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.
The wave equation utt=c2uxx is generally regarded as a linear approximation to the equation describing the amplitude of a transversely vibrating elastic string in the plane. But, as is shown in \cite{BC96}, the assumption of transverse vibration in fact implies that the wave equation describes the vibration…
The aim of this paper is to open the problem of construction of a nonlinear connection Γ=(M(α)β(i),N(α)j(i)) on the jet bundle of first order J1(T,M), which to be canonically produced by a Kronecker product vertical metrical d-tensor G(i)(j)(α)(β)=hαβgij, possibly provided by multi-time …
Deformational structures, in many aspects generalizing standard elasticity theory, are investigated in abstract form. Within free deformational structures we define algebra of deformations, classify them by its special properties, define motions and conformal motions together with deformational decomposition of manifol…
In non-linear incompatible elasticity, the configurations are maps from a non-Euclidean body manifold into the ambient Euclidean space, Rk. We prove the Γ-convergence of elastic energies for configurations of a converging sequence, Mn→M, of body manifolds. This convergence result …
Non-Euclidean, or incompatible elasticity is an elastic theory for pre-stressed materials, which is based on a modeling of the elastic body as a Riemannian manifold. In this paper we derive a dimensionally-reduced model of the so-called membrane limit of a thin incompatible body. By generalizing classical dimension red…
This paper introduces an elasticity reconstruction method based on local displacement observations of elastic bodies. Sparse reconstruction theory is applied to formulate the underdetermined inverse problems of elasticity reconstruction including unobserved areas. An online local clustering scheme called a superelement…
A fast method estimates group-adaptive elastic net penalties using co-data.
problem Computational inefficiency in estimating group-adaptive elastic net penalties.
method Derive low-dimensional representation of Taylor approximation for marginal likelihood and its derivative for group-adaptive ridge penalties; approximate elastic net marginal likelihood by ridge; transform ridge penalties to elastic net penalties.
result Significantly decreases computation time and outperforms other methods.
We propose a robust elastic net (REN) model for high-dimensional sparse regression and give its performance guarantees (both the statistical error bound and the optimization bound). A simple idea of trimming the inner product is applied to the elastic net model. Specifically, we robustify the covariance matrix by trimm…
Variable selection plays an important role in the high-dimensional data analysis. However the high-dimensional data often induces the strongly correlated variables problem. In this paper, we propose Elastic Net procedure for partially linear models and prove the group effect of its estimate. By a simulation study, we s…
Deformation estimation of elastic object assuming an internal organ is important for the computer navigation of surgery. The aim of this study is to estimate the deformation of an entire three-dimensional elastic object using displacement information of very few observation points. A learning approach with a neural net…
The multi dimensional string objects are introduced as a new alternative for an application of string models for time series forecasting in trading on financial markets. The objects are represented by open string with 2-endpoints and D2-brane, which are continuous enhancement of 1-endpoint open string model. We show ho…
Motivated by the problem of finding an explicit description of a developable narrow Moebius strip of minimal bending energy, which was first formulated by M. Sadowsky in 1930, we will develop the theory of elastic strips. Recently E.L. Starostin and G.H.M. van der Heijden found a numerical description for an elastic Mo…
The elastic net was introduced as a heuristic algorithm for combinatorial optimisation and has been applied, among other problems, to biological modelling. It has an energy function which trades off a fitness term against a tension term. In the original formulation of the algorithm the tension term was implicitly based…
Due to the advantage of achieving a better performance under weak regularization, elastic net has attracted wide attention in statistics, machine learning, bioinformatics, and other fields. In particular, a variation of the elastic net, adaptive elastic net (AEN), integrates the adaptive grouping effect. In this paper,…
We study a class of elastic energy functionals for maps between planar domains (among them the so-called squared distance functional) whose critical points (elastic maps) allow a far more complete theory than one would expect from general elasticity theory. For some of these functionals elastic maps even admit a "Weier…
Study online pricing with contextual elasticity and heteroscedastic valuation.
problem Online contextual dynamic pricing with customer decision based on features and price.
method Introduced a novel approach to modeling customer demand with feature-based price elasticity and heteroscedastic noise. Proposed an efficient algorithm called Pricing with Perturbation (PwP).
result Proved an O(dTlogT) regret bound for the algorithm, matching a lower bound of Ω(dT).