Proposes a new method to minimize non-singleton predictions in conformal prediction.
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.
Trend · papers per month
Introduces a new manifold from a graph subgraph.
The paper tackles multi-label ranking with uncertain probabilities.
New theorem removes uniform finite upper bound for shrinkability of null decompositions.
New framework tackles bi-level optimization without LLS condition.
Rank-one measurements limit feasible sets for low-rank PSD matrices.
We provide initial seedings to the Quick Shift clustering algorithm, which approximate the locally high-density regions of the data. Such seedings act as more stable and expressive cluster-cores than the singleton modes found by Quick Shift. We establish statistical consistency guarantees for this modification. We then…
Variational Auto-Encoders (VAEs) are capable of learning latent representations for high dimensional data. However, due to the i.i.d. assumption, VAEs only optimize the singleton variational distributions and fail to account for the correlations between data points, which might be crucial for learning latent representa…
A method for making predictions with a reject option using conformal prediction.
This paper introduces the concept of kernels on fuzzy sets as a similarity measure for -valued functions, a.k.a. \emph{membership functions of fuzzy sets}. We defined the following classes of kernels: the cross product, the intersection, the non-singleton and the distance-based kernels on fuzzy sets. Applicabili…
Learn conditional averages in PAC framework for better predictions.
Defines new extremal potentials and measures for Kähler forms.
New method improves conformal prediction for machine learning models.
Let be a Banach space and be the space of non-empty closed convex subsets of , endowed with the Hausdorff metric . We prove that each connected component of the space is homeomorphic to one of the spaces: a singleton, the real line, a closed half-plane, the Hilbert cube multiplied by…
We introduce and study a new family of extensions for the Borsuk-Ulam and topological Radon type theorems. The defining idea for this new family is to replace requirements of the form `a subset that is large in some sense goes to a singleton' with requirements of the milder form `a subset that is large in some sense go…
AR CI framework handles complex confounders and sequential actions.
In an independence model, the triplets that represent conditional independences between singletons are called elementary. It is known that the elementary triplets represent the independence model unambiguously under some conditions. In this paper, we show how this representation helps performing some operations with in…
For finitely supported random walks on finitely generated groups we prove that the identity map on extends to a continuous equivariant surjection from the Martin boundary to the Floyd boundary, with preimages of conical points being singletons. This yields new results for relatively hyperbolic groups. Our key e…
We extend the scheme developed in B. Düring, A. Pitkin, "High-order compact finite difference scheme for option pricing in stochastic volatility jump models", 2019, to the so-called stochastic volatility with contemporaneous jumps (SVCJ) model, derived by Duffie, Pan and Singleton. The performance of the scheme is asse…
Adapting Hedge algorithm for semi-adversarial data with root-entropy regularization.
Pairwise Choice Markov Chains (PCMC) have been recently introduced to overcome limitations of choice models based on traditional axioms unable to express empirical observations from modern behavior economics like context effects occurring when a choice between two options is altered by adding a third alternative. The i…
This study optimizes offline reinforcement learning methods for various tasks without rewards.
The paper defines Benoist-Hulin groups and explores their properties.
Two results on end spaces of infinite type surfaces, answering questions about their topology and equivalence.
Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.
We examine the effect of clamping variables for approximate inference in undirected graphical models with pairwise relationships and discrete variables. For any number of variable labels, we demonstrate that clamping and summing approximate sub-partition functions can lead only to a decrease in the partition function e…
On a complete, connected, locally compact, non-compact geodesic space , we assign each compact set a distance-like function. With the help of these functions, we obtain a pseudo-metric on the space of (non-empty) compact subsets of which is less than the Hausdorff distance. The quotient metric space is close…
In each manifold modeled on a finite or infinite dimensional cube we construct a closed nowhere dense subset (called a spongy set) which is a universal nowhere dense set in in the sense that for each nowhere dense subset there is a homeomorphism such that $h(A)\sub…
How do we assign value to economic transactions? To answer this question, we must consider whether the value of objects is inherent, is a product of social interaction, or involves other mechanisms. Economic theory predicts that there is an optimal price for any market transaction, and can be observed during auctions o…
This paper provides a stratification of semi-algebraic sets in the plane with finitely many geodesic segments.
This paper studies moduli spaces of statistical structures on Lie groups.
Cube category simplifies set modeling.
A variety of methods have been proposed for interpreting nodes in deep neural networks, which typically involve scoring nodes at lower layers with respect to their effects on the output of higher-layer nodes (where lower and higher layers are closer to the input and output layers, respectively). However, we may be inte…
This paper explores how local behavior of meromorphic connections on the projective line determines the global connection.
Optimizes assortment decisions with a new OFU scheme for online choice problems.
VRCQ algorithm reduces variance in Q-learning for MDPs, achieving optimal sample complexity.
Deviance-style normalization for sparse, jointly overdispersed count matrices
Study geodesics on Grassmann manifold for functions vanishing on subsets of a set X.
Study confirms mispricing in sportsbooks but finds data issues affect results.
We consider whether algorithmic choices in over-parameterized linear matrix factorization introduce implicit regularization. We focus on noiseless matrix sensing over rank- positive semi-definite (PSD) matrices in , with a sensing mechanism that satisfies restricted isometry properties (RIP)…
Paper studies zero-sum games with noisy observations and identifies equilibrium conditions.
New manifold construction yields Baire-1 functions as cohomotopy groups.
Kernel methods identify treatment effects with unobserved confounding using negative controls.
We study the closed group of homeomorphisms of the boundary of real hyperbolic space generated by a cocompact Kleinian group and a quasiconformal conjugate of a cocompact group . We show that if the conjugacy is not conformal then this group contains a non-trivial one parameter subgroup. Th…
Expectation-Maximization (EM) is a prominent approach for parameter estimation of hidden (aka latent) variable models. Given the full batch of data, EM forms an upper-bound of the negative log-likelihood of the model at each iteration and updates to the minimizer of this upper-bound. We first provide a "model level" in…
In this paper we make two novel contributions to hierarchical clustering. First, we introduce an anomalous pattern initialisation method for hierarchical clustering algorithms, called A-Ward, capable of substantially reducing the time they take to converge. This method generates an initial partition with a sufficiently…
Proposes DISCO, the first CVI for density-based clustering with noise.
We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.