3 papers
cs.DS2026
Near-Linear Time Generalized Sinkhorn Algorithms for Bounded Genus Graphs
Krzysztof Choromanski, Derek Long, Ananya Parashar +1
We present GenusSink, a new class of approximate generalized Sinkhorn algorithms with shortest-path-distance costs for bounded genus (e.g. planar) graphs, providing near-linear tim…
q-fin.PM2026
Portfolio Choice with Competing Precautionary and Accumulation Goals
Steven Campbell, Agostino Capponi, Ananya Parashar
We study optimal portfolio choice for a household simultaneously managing a random-deadline goal, such as a medical emergency or job loss, and a fixed-deadline goal such as retirem…
cs.LG2026
Manifold Random Features
Ananya Parashar, Derek Long, Dwaipayan Saha +1
We present a new paradigm for creating random features to approximate bi-variate functions (in particular, kernels) defined on general manifolds. This new mechanism of Manifold Ran…