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.
There has been considerable advance in understanding the properties of sparse regularization procedures in high-dimensional models. In time series context, it is mostly restricted to Gaussian autoregressions or mixing sequences. We study oracle properties of LASSO estimation of weakly sparse vector-autoregressive model…
Research on mixed polynomials, extending non-degeneracy concepts to complex variables.
problem Extending non-degeneracy concepts to mixed polynomials in complex variables.
method Generalization of Mondal's partial non-degeneracy to mixed polynomials, introducing new concepts and proving properties.
result Strong partial non-degeneracy implies isolated singularities, and mixed polynomials that are strongly inner non-degenerate satisfy the strong Milnor condition.
Traffic forecasting problem remains a challenging task in the intelligent transportation system due to its spatio-temporal complexity. Although temporal dependency has been well studied and discussed, spatial dependency is relatively less explored due to its large variations, especially in the urban environment. In thi…
Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We present an algorithm to project Ising model parameters onto a parameter set that…
Models for sequential data such as the recurrent neural network (RNN) often implicitly model a sequence as having a fixed time interval between observations and do not account for group-level effects when multiple sequences are observed. We propose a model for grouped sequential data based on the RNN that accounts for …
Recent character and phoneme-based parametric TTS systems using deep learning have shown strong performance in natural speech generation. However, the choice between character or phoneme input can create serious limitations for practical deployment, as direct control of pronunciation is crucial in certain cases. We dem…
We provide a measure based topology for certain unions of C2 rectifiable submanifolds of mixed dimensions in Rn. In this topology lower dimensional sets remain in the limit as measures when higher dimensional sets collapse down to them. For example a decreasing sequence of spheres may have a limit consisting of just a …
In this paper we present the construction of explicit quasi-isomorphisms that compute the cyclic homology and periodic cyclic homology of crossed-product algebras associated with (discrete) group actions. In the first part we deal with algebraic crossed-products associated with group actions on unital algebras over any…
In this note, given a polarized algebraic manifold (X,L), we define the Donaldson-Futaki invariant for a sequence of test configurations for (X,L) with exponents tending to infinity. This then allows us to define a strong version of K-stability or K-semistability for (X,L). In particular, (X,L) will be shown to…
This paper proposes a new meta-learning method -- named HARMLESS (HAwkes Relational Meta LEarning method for Short Sequences) for learning heterogeneous point process models from short event sequence data along with a relational network. Specifically, we propose a hierarchical Bayesian mixture Hawkes process model, whi…
We study a special case of the problem of statistical learning without the i.i.d. assumption. Specifically, we suppose a learning method is presented with a sequence of data points, and required to make a prediction (e.g., a classification) for each one, and can then observe the loss incurred by this prediction. We go …
We show that the graph TQFT for Heegaard Floer homology satisfies a strong version of Atiyah's duality axiom for a TQFT. As an application, we compute some Heegaard Floer mixed invariants of 4-dimensional mapping tori in terms of Lefschetz numbers on HF+.
Recently Swatee Naik and Theodore Stanford proved that two S-equivalent knots are related by a finite sequence of doubled-delta moves on their knot diagrams. We show that classical S-equivalence is not sufficient to extend their result to ordered links. We define a new algebraic relation on Seifert matrices, called Str…
We address the problem of estimating the mixing time of a Markov chain from a single trajectory of observations. Unlike most previous works which employed Hilbert space methods to estimate spectral gaps, we opt for an approach based on contraction with respect to total variation. Specifically, we estimate the contracti…
This work finds mixed equilibria in zero-sum games using interacting particle dynamics.
problem Finding mixed equilibrium points in continuous minmax games.
method A method based on entropic regularisation of two-layer zero-sum games with interacting particle dynamics.
result The sequence of empirical measures of the particle system satisfies a large deviation principle as the number of particles grows to infinity, implying convergence of the empirical measure and the Nikaidô-Isoda error.
Not all types of supervision signals are created equal: Different types of feedback have different costs and effects on learning. We show how self-regulation strategies that decide when to ask for which kind of feedback from a teacher (or from oneself) can be cast as a learning-to-learn problem leading to improved cost…