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 present new excess risk bounds for general unbounded loss functions including log loss and squared loss, where the distribution of the losses may be heavy-tailed. The bounds hold for general estimators, but they are optimized when applied to η-generalized Bayesian, MDL, and empirical risk minimization estimators. …
Geometric framework for signed multivariate tail-dependence compatibility at various thresholds.
problem Modeling and analyzing signed multivariate tail-dependence across different thresholds.
method Developed a geometric witness framework to represent and invert signed tail families, identifying nonnegative weights and normalized masses.
result Characterization and synthesis of signed multivariate tail-dependence at finite thresholds, preserving the complete signed tail family throughout.
We provide a new approach to training neural models to exhibit transparency in a well-defined, functional manner. Our approach naturally operates over structured data and tailors the predictor, functionally, towards a chosen family of (local) witnesses. The estimation problem is setup as a co-operative game between an …
One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo…
In this paper, we study the problem of structure learning for Bayesian networks in which nodes take discrete values. The problem is NP-hard in general but we show that under certain conditions we can recover the true structure of a Bayesian network with sufficient number of samples. We develop a mathematical model whic…
In this paper we show that certain generalizations of the Cr-Whitney topology, which include the Hölder-Whitney and Sobolev-Whitney topologies on smooth manifolds, satisfy the Baire property, to wit, the countable intersection of open and dense sets is dense.
The past decade has witnessed a successful application of deep learning to solving many challenging problems in machine learning and artificial intelligence. However, the loss functions of deep neural networks (especially nonlinear networks) are still far from being well understood from a theoretical aspect. In this pa…
We study the sample complexity of model-based reinforcement learning (henceforth RL) in general contextual decision processes that require strategic exploration to find a near-optimal policy. We design new algorithms for RL with a generic model class and analyze their statistical properties. Our algorithms have sample …
We present new, unified proofs for the cell-like, Z/p-, and Q-resolution theorems. Our arguments employ extensions that are much simpler then those used by our predecessors. The techniques allow us to solve problems involving cohomology groups by converting them into problems about homology groups…
The paper proposes a method to learn the structure of continuous-action games with non-parametric utilities using a limited number of samples.
problem Learning the exact structure of continuous-action games with non-parametric utility functions.
method An ℓ1 regularized method that encourages sparsity of the Fourier transform coefficients of the utility functions, accessed via a few Nash equilibria and their noisy utilities.
result The method recovers the exact structure of the utility functions and the game structure with provable theoretical guarantees.
We demonstrate that the primal-dual witness proof method may be used to establish variable selection consistency and ℓ∞-bounds for sparse regression problems, even when the loss function and/or regularizer are nonconvex. Using this method, we derive two theorems concerning support recovery and ℓ∞-…
We prove optimal bounds for the convergence rate of ordinal embedding (also known as non-metric multidimensional scaling) in the 1-dimensional case. The examples witnessing optimality of our bounds arise from a result in additive number theory on sets of integers with no three-term arithmetic progressions. We also carr…
The concepts of risk-aversion, chance-constrained optimization, and robust optimization have developed significantly over the last decade. Statistical learning community has also witnessed a rapid theoretical and applied growth by relying on these concepts. A modeling framework, called distributionally robust optimizat…
In machine learning, we are given a dataset of the form {(xj,yj)}j=1M, drawn as i.i.d. samples from an unknown probability distribution μ; the marginal distribution for the xj's being μ∗. We propose that rather than using a positive kernel such as the Gaussian for estimation of these…
We study a continuous-time version of the intermediation model of Grossman and Miller (1988). To wit, we solve for the competitive equilibrium prices at which liquidity takers' demands are absorbed by dealers with quadratic inventory costs, who can in turn gradually transfer these positions to an exogenous open market …
This article constructs the moduli stack of torsionfree G-jet-structures in homotopy type theory with one monadic modality. This yields a construction of this moduli stack for any ∞-topos equipped with any stable factorization systems. In the intended applications of this theory, the factorization systems are …
Given a closed simply connected manifold M of dimension 2n≥6, we compare the ring of characteristic classes of smooth oriented bundles with fibre M to the analogous ring resulting from replacing M by the connected sum M♯Σ with an exotic sphere Σ. We show that, after inverting the order of Σ in the …
It is feasible and practically-valuable to bridge the characteristics between graph neural networks (GNNs) and logical reasoning. Despite considerable efforts and successes witnessed to solve Boolean satisfiability (SAT), it remains a mystery of GNN-based solvers for more complex predicate logic formulae. In this work,…
Oleg Viro studied in arXiv:math/0204290 two interpretations of the (multivariable) Alexander polynomial as a quantum link invariant: either by considering the quasi triangular Hopf algebra associated to Uqsl(2) at fourth roots of unity, or by considering the super Hopf algebra Uqgl(1∣1). In this paper, we show …