Related papers: The strong predictable representation property in …

A simple sparse coding mechanism appears in the sensory systems of several organisms: to a coarse approximation, an input $x \in \R^d$ is mapped to much higher dimension $m \gg d$ by a random linear transformation, and is then sparsified by…

We investigate the extent to which modern, neural language models are susceptible to structural priming, the phenomenon whereby the structure of a sentence makes the same structure more probable in a follow-up sentence. We explore how…

In this paper, we assume that the filtration $\bb F$ is generated by a $d$-dimensional Brownian motion $W=(W_1,\cdots,W_d)'$ as well as an integer-valued random measure $\mu(du,dy)$. The random variable $\ttau$ is the default time and $L$…

We introduce a unified framework for studying persistence phenomena in commutative algebra via filtrations of ideals. For a filtration $\mathcal{F} = \{I_i\}_{i \in \mathbb{N}}$, we define $\mathcal{F}$-persistence and $\mathcal{F}$-strong…

In this paper we study the almost sure conditional central limit theorem in its functional form for a class of random variables satisfying a projective criterion. Applications to strongly mixing processes and non irreducible Markov chains…

The main result of the article reads: the distribution of a continuous starting from zero local martingale whose quadratic characteristic is almost surely absolutely continuous with respect to some non-random increasing continuous function…

We use the martingale-theoretic approach of game-theoretic probability to incorporate imprecision into the study of randomness. In particular, we define a notion of computable randomness associated with interval, rather than precise,…

Consider a filtering process associated to a hidden Markov model with densities for which both the state space and the observation space are complete, separable, metric spaces. If the underlying, hidden Markov chain is strongly ergodic and…

A predictive distribution over a sequence of $N+1$ events is said to be "frequency mimicking" whenever the probability for the final event conditioned on the outcome of the first $N$ events equals the relative frequency of successes among…

Deeply-learned planning methods are often based on learning representations that are optimized for unrelated tasks. For example, they might be trained on reconstructing the environment. These representations are then combined with predictor…

The main object of investigation in this paper is a very general regression model in optional setting - when an observed process is an optional semimartingale depending on an unknown parameter. It is well-known that statistical data may…

Decomposing a deep neural network's learned representations into interpretable features could greatly enhance its safety and reliability. To better understand features, we adopt a geometric perspective, viewing them as a learned coordinate…

Let $\psi$ be a multi-dimensional random variable. We show that the set of probability measures $\mathbb{Q}$ such that the $\mathbb{Q}$-martingale $S^{\mathbb{Q}}_t=\mathbb{E}^{\mathbb{Q}}\left[\psi\lvert\mathcal{F}_{t}\right]$ has the…

In this paper we study progressive filtration expansions with random times. We show how semimartingale decompositions in the expanded filtration can be obtained using a natural link between progressive and initial expansions. The link is,…

In this paper we prove that every random variable of the form $F(M_T)$ with $F:\real^d \to\real$ a Borelian map and $M$ a $d$-dimensional continuous Markov martingale with respect to a Markov filtration $\mathcal{F}$ admits an exact…

Let E be an unbounded open (or closed) domain in Euclidean space of dimension greater or equal to two. We present conservativeness criteria for (possibly reflected) diffusions with state space E that are associated to fairly general…

We introduce and motivate -- based on ongoing joint work with Germ\'an Stefanich -- the notion of potent categorical representations of a complex reductive group $G$, specifically a conjectural Langlands correspondence identifying potent…

We prove a central limit theorem for a random field generated by d commuting probability preserving transformations; the martingale is given by a commuting filtration (cf. D. Khosnevisan, Multiparameter Processes, Springer 2002). The result…

We build a bridge from density combinatorics to dimension theory of continued fractions. We establish a fractal transference principle that transfers common properties of subsets of $\mathbb N$ with positive upper density to properties of…

While gravitational lens inversion holds great promise to reveal the structure of the light-deflecting mass distribution, both light and dark, the existence of various kinds of degeneracies implies that care must be taken when interpreting…