in causal inference under conditional moment restrictions, especially in high-dimensional settings.
method Transform conditional moment restrictions to unconditional moment restrictions through importance weighting.
result Successfully estimate nonparametric functions defined under conditional moment restrictions.

We prove ultradifferentiable Chevelley restriction theorems for a wide range of ultradifferentiable classes. As a special case we find that isotropic functions, i.e., functions defined on the vector space of real symmetric matrices invariant under the action of the special orthogonal group by conjugation, possess some …

2019-12-19abs ↗pdf ↗

The restricted planar three-body problem has a rich history, yet many unanswered questions still remain. In the present paper we prove the existence of a global surface of section near the smaller body in a new range of energies and mass ratios for which the Hill's region still has three connected components. The appro…

2011-03-20abs ↗pdf ↗

We present the mixture-of-parents maximum entropy Markov model (MoP-MEMM), a class of directed graphical models extending MEMMs. The MoP-MEMM allows tractable incorporation of long-range dependencies between nodes by restricting the conditional distribution of each node to be a mixture of distributions given the parent…

2012-06-20abs ↗pdf ↗

Restricted Boltzmann machines (RBMs) are powerful machine learning models, but learning and some kinds of inference in the model require sampling-based approximations, which, in classical digital computers, are implemented using expensive MCMC. Physical computation offers the opportunity to reduce the cost of sampling …

2013-12-18abs ↗pdf ↗

We generalize the notion of integral Menger curvature introduced by Gonzalez and Maddocks by decoupling the powers in the integrand. This leads to a new two-parameter family of knot energies intMp,qintM^{p,q}. We classify finite-energy curves in terms of Sobolev-Slobodeckij spaces. Moreover, restricting to the range of para…

2013-08-12abs ↗pdf ↗

A new method of moments estimator goes beyond data reweighting.

problem Estimation of moment restrictions and conditional moment restrictions.
method Kernel Method of Moments (KMM) based on maximum mean discrepancy.
result KMM achieves competitive performance on conditional moment restriction tasks.

Curvature estimates prove existence of smooth hypersurfaces in hyperbolic space.

problem Existence of smooth complete hypersurfaces with constant curvature in hyperbolic space.
method Deriving curvature estimates to prove existence for all curvature values.
result Existence of smooth hypersurfaces for all possible curvature values.

It is proved in this note that the analogues of the Bennequin inequality which provide an upper bound for the Bennequin invariant of a Legendrian knot in the standard contact three dimensional space in terms of the lower degree in the framing variable of the HOMFLY and the Kauffman polynomials are not sharp. Furthermor…

2000-02-29abs ↗pdf ↗

Study on price fluctuations in NFT market, showing heavy-tailed distributions and long-range memory.

problem Characterizing price fluctuations in NFT market.
method Analysis of capitalization, floor price, transactions, inter-transaction times, and volume value of NFTs.
result NFT market exhibits heavy-tailed probability distribution functions, well described by stretched exponentials, with long-range memory.

In the present paper we give a historical account -ranging from classical to modern results- of the problem of rolling two Riemannian manifolds one on the other, with the restrictions that they cannot instantaneously slip or spin one with respect to the other. On the way we show how this problem has profited from the d…

2013-01-27abs ↗pdf ↗

New method uses diffusion models for unsupervised combinatorial optimization.

problem Learning to sample from intractable discrete distributions without training data.
method Lifts the restriction of generative models needing exact sample likelihoods using a loss that bounds reverse KL divergence.
result Achieves new state-of-the-art results in data-free Combinatorial Optimization.

Study non-negative curvature Markov chains, proving entropy contraction.

problem Prove entropy contraction for Markov chains with non-negative curvature.
method Prove 1-step contraction in Wasserstein distance implies 1-step contraction in relative entropy.
result Prove MLSI with constant equal to minimal rate increment for mean-field zero-range process.

There are several Teichmüller spaces associated to a surface of infinite topological type, after the choice of a particular basepoint (a complex or a hyperbolic structure on the surface). These spaces include the quasiconformal Teichmüller space, the length spectrum Teichmüller space, the Fenchel-Nielsen Teichmüller sp…

2010-12-11abs ↗pdf ↗

Let HH be a hypersurface in Rn\mathbb R^n and let ππ be an orthogonal projection in Rn\mathbb R^n restricted to HH. We say that HH satisfies the ArchimedeanArchimedean projectionprojection propertyproperty corresponding to ππ if there exists a constant CC such that Vol(π1(U))=CVol(U)Vol(π^{-1}(U)) = C \cdot Vol(U) for every measurable UU in the range…

2015-04-12abs ↗pdf ↗

We give algorithms for estimating the expectation of a given real-valued function φ:XRφ:X\to {\bf R} on a sample drawn randomly from some unknown distribution DD over domain XX, namely ExD[φ(x)]{\bf E}_{{\bf x}\sim D}[φ({\bf x})]. Our algorithms work in two well-studied models of restricted access to data samples. The first o…

2016-11-20abs ↗pdf ↗

CRBMs improve financial regime detection with PCD and free energy analysis.

problem Detecting systemic risk regimes in financial time series.
method Extended RBM to CRBM with autoregressive conditioning and PCD. Decomposed free energy into magnitude and correlation components.
result CRBM's free energy metric distinguishes between magnitude shocks and market regimes.

ReLU is widely seen as the default choice for activation functions in neural networks. However, there are cases where more complicated functions are required. In particular, recurrent neural networks (such as LSTMs) make extensive use of both hyperbolic tangent and sigmoid functions. These functions are expensive to co…

2020-01-17abs ↗pdf ↗

In the integral Khovanov homology of links, the presence of odd torsion is rare. Homologically thin links, that is links whose Khovanov homology is supported on two adjacent diagonals, are known to only contain Z2\mathbb{Z}_2 torsion. In this paper, we prove a local version of this result. If the Khovanov homology of a…

2019-03-13abs ↗pdf ↗

Recurrent neural networks (RNNs) are omnipresent in sequence modeling tasks. Practical models usually consist of several layers of hundreds or thousands of neurons which are fully connected. This places a heavy computational and memory burden on hardware, restricting adoption in practical low-cost and low-power devices…

2019-05-29abs ↗pdf ↗

Proximal policy optimization (PPO) is one of the most successful deep reinforcement-learning methods, achieving state-of-the-art performance across a wide range of challenging tasks. However, its optimization behavior is still far from being fully understood. In this paper, we show that PPO could neither strictly restr…

2019-03-19abs ↗pdf ↗

For every compact surface SS of finite type (possibly with boundary components but without punctures), we show that when nn is sufficiently large there is no lift σσ of the surface braid group Bn(S)B_n(S) to Diff(S,n)\operatorname{Diff}(S,n), the group of C1C^1 diffeomorphisms preserving nn marked points and restricting to t…

2015-06-02abs ↗pdf ↗

Mobility datasets are fundamental for evaluating algorithms pertaining to geographic information systems and facilitating experimental reproducibility. But privacy implications restrict sharing such datasets, as even aggregated location-data is vulnerable to membership inference attacks. Current synthetic mobility data…

2018-11-30abs ↗pdf ↗

The paper proves Sard's theorem for polynomial maps in infinite dimensions.

problem The validity of Sard's theorem for polynomial maps in infinite-dimensional Banach manifolds.
method Sharp quantitative criteria for the validity of Sard's theorem.
result The paper provides criteria for the validity of Sard's theorem in infinite-dimensional Banach manifolds.

Doodles were introduced in [R. Fenn and P. Taylor, Introducing doodles, Topology of low-dimensional manifolds, pp. 37--43, Lecture Notes in Math., 722, Springer, Berlin, 1979] but were restricted to embedded circles in the 2-sphere. Khovanov, [M. Khovanov, Doodle groups, Trans. Amer. Math. Soc. 349 (1997), 2297--2315],…

2016-12-27abs ↗pdf ↗

Unified framework for ranking-and-selection with multiple correct answers and non-answerable estimates

problem Fixed-precision ranking-and-selection in structured settings with non-unique answers and non-answerable estimates
method Unified framework based on answer-wise acceptance sets, restricted generalized likelihood ratio stopping, and answer-pitfall decomposition
result Unified recipe performs well across a broad range of pure-exploration problems

The paper proposes a new approach to model risk measurement based on the Wasserstein distance between two probability measures. It formulates the theoretical motivation resulting from the interpretation of fictitious adversary of robust risk management. The proposed approach accounts for equivalent and non-equivalent p…

2018-09-11abs ↗pdf ↗

We consider two mod-p central series of the free group given by Stallings and Zassenhaus. Applying these series to definitions of Dennis Johnson's filtration of the mapping class group we obtain two mod-p Johnson filtrations. Further, we adapt the definition of the Johnson homomorphisms to obtain mod-p Johnson homomorp…

2014-02-18abs ↗pdf ↗