arXiv research

New complexes refine multicomplexes for subRiemannian geometry.

RTRL optimizes long sequences without truncation, converging to loss minima.

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

We introduce the truncated Gaussian graphical model (TGGM) as a novel framework for designing statistical models for nonlinear learning. A TGGM is a Gaussian graphical model (GGM) with a subset of variables truncated to be nonnegative. The truncated variables are assumed latent and integrated out to induce a marginal m…

In this paper we construct a sequence of integer-valued concordance invariants $ν_n(K)$ that generalize the Ozsváth-Szabó $ν$-invariant and the Hom-Wu $ν^+$-invariant.

Improved neural likelihood estimation for SSMs with truncated-SNL.

Direct formula found for ADO invariants from homological representations.

We present trellis networks, a new architecture for sequence modeling. On the one hand, a trellis network is a temporal convolutional network with special structure, characterized by weight tying across depth and direct injection of the input into deep layers. On the other hand, we show that truncated recurrent network…

UDN adapts depth to data complexity, outperforming standard neural networks.

Deep neural RDEs improve portfolio optimization accuracy and risk sensitivity.

Model structures on multicomplexes help study complex geometry.

We consider large scale empirical risk minimization (ERM) problems, where both the problem dimension and variable size is large. In these cases, most second order methods are infeasible due to the high cost in both computing the Hessian over all samples and computing its inverse in high dimensions. In this paper, we pr…

Floer homotopy theory applies to Lagrangians, overcoming curvature issues.

We prove that for certain sequences of hyperbolic three--manifolds with cusps which converge to hyperbolic three--space in a weak ("Benjamini-Schramm") sense and certain coefficient systems the regularized analytic torsion approximates the $L^2$-torsion of the universal cover under an additional hypothesis. We also pro…

TG-GAN models dynamic graph evolution for continuous-time temporal graphs.

Genetic sequence data are well described by hidden Markov models (HMMs) in which latent states correspond to clusters of similar mutation patterns. Theory from statistical genetics suggests that these HMMs are nonhomogeneous (their transition probabilities vary along the chromosome) and have large support for self tran…

Despite recent advances in training recurrent neural networks (RNNs), capturing long-term dependencies in sequences remains a fundamental challenge. Most approaches use backpropagation through time (BPTT), which is difficult to scale to very long sequences. This paper proposes a simple method that improves the ability …

The problem of an arbitrary truncated Levy flight description using the method of cumulant approach has been solved. The set of cumulants of the truncated Levy distribution given the assumption of arbitrary truncation has been found. The influence of truncation shape on the truncated Levy flight properties in the Gauss…

A new and an enriched JPEG algorithm is provided for identifying redundancies in a sequence of irregular noisy data points which also accommodates a reference-free criterion function. Our main contribution is by formulating analytically (instead of approximating) the inverse of the transpose of JPEGwavelet transform wi…

Efficiently estimate Boolean product distribution parameters from truncated samples.

PES method reduces bias in gradient estimation for unrolled graphs.

In the paper "On Truncated Variation of Brownian Motion with Drift" (Bull. Pol. Acad. Sci. Math. 56 (2008), no.4, 267 - 281) we defined truncated variation of Brownian motion with drift, $W_t = B_t + μt, t\geq 0,$ where $(B_t)$ is a standard Brownian motion. Truncated variation differs from regular variation by neglect…

Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.

New method for constructing truncated vine copulas.

Non-negative matrix factorization (NMF) minimizes the Euclidean distance between the data matrix and its low rank approximation, and it fails when applied to corrupted data because the loss function is sensitive to outliers. In this paper, we propose a Truncated CauchyNMF loss that handle outliers by truncating large e…

Efficient inference method for adaptive experiments with tighter confidence sequences.

Paper proposes approximate Stein classes for efficient truncated density estimation.

Paper defines new risk measures for elliptical distributions.

State construction is important for learning in partially observable environments. A general purpose strategy for state construction is to learn the state update using a Recurrent Neural Network (RNN), which updates the internal state using the current internal state and the most recent observation. This internal state…

New DP framework using data truncation for efficient estimation.

Unified framework for mean testing under truncation bias.

Many complex dynamical phenomena can be effectively modeled by a system that switches among a set of conditionally linear dynamical modes. We consider two such models: the switching linear dynamical system (SLDS) and the switching vector autoregressive (VAR) process. Our Bayesian nonparametric approach utilizes a hiera…

Score matching method improves density estimation for truncated data on manifolds.

Truncated backpropagation through time (TBPTT) is a popular method for learning in recurrent neural networks (RNNs) that saves computation and memory at the cost of bias by truncating backpropagation after a fixed number of lags. In practice, choosing the optimal truncation length is difficult: TBPTT will not converge …

Truncated densities are probability density functions defined on truncated domains. They share the same parametric form with their non-truncated counterparts up to a normalizing constant. Since the computation of their normalizing constants is usually infeasible, Maximum Likelihood Estimation cannot be easily applied t…

The method approximates stationary distributions of Markov models by truncating irrelevant states.

Paper tackles overestimation bias in continuous control, improving performance by 25%.

We consider an appoximation of a catenoid constructed from "odd" truncated cones that maintains minimality in a certain sense. Thorough this procedure, we obtain a discrete curve approximating a catenary by exploiting the fact that it is the function that generates a catenoid. In this investigation, the theory of the G…

Estimates domain truncation error for option pricing PDEs.

Choppy optimizes ranked list truncation using Transformer architecture.

We solve for functions from their truncated Hilbert transforms using Chebyshev series.

New COS method formula improves option pricing accuracy.

The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has been used to describe a non-Gaussian random walk with independent, identically d…

We consider the problem of online linear regression on arbitrary deterministic sequences when the ambient dimension d can be much larger than the number of time rounds T. We introduce the notion of sparsity regret bound, which is a deterministic online counterpart of recent risk bounds derived in the stochastic setting…

Lower bound shows super-polynomial gap for estimating truncated Gaussian means.

As in standard linear regression, in truncated linear regression, we are given access to observations $(A_i, y_i)_i$ whose dependent variable equals $y_i= A_i^{\rm T} \cdot x^* + η_i$, where $x^*$ is some fixed unknown vector of interest and $η_i$ is independent noise; except we are only given an observation if its dep…

The paper analyzes and mitigates biases in scalable Gaussian Process methods.

Learning long-term dependencies in extended temporal sequences requires credit assignment to events far back in the past. The most common method for training recurrent neural networks, back-propagation through time (BPTT), requires credit information to be propagated backwards through every single step of the forward c…