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This paper tackles the challenge of learning non-Markovian optimal execution strategies in dynamic financial markets. We introduce a novel actor-critic algorithm based on Deep Deterministic Policy Gradient (DDPG) to address this issue, with a focus on transient price impact modeled by a general decay kernel. Through numerical experiments with various decay kernels, we show that our algorithm successfully approximates the optimal execution strategy. Additionally, the proposed algorithm demonstrates adaptability to evolving market conditions, where parameters fluctuate over time. Our findings also show that modern reinforcement learning algorithms can provide a solution that reduces the need for frequent and inefficient human intervention in optimal execution tasks.

Acute myeloid leukaemia (AML) is a type of blood and bone marrow cancer characterized by the proliferation of abnormal clonal haematopoietic cells in the bone marrow leading to bone marrow failure. Over the course of the disease, angiogenic factors released by leukaemic cells drastically alter the bone marrow vascular niches resulting in observable structural abnormalities. We use a technique from topological data analysis - persistent homology - to quantify the images and infer on the disease through the imaged morphological features. We find that persistent homology uncovers succinct dissimilarities between the control, early, and late stages of AML development. We then integrate persistent homology into stage-dependent Gaussian mixture models for the first time, proposing a new class of models which are applicable to persistent homology summaries and able to both infer patterns in morphological changes between different stages of progression as well as provide a basis for prediction.

For all algebraic groups over non-Archimedean local fields, the bounded cohomology vanishes. This follows from the corresponding statement for automorphism groups of Bruhat--Tits buildings, which hinges on the solution to the flatmate conjecture raised in earlier work with Bucher. Vanishing and invariance theorems for arithmetic groups are derived., Comment: v2: minor cosmetic adjustments

Bounding and predicting the generalization gap of overparameterized neural networks remains a central open problem in theoretical machine learning. There is a recent and growing body of literature that proposes the framework of fractals to model optimization trajectories of neural networks, motivating generalization bounds and measures based on the fractal dimension of the trajectory. Notably, the persistent homology dimension has been proposed to correlate with the generalization gap. This paper performs an empirical evaluation of these persistent homology-based generalization measures, with an in-depth statistical analysis. Our study reveals confounding effects in the observed correlation between generalization and topological measures due to the variation of hyperparameters. We also observe that fractal dimension fails to predict generalization of models trained from poor initializations. We lastly reveal the intriguing manifestation of model-wise double descent in these topological generalization measures. Our work forms a basis for a deeper investigation of the causal relationships between fractal geometry, topological data analysis, and neural network optimization.

We prove that the groups of orientation-preserving homeomorphisms and diffeomorphisms of $\mathbb{R}^n$ are boundedly acyclic, in all regularities. This is the first full computation of the bounded cohomology of a transformation group that is not compactly supported, and it implies that many characteristic classes of flat $\mathbb{R}^n$- and $S^n$-bundles are unbounded. We obtain the same result for the group of homeomorphisms of the disc that restrict to the identity on the boundary, and for the homeomorphism group of the non-compact Cantor set. In the appendix, Alexander Kupers proves a controlled version of the annulus theorem which we use to study the bounded cohomology of the homeomorphism group of the discs., Comment: 43 pages. Main paper by the first three authors, appendix by the fourth author. v2: minor changes

We propose an algebraic geometric framework to study the expressivity of linear activation neural networks. A particular quantity of neural networks that has been actively studied is the number of linear regions, which gives a quantification of the information capacity of the architecture. To study and evaluate information capacity and expressivity, we work in the setting of tropical geometry - a combinatorial and polyhedral variant of algebraic geometry - where there are known connections between tropical rational maps and feedforward neural networks. Our work builds on and expands this connection to capitalize on the rich theory of tropical geometry to characterize and study various architectural aspects of neural networks. Our contributions are threefold: we provide a novel tropical geometric approach to selecting sampling domains among linear regions; an algebraic result allowing for a guided restriction of the sampling domain for network architectures with symmetries; and a new open source OSCAR library to analyze neural networks symbolically using their tropical representations, where we present a new algorithm that computes the exact number of their linear regions. We provide a comprehensive set of proof-of-concept numerical experiments demonstrating the breadth of neural network architectures to which tropical geometric theory can be applied to reveal insights on expressivity characteristics of a network. Our work provides the foundations for the adaptation of both theory and existing software from computational tropical geometry and symbolic computation to neural networks and deep learning

We propose a gradient descent method for solving optimisation problems arising in settings of tropical geometry - a variant of algebraic geometry that has become increasingly studied in applications such as computational biology, economics, and computer science. Our approach takes advantage of the polyhedral and combinatorial structures arising in tropical geometry to propose a versatile approach for approximating local minima in tropical statistical optimisation problems - a rapidly growing body of work in recent years. Theoretical results establish global solvability for 1-sample problems and a convergence rate of $O(1/\sqrt{k})$. Numerical experiments demonstrate the method's superior performance over classical descent for tropical optimisation problems which exhibit tropical convexity but not classical convexity. Notably, tropical descent seamlessly integrates into advanced optimisation methods, such as Adam, offering improved overall performance., Comment: 29 pages; added clarifying points, fixed notational consistency, typos

TorchSurv is a Python package that serves as a companion tool to perform deep survival modeling within the PyTorch environment. Unlike existing libraries that impose specific parametric forms, TorchSurv enables the use of custom PyTorch-based deep survival models. With its lightweight design, minimal input requirements, full PyTorch backend, and freedom from restrictive survival model parameterizations, TorchSurv facilitates efficient deep survival model implementation and is particularly beneficial for high-dimensional and complex input data scenarios., Comment: https://opensource.nibr.com/torchsurv/

We propose a model for network community detection using topological data analysis, a branch of modern data science that leverages theory from algebraic topology to statistical analysis and machine learning. Specifically, we use cellular sheaves, which relate local to global properties of various algebraic topological constructions, to propose three new algorithms for vertex clustering over networks to detect communities. We apply our algorithms to real social network data in numerical experiments and obtain near optimal results in terms of modularity. Our work is the first implementation of sheaves on real social network data and provides a solid proof-of-concept for future work using sheaves as tools to study complex systems captured by networks and simplicial complexes., Comment: 11 pages, 11 figures

Persistent homology barcodes and diagrams are a cornerstone of topological data analysis that capture the "shape" of a wide range of complex data structures, such as point clouds, networks, and functions. However, their use in statistical settings is challenging due to their complex geometric structure. In this paper, we revisit the persistent homology rank function, which is mathematically equivalent to a barcode and persistence diagram, as a tool for statistics and machine learning. Rank functions, being functions, enable the direct application of the statistical theory of functional data analysis (FDA)-a domain of statistics adapted for data in the form of functions. A key challenge they present over barcodes in practice, however, is their lack of stability-a property that is crucial to validate their use as a faithful representation of the data and therefore a viable summary statistic. In this paper, we fill this gap by deriving two stability results for persistent homology rank functions under a suitable metric for FDA integration. We then study the performance of rank functions in functional inferential statistics and machine learning on real data applications, in both single and multiparameter persistent homology. We find that the use of persistent homology captured by rank functions offers a clear improvement over existing non-persistence-based approaches.

The problem of comparing probability distributions is at the heart of many tasks in statistics and machine learning. Established comparison methods treat the standard setting that the distributions are supported in the same space. Recently, a new geometric solution has been proposed to address the more challenging problem of comparing measures in Euclidean spaces of differing dimensions. Here, we study the same problem of comparing probability distributions of different dimensions in the tropical setting, which is becoming increasingly relevant in applications involving complex data structures such as phylogenetic trees. Specifically, we construct a Wasserstein distance between measures on different tropical projective tori -- the focal metric spaces in both theory and applications of tropical geometry -- via tropical mappings between probability measures. We prove equivalence of the directionality of the maps, whether mapping from a low dimensional space to a high dimensional space or vice versa. As an important practical implication, our work provides a framework for comparing probability distributions on the spaces of phylogenetic trees with different leaf sets. We demonstrate the computational feasibility of our approach using existing optimisation techniques on both simulated and real data., Comment: 29 pages; computational experiments included

This paper brings together three distinct theories with the goal of quantifying shape textures with complex morphologies. Distance fields are central objects in shape representation, while topological data analysis uses algebraic topology to characterize geometric and topological patterns in shapes. The most well-known and widely applied tool from this approach is persistent homology, which tracks the evolution of topological features in a dynamic manner as a barcode. Morse theory is a framework from differential topology that studies critical points of functions on manifolds; it has been used to characterize the birth and death of persistent homology features. However, a significant limitation to Morse theory is that it cannot be readily applied to distance functions because distance functions lack smoothness, which is required in Morse theory. Our contributions to addressing this issue is two fold. First, we generalize Morse theory to Euclidean distance functions of bounded sets with smooth boundaries. We focus in particular on distance fields for shape representation and we study the persistent homology of shape textures using a sublevel set filtration induced by the signed distance function. We use transversality theory to prove that for generic embeddings of a smooth compact surface in $\mathbb{R}^3$, signed distance functions admit finitely many non-degenerate critical points. This gives rise to our second contribution, which is that shapes and textures can both now be quantified and rigorously characterized in the language of persistent homology: signed distance persistence modules of generic shapes admit a finite barcode decomposition whose birth and death points can be classified and described geometrically. We use this approach to quantify shape textures on both simulated data and real vascular data from biology., Comment: 65 pages, 16 figures

Persistent homology is a central methodology in topological data analysis that has been successfully implemented in many fields and is becoming increasingly popular and relevant. The output of persistent homology is a persistence diagram -- a multiset of points supported on the upper half plane -- that is often used as a statistical summary of the topological features of data. In this paper, we study the random nature of persistent homology and estimate the density of expected persistence diagrams from observations using wavelets; we show that our wavelet-based estimator is optimal. Furthermore, we propose an estimator that offers a sparse representation of the expected persistence diagram that achieves near-optimality. We demonstrate the utility of our contributions in a machine learning task in the context of dynamical systems., Comment: 26 pages, 14 figures

Ulam asked whether all Lie groups can be represented faithfully on a countable set. We establish a reduction of Ulam's problem to the case of simple Lie groups. In particular, we solve the problem for all solvable Lie groups and more generally Lie groups with a linear Levi component. It follows that every amenable locally compact second countable group acts faithfully on a countable set.

We show that a large family of groups without non-abelian free subgroups satisfy the following strengthening of non-amenability: they each have a rich supply of irreducible representations defining exotic C*-algebras. The construction is explicit.

We consider groups of piecewise-projective homeomorphisms of the line which are known to be non-amenable using notably the Carriere--Ghys theorem on ergodic equivalence relations. Replacing that theorem by an explicit fixed-point argument, we can strengthen the conclusion and exhibit uncountably many "amenability gaps" between various piecewise-projective groups.

It is, by now, classical that lattices in higher rank semisimple groups have various rigidity properties. In this work, we add another such rigidity property to the list: uniform stability with respect to the family of unitary operators on finite-dimensional Hilbert spaces equipped with submultiplicative norms. Namely, we show that for (most) high-rank lattices, every finite-dimensional unitary "almost-representation" of $\Gamma$ is a small deformation of a (true) unitary representation. This extends a result of Kazhdan (1983) for amenable groups and of Burger-Ozawa-Thom (2013) for SL(n,Z) (for n>2). Towards this goal, we first build an elaborate cohomological theory capturing the obstruction to such stability, and show that the vanishing of second cohomology implies uniform stability in this setting. This cohomology can be roughly thought of as an asymptotic version of bounded cohomology, and sheds light on a question raised in Monod (2006) about a possible connection between vanishing of second bounded cohomology and Ulam stability., Comment: 71 pages, 3 figures, Added clarifications in Section 4.2, Corrected typos

Since the emergence of severe acute respiratory syndrome coronavirus 2 (SARS-CoV-2), many contact surveys have been conducted to measure changes in human interactions in the face of the pandemic and non-pharmaceutical interventions. These surveys were typically conducted longitudinally, using protocols that differ from those used in the pre-pandemic era. We present a model-based statistical approach that can reconstruct contact patterns at 1-year resolution even when the age of the contacts is reported coarsely by 5 or 10-year age bands. This innovation is rooted in population-level consistency constraints in how contacts between groups must add up, which prompts us to call the approach presented here the Bayesian rate consistency model. The model incorporates computationally efficient Hilbert Space Gaussian process priors to infer the dynamics in age- and gender-structured social contacts and is designed to adjust for reporting fatigue in longitudinal surveys. We demonstrate on simulations the ability to reconstruct contact patterns by gender and 1-year age interval from coarse data with adequate accuracy and within a fully Bayesian framework to quantify uncertainty. We investigate the patterns of social contact data collected in Germany from April to June 2020 across five longitudinal survey waves. We reconstruct the fine age structure in social contacts during the early stages of the pandemic and demonstrate that social contacts rebounded in a structured, non-homogeneous manner. We also show that by July 2020, social contact intensities remained well below pre-pandemic values despite a considerable easing of non-pharmaceutical interventions. This model-based inference approach is open access, computationally tractable enabling full Bayesian uncertainty quantification, and readily applicable to contemporary survey data as long as the exact age of survey participants is reported., Comment: 39 pages, 16 figures

Persistent homology is a methodology central to topological data analysis that extracts and summarizes the topological features within a dataset as a persistence diagram; it has recently gained much popularity from its myriad successful applications to many domains. However, its algebraic construction induces a metric space of persistence diagrams with a highly complex geometry. In this paper, we prove convergence of the $k$-means clustering algorithm on persistence diagram space and establish theoretical properties of the solution to the optimization problem in the Karush--Kuhn--Tucker framework. Additionally, we perform numerical experiments on various representations of persistent homology, including embeddings of persistence diagrams as well as diagrams themselves and their generalizations as persistence measures; we find that clustering performance directly on persistence diagrams and measures outperform their vectorized representations., Comment: 20 pages, 6 figures

Within the context of topological data analysis, the problems of identifying topological significance and matching signals across datasets are important and useful inferential tasks in many applications. The limitation of existing solutions to these problems, however, is computational speed. In this paper, we harness the state-of-the-art for persistent homology computation by studying the problem of determining topological prevalence and cycle matching using a cohomological approach, which increases their feasibility and applicability to a wider variety of applications and contexts. We demonstrate this on a wide range of real-life, large-scale, and complex datasets. We extend existing notions of topological prevalence and cycle matching to include general non-Morse filtrations. This provides the most general and flexible state-of-the-art adaptation of topological signal identification and persistent cycle matching, which performs comparisons of orders of ten for thousands of sampled points in a matter of minutes on standard institutional HPC CPU facilities., Comment: 28 pages, 16 figures

This paper presents a novel method for restoring digital videos via a Deep Plug-and-Play (PnP) approach. Under a Bayesian formalism, the method consists in using a deep convolutional denoising network in place of the proximal operator of the prior in an alternating optimization scheme. We distinguish ourselves from prior PnP work by directly applying that method to restore a digital video from a degraded video observation. This way, a network trained once for denoising can be repurposed for other video restoration tasks. Our experiments in video deblurring, super-resolution, and interpolation of random missing pixels all show a clear benefit to using a network specifically designed for video denoising, as it yields better restoration performance and better temporal stability than a single image network with similar denoising performance using the same PnP formulation. Moreover, our method compares favorably to applying a different state-of-the-art PnP scheme separately on each frame of the sequence. This opens new perspectives in the field of video restoration., Comment: 10 pages + 4 pages supplementary; code at github.com/amonod/pnp-video

In the context of graphical causal discovery, we adapt the versatile framework of linear non-Gaussian acyclic models (LiNGAMs) to propose new algorithms to efficiently learn graphs that are polytrees. Our approach combines the Chow--Liu algorithm, which first learns the undirected tree structure, with novel schemes to orient the edges. The orientation schemes assess algebraic relations among moments of the data-generating distribution and are computationally inexpensive. We establish high-dimensional consistency results for our approach and compare different algorithmic versions in numerical experiments.

Information over-squashing is a phenomenon of inefficient information propagation between distant nodes on networks. It is an important problem that is known to significantly impact the training of graph neural networks (GNNs), as the receptive field of a node grows exponentially. To mitigate this problem, a preprocessing procedure known as rewiring is often applied to the input network. In this paper, we investigate the use of discrete analogues of classical geometric notions of curvature to model information flow on networks and rewire them. We show that these classical notions achieve state-of-the-art performance in GNN training accuracy on a variety of real-world network datasets. Moreover, compared to the current state-of-the-art, these classical notions exhibit a clear advantage in computational runtime by several orders of magnitude., Comment: 21 pages, 8 figures, 7 tables

The Fr\'echet mean is an important statistical summary and measure of centrality of data; it has been defined and studied for persistent homology captured by persistence diagrams. However, the complicated geometry of the space of persistence diagrams implies that the Fr\'echet mean for a given set of persistence diagrams is not necessarily unique, which prohibits theoretical guarantees for empirical means with respect to population means. In this paper, we derive a variance expression for a set of persistence diagrams exhibiting a multi-matching between the persistence points known as a grouping. Moreover, we propose a condition for groupings, which we refer to as flatness: sets of persistence diagrams that exhibit flat groupings give rise to unique Fr\'echet means. We derive a finite sample convergence result for general groupings, which results in convergence for Fr\'echet means if the groupings are flat. Finally, we interpret flat groupings in a recently-proposed general framework of Fr\'echet means in Alexandrov geometry. Together with recent results from Alexandrov geometry, this allows for the first derivation of a finite sample convergence rate for sets of persistence diagrams and lays the ground for viability of the Fr\'echet mean as a practical statistical summary of persistent homology., Comment: 15 pages, 3 figures

Persistent homology is an important methodology from topological data analysis which adapts theory from algebraic topology to data settings and has been successfully implemented in many applications. It produces a statistical summary in the form of a persistence diagram, which captures the shape and size of the data. Despite its widespread use, persistent homology is simply impossible to implement when a dataset is very large. In this paper we address the problem of finding a representative persistence diagram for prohibitively large datasets. We adapt the classical statistical method of bootstrapping, namely, drawing and studying smaller multiple subsamples from the large dataset. We show that the mean of the persistence diagrams of subsamples -- taken as a mean persistence measure computed from the subsamples -- is a valid approximation of the true persistent homology of the larger dataset. We give the rate of convergence of the mean persistence diagram to the true persistence diagram in terms of the number of subsamples and size of each subsample. Given the complex algebraic and geometric nature of persistent homology, we adapt the convexity and stability properties in the space of persistence diagrams together with random set theory to achieve our theoretical results for the general setting of point cloud data. We demonstrate our approach on simulated and real data, including an application of shape clustering on complex large-scale point cloud data., Comment: 24 pages, 9 figures

Amsterdam and other UNAIDS Fast-Track cities aim for zero new HIV infections. Utilising molecular and clinical data of the ATHENA observational HIV cohort, our primary aims are to estimate the proportion of undiagnosed HIV infections and the proportion of locally acquired infections in Amsterdam in 2014-2018, both in MSM and heterosexuals and Dutch-born and foreign-born individuals. We located diagnosed HIV infections in Amsterdam using postcode data at time of registration to the cohort, and estimated their date of infection using clinical HIV data. We then inferred the proportion undiagnosed from the estimated times to diagnosis. To determine sources of Amsterdam infections, we used HIV sequences of people living with HIV (PLHIV) within a background of other Dutch and international sequences to phylogenetically reconstruct transmission chains. Frequent late diagnoses indicate that more recent phylogenetically observed chains are increasingly incomplete, and we use a Bayesian model to estimate the actual growth of Amsterdam transmission chains, and the proportion of locally acquired infections. We estimate that 20% [95% CrI 18-22%] of infections acquired among MSM between 2014-2018 were undiagnosed by the start of 2019, and 44% [37-50%] among heterosexuals, with variation by place of birth. The estimated proportion of MSM infections in 2014-2018 that were locally acquired was 68% [61-74%], with no substantial differences by region of birth. In heterosexuals, this was 57% [41-71%] overall, with heterogeneity by place of birth. The data indicate substantial potential to further curb local transmission, in both MSM and heterosexual Amsterdam residents. In 2014-2018 the largest proportion of local transmissions in Amsterdam are estimated to have occurred in foreign-born MSM, who would likely benefit most from intensified interventions.

We investigate the group $G \vee H$ obtained by gluing together two groups $G$ and $H$ at the neutral element. This construction curiously shares some properties with the free product but others with the direct product. Our results address among others Property (T), CAT(0) cubical complexes, local embeddability, amenable actions, and the algebraic structure of $G \vee H$.

We prove the vanishing of the bounded cohomology of lamplighter groups for a wide range of coefficients. This implies the same vanishing for a number of groups with self-similarity properties, such as Thompson's group F. In particular, these groups are boundedly acyclic. Our method is ergodic and applies to large transformation groups where the Mather-Matsumoto-Morita method sometimes fails because not all are acyclic in the usual sense.

We determine the bounded cohomology of the group of homeomorphisms of certain low-dimensional manifolds. In particular, for the group of orientation-preserving homeomorphisms of the circle and of the closed 2-disc, it is isomorphic to the polynomial ring generated by the bounded Euler class. These seem to be the first examples of groups for which the entire bounded cohomology can be described without being trivial. We further prove that, contrary to ordinary cohomology, the diffeomorphisms groups of the circle and of the closed 2-disc have the same bounded cohomology as their homeomorphism groups and that both differ from the ordinary cohomology. Finally, we determine the low-dimensional bounded cohomology of homeo- and diffeomorphism of the spheres $S^n$ and of certain 3-manifolds. In particular, we answer a question of Ghys by showing that the Euler class in $H^4(Homeo_\circ(S^3))$ is unbounded., Comment: v3: Major revision to include also diffeomorphisms and an answer to a question by Ghys. v4: Some statements from v3 about the case of R^n have been removed. v5: Expanded some of the preliminary lemmas; this version to appear in Inv. Math

HDR+ is an image processing pipeline presented by Google in 2016. At its core lies a denoising algorithm that uses a burst of raw images to produce a single higher quality image. Since it is designed as a versatile solution for smartphone cameras, it does not necessarily aim for the maximization of standard denoising metrics, but rather for the production of natural, visually pleasing images. In this article, we specifically discuss and analyze the HDR+ burst denoising algorithm architecture and the impact of its various parameters. With this publication, we provide an open source Python implementation of the algorithm, along with an interactive demo., Comment: 28 pages, 15 figures, published at https://doi.org/10.5201/ipol.2021.336, code on https://github.com/amonod/hdrplus-python

We present a geometrically enhanced Markov chain Monte Carlo sampler for networks based on a discrete curvature measure defined on graphs. Specifically, we incorporate the concept of graph Forman curvature into sampling procedures on both the nodes and edges of a network explicitly, via the transition probability of the Markov chain, as well as implicitly, via the target stationary distribution, which gives a novel, curved Markov chain Monte Carlo approach to learning networks. We show that integrating curvature into the sampler results in faster convergence to a wide range of network statistics demonstrated on deterministic networks drawn from real-world data., Comment: 12 pages, 5 figures. To appear in Studies in Computational Intelligence: Proceedings of The 10th International Conference on Complex Networks and Their Applications (2021)