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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.

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48 results for Aitchison coordinates

PolyILR: A Tree-Structured Orthonormal Decomposition of Compositional Data

problem Representing compositional data with hierarchical structure
method PolyILR: A canonical orthonormal decomposition of the Aitchison tangent space aligned with any tree topology
result PolyILR yields stable, interpretable features and enables inference at multiscale tree resolution

New method simulates multivariate extreme events using GANs and Aitchison coordinates.

problem Simulating multivariate extreme events for economic risk assessment.
method Wasserstein-Aitchison GAN approach combining tail dependence and marginal tail modeling.
result Strong performance in capturing tail dependence and generating accurate extreme observations.

Aitchison and Rubinstein constructed two knot complements that can be decomposed into two regular ideal dodecahedra. This paper shows that these knot complements are the only knot complements that decompose into n regular ideal dodecahedra, providing a partial solution to a conjecture of Neumann and Reid.

2012-09-05abs ↗pdf ↗

Geometry-aware KDE model improves multiclass quantification.

problem Accurately estimating class prevalence for label shift adaptation.
method Log-ratio representations and Aitchison geometry for compositional data, shrinkage regularization.
result Competitive with state-of-the-art quantifiers, often improving over standard KDE-based baselines.

A group action H on X is called "telescopic" if for any finitely presented group G, there exists a subgroup H' in H such that G is isomorphic to the fundamental group of X/H'. We construct examples of telescopic actions on some CAT[-1] spaces, in particular on 3 and 4-dimensional hyperbolic spaces. As applications we g…

2011-04-25abs ↗pdf ↗

No fair and strategy-proof automated market maker exists for more than two assets.

problem Designing a fair and strategy-proof automated market maker for multiple assets.
method Analyzing the weighted-product family of aggregation rules and their properties.
result No aggregation rule is both fair and strategy-proof for more than two assets.

This paper extends compositional data analysis using graph signal processing.

problem Traditional log-ratios between all variables are not suitable for specific variable relationships.
method Linking compositional data analysis with graph signal processing, it considers only selected log-ratios.
result The approach retains desirable properties of scale invariance and compositional coherence.

A new method for deep Wishart processes improves kernel-based models.

problem Inference in deep Wishart processes is challenging due to the need for flexible distributions over positive semi-definite matrices.
method Developed a novel approach to flexible distributions over positive semi-definite matrices using the Bartlett decomposition of the Wishart probability density. Used this to create an approximate posterior for the DWP.
result Improved performance of inference in the DWP compared to DGP with equivalent prior.

Coordinate descent methods usually minimize a cost function by updating a random decision variable (corresponding to one coordinate) at a time. Ideally, we would update the decision variable that yields the largest decrease in the cost function. However, finding this coordinate would require checking all of them, which…

2017-12-08abs ↗pdf ↗

We explain SSL objectives as log-likelihoods in a data curation model.

problem Lack of understanding of SSL objectives as log-likelihoods.
method Formulate SSL objectives as a log-likelihood in a generative model of data curation.
result SSL methods can be understood as lower-bounds on a principled log-likelihood.

Submanifolds of coordinate finite-type were introduced in HV1. A submanifold of a Euclidean space is called a coordinate finite-type submanifold if its coordinate functions are eigenfunctions of Δ. In the present study we consider coordinate finite-type surfaces in E^4. We give necessary and sufficient conditions for g…

2013-05-14abs ↗pdf ↗

We consider complex Fenchel-Nielsen coordinates on the quasi-Fuchsian space of punctured tori. These coordinates arise from a generalisation of Kra's plumbing construction and are related to earthquakes on Teichmueller space. They also allow us to interpolate between two coordinate systems on Teichmueller space, namely…

1998-10-27abs ↗pdf ↗

Method constructs orthogonal curvilinear coordinates in constant curvature spaces.

problem Creating orthogonal coordinates in spaces of constant curvature.
method Modification of Krichever's method for Euclidean space, applied to constant curvature spaces.
result Examples of orthogonal coordinate systems on the sphere and hyperbolic plane constructed.

In a previous paper, we parametrized boundary-unipotent representations of a 3-manifold group into SL(n,C) using Ptolemy coordinates, which were inspired by A-coordinates on higher Teichmüller space due to Fock and Goncharov. In this paper, we parametrize representations into PGL(n,C) using shape coordinates which are …

2012-07-28abs ↗pdf ↗

Improved variational approximation for deep Wishart process models.

problem Improving predictive performance of deep Wishart process models.
method Generalizing the Bartlett decomposition of the Wishart distribution to allow linear combinations of rows and columns.
result Better predictive performance achieved with minimal additional computation cost.

DP-SGD can update fewer coordinates while maintaining privacy.

problem How to update fewer coordinates in DP-SGD without losing optimization signal.
method TP-TopK (Two-Phase TopK DP-SGD), a two-phase method for coordinate-sparse private training.
result Private training can update fewer coordinates without losing optimization signal, scaling noise with active dimension \(k\) instead of full dimension \(d\).

Novel deep learning method predicts reaction coordinates and future MD trajectories.

problem Identifying optimal reaction coordinates for chemical reactions.
method Regularized Sparse Autoencoder (RSE) for discovering reaction coordinates and predicting MD trajectory evolution.
result RSE helps in choosing a small but important set of reaction coordinates.

The study examines the regularity of branched immersions using special coordinate systems.

problem Understanding the regularity of branched immersions and their fundamental elements.
method Development and use of special coordinate systems to express maps with branch points, proving existence and regularity conditions for mean curvature vectors.
result Characterization and existence of special coordinate systems for branch immersions, proving regularity conditions for mean curvature vectors.

This monograph presents a class of algorithms called coordinate descent algorithms for mathematicians, statisticians, and engineers outside the field of optimization. This particular class of algorithms has recently gained popularity due to their effectiveness in solving large-scale optimization problems in machine lea…

2016-09-30abs ↗pdf ↗

We study conformal harmonic coordinates on Riemannian manifolds. These are coordinates constructed as quotients of solutions to the conformal Laplace equation. We show their existence under general conditions. We find that conformal harmonic coordinates are a close conformal analogue of harmonic coordinates. We prove u…

2019-12-17abs ↗pdf ↗

Flat coordinates found for algebraic Frobenius manifolds in low dimensions.

problem Understanding algebraic Frobenius manifolds in small dimensions.
method Using reflection representations of finite Coxeter groups, finding flat coordinates of the Frobenius metric.
result Explicit relations between flat coordinates of the Frobenius metric and intersection form for most known examples up to dimension 4.

This paper constructs a family of coordinate systems about a point on a quaternionic contact manifold, called quaternionic contact pseudohermitian normal coordinates. Once defined, conformal variations of the quaternionic contact structure induce changes on the coordinates which are studied in an effort to simplify the…

2008-07-02abs ↗pdf ↗

Given a finite collection of C1C^1 vector fields on a C2C^2 manifold which span the tangent space at every point, we consider the question of when there is locally a coordinate system in which these vector fields are real analytic. We give necessary and sufficient, coordinate-free conditions for the existence of such a…

2018-08-14abs ↗pdf ↗

If one could assume that local coordinates in a Riemannian manifold were orthogonal, then local expressions for differential operators, and curvature computations, would be simplified. It is always possible on 2-manifolds, using geometric normal coordinates or isothermal coordinates. In 1984, Dennis DeTurck and Dean Ya…

2019-09-17abs ↗pdf ↗

Study uses Dynnikov coordinates to analyze actions of Dehn twists on a thrice-punctured disc.

problem Analyzing actions of Dehn twists in geometric group theory.
method Application of Dynnikov coordinates to describe orbits and dynamics of Dehn twists in a thrice-punctured disc.
result The action of Dehn twists has a geometric meaning as a piecewise linear Z2\mathbb{Z}^{2}-automorphism.

Study curvature and torsion in Gaussian distribution's dual coordinate system.

problem Characterize geometric invariants of Gaussian distribution.
method Investigate Riemannian curvature and torsion in a dual coordinate system of Gaussian distribution.
result Explicitly give Amari formulas in the new coordinate system.

Develops DP-SCD for stochastic coordinate descent, making it differentially private.

problem Privacy leak in auxiliary information during stochastic coordinate descent training.
method Develops DP-SCD, leveraging independent noise addition and decoupling/parallelizing coordinate updates.
result Demonstrates competitive performance against DP-SGD with less tuning.

It is shown that, in four dimensions, it is possible to introduce coordinates so that an analytic metric locally takes block diagonal form. i.e. one can find coordinates such that gαβ=0g_{αβ} = 0 for (α,β)S(α, β) \in S where S=(1,3),(1,4),(2,3),(2,4)S = {(1, 3), (1, 4), (2, 3), (2, 4)}. We call a coordinate system in which the metric takes this for…

2008-09-19abs ↗pdf ↗

Robustly computes intrinsic coordinates on point clouds using resampling and averaging.

problem Computing intrinsic coordinates on noisy or outlier-prone point clouds.
method Subsample data, vary hyperparameters, cluster candidate embeddings, identify representative embeddings, and average them using Procrustes analysis.
result Robust to noise and outliers, validated on synthetic and real data.

Paper proposes a method to improve circular coordinate representation for detecting changes in high-dimensional datasets.

problem Detecting changes in high-dimensional datasets with preserved topological structures.
method Adapt circular coordinate framework using a generalized penalty function instead of an L2 penalty.
result Circular coordinates with generalized penalty can detect changes in high-dimensional datasets under different sampling schemes.