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Deep learning is currently the subject of intensive study. However, fundamental concepts such as representations are not formally defined -- researchers "know them when they see them" -- and there is no common language for describing and…

Machine Learning · Computer Science 2015-09-30 David Balduzzi

The success of deep learning-based limit order book forecasting models is highly dependent on the quality and the robustness of the input data representation. A significant body of the quantitative finance literature focuses on utilising…

Trading and Market Microstructure · Quantitative Finance 2022-12-08 Yufei Wu , Mahmoud Mahfouz , Daniele Magazzeni , Manuela Veloso

Over the past few years, deep learning has risen to the foreground as a topic of massive interest, mainly as a result of successes obtained in solving large-scale image processing tasks. There are multiple challenging mathematical problems…

In this paper, we show how a construction of an implicit complexity model can be implemented using concepts coming from the core of von Neumann algebras. Namely, our aim is to gain an understanding of classical computation in terms of the…

Computational Complexity · Computer Science 2009-12-31 Marco Pedicini , Mario Piazza

In the following article we consider approximate Bayesian computation (ABC) for certain classes of time series models. In particular, we focus upon scenarios where the likelihoods of the observations and parameter are intractable, by which…

Computation · Statistics 2014-01-03 Ajay Jasra

Using tools from topology and functional analysis, we provide a framework where artificial neural networks, and their architectures, can be formally described. We define the notion of machine in a general topological context and show how…

Machine Learning · Computer Science 2022-11-30 Pietro Vertechi , Mattia G. Bergomi

The synthesis of classical Computational Complexity Theory with Recursive Analysis provides a quantitative foundation to reliable numerics. Here the operators of maximization, integration, and solving ordinary differential equations are…

Numerical Analysis · Computer Science 2012-11-22 Akitoshi Kawamura , Norbert Th. Müller , Carsten Rösnick , Martin Ziegler

We build on the dynamical systems approach to deep learning, where deep residual networks are idealized as continuous-time dynamical systems, from the approximation perspective. In particular, we establish general sufficient conditions for…

Machine Learning · Computer Science 2020-06-09 Qianxiao Li , Ting Lin , Zuowei Shen

"Deep Learning"/"Deep Neural Nets" is a technological marvel that is now increasingly deployed at the cutting-edge of artificial intelligence tasks. This dramatic success of deep learning in the last few years has been hinged on an enormous…

Machine Learning · Computer Science 2021-04-30 Anirbit Mukherjee

In this article we survey the development of generic and coarse computability and the main results on how classical asymptotic density interacts with the theory of computability.

Logic · Mathematics 2016-10-21 Carl G. Jockusch , Paul E. Schupp

We introduce a new type of shift dynamics as an extended model of symbolic dynamics, and investigate the characteristics of shift spaces from the viewpoints of both dynamics and computation. This shift dynamics is called a functional shift…

Chaotic Dynamics · Physics 2009-11-10 Jun Namikawa , Takashi Hashimoto

Recently, there has been a surge of interest in combining deep learning models with reasoning in order to handle more sophisticated learning tasks. In many cases, a reasoning task can be solved by an iterative algorithm. This algorithm is…

Machine Learning · Computer Science 2020-11-02 Xinshi Chen , Yufei Zhang , Christoph Reisinger , Le Song

Weak convergence of the empirical copula process is shown to hold under the assumption that the first-order partial derivatives of the copula exist and are continuous on certain subsets of the unit hypercube. The assumption is…

Statistics Theory · Mathematics 2012-07-06 Johan Segers

This article provides an original understanding of the behavior of a class of graph-oriented semi-supervised learning algorithms in the limit of large and numerous data. It is demonstrated that the intuition at the root of these methods…

Machine Learning · Computer Science 2017-11-10 Xiaoyi Mai , Romain Couillet

We explore the topology of configuration spaces of hard disks experimentally, and show that several changes in the topology can already be observed with a small number of particles. The results illustrate a theorem of Baryshnikov, Bubenik,…

Algebraic Topology · Mathematics 2013-05-30 Gunnar Carlsson , Jackson Gorham , Matthew Kahle , Jeremy Mason

Elliptic curves have a well-known and explicit theory for the construction and application of endomorphisms, which can be applied to improve performance in scalar multiplication. Recent work has extended these techniques to hyperelliptic…

Number Theory · Mathematics 2007-05-23 David R. Kohel , Benjamin A. Smith

A critical question for the field of quantum computing in the near future is whether quantum devices without error correction can perform a well-defined computational task beyond the capabilities of state-of-the-art classical computers,…

We analyse the axioms of Euclidean geometry according to standard object-oriented software development methodology. We find a perfect match: the main undefined concepts of the axioms translate to object classes. The result is a suite of C++…

Computational Geometry · Computer Science 2009-09-29 M. H. van Emden , B. Moa

The concept of decomposition in computer science and engineering is considered a fundamental component of computational thinking and is prevalent in design of algorithms, software construction, hardware design, and more. We propose a simple…

Logic in Computer Science · Computer Science 2023-06-22 Dror Fried , Axel Legay , Joël Ouaknine , Moshe Y. Vardi

We give an exposition of Natural Topology (NToP), which highlights its advantages for exact computation. The NToP-definition of the real numbers (and continuous real functions) matches recent expert recommendations for exact real…

General Topology · Mathematics 2018-06-06 Frank Waaldijk