Polynomial-time SDP and ellipsoid-based approximation of Kolmogorov widths yields efficient robust detection boundaries matching upper bounds up to polylog factors for structured constrained signals.
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6 Pith papers cite this work. Polarity classification is still indexing.
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In competitive threshold models, fixed thresholds lead to fragmentation at high resistance while fluid thresholds produce winner-takes-all consensus, with discontinuous transitions in both cases.
Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
SGD weight matrices are portfolio allocations whose spectra transition from Marchenko-Pastur to inverse-Wishart, unified by a Spectral Invariance Theorem that preserves singular-value distributions under isotropic perturbations.
Wealth tax neutrality holds under stochastic volatility and Epstein-Zin utility but fails for HARA preferences, while real taxes introduce distortions through non-uniform assessment, price effects, progressive thresholds that boost risk-taking near boundaries, and labor supply responses.
citing papers explorer
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Efficient Robust Constrained Signal Detection via Kolmogorov Width Approximations
Polynomial-time SDP and ellipsoid-based approximation of Kolmogorov widths yields efficient robust detection boundaries matching upper bounds up to polylog factors for structured constrained signals.
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Competitive Social Mobilization in Threshold Models of Collective Action
In competitive threshold models, fixed thresholds lead to fragmentation at high resistance while fluid thresholds produce winner-takes-all consensus, with discontinuous transitions in both cases.
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Unbiased Rough Integrators and No Free Lunch in Rough-Path-Based Market Models
Rough-path market models satisfying no-controlled-free-lunch reduce admissible drivers to Itô lifts of Brownian motion (up to time change) once signature-type strategies are allowed.
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Spectral Portfolio Theory: From SGD Weight Matrices to Wealth Dynamics
SGD weight matrices are portfolio allocations whose spectra transition from Marchenko-Pastur to inverse-Wishart, unified by a Spectral Invariance Theorem that preserves singular-value distributions under isotropic perturbations.
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Extensions to the Wealth Tax Neutrality Framework
Wealth tax neutrality holds under stochastic volatility and Epstein-Zin utility but fails for HARA preferences, while real taxes introduce distortions through non-uniform assessment, price effects, progressive thresholds that boost risk-taking near boundaries, and labor supply responses.
- Markov Chain Decoders Overcome the Heavy-Tail Limitations of Lipschitz Generative Models