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.
Understanding statistical inference under possibly non-sparse high-dimensional models has gained much interest recently. For a given component of the regression coefficient, we show that the difficulty of the problem depends on the sparsity of the corresponding row of the precision matrix of the covariates, not the spa…
Significant pattern mining, the problem of finding itemsets that are significantly enriched in one class of objects, is statistically challenging, as the large space of candidate patterns leads to an enormous multiple testing problem. Recently, the concept of testability was proposed as one approach to correct for mult…
Reinforcement learning (RL) tasks are challenging to implement, execute and test due to algorithmic instability, hyper-parameter sensitivity, and heterogeneous distributed communication patterns. We argue for the separation of logical component composition, backend graph definition, and distributed execution. To this e…
Representation and learning of long-range dependencies is a central challenge confronted in modern applications of machine learning to sequence data. Yet despite the prominence of this issue, the basic problem of measuring long-range dependence, either in a given data source or as represented in a trained deep model, r…
Probabilistic graphical models (PGMs) have become a popular tool for computational analysis of biological data in a variety of domains. But, what exactly are they and how do they work? How can we use PGMs to discover patterns that are biologically relevant? And to what extent can PGMs help us formulate new hypotheses t…
We study random 2-dimensional complexes in the Linial - Meshulam model and find torsion in their fundamental groups at various regimes. We find a simple algorithmically testable criterion for a subcomplex of a random 2-complex to be aspherical; this implies that any aspherical subcomplex of a random 2-complex satisfies…
As machine learning algorithms are increasingly applied to high impact yet high risk tasks, such as medical diagnosis or autonomous driving, it is critical that researchers can explain how such algorithms arrived at their predictions. In recent years, a number of image saliency methods have been developed to summarize …
Traditional anatomical analyses captured only a fraction of real phenomic information. Here, we apply deep learning to quantify total phenotypic similarity across 2468 butterfly photographs, covering 38 subspecies from the polymorphic mimicry complex of Heliconius erato and Heliconius melpomene. E…
Finding statistically significant interactions between binary variables is computationally and statistically challenging in high-dimensional settings, due to the combinatorial explosion in the number of hypotheses. Terada et al. recently showed how to elegantly address this multiple testing problem by excluding non-tes…
We propose a method to learn causal response representations through direct effect analysis.
problem Uncovering direct causal effects in complex, multivariate settings.
method Our method bridges conditional independence testing with causal representation learning, formulating an optimisation problem to maximise evidence against conditional independence.
result The largest eigenvalue distribution can be bounded by an F-distribution, providing testable conditional independence.
New technologies for recording the activity of large neural populations during complex behavior provide exciting opportunities for investigating the neural computations that underlie perception, cognition, and decision-making. Nonlinear state space models provide an interpretable signal processing framework by combinin…
Increasing the batch size is a popular way to speed up neural network training, but beyond some critical batch size, larger batch sizes yield diminishing returns. In this work, we study how the critical batch size changes based on properties of the optimization algorithm, including acceleration and preconditioning, thr…
We use standard physics techniques to model trading and price formation in a market under the assumption that order arrival and cancellations are Poisson random processes. This model makes testable predictions for the most basic properties of a market, such as the diffusion rate of prices, which is the standard measure…
Many research fields codify their findings in standard formats, often by reporting correlations between quantities of interest. But the space of all testable correlates is far larger than scientific resources can currently address, so the ability to accurately predict correlations would be useful to plan research and a…
Typical cohorts in brain imaging studies are not large enough for systematic testing of all the information contained in the images. To build testable working hypotheses, investigators thus rely on analysis of previous work, sometimes formalized in a so-called meta-analysis. In brain imaging, this approach underlies th…
Surprise-based learning allows agents to rapidly adapt to non-stationary stochastic environments characterized by sudden changes. We show that exact Bayesian inference in a hierarchical model gives rise to a surprise-modulated trade-off between forgetting old observations and integrating them with the new ones. The mod…
This paper studies structure detection problems in high temperature ferromagnetic (positive interaction only) Ising models. The goal is to distinguish whether the underlying graph is empty, i.e., the model consists of independent Rademacher variables, versus the alternative that the underlying graph contains a subgraph…
Tests whether a treatment's effect is fully mediated by observed outcomes and identifies causal mechanisms.
problem Understanding how a treatment affects an outcome through intermediate variables.
method Proposes a test to evaluate full mediation and causal mechanism identification, extending to non-randomly assigned treatments.
result A conditionally random treatment is conditionally independent of the outcome given mediators and covariates if full mediation and causal mechanism identification hold.
The two-dimensional renormalization group acting as the Ricci flow Λ∂Λ∂gμν=Rμν produces a specific 1+3 dimensional space-time metric which describes an expanding universe that starts with a big bang a∼t1/3 then decelerates until z=0.2 then accelerate…