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arXiv research

A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.

168,695 papers · 148 categories

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48 results for Affine Iterative Methods

New framework for probabilistic linear solvers reduces manual effort.

problem Manual implementation of probabilistic iterative methods is laborious.
method Affine Tracing: Automatically constructs PIMs from standard implementations.
result Any realistic affine PIM is calibrated, motivating their adoption.

The paper explores invariant subbundles in nonholonomic mechanics.

problem Determining invariant affine subbundles in nonholonomic and constrained variational mechanics.
method Using Spencer cohomology and iterative formulae, the paper formalizes the integrability of linear partial differential equations and determines the largest invariant affine subbundle.
result Iterative formulae for determining the largest invariant affine subbundle are provided.

In a recent paper, Darvas-Rubinstein proved a convergence result for the Kahler-Ricci iteration, which is a sequence of recursively defined complex Monge-Ampere equations. We introduce the Monge-Ampere iteration to be an analogous, but more general, sequence of recursively defined real Monge-Ampere second boundary valu…

2017-12-07abs ↗pdf ↗

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗

This paper studies closed 3-manifolds which are the attractors of a system of finitely many affine contractions that tile R3\mathbb{R}^3. Such attractors are called self-affine tiles. Effective characterization and recognition theorems for these 3-manifolds as well as theoretical generalizations of these results to hig…

2014-02-12abs ↗pdf ↗

Researchers discover all affinely homogeneous models for surfaces in 4D space.

problem Identifying all affinely homogeneous models for surfaces in 4D space.
method Improved power series method of equivalence, capturing invariants at the origin, creating branches, and infinitesimalizing calculations.
result Find several inequivalent terminal branches yielding each to some nonempty moduli space of homogeneous models.

Non-affine aggregation rules cannot preserve monotonicity in convex learning.

problem Designing non-affine aggregation rules that maintain monotonicity in convex learning.
method Proving that monotonicity of aggregated gradients is preserved only if the aggregation rule is positively affine.
result Non-affine aggregation prevents steady convergence and substantially degrades algorithmic stability.

Using the moving frame and invariants, any discrete curve in R3\R^3 could be uniquely identified by its centroaffine curvatures and torsions. In this paper, depending on the affine curvatures of the fractal curves, such as Koch curve and Hilbert curve, we can clearly describe their iterative regularities. Interestingly…

2016-12-16abs ↗pdf ↗

Subspace clustering refers to the problem of clustering high-dimensional data into a union of low-dimensional subspaces. Current subspace clustering approaches are usually based on a two-stage framework. In the first stage, an affinity matrix is generated from data. In the second one, spectral clustering is applied on …

2019-10-20abs ↗pdf ↗

Given an iterated function system of affine dilations with fixed points the vertices of a regular polygon, we characterize which points in the limit set lie on the boundary of its convex hull.

2018-11-16abs ↗pdf ↗

New PSDMF algorithms derived from PR and ARM methods.

problem Positive semidefinite matrix factorization (PSDMF) challenges.
method Design PSDMF algorithms based on phase retrieval (PR) and affine rank minimization (ARM) methods.
result New PSDMF algorithms inherit numerical properties from PR and ARM methods.

Algorithm learns affine transformations robustly from corrupted samples.

problem Learning affine transformations from corrupted samples.
method New geometric certificate and iterative improvement method.
result Total variation distance of O(ε)O(ε) between learned and original distributions.

Supervised (linear) embedding models like Wsabie and PSI have proven successful at ranking, recommendation and annotation tasks. However, despite being scalable to large datasets they do not take full advantage of the extra data due to their linear nature, and typically underfit. We propose a new class of models which …

2013-01-17abs ↗pdf ↗

Let GG be a connected complex semi-simple Lie group, and let ZuZ_{\bf u} be an nn-dimensional Bott-Samelson variety of GG, where u{\bf u} is any sequence of simple reflections in the Weyl group of GG. We study the Poisson structure πnπ_n on ZuZ_{\bf u} defined by a standard multiplicative Poisson structure $π_{\rm…

2016-01-01abs ↗pdf ↗

Paper proposes a method to find approximate SOSP for nonconvex conic optimization problems.

problem Finding approximate second-order stationary points in nonconvex conic optimization.
method Newton-CG based barrier method with complexity guarantees.
result Achieves iteration complexity of O(ε^(-3/2)) for finding (ε,√ε)-SOSP.

Convex message passing algorithms converge to a fixed point.

problem Understanding convergence properties of convex message passing methods.
method Proving convergence of coordinate descent applied to piecewise-affine convex objectives, and showing this applies to various message passing methods.
result The iterates converge to a fixed point of the method, and the algorithm terminates in a known number of iterations.

New SDEs from affine and polynomial perspectives for path-dependent processes.

problem Characterizing path-dependent stochastic processes.
method Affine and polynomial processes, signature SDEs, Fourier-Laplace transform, Riccati and linear ODEs.
result Explicit formulas for the Fourier-Laplace transform and expected values of entire functions of signature processes.

Signal estimation problems with smoothness and sparsity priors can be naturally modeled as quadratic optimization with 0\ell_0-"norm" constraints. Since such problems are non-convex and hard-to-solve, the standard approach is, instead, to tackle their convex surrogates based on 1\ell_1-norm relaxations. In this paper…

2018-11-06abs ↗pdf ↗

This paper analyzes convergence of RMSProp and Adam in non-convex optimization with tight complexity bounds.

problem Analyzing convergence of RMSProp and Adam in non-convex optimization with relaxed assumptions.
method Developed new convergence analyses for RMSProp and Adam, considering adaptive learning rates and affine noise variance.
result RMSProp and Adam converge to ε-stationary points with iteration complexities of O(ε^(-4)) under proper hyperparameters.

AdaGrad-Norm achieves optimal convergence rates for non-convex objectives without tuning.

problem Optimal convergence rates for non-convex, smooth objectives with adaptive step sizes.
method Adaptive SGD (AdaGrad-Norm) with self-tuning step sizes, analyzing under unbounded gradients and affine variance scaling.
result AdaGrad-Norm achieves order optimal convergence rate of $\mathcal{O}\left(\frac{\mathrm{poly}\log(T)}{\sqrt{T}} ight)$ under optimal assumptions.

New AMP algorithm estimates signals and latent variables in mixed regression models.

problem Estimating signals and latent variables in mixed regression models.
method Approximate Message Passing (AMP) algorithm for matrix GLM.
result State evolution recursion and optimal denoising functions for precise error minimization.

Paper shows affine constraint is unnecessary for high-dimensional data.

problem The necessity of an affine constraint in affine subspace clustering.
method Theoretical and empirical analysis of conditions for correctness of affine subspace clustering methods.
result Affine constraint has negligible effect on clustering performance for high-dimensional data.

A fast method estimates correlations in hybrid systems using observable market data.

problem Estimating instantaneous correlations in hybrid systems from observable data.
method Empirical correlations between observable market quantities are used to estimate state variables' correlations. Linear systems are involved, and the matrix is converted to positive semidefinite if necessary.
result The estimates are reasonably accurate, especially with more than 1,000 data points.

Subspace segmentation assumes that data comes from the union of different subspaces and the purpose of segmentation is to partition the data into the corresponding subspace. Low-rank representation (LRR) is a classic spectral-type method for solving subspace segmentation problems, that is, one first obtains an affinity…

2020-01-08abs ↗pdf ↗

New method constructs translationally equivariant hyperbolic affine spheres.

problem Constructing translationally equivariant hyperbolic affine spheres.
method Noncompact Iwasawa factorization via DPW method and Weierstrass elliptic functions.
result Every translationally equivariant hyperbolic affine sphere is equiaffinely equivalent to one with a circle, hyperbola, or parabola slice curve.

Yau's Affine Normal Descent optimizes smooth unconstrained problems with geometrically adapted directions.

problem Optimizing smooth unconstrained problems with geometrically adapted directions.
method Yau's Affine Normal Descent (YAND) uses the equi-affine normal of level-set hypersurfaces as search directions.
result YAND converges globally under standard smoothness assumptions and locally quadratically near nondegenerate minimizers.

In this paper we study an experimentally-observed connection between two seemingly unrelated processes, one from computational geometry and the other from differential geometry. The first one (which we call "grid peeling") is the convex-layer decomposition of subsets GZ2G\subset \mathbb Z^2 of the integer grid, previous…

2017-10-11abs ↗pdf ↗

Calculates affine transformations for specific homogeneous spaces.

problem Computing groups of affine transformations on homogeneous spaces.
method Analyzes conditions for affine connections and uses them to establish group isomorphisms.
result Groups of affine transformations are locally isomorphic under specified conditions.

We give a new characterization of flat affine manifolds in terms of an action of the Lie algebra of classical infinitesimal affine transformations on the bundle of linear frames. We characterize flat affine symplectic Lie groups using symplectic étale affine representations and as a consequence of this, we show that a …

2019-02-05abs ↗pdf ↗

New methods classify convex lattice polygons for affine dimers.

problem Not all convex lattice polygons are characteristic polygons of affine dimers.
method General constructions and algorithm for finding affine dimers with prescribed polygons.
result All lattice triangles, generalised parallelograms, and polygons of genus at most two admit an affine dimer.