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.
We endow the group of invertible Fourier integral operators on an open}manifold with the structure of an ILH Lie group. This is done by establishing such structures for the groups of invertible pseudodifferential operators and contact transformations on an open manifold of bounded geometry, and gluing those together vi…
We establish a link between Fourier optics and a recent construction from the machine learning community termed the kernel mean map. Using the Fraunhofer approximation, it identifies the kernel with the squared Fourier transform of the aperture. This allows us to use results about the invertibility of the kernel mean m…
We give a detailed microlocal study of X-ray transforms over geodesics-like families of curves with conjugate points of fold type. We show that the normal operator is the sum of a pseudodifferential operator and a Fourier integral operator. We compute the principal symbol of both operators and the canonical relation as…
As announced in [12], we develop a calculus of Fourier integral G-operators on any Lie groupoid G. For that purpose, we study convolability and invertibility of Lagrangian conic submanifolds of the symplectic groupoid T * G. We also identify those Lagrangian which correspond to equivariant families parametrized by the …
New calibration methods improve fitting of weak variance-alpha-gamma process.
problem Improving fitting of a multivariate Lévy process.
method Comparison of three calibration methods: method of moments, maximum likelihood estimation, and digital moment estimation.
result Maximum likelihood estimation produces a better fit when a specific condition holds, while digital moment estimation produces a better fit when the condition is violated.
We study the geometry and topology of (filtered) algebra-bundles ΨZ over a smooth manifold X with typical fibre ΨZ(Z;V), the algebra of classical pseudodifferential operators of integral order on the compact manifold Z acting on smooth sections of a vector bundle V. First a theorem…
We consider the problem of developing a method to reconstruct a potential q from the partial data Dirichlet-to-Neumann map for the Schrödinger equation (−Δg+q)u=0 on a fixed admissible manifold (M,g). If the part of the boundary that is inaccessible for measurements satisfies a flatness condition in one directio…
Study on estimating invertible functions with minimax analysis.
problem Minimizing risk of estimating invertible functions on a plane.
method Introduce two types of L2-risks, derive lower and upper rates for minimax values, develop an asymptotically almost everywhere invertible estimator.
result Invertibility does not reduce the complexity of the estimation problem in terms of the rate.
In a previous paper, the authors defined an equivariant version of the so-called Saito duality between the monodromy zeta functions as a sort of Fourier transform between the Burnside rings of an abelian group and of its group of characters. Here a so-called enhanced Burnside ring B(G) of a finite group G…
Invertible networks help explain decisions and identify important features.
problem Interpreting and explaining the decisions of black-box neural networks.
method Two-stage approach: invertible transformation to feature space and linear classifier. Determining decision boundaries and feature importance using local linear models.
result Ability to explain decisions and identify important features in neural networks.
This work tackles exploding inverses in INNs, revealing and mitigating their numerical non-invertibility.
problem Exploding inverses in INNs cause numerical non-invertibility, leading to failures in various tasks.
method Derived bi-Lipschitz properties of INN building blocks, proposed regularizers for local invertibility, and stable INN designs for global invertibility.
result Bi-Lipschitz properties and stable INN designs are crucial for addressing numerical non-invertibility.
For operators of many different kinds it has been proved that (generalized) Darboux transformations can be built using so called Wronskian formulae. Such Darboux transformations are not invertible in the sense that the corresponding mappings of the operator kernels are not invertible. The only known invertible ones wer…