arXiv subjects

Daniel Rockmore

Publications and source records attributed to Daniel Rockmore.

9 recordsLinked to original sources

arXiv2023

Complex Systems of Secrecy: The Offshore Networks of Oligarchs

Following the invasion of Ukraine, the US, UK, and EU governments--among others--sanctioned oligarchs close to Putin. This approach has come under scrutiny, as evidence has emerged of the oligarchs' successful evasion of these punishments. To address this problem, we analyze the role of an overlooked but highly influential group: the secretive professional intermediaries who create and administer the oligarchs' offshore financial empires. Drawing on the Offshore Leaks Database provided by the International Consortium of Investigative Journalists (ICIJ), we examine the ties linking offshore expert advisors (lawyers, accountants, and other wealth management professionals) to ultra-high-net-worth individuals from four countries: Russia, China, the United States, and Hong Kong. We find that resulting nation-level "oligarch networks" share a scale-free structure characterized by heterogeneity of heavy-tailed degree distributions of wealth managers; however, network topologies diverge across clients from democratic versus autocratic regimes. While generally robust, scale-free networks are fragile when targeted by attacks on highly-connected nodes. Our "knock-out" experiments pinpoint this vulnerability to the small group of wealth managers themselves, suggesting that sanctioning these professional intermediaries may be more effective and efficient in disrupting dark finance flows than sanctions on their wealthy clients. This vulnerability is especially pronounced amongst Russian oligarchs, who concentrate their offshore business in a handful of boutique wealth management firms. The distinctive patterns we identify suggest a new approach to sanctions, focused on expert intermediaries to disrupt the finances and alliances of their wealthy clients. More generally, our research contributes to the larger body of work on complexity science and the structures of secrecy.

cs.SI↗

arXiv2017

Evaluating prose style transfer with the Bible

In the prose style transfer task a system, provided with text input and a target prose style, produces output which preserves the meaning of the input text but alters the style. These systems require parallel data for evaluation of results and usually make use of parallel data for training. Currently, there are few publicly available corpora for this task. In this work, we identify a high-quality source of aligned, stylistically distinct text in different versions of the Bible. We provide a standardized split, into training, development and testing data, of the public domain versions in our corpus. This corpus is highly parallel since many Bible versions are included. Sentences are aligned due to the presence of chapter and verse numbers within all versions of the text. In addition to the corpus, we present the results, as measured by the BLEU and PINC metrics, of several models trained on our data which can serve as baselines for future research. While we present these data as a style transfer corpus, we believe that it is of unmatched quality and may be useful for other natural language tasks as well.

cs.CL↗

arXiv2013

How interbank lending amplifies overlapping portfolio contagion: A case study of the Austrian banking network

In spite of the growing theoretical literature on cascades of failures in interbank lending networks, empirical results seem to suggest that networks of direct exposures are not the major channel of financial contagion. In this paper we show that networks of interbank exposures can however significantly amplify contagion due to overlapping portfolios. To illustrate this point, we consider the case of the Austrian interbank network and perform stress tests on it according to different protocols. We consider in particular contagion due to (i) counterparty loss; (ii) roll-over risk; and (iii) overlapping portfolios. We find that the average number of bankruptcies caused by counterparty loss and roll-over risk is fairly small if these contagion mechanisms are considered in isolation. Once portfolio overlaps are also accounted for, however, we observe that the network of direct interbank exposures significantly contributes to systemic risk.

q-fin.GN↗

arXiv2011

Characteristic Characteristics

While five-factor models of personality are widespread, there is still not universal agreement on this as a structural framework. Part of the reason for the lingering debate is its dependence on factor analysis. In particular, derivation or refutation of the model via other statistical means is a worthwhile project. In this paper we use the methodology of spectral clustering to articulate the structure in the dataset of responses of 20,993 subjects on a 300-item item version of the IPIP NEO personality questionnaire, and we compare our results to those obtained from a factor analytic solution. We found support for five- and six-cluster solutions. The five-cluster solution was similar to a conventional five-factor solution, but the six-cluster and six-factor solutions differed significantly, and only the six-cluster solution was readily interpretable: it gave a model similar to the HEXACO model. We suggest that spectral clustering provides a robust alternative view of personality data.

stat.AP↗

arXiv2011

Partition Decoupling for Multi-gene Analysis of Gene Expression Profiling Data

We present the extention and application of a new unsupervised statistical learning technique--the Partition Decoupling Method--to gene expression data. Because it has the ability to reveal non-linear and non-convex geometries present in the data, the PDM is an improvement over typical gene expression analysis algorithms, permitting a multi-gene analysis that can reveal phenotypic differences even when the individual genes do not exhibit differential expression. Here, we apply the PDM to publicly-available gene expression data sets, and demonstrate that we are able to identify cell types and treatments with higher accuracy than is obtained through other approaches. By applying it in a pathway-by-pathway fashion, we demonstrate how the PDM may be used to find sets of mechanistically-related genes that discriminate phenotypes.

q-bio.QM↗

arXiv2007

A simple computational method for the identification of disease-associated loci in complex, incomplete pedigrees

We present an approach, called the "Shadow Method," for the identification of disease loci from dense genetic marker maps in complex, potentially incomplete pedigrees. "Shadow" is a simple method based on an analysis of the patterns of obligate meiotic recombination events in genotypic data. This method can be applied to any high density marker map and was specifically designed to exploit the fact that extremely dense marker maps are becoming more readily available. We also describe how to interpret and associate meaningful P-Values to the results. Shadow has significant advantages over traditional parametric linkage analysis methods in that it can be readily applied even in cases in which the topology of a pedigree or pedigrees can only be partially determined. In addition, Shadow is robust to variability in a range of parameters and in particular does not require prior knowledge of mode of inheritance, penetrance or clinical misdiagnosis rate. Shadow can be used for any SNP data, but is especially effective when applied to dense samplings. Our primary example uses data from Affymetrix 100k SNPChip samples in which we illustrate our approach by analyzing simulated data as well as genome-wide SNP data from two pedigrees with inherited forms of kidney failure, one of which is compared with a typical LOD score analysis.

q-bio.GN↗

arXiv2005

The Power of Strong Fourier Sampling: Quantum Algorithms for Affine Groups and Hidden Shifts

Many quantum algorithms, including Shor's celebrated factoring and discrete log algorithms, proceed by reduction to a Hidden Subgroup problem, in which an unknown subgroup H of a group G must be determined from a uniform superposition on a left coset of H. These hidden subgroup problems are typically solved by Fourier sampling. When G is nonabelian, two important variants of Fourier sampling have been identified: the weak standard method, where only representation names are measured, and the strong standard method, where full measurement (i.e., the row and column of the representation, in a suitably chosen basis) occurs. It has remained open whether the strong standard method is indeed stronger. In this article, we settle this question in the affirmative. We show that hidden subgroups H of the q-hedral groups, i.e., semidirect products Z_q \ltimes Z_p where q | (p-1), and in particular the affine groups A_p, can be information-theoretically reconstructed using the strong standard method. Moreover, if |H| = p/ \polylog(p), these subgroups can be fully reconstructed with a polynomial amount of quantum and classical computation. We show that, for some q, neither the ``forgetful'' abelian method nor measuring in a random basis succeeds, even information-theoretically. Thus, at least for some groups, it is crucial to use the full power of representation theory: namely, to measure the high-dimensional representations in an adapted basis that respects the group's subgroup structure. We apply our algorithm for the hidden subgroup problem to new families of cryptographically motivated Hidden Shift problems, generalizing work of van Dam, Hallgren and Ip on shifts of multiplicative characters.

quant-ph↗

arXiv2003

Generic Quantum Fourier Transforms

The quantum Fourier transform (QFT) is the principal algorithmic tool underlying most efficient quantum algorithms. We present a generic framework for the construction of efficient quantum circuits for the QFT by ``quantizing'' the separation of variables technique that has been so successful in the study of classical Fourier transform computations. Specifically, this framework applies the existence of computable Bratteli diagrams, adapted factorizations, and Gel'fand-Tsetlin bases to offer efficient quantum circuits for the QFT over a wide variety a finite Abelian and non-Abelian groups, including all group families for which efficient QFTs are currently known and many new group families. Moreover, the method gives rise to the first subexponential-size quantum circuits for the QFT over the linear groups GL_k(q), SL_k(q), and the finite groups of Lie type, for any fixed prime power q.

quant-ph↗

arXiv2003

The Hidden Subgroup Problem in Affine Groups: Basis Selection in Fourier Sampling

Many quantum algorithms, including Shor's celebrated factoring and discrete log algorithms, proceed by reduction to a hidden subgroup problem, in which a subgroup H of a group G must be determined from a quantum state y uniformly supported on a left coset of H. These hidden subgroup problems are then solved by Fourier sampling: the quantum Fourier transform of y is computed and measured. When the underlying group is non-Abelian, two important variants of the Fourier sampling paradigm have been identified: the weak standard method, where only representation names are measured, and the strong standard method, where full measurement occurs. It has remained open whether the strong standard method is indeed stronger, that is, whether there are hidden subgroups that can be reconstructed via the strong method but not by the weak, or any other known, method. In this article, we settle this question in the affirmative. We show that hidden subgroups of semidirect products of Z_p by Z_q, where q divides (p-1) and q = p / polylog(p), can be efficiently determined by the strong standard method. Furthermore, the weak standard method and the ``forgetful'' Abelian method are insufficient for these groups. We extend this to an information-theoretic solution for the hidden subgroup problem over semidirect products of Z_p by \Z_q where q divides (p-1) and, in particular, the Affine groups A_p. Finally, we prove a closure property for the class of groups over which the hidden subgroup problem can be solved efficiently.

quant-ph↗