Research
On-device research index

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.

168,657 papers · 148 categories

Trend · papers per month

2356 · Dec 201719922001200920172026
48 results for Anderson localisation

Method identifies financial rogue waves close to their onset.

problem Identifying extreme financial events close to their onset.
method Analogy between rogue waves in optics and financial volatility, using Schrödinger equation with potential shaped by Kerr nonlinearity.
result Numerical gradient spikes at the onset of extreme financial events.

Sharp heat kernel estimates on manifolds lead to solutions of the Parabolic Anderson model.

problem Well-posedness and intermittency of solutions to the Parabolic Anderson model on Riemannian manifolds.
method Sharp global heat kernel bounds and geodesic comparison geometry.
result Upper and lower moment bounds for solutions of the Parabolic Anderson model on general compact Riemannian manifolds.

Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations xt+1=G(xt)x_{t+1}=G(x_t), e.g., gradient descent can be viewed as iteratively applying the operation G(x)xαf(x)G(x) \triangleq x-α\nabla f(x). It is known that Anderson acceleration is quite efficient in practice and can be viewed…

2018-09-07abs ↗pdf ↗

Equivalent bicategories constructed from action Lie groupoids.

problem Equivalence of bicategories constructed from action Lie groupoids.
method Localizing at equivariant weak equivalences, surjective submersive equivariant weak equivalences, and all weak equivalences.
result Weak equivalences between action Lie groupoids are isomorphic to compositions of nice forms of equivariant weak equivalences.

Anderson acceleration is an old and simple method for accelerating the computation of a fixed point. However, as far as we know and quite surprisingly, it has never been applied to dynamic programming or reinforcement learning. In this paper, we explain briefly what Anderson acceleration is and how it can be applied to…

2018-09-25abs ↗pdf ↗

The paper applies S1S^1-localization to symplectic cohomology.

problem Equivariant symplectic cohomology relations.
method Localisation by pseudocycles and moduli space lifting.
result Relations between equivariant symplectic classes and Gromov-Witten invariants.

Improved convergence of fixed-point methods using windowed Anderson acceleration.

problem Improving convergence of fixed-point methods for symmetric operators.
method Windowed Anderson acceleration for symmetric fixed-point iterations.
result Windowed Anderson acceleration improves convergence over standard fixed-point methods.

Distributions of Monge type are a class of strongly regular bracket-generating distributions introduced by I. Anderson, Zh. Nie and P. Nurowski. Their symbol algebras prolong to simple graded Lie algebras, thus allowing one to associate a parabolic geometry to any given Monge distribution. This article is devoted to th…

2016-06-08abs ↗pdf ↗

Constructs differential models for twisted Spin^c-bordism and its dual, defining a new anomaly map.

problem Modeling and understanding twisted Spin^c-bordism and its dual.
method Geometric construction using bundle gerbes, gerbe modules, and eta-invariants.
result Definition of a twisted anomaly map from differential twisted K-theory to differential Anderson dual of twisted Spin^c-bordism.

Convolutional neural network localizes OD and fovea in UWFoV-SLO images.

problem Localizing optic disc and fovea centers in ultra-widefield retinal images.
method Convolutional neural network trained on reflectance and autofluorescence images.
result 99.4% OD localisation accuracy and 99.1% fovea localisation accuracy.

We solve 6-DoF localisation and 3D reconstruction using deep state-space models.

problem 6-DoF localisation and dense 3D reconstruction in spatial environments.
method Approximate Bayesian inference in a deep state-space model combining learning and domain knowledge.
result Near state-of-the-art performance on UAV flight data.

We propose a method that performs anomaly detection and localisation within heterogeneous data using a pairwise undirected mixed graphical model. The data are a mixture of categorical and quantitative variables, and the model is learned over a dataset that is supposed not to contain any anomaly. We then use the model o…

2016-07-20abs ↗pdf ↗

New approach to ZZ-stability and critical metrics on Kähler manifolds.

problem Determining ZZ-stability and existence of ZZ-critical metrics on Kähler manifolds.
method Equivariant localisation applied to integrals over test configurations.
result Existence of ZZ-critical metrics is equivalent to ZZ-stability.

Analytic torsion defined for non-compact Lie groups and discrete subgroups.

problem Defining and calculating analytic torsion for non-compact Lie groups and their discrete subgroups.
method Localised analytic torsion and relative analytic torsion defined for Lie groups of type I, using representations and discrete subgroups.
result Relative analytic torsion of (G,Γ)(G,Γ) coincides with Lott L2L^2 analytic torsion of a covering space.

The equivariant coarse index is well-understood and widely used for actions by discrete groups. We extend the definition of this index to general locally compact groups. We use a suitable notion of admissible modules over CC^*-algebras of continuous functions to obtain a meaningful index. Inspired by work by Roe, we t…

2019-02-20abs ↗pdf ↗

We propose a novel method to accelerate Lloyd's algorithm for K-Means clustering. Unlike previous acceleration approaches that reduce computational cost per iterations or improve initialization, our approach is focused on reducing the number of iterations required for convergence. This is achieved by treating the assig…

2018-05-27abs ↗pdf ↗

This paper explores estimating chaotic dynamics and parameters using local ensemble Kalman filters.

problem Estimating chaotic dynamics and parameters from observations.
method Local ensemble Kalman filters with covariance and local domain localisation.
result Rigorously updating global parameters using a local domain ensemble Kalman filter.

Study SL(2,C)SL(2,\mathbb{C}) connections on Seifert-fibered spaces using gauge theory.

problem Counting SL(2,C)SL(2,\mathbb{C}) connections on Seifert-fibered spaces.
method Introduced perturbations of the SL(2,C)SL(2,\mathbb{C}) Chern--Simons functional and proved a localisation result.
result Formulae for the Euler characteristic and Poincaré polynomial of the stable locus of the SL(2,C)SL(2, \mathbb{C}) character variety of a Seifert-fibered homology 3-sphere.

We show that the stable commutator length vanishes for certain groups defined as infinite unions of smaller groups. The argument uses a group-theoretic analogue of the Mazur swindle, and goes back to the works of Anderson, Fisher, and Mather on homeomorphism groups.

2008-06-17abs ↗pdf ↗

In this paper, we show the spooky effect at a distance that arises in optimal estimation of multiple targets with the optimal sub-pattern assignment (OSPA) metric. This effect refers to the fact that if we have several independent potential targets at distant locations, a change in the probability of existence of one o…

2019-08-23abs ↗pdf ↗

Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.

problem Well-posedness of parabolic Anderson model on Riemannian manifolds with rough initial conditions.
method Construct intrinsic Gaussian noises, explore global geometry, use Feynman-Kac formula.
result Show well-posedness with non-positive curvature and conditions on αα.

ALP outperforms other data descriptors in one-class classification.

problem Challenges in one-class classification using data descriptors.
method Determined optimal default hyperparameters for data descriptors, proposed ALP, evaluated using leave-one-dataset-out procedure.
result ALP outperforms other data descriptors, including IF and SVM.

Optimizes one-class classification methods for better performance.

problem Improving one-class classification accuracy through hyperparameter optimization.
method Hyperparameter optimization for five one-class classification methods (SVM, NND, LNND, LOF, ALP) using various datasets.
result ALP and SVM perform best after hyperparameter optimization, with ALP being more efficient.

A localisation of the category of n-manifolds is introduced by formally inverting the connected sum construction with a chosen n-manifold Y. On the level of automorphism groups, this leads to the stable diffeomorphism groups of n-manifolds. In dimensions 0 and 2, this is connected to the stable homotopy groups of spher…

2020-02-05abs ↗pdf ↗