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.
Improved neural network reconstruction from sparse measurements with theoretical guarantees.
problem Improving neural network performance in sparse signal reconstruction from few measurements.
method Combining iterative reconstruction algorithms with neural networks, analyzing generalization properties, and deriving a generalization bound.
result Theoretical guarantees for neural network reconstruction from compressive linear measurements, with generalization error scaling logarithmically in the number of layers and linearly in the number of measurements.
We consider the problem of online nonparametric regression with arbitrary deterministic sequences. Using ideas from the chaining technique, we design an algorithm that achieves a Dudley-type regret bound similar to the one obtained in a non-constructive fashion by Rakhlin and Sridharan (2014). Our regret bound is expre…
We study the problem of reconstructing an unknown matrix M of rank r and dimension d using O(rd poly log d) Pauli measurements. This has applications in quantum state tomography, and is a non-commutative analogue of a well-known problem in compressed sensing: recovering a sparse vector from a few of its Fourier coeffic…
Bounding the generalization error of learning algorithms has a long history, which yet falls short in explaining various generalization successes including those of deep learning. Two important difficulties are (i) exploiting the dependencies between the hypotheses, (ii) exploiting the dependence between the algorithm'…
The paper defines and analyzes set-valued stochastic integrals for Lévy processes.
problem Defining and analyzing set-valued stochastic integrals for Lévy processes.
method Extending classical definitions to convoluted integrals with square-integrable kernels, and proving properties of set-valued convoluted stochastic integrals.
result Set-valued convoluted stochastic integrals can be explosive and take extended vector values.
We discuss a recurrent geometrical method, due to Élie Cartan and von Weber ([1],[11]) enabling us to determine, step by step, the maximal integral manifolds of a not necessarily integrable nor regular Pfaffian system. The dimensions of such integral manifolds can, of course, vary from point to point but more so can va…
We define a non-absolutely convergent integration on integral currents of dimension 1 in Euclidean space. This integral is closely related to the Henstock-Kurzweil and Pfeffer Integrals. Using it, we prove a generalized Fundamental Theorem of Calculus on these currents. A detailed presentation of Henstock-Kurzweil Inte…
We introduce renormalized integrals which generalize conventional measure theoretic integrals. One approximates the integration domain by measure spaces and defines the integral as the limit of integrals over the approximating spaces. This concept is implicitly present in many mathematical contexts such as Cauchy's pri…
Integral foliated simplicial volume is a version of simplicial volume combining the rigidity of integral coefficients with the flexibility of measure spaces. In this article, using the language of measure equivalence of groups we prove a proportionality principle for integral foliated simplicial volume for aspherical m…
This paper is an exposition of heuristics related to Witten's functional integral, relating it to Vassiliev invariants and to the Kontsevich integrals that can be used to produce Vassiliev invariants of knots and links.In particular, we give a simplified version of the appearance of the Kontsevich integrals in the pert…
This paper provides an existence-and-uniqueness theorem characterizing the stochastic integral with respect to a Wiener process. The integral is represented as a mapping from the space of measurable and adapted pathwise locally integrable processes to the space of continuous adapted processes. It is characterized in te…
We construct an infinite-dimensional symplectic 2-groupoid as the integration of an exact Courant algebroid. We show that every integrable Dirac structure integrates to a "Lagrangian" sub-2-groupoid of this symplectic 2-groupoid. As a corollary, we recover a result of Bursztyn-Crainic-Weinstein-Zhu that every integrabl…
The linking integral is an invariant of the link-type of two manifolds immersed in a Euclidean space. It is shown that the ordinary Gauss integral in three dimensions may be simplified to a winding number integral in two dimensions. This result is then generalized to show that in certain circumstances the linking integ…
The paper proves conditions for Darboux integrability in diagonal hydrodynamic systems.
problem Conditions for Darboux integrability in diagonal hydrodynamic systems.
method Proof of conditions using Laplace transformation sequences and geometric interpretations.
result Diagonal systems of hydrodynamic type are Darboux integrable if and only if the corresponding systems for commuting flows are Darboux integrable.
A new method integrates forms on Riemann surfaces, leading to modular forms.
problem Integrating differential forms with poles on Riemann surfaces.
method Simple procedure to integrate differential forms with arbitrary holomorphic poles, establishing an analytic theory for integrals over configuration spaces.
result Regularized graph integrals on elliptic curves are almost-holomorphic modular forms.
Starting from a homogeneous polynomial in momenta of arbitrary order we extract multi-component hydrodynamic-type systems which describe 2-dimensional geodesic flows admitting the initial polynomial as integral. All these hydrodynamic-type systems are semi-Hamiltonian, thus implying that they are integrable according t…
We prove that a holomorphic Lie algebroid is integrable if, and only if, its underlying real Lie algebroid is integrable. Thus the integrability criteria of Crainic-Fernandes do also apply in the holomorphic context without any modification. As a consequence we give another proof of the following theorem: a holomorphic…