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.
We show how to control the generalization error of time series models wherein past values of the outcome are used to predict future values. The results are based on a generalization of standard i.i.d. concentration inequalities to dependent data without the mixing assumptions common in the time series setting. Our proo…
We extend the concept of genuine rigidity of submanifolds by allowing mild singularities, mainly to obtain new global rigidity results and unify the known ones. As one of the consequences, we simultaneously extend and unify Sacksteder and Dajczer-Gromoll theorems by showing that any compact n-dimensional submanifold …
We prove that, for every closed (not necessarily convex) hypersurface Σ in Rn+1 and every p>n, the Lp-norm of the trace-free part of the anisotropic second fundamental form controls from above the W2,p-closeness of Σ to the Wulff shape. In the isotropic setting, we provide a simpler proof. T…
We find Weitzenböck formula for the Fueter-Dirac operator which controls the infinitesimal deformations of an associative submanifold in a 7--manifold with a G2--structure. We establish a vanishing theorem to conclude rigidity under some positivity assumptions on curvature, which are particularly mild in the nearl…
We prove that every one-dimensional real Ambrosio-Kirchheim normal current in a Polish (i.e. complete separable metric) space can be naturally represented as an integral of simpler currents associated to Lipschitz curves. As a consequence a representation of every such current with zero boundary (i.e. a cycle) as an in…
We define a new Hurwitz problem which is essentially a small core of the simple Hurwitz problem. The corresponding Hurwitz numbers have simpler formulae, satisfy effective recursion relations and determine the simple Hurwitz numbers. We also apply this idea of finding a smaller simpler enumerative problem to orbifold H…
We provide an alternative, simpler proof of the existence of thick triangulations for noncompact C1 manifolds. Moreover, this proof is simpler than the original one given in \cite{pe}, since it mainly uses tools of elementary differential topology. The role played by curvatures in this construction is also…
Langevin diffusion is a commonly used tool for sampling from a given distribution. In this work, we establish that when the target density p∗ is such that logp∗ is L smooth and m strongly convex, discrete Langevin diffusion produces a distribution p with KL(p∣∣p∗)≤ε in O~(εd) steps,…
PAC-Bayesian learning bounds are of the utmost interest to the learning community. Their role is to connect the generalization ability of an aggregation distribution ρ to its empirical risk and to its Kullback-Leibler divergence with respect to some prior distribution π. Unfortunately, most of the available bounds …
Rejection Sampling is a fundamental Monte-Carlo method. It is used to sample from distributions admitting a probability density function which can be evaluated exactly at any given point, albeit at a high computational cost. However, without proper tuning, this technique implies a high rejection rate. Several methods h…
A common assumption in causal modeling posits that the data is generated by a set of independent mechanisms, and algorithms should aim to recover this structure. Standard unsupervised learning, however, is often concerned with training a single model to capture the overall distribution or aspects thereof. Inspired by c…
A very simple R3 realization of the Möbius strip, significantly simpler than the common one, is given. For any, however large width/length ratio of the strip, it is shown that this realization, in contrast with the common one, is the union of a vertical segment and the graph of a simple rational function on …
Controller-Augmented Hidden Markov Models (CHMMs) are a framework for constrained sequential inference.
problem Hidden Markov models fail under pathwise constraints like precedence, visitation, or monotonic state progression.
method CHMMs compile constraints into finite-state controllers, then use standard forward-backward and Viterbi recursions to compute exact constrained posteriors and paths.
result CHMMs provide exact constrained inference, monotone ascent in constrained EM, and linear complexity in controller cardinality.
We introduce and analyze stochastic optimization methods where the input to each gradient update is perturbed by bounded noise. We show that this framework forms the basis of a unified approach to analyze asynchronous implementations of stochastic optimization algorithms.In this framework, asynchronous stochastic optim…
Tree ensembles, such as random forest and boosted trees, are renowned for their high prediction performance, whereas their interpretability is critically limited. In this paper, we propose a post processing method that improves the model interpretability of tree ensembles. After learning a complex tree ensembles in a s…
Let X be an asymptotically hyperbolic manifold and M its conformal infinity. This paper is devoted to deduce several existence results of the fractional Yamabe problem on M under various geometric assumptions on X and M: Firstly, we handle when the boundary M has a point at which the mean curvature is negat…
In this article, we will prove that the subsectors of α-induced sectors for M⋊G^⊃M forms a modular category, where M⋊G^ is the crossed product of M by the group dual G^ of a finite group G. In fact, we will prove that it is equivalent to Müger's crossed product. By usi…