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.
We consider stochastic multi-armed bandits where the expected reward is a unimodal function over partially ordered arms. This important class of problems has been recently investigated in (Cope 2009, Yu 2011). The set of arms is either discrete, in which case arms correspond to the vertices of a finite graph whose stru…
This paper introduces and addresses a wide class of stochastic bandit problems where the function mapping the arm to the corresponding reward exhibits some known structural properties. Most existing structures (e.g. linear, Lipschitz, unimodal, combinatorial, dueling, ...) are covered by our framework. We derive an asy…
We study, to the best of our knowledge, the first Bayesian algorithm for unimodal Multi-Armed Bandit (MAB) problems with graph structure. In this setting, each arm corresponds to a node of a graph and each edge provides a relationship, unknown to the learner, between two nodes in terms of expected reward. Furthermore, …
problem Deciding on the unimodality of a dataset for better data analysis.
method UU-test operates on the empirical cumulative density function (ecdf) to build a piecewise linear approximation that models the data as a Uniform Mixture Model.
result The UU-test provides a statistical model of the data in the form of a Uniform Mixture Model.
This paper provides a new unimodality test with application in hierarchical clustering methods. The proposed method denoted by signature test (Sigtest), transforms the data based on its statistics. The transformed data has much smaller variation compared to the original data and can be evaluated in a simple proposed un…
We classify rooted trees which have strictly unimodal q-polynomials (plucking polynomial). We also give criteria for a trapezoidal shape of a plucking polynomial. We generalize results of Pak and Panova on strict unimodality of q-binomial coefficients. We discuss which polynomials can be realized as plucking polynomial…
Multimodalities provide promising performance than unimodality in most tasks. However, learning the semantic of the representations from multimodalities efficiently is extremely challenging. To tackle this, we propose the Transformer based Cross-modal Translator (TCT) to learn unimodal sequence representations by trans…
The paper calculates bounds for risk metrics and entropies under partial information constraints.
problem Analyzing risk metrics and entropies for unimodal, symmetric distributions with limited information.
method Develops lower and upper bounds for worst-case distortion riskmetrics and weighted entropy for unimodal, symmetric distributions with known mean and variance.
result Sharp upper bounds for distortion riskmetrics and weighted entropy for symmetric distributions.
Chia and Nakano (2009) introduced the concept of M-decomposability of probability densities in one-dimension. In this paper, we generalize M-decomposability to any dimension. We prove that all elliptical unimodal densities are M-undecomposable. We also derive an inequality to show that it is better to represent an M-de…
We present an efficient approach for leveraging the knowledge from multiple modalities in training unimodal 3D convolutional neural networks (3D-CNNs) for the task of dynamic hand gesture recognition. Instead of explicitly combining multimodal information, which is commonplace in many state-of-the-art methods, we propo…
Probability distributions produced by the cross-entropy loss for ordinal classification problems can possess undesired properties. We propose a straightforward technique to constrain discrete ordinal probability distributions to be unimodal via the use of the Poisson and binomial probability distributions. We evaluate …
An infinite family of generalized pseudo-Anosov homeomorphisms of the sphere S is constructed, and their invariant foliations and singular orbits are described explicitly by means of generalized train tracks. The complex strucure induced by the invariant foliations is described, and is shown to make S into a complex sp…
Human language is a rich multimodal signal consisting of spoken words, facial expressions, body gestures, and vocal intonations. Learning representations for these spoken utterances is a complex research problem due to the presence of multiple heterogeneous sources of information. Recent advances in multimodal learning…
Multimodal fusion is considered a key step in multimodal tasks such as sentiment analysis, emotion detection, question answering, and others. Most of the recent work on multimodal fusion does not guarantee the fidelity of the multimodal representation with respect to the unimodal representations. In this paper, we prop…
A new method learns the optimal pricing map for semiparametric dynamic pricing problems.
problem Optimizing pricing strategies in a semiparametric valuation model with unknown utility and noise.
method Developed a modular policy called ORBIT that uses a scalar pilot index, localizes a benchmark price, and learns a local polynomial approximation of the oracle price map.
result Achieves regret bound of \( \widetilde{O}\big(T^{\frac{2β-1}{4β-3}}+\sqrt{dT}\big) \) for the linear utility model and minimax sharp lower bound.
We introduce Disease Knowledge Transfer (DKT), a novel technique for transferring biomarker information between related neurodegenerative diseases. DKT infers robust multimodal biomarker trajectories in rare neurodegenerative diseases even when only limited, unimodal data is available, by transferring information from …
Cluster analysis is an unsupervised learning strategy that can be employed to identify subgroups of observations in data sets of unknown structure. This strategy is particularly useful for analyzing high-dimensional data such as microarray gene expression data. Many clustering methods are available, but it is challengi…