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.
New bounds on knot distortion and Seifert surface properties.
Quasiregular curves in product manifolds are shown to be carried by quasiregular maps.
Small neural networks embed arbitrary metric spaces into Gaussian mixtures.
The study finds minimal distortion embeddings of surfaces into small domains.
New mappings on closed manifolds can't be broken down easily.
We prove that any diffeomorphism of the sphere S^n to itself can be decomposed into bi-Lipschitz mappings of small isometric distortion and which move points a small amount in the spherical metric.
Deep neural network image classifiers are reported to be susceptible to adversarial evasion attacks, which use carefully crafted images created to mislead a classifier. Recently, various kinds of adversarial attack methods have been proposed, most of which focus on adding small perturbations to input images. Despite th…
Investigates stability of Epstein-Zin problem under market distortions.
New method uses iterated integrals to bridge geometric and homotopy information.
New bounds on generalization error for distributed learning using rate-distortion theory.
New framework uses cohomology to analyze probabilistic distortions and arbitrage.
Recent studies have highlighted the vulnerability of deep neural networks (DNNs) to adversarial examples - a visually indistinguishable adversarial image can easily be crafted to cause a well-trained model to misclassify. Existing methods for crafting adversarial examples are based on and distortion me…
Vertex distortion detects if a knot is unknot.
This paper is concerned with the defense of deep models against adversarial attacks. Inspired by the certificate defense approach, we propose a maximal adversarial distortion (MAD) optimization method for robustifying deep networks. MAD captures the idea of increasing separability of class clusters in the embedding spa…
Recent work has shown that additive threat models, which only permit the addition of bounded noise to the pixels of an image, are insufficient for fully capturing the space of imperceivable adversarial examples. For example, small rotations and spatial transformations can fool classifiers, remain imperceivable to human…
Algorithm finds optimal affine transformation to minimize overall distortion.
We demonstrate that the lowest possible price change (tick-size) has a large impact on the structure of financial return distributions. It induces a microstructure as well as it can alter the tail behavior. On small return intervals, the tick-size can distort the calculation of correlations. This especially occurs on s…
Verifying the robustness property of a general Rectified Linear Unit (ReLU) network is an NP-complete problem [Katz, Barrett, Dill, Julian and Kochenderfer CAV17]. Although finding the exact minimum adversarial distortion is hard, giving a certified lower bound of the minimum distortion is possible. Current available m…
Vertex distortion measures how far lattice knots deviate from straight lines.
We consider the problem of distortion minimal morphing of -dimensional compact connected oriented smooth manifolds without boundary embedded in . Distortion involves bending and stretching. In this paper, minimal distortion (with respect to stretching) is defined as the infinitesimal relative change in vol…
This paper shows how to calculate risk measures for sums of two counter-monotonic risks.
Most distortion correction methods focus on simple forms of distortion, such as radial or linear distortions. These works undistort images either based on measurements in the presence of a calibration grid, or use multiple views to find point correspondences and predict distortion parameters. When possible distortions …
Study distortion risk measures for step-weighted distributions.
The distortion of a curve measures the maximum arc/chord length ratio. Gromov showed any closed curve has distortion at least pi/2 and asked about the distortion of knots. Here, we prove that any nontrivial tame knot has distortion at least 5pi/3; examples show that distortion under 7.16 suffices to build a trefoil kno…
Computed distortion coefficients for the α-Grushin plane.
Study on risk measures using distorted Choquet integrals with random distortions.
We study a generalized family of stochastic orders, semiparametrized by a distortion function H, namely H-distorted stochastic dominance, which may determine a continuum of dominance relations from the first- to the second-order stochastic dominance (and beyond). Such a family is especially suitable for representing a …
The adaptive optimizer for training neural networks has continually evolved to overcome the limitations of the previously proposed adaptive methods. Recent studies have found the rare counterexamples that Adam cannot converge to the optimal point. Those counterexamples reveal the distortion of Adam due to a small secon…
We show that an entire branched cover of finite distortion cannot have a compact branch set if its distortion satisfies a certain asymptotic growth condition. We furthermore show that this bound is strict by constructing an entire, continuous, open and discrete mapping of finite distortion which is piecewise smooth, ha…
We formalise the widespread idea of interpreting neural network decisions as an explicit optimisation problem in a rate-distortion framework. A set of input features is deemed relevant for a classification decision if the expected classifier score remains nearly constant when randomising the remaining features. We disc…
The distortion of a curve is the supremum, taken over distinct pairs of points of the curve, of the ratio of arclength to spatial distance between the points. Gromov asked in 1981 whether a curve in every knot type can be constructed with distortion less than a universal constant C. Answering Gromov's question seems to…
The study shows exponential distortion in virtually special groups containing free subgroups.
Estimates rate-distortion function for large datasets using neural networks.
HAMD optimizes cubic portfolios without quadratization, achieving better results.
We construct 2-dimensional CAT(-1) groups which contain free subgroups with arbitrary iterated exponential distortion, and with distortion higher than any iterated exponential.
New coding theorem shows achievable rate matches theoretical limit.
Paper proposes a new black-box attack approach to minimize visual distortion.
Sharp bounds for distortion risk metrics under uncertain distributions.
Study dynamic risk measures and performance indices using distortion functions.
In this paper, we compute the subgroup distortion of all finitely generated subgroups of all finitely generated 3-manifold groups, and the subgroup distortion in this case can only be linear, quadratic, exponential and double exponential. It turns out that the subgroup distortion of a subgroup of a 3-manifold group is …
The problem behind this paper is the proper measurement of the degree of quality/acceptability/distance to arbitrage of trades. We are narrowing the class of coherent acceptability indices introduced by Cherny and Madan (2007) by imposing an additional mathematical property. For this, we introduce the notion of a conca…
The paper refines Mather-Thurston theorems for flat connections in manifolds.
New method tests risk measures for various distortions.
New insights into image compression trade-offs with private randomness.
Lossy compression algorithms are typically designed and analyzed through the lens of Shannon's rate-distortion theory, where the goal is to achieve the lowest possible distortion (e.g., low MSE or high SSIM) at any given bit rate. However, in recent years, it has become increasingly accepted that "low distortion" is no…
We study the statistical meaning of the minimization of distortion measure and the relation between the equilibrium points of the SOM algorithm and the minima of distortion measure. If we assume that the observations and the map lie in an compact Euclidean space, we prove the strong consistency of the map which almost …
We study the Teichmüller metric on the Teichmüller space of a surface of finite type, in regions where the injectivity radius of the surface is small. The main result is that in such regions the Teichmüller metric is approximated up to bounded additive distortion by the sup metric on a product of lower dimensional spac…
It is known that the surface of a cone over the unit disc with large height has smaller distortion than the standard embedding of the 2-sphere in . In this note we show that distortion minimisers exist among convex embedded 2-spheres and have uniformly bounded eccentricity. Moreover, we prove that is…