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.
Study evaluates sustainability of European banks using a new model.
In this paper we propose a method for a quantitative estimation of the decision maker's knowledge in the context of the Analytic Hierarchy Process (AHP) in cases, where the judgment matrix is inconsistent. We show that the matrix of deviation from the transitivity condition corresponds to the rate matrix for transactio…
In this paper we describe market in projective geometry language and give definition of a matrix of market rate, which is related to the matrix rate of return and the matrix of judgements in the Analytic Hierarchy Process (AHP). We use these observations to extend the AHP model to projective geometry formalism and gene…
Hierarchical clustering has been shown to be valuable in many scenarios. Despite its usefulness to many situations, there is no agreed methodology on how to properly evaluate the hierarchies produced from different techniques, particularly in the case where ground-truth labels are unavailable. This motivates us to prop…
This study proposes an exercise fatigue detection model based on real-time clinical data which includes time domain analysis, frequency domain analysis, detrended fluctuation analysis, approximate entropy, and sample entropy. Furthermore, this study proposed a feature extraction method which is combined with an analyti…
Novel approximation hierarchy for sparse quadratic programs.
We introduce a structure of an infinite-dimensional Frobenius manifold on a subspace in the space of pairs of functions analytic inside/outside the unit circle with simple poles at 0/infinity respectively. The dispersionless 2D Toda equations are embedded into a bigger integrable hierarchy associated with this Frobeniu…
Main mathematical applications of Frobenius manifolds are in the theory of Gromov - Witten invariants, in singularity theory, in differential geometry of the orbit spaces of reflection groups and of their extensions, in the hamiltonian theory of integrable hierarchies. The theory of Frobenius manifolds establishes rema…
We describe the combinatorial stochastic process underlying a sequence of conditionally independent Bernoulli processes with a shared beta process hazard measure. As shown by Thibaux and Jordan [TJ07], in the special case when the underlying beta process has a constant concentration function and a finite and nonatomic …
A new hierarchy quantifies agency in systems based on information processing.
DiffEnc improves diffusion models by adding flexibility and achieving better likelihood on CIFAR-10.
Consider observation data, comprised of n observation vectors with values on a set of attributes. This gives us n points in attribute space. Having data structured as a tree, implied by having our observations embedded in an ultrametric topology, offers great advantage for proximity searching. If we have preprocessed d…
Large-scale classification of data where classes are structurally organized in a hierarchy is an important area of research. Top-down approaches that exploit the hierarchy during the learning and prediction phase are efficient for large scale hierarchical classification. However, accuracy of top-down approaches is poor…
We adapt tools from information theory to analyze how an observer comes to synchronize with the hidden states of a finitary, stationary stochastic process. We show that synchronization is determined by both the process's internal organization and by an observer's model of it. We analyze these components using the conve…
We propose dynamical systems trees (DSTs) as a flexible class of models for describing multiple processes that interact via a hierarchy of aggregating parent chains. DSTs extend Kalman filters, hidden Markov models and nonlinear dynamical systems to an interactive group scenario. Various individual processes interact a…
Constructs integrable hierarchies for generalized Frobenius manifolds with non-flat unity.
A new method for non-rigid point set registration reduces computational complexity.
To train an inference network jointly with a deep generative topic model, making it both scalable to big corpora and fast in out-of-sample prediction, we develop Weibull hybrid autoencoding inference (WHAI) for deep latent Dirichlet allocation, which infers posterior samples via a hybrid of stochastic-gradient MCMC and…
Study identifies pitfalls in assessing hierarchies for multi-class classification.
Super tau-covers extend bihamiltonian hierarchies' symmetries.
Simulation workflow is a top-level model for the design and control of simulation process. It connects multiple simulation components with time and interaction restrictions to form a complete simulation system. Before the construction and evaluation of the component models, the validation of upper-layer simulation work…
Hydrodynamic hierarchy deformed using conservation laws.
Solving different types of optimization models (including parameters fitting) for support vector machines on large-scale training data is often an expensive computational task. This paper proposes a multilevel algorithmic framework that scales efficiently to very large data sets. Instead of solving the whole training s…
Dense Associative Memories outperform classical networks in robustness and signal processing.
Any function can be constructed using a hierarchy of simpler functions through compositions. Such a hierarchy can be characterized by a binary rooted tree. Each node of this tree is associated with a function which takes as inputs two numbers from its children and produces one output. Since thinking about functions in …
Legendre transformations link related integrable hierarchies.
Twisted - and twisted -hierarchies are soliton hierarchies introduced by Terng to find higher flows of the generalized sine-Gordon equation. Twisted -hierarchies are among the most important classes of twisted hierarchies. In this paper, interesting first and higher flows of twi…
We show that the bi-Hamiltonian structures of the Camassa-Holm and Harry Dym hierarchies can be obtained by applying a reduction process to a simple Poisson pair defined on the loop algebra of . The reduction process is a bi-Hamiltonian reduction, that can be canonically performed on every …
Derive bihamiltonian structure for rational reduction of 2D-Toda hierarchy
We propose a formally completely integrable extension of heat hierarchy based on the space of symmetries isomorphic to the Weyl algebra . The extended heat hierarchy will be the basic model for the analysis of the extension of KP hierarchy, and other integrable equations.
Wise's Quasiconvex Hierarchy Theorem classifying hyperbolic virtually compact special groups in terms of quasiconvex hierarchies played an essential role in Agol's proof of the Virtual Haken Conjecture. Answering a question of Wise, we construct a new virtual quasiconvex hierarchy for relatively hyperbolic virtually co…
New hierarchies derived from KP hierarchy using non-formal operators and Yang-Mills action.
We study the problem of topic modeling in corpora whose documents are organized in a multi-level hierarchy. We explore a parametric approach to this problem, assuming that the number of topics is known or can be estimated by cross-validation. The models we consider can be viewed as special (finite-dimensional) instance…
In this paper, we present Gamma-LSTM, an enhanced long short term memory (LSTM) unit, to enable learning of hierarchical representations through multiple stages of temporal abstractions. Gamma memory, a hierarchical memory unit, forms the central memory of Gamma-LSTM with gates to regulate the information flow into var…
Symmetry reduction of Painlevé IV to Flaschka-Newell Painlevé II
Scroll structures on solutions of 4D integrable equations are involutive and governed by a dispersionless hierarchy.
A relation between the Goldstein-Petrich hierarchy for plane curves and the Toda lattice hierarchy is investigated. A representation formula for plane curves is given in terms of a special class of -functions of the Toda lattice hierarchy. A representation formula for discretized plane curves is also discussed.
Constructs tri-Hamiltonian structure and Frobenius manifold for asymmetric gAL hierarchy
New integrable deformations for topological hierarchies from Frobenius manifolds.
We introduce two families of soliton hierarchies: the twisted hierarchies associated to symmetric spaces. The Lax pairs of these two hierarchies are Laurent polynomials in the spectral variable. Our constructions gives a hierarchy of commuting flows for the generalized sine-Gordon equation (GSGE), which is the Gauss-Co…
Paper investigates methods to improve classification by inducing a hierarchy from flat labels.
We compute the central invariants of the bihamiltonian structures of the constrained KP hierarchies, and show that these integrable hierarchies are topological deformations of their hydrodynamic limits.
We prove that the extended Toda hierarchy of \cite{CDZ} admits nonabelian Lie algebra of infinitesimal symmetries isomorphic to the half of the Virasoro algebra. The generators , of the Lie algebra act by linear differential operators onto the tau function of the hierarchy. We also prove that the tau fu…
Modeling uncertainty in deep neural networks, despite recent important advances, is still an open problem. Bayesian neural networks are a powerful solution, where the prior over network weights is a design choice, often a normal distribution or other distribution encouraging sparsity. However, this prior is agnostic to…
Paper addresses limitations of traditional hierarchical clustering methods.
We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the topological sigma model and the extended Toda hierarchy. We al…
Proposes a neural network for accurate and reconciled hierarchical time series forecasting.
New diffiety theory leads to a well-posed KP hierarchy.