Method identifies financial rogue waves close to their onset.
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.
Trend · papers per month
Sharp heat kernel estimates on manifolds lead to solutions of the Parabolic Anderson model.
Anderson acceleration (or Anderson mixing) is an efficient acceleration method for fixed point iterations , e.g., gradient descent can be viewed as iteratively applying the operation . It is known that Anderson acceleration is quite efficient in practice and can be viewed…
The problem of spoofing attacks is increasingly relevant as digital systems are becoming more ubiquitous. Thus the detection of such attacks and the localisation of attackers have been objects of recent study. After an attack has been detected, various algorithms have been proposed in order to localise the attacker. In…
Equivalent bicategories constructed from action Lie groupoids.
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…
The paper applies -localization to symplectic cohomology.
Improved convergence of fixed-point methods using windowed Anderson acceleration.
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…
Constructs differential models for twisted Spin^c-bordism and its dual, defining a new anomaly map.
Convolutional neural network localizes OD and fovea in UWFoV-SLO images.
Solves open problem on Lie groupoids equivalence.
We solve 6-DoF localisation and 3D reconstruction using deep state-space models.
We investigate whether ResNet architectures can outperform more traditional Convolutional Neural Networks on the task of fine-grained vehicle classification. We train and test ResNet-18, ResNet-34 and ResNet-50 on the Comprehensive Cars dataset without pre-training on other datasets. We then modify the networks to use …
Develops a new theory of localization in algebraic geometry.
CNNs help diagnose diabetic retinopathy by localizing lesions.
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…
Formula for fixed points on noncompact spaces.
Integrally splits L-spectra of integers into simpler components.
New approach to -stability and critical metrics on Kähler manifolds.
Analytic torsion defined for non-compact Lie groups and discrete subgroups.
Faster, better sparse model estimation for large datasets.
Maximum likelihood estimation and a test of fit based on the Anderson-Darling statistic is presented for the case of the power law distribution when the parameters are estimated from a left-censored sample. Expressions for the maximum likelihood estimators and tables of asymptotic percentage points for the A^2 statisti…
Model-free deep reinforcement learning (RL) algorithms have been widely used for a range of complex control tasks. However, slow convergence and sample inefficiency remain challenging problems in RL, especially when handling continuous and high-dimensional state spaces. To tackle this problem, we propose a general acce…
This work presents a theoretical and empirical evaluation of Anderson-Darling test when the sample size is limited. The test can be applied in order to backtest the risk factors dynamics in the context of Counterparty Credit Risk modelling. We show the limits of such test when backtesting the distributions of an intere…
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 -algebras of continuous functions to obtain a meaningful index. Inspired by work by Roe, we t…
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…
Machine learning methods are applied to finding the Green's function of the Anderson impurity model, a basic model system of quantum many-body condensed-matter physics. Different methods of parametrizing the Green's function are investigated; a representation in terms of Legendre polynomials is found to be superior due…
Following work by I. Anderson, in this note we present a formulation of Noether's Second Theorem that is valid on any natural bundle.
New ensemble methods improve time series forecasting accuracy.
As sensor networks for health monitoring become more prevalent, so will the need to control their usage and consumption of energy. This paper presents a method which leverages the algorithm's performance and energy consumption. By utilising Reinforcement Learning (RL) techniques, we provide an adaptive framework, which…
Meta-models predict model hyperparameters for NDT experiments.
This paper explores estimating chaotic dynamics and parameters using local ensemble Kalman filters.
Study connections on Seifert-fibered spaces using gauge theory.
We present homotopy theoretic and geometric interpretations of the Kane-Mele invariant for gapped fermionic quantum systems in three dimensions with time-reversal symmetry. We show that the invariant is related to a certain 4-equivalence which lends it an interpretation as an obstruction to a block decomposition of the…
While facial biometrics has been widely used for identification purpose, it has recently been researched as medical biometrics for a range of diseases. In this chapter, we investigate the facial landmark detection for atypical 3D facial modelling in facial palsy cases, while potentially such modelling can assist the me…
This article is a first step in establishing a link between the Donaldson polynomials and Seiberg-Witten invariants of a smooth 4-manifold.
We present a simple one-parameter model for spatially localised evolving agents competing for spatially localised resources. The model considers selling agents able to evolve their pricing strategy in competition for a fixed market. Despite its simplicity, the model displays extraordinarily rich behavior. In addition t…
This survey reviews precompactness theorems for classes of Riemannian manifolds with boundary. We begin with the works of Kodani, Anderson-Katsuda-Kurylev-Lassas-Taylor and Wong. We then present new results of Knox and the author with Sormani.
Restricted Boltzmann machines are undirected neural networks which have been shown to be effective in many applications, including serving as initializations for training deep multi-layer neural networks. One of the main reasons for their success is the existence of efficient and practical stochastic algorithms, such a…
Localizes smooth spaces to study their homotopy properties.
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.
We provide justifications for two questions on special maps on subgroups of the reals. We will show that the questions can be treated from different points of view. We also discuss two versions of Anderson's Involution Conjecture.
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…
Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.
ALP outperforms other data descriptors in one-class classification.
Optimizes one-class classification methods for better performance.
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…