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.
The combination of the re-parameterization trick with the use of variational auto-encoders has caused a sensation in Bayesian deep learning, allowing the training of realistic generative models of images and has considerably increased our ability to use scalable latent variable models. The re-parameterization trick is …
This thesis presents some geometric insights into three different types of two player prediction games -- namely general learning task, prediction with expert advice, and online convex optimization. These games differ in the nature of the opponent (stochastic, adversarial, or intermediate), the order of the players' mo…
The expectation-maximization (EM) algorithm is an iterative method for finding maximum likelihood estimates when data are incomplete or are treated as being incomplete. The EM algorithm and its variants are commonly used for parameter estimation in applications of mixture models for clustering and classification. This …
Federated Learning is a distributed learning paradigm with two key challenges that differentiate it from traditional distributed optimization: (1) significant variability in terms of the systems characteristics on each device in the network (systems heterogeneity), and (2) non-identically distributed data across the ne…
The goal of online prediction with expert advice is to find a decision strategy which will perform almost as well as the best expert in a given pool of experts, on any sequence of outcomes. This problem has been widely studied and O(T) and O(logT) regret bounds can be achieved for convex losses (\cite{zin…
We propose a new proximal, path-following framework for a class of constrained convex problems. We consider settings where the nonlinear---and possibly non-smooth---objective part is endowed with a proximity operator, and the constraint set is equipped with a self-concordant barrier. Our approach relies on the followin…
We give a notion of compatibility between a Riemannian structure and a Jacobi structure. We prove that in case of fundamental examples of Jacobi structures : Poisson structures, contact structures and locally conformally symplectic structures, we get respectively Riemann-Poisson structures in the sense of M. Boucetta, …
We give a notion of compatibility between a Riemannian metric and a Jacobi structure. We prove that in case of Poisson structures, contact structures and locally conformally symplectic structures, fundamental examples of Jacobi structures, we get respectively Riemann-Poisson structures in the sense of M. Boucetta, $\fr…
In a preceding paper we introduced a notion of compatibility between a Jacobi structure and a Riemannian structure on a smooth manifold. We proved that in the case of fundamental examples of Jacobi structures : Poisson structures, contact structures and locally conformally symplectic structures, we get respectively Rie…
Hypersymplectic structures with torsion on Lie algebroids are investigated. We show that each hypersymplectic structure with torsion on a Lie algebroid determines three Nijenhuis morphisms. From a contravariant point of view, these structures are twisted Poisson structures. We prove the existence of a one-to-one corres…
We introduce generalized almost contact structures which admit the B-field transformations on odd dimensional manifolds. We provide definition of generalized Sasakain structures from the view point of the generalized almost contact structures. We obtain a generalized Sasakian structure on a non-compact manifold which…
Parabolic almost conformally symplectic structures were introduced in the first part of this series of articles as a class of geometric structures which have an underlying almost conformally symplectic structure. If this underlying structure is conformally symplectic, then one obtains a PCS-structure. In the current ar…