Study bounds variance modulation function for K-spider distributions.
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
Decentralized optimization algorithms have attracted intensive interests recently, as it has a balanced communication pattern, especially when solving large-scale machine learning problems. Stochastic Path Integrated Differential Estimator Stochastic First-Order method (SPIDER-SFO) nearly achieves the algorithmic lower…
Tripod spiders' energy control analyzed for Hooke and Coulomb potentials.
In this paper, we propose a new technique named \textit{Stochastic Path-Integrated Differential EstimatoR} (SPIDER), which can be used to track many deterministic quantities of interest with significantly reduced computational cost. We apply SPIDER to two tasks, namely the stochastic first-order and zeroth-order method…
Paper proposes a faster SPIDER-EM variant for large-scale nonconvex optimization.
Study spider mechanism configuration spaces using squared distance function.
The topology of -representation varieties of the fundamental groups of planar webs so that the meridians are sent to matrices with trace equal to are explored, and compared to data coming from spider evaluation of the webs. Corresponding to an evaluation of a web as a spider is a rooted tree. We associate t…
A faster ADMM method for nonconvex optimization with improved complexity.
Spider category comparison proves equivalence to Sikora's quotient category.
Spider GAN accelerates GAN training with a new approach.
In this note we study the Seifert rational homology spheres with two complementary legs, i.e. with a pair of invariants whose fractions add up to one. We give a complete classification of the Seifert manifolds with 3 exceptional fibers and two complementary legs which bound rational homology balls. The result translate…
Two types of zeroth-order stochastic algorithms have recently been designed for nonconvex optimization respectively based on the first-order techniques SVRG and SARAH/SPIDER. This paper addresses several important issues that are still open in these methods. First, all existing SVRG-type zeroth-order algorithms suffer …
Market portfolio decomposed into body and tail legs
Study decomposes market portfolio into body and tail legs, revealing systematic differences.
Given a point (the "spider") on a rectangular box, we would like to find the minimal distance along the surface to its opposite point (the "fly" - the reflection of the spider across the center of the box). Without loss of generality, we can assume that the box has dimensions with the spider on one …
We study topology of configuration spaces of planar linkages having one leg of variable length. Such telescopic legs are common in modern robotics where they are used for shock absorbtion and serve a variety of other purposes. Using a Morse theoretic technique, we compute explicitly, in terms of the metric data, the Be…
SARAH and SPIDER are two recently developed stochastic variance-reduced algorithms, and SPIDER has been shown to achieve a near-optimal first-order oracle complexity in smooth nonconvex optimization. However, SPIDER uses an accuracy-dependent stepsize that slows down the convergence in practice, and cannot handle objec…
We show that the clasps in the Karoubi envelope of spider satisfy the recursive formula of the two-variable Chebyshev polynomials of the second kind associated with a root system of type . The spider is a diagrammatic description of the representation category for and the $…
Study shows Seifert fibered spaces don't bound rational homology balls.
Legged robots pose one of the greatest challenges in robotics. Dynamic and agile maneuvers of animals cannot be imitated by existing methods that are crafted by humans. A compelling alternative is reinforcement learning, which requires minimal craftsmanship and promotes the natural evolution of a control policy. Howeve…
Tests factor models by decomposing market into body and tail legs, revealing inconsistent results.
A new EM algorithm improves inference from large datasets.
Study compares short vs long strategies for equity factors, finds short strategy better.
HiPPO framework optimizes memory compression for sequential data.
A new GNN module learns geometric scattering features for better graph classification and feature exploration.
Study confirms a 2-sphere metric with three geodesics of minimal length.
Self-Organizing Maps (SOM) are popular unsupervised artificial neural network used to reduce dimensions and visualize data. Visual interpretation from Self-Organizing Maps (SOM) has been limited due to grid approach of data representation, which makes inter-scenario analysis impossible. The paper proposes a new way to …
The study establishes a criterion for the holomorphy of curvature in smooth webs and applies it to dual webs of homogeneous foliations.
New framework for task-independent legged locomotion.
We propose a new method of measuring the third and fourth moments of return distribution based on quadratic variation method when the return process is assumed to have zero drift. The realized third and fourth moments variations computed from high frequency return series are good approximations to corresponding actual …
Improved optimization technique reduces training complexity for non-convex problems.
Paper develops momentum schemes with variance reduction for non-convex composition optimization.
Optimizes Ethena's yield strategy by controlling stETH and ETH futures positions.
Improved variance reduction for Riemannian non-convex optimization with adaptive batch size.
The third moment variation of a financial asset return process is defined by the quadratic covariation between the return and square return processes. The skew and fat tail risk of an underlying asset can be hedged using a third moment variation swap under which a predetermined fixed leg and the floating leg of the rea…
The Kontsevich integral of a knot is a powerful invariant which takes values in an algebra of trivalent graphs with legs. Given a Lie algebra, the Kontsevich integral determines an invariant of knots (the so-called colored Jones function) with values in the symmetric algebra of the Lie algebra. Recently A. Kricker and …
Regarding the Specht modules associated to the two-row partition , we provide a combinatorial path model to study the transitioning matrix from the tableau basis to the -web basis (i.e. cup diagrams), and prove that the entries in this matrix are positive in the upper-triangular portion with respect to a ce…
We prove a conjecture about approximating Gaussian Processes on one dimension.
A framework for computing holonomy groups of hybrid systems to achieve forward motion.
Mobile robot navigation in complex and dynamic environments is a challenging but important problem. Reinforcement learning approaches fail to solve these tasks efficiently due to reward sparsities, temporal complexities and high-dimensionality of sensorimotor spaces which are inherent in such problems. We present a nov…
SPIDER uses deep neural networks for streaming tensor factorization.
In this paper, we propose a distributed algorithm for stochastic smooth, non-convex optimization. We assume a worker-server architecture where nodes, each having (potentially infinite) number of samples, collaborate with the help of a central server to perform the optimization task. The global objective is to m…
We define and study the category of symmetric -webs. This category is a combinatorial description of the category of all finite dimensional quantum -modules. Explicitly, we show that (the additive closure of) the symmetric -spider is (braided monoidally) equivalent to …
We develop a theory of confluence of graphs. We describe an algorithm for proving that a given system of reduction rules for abstract graphs and graphs in surfaces is locally confluent. We apply this algorithm to show that each simple Lie algebra of rank at most 2, gives rise to a confluent system of reduction rules of…
We study natural bases for two constructions of the irreducible representation of the symmetric group corresponding to : the {\em reduced web} basis associated to Kuperberg's combinatorial description of the spider category; and the {\em left cell basis} for the left cell construction of Kazhdan and Lusztig. I…
Much attention has been given to automatic sleep staging algorithms in past years, but the detection of discrete events in sleep studies is also crucial for precise characterization of sleep patterns and possible diagnosis of sleep disorders. We propose here a deep learning model for automatic detection and annotation …
ROBEL is an open-source platform of cost-effective robots designed for reinforcement learning in the real world. ROBEL introduces two robots, each aimed to accelerate reinforcement learning research in different task domains: D'Claw is a three-fingered hand robot that facilitates learning dexterous manipulation tasks, …
A decentralized deep RL controller improves hexapod locomotion learning.