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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.

168,742 papers · 148 categories

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20405979 · May 202619922001200920172026
48 results for Fourier modes

The paper introduces new estimators for multivariate functions using Fourier methods.

problem Estimating multivariate functions like densities and regression functions.
method Monte Carlo estimators based on the Fourier integral theorem.
result Established rates of convergence for new estimators, often superior to existing methods.

FNSDA adapts to new dynamics via Fourier space adaptation.

problem Generalizing to unseen dynamical systems with limited data.
method Automatic partitioning of known environments in Fourier modes and adaptation of specific modes for new environments.
result FNSDA achieves superior or competitive generalization performance with reduced parameter cost.

Study on stability of 3D sessile drops, identifying degenerate kernel.

problem Linear stability of three-dimensional sessile drops with a free contact line.
method Derived constrained second variation, formulated Jacobi problem, combined geometric and Fourier analysis.
result Kernel of the constrained Jacobi operator is exactly the space of horizontal translations under pressure-volume nondegeneracy.

We characterize stationary solutions to McKean-Vlasov equations on the circle.

problem Stationary solutions of McKean-Vlasov equations on the circle.
method Exact equivalence to an infinite-dimensional quadratic system of equations over Fourier coefficients, leading to explicit characterization of stationary states.
result Analytic expressions for the emergence, form, and shape of bifurcations involving multiple Fourier modes, and connections with discontinuous phase transitions.

Advancements in deep generative models such as generative adversarial networks and variational autoencoders have resulted in the ability to generate realistic images that are visually indistinguishable from real images, which raises concerns about their potential malicious usage. In this paper, we present an analysis o…

2019-11-15abs ↗pdf ↗

Proposes a new tensor decomposition method for functional temporal data with adaptive complexity.

problem Challenges in temporal tensor decomposition for general tensor data with continuous indexes.
method Encodes continuous spatial indexes as learnable Fourier features and uses neural ODEs for temporal trajectories. Introduces a sparsity-inducing prior for complexity adaptation.
result Significantly outperforms existing methods in prediction performance and robustness against noise.

Researchers study injectivity of magnetic and thermostatic nonabelian ray transforms on compact surfaces.

problem Injectivity of magnetic and thermostatic nonabelian ray transforms on compact surfaces.
method Loop group factorization method for nontrapping λλ-geodesic flows and the general linear group of invertible complex matrices.
result General injectivity question of the nonabelian ray transform for simple magnetic flows is settled.

Study confirms nullity of biharmonic maps family, linking spectral and arithmetic geometry.

problem Prove nullity of biharmonic maps from flat 2-torus to round 2-sphere.
method Use spectral geometry, construct polynomial isomorphism with elliptic curve, determine rational points on spectral curve.
result Nullity of every map in the family is 5, confirming conjecture.

Critical spherical catenoids have Robin nullity and asymptotic radius determined.

problem Analyzing the critical spherical catenoids in hyperbolic space.
method Analytic results using Sturm-Liouville theory, Beta-function evaluation, and Laplace asymptotic analysis.
result Robin nullity and asymptotic radius of the critical spherical catenoid are determined.

KOMET identifies Koopman operators from model parameter trajectories to adapt to evolving data distributions.

problem Adaptation of parametric models to non-stationary environments.
method Data-driven framework using Koopman operator identification and Extended Dynamic Mode Decomposition (EDMD).
result KOMET achieves high autonomous-rollout accuracies of 0.981 to 1.000 over 100 time steps on various drifting datasets.

The paper identifies a new geometric and spectral phenomenon in the critical hyperbolic catenoid family.

problem The study investigates the critical hyperbolic catenoid family and its geometric and spectral properties.
method The approach involves analyzing the critical hyperbolic catenoid family, identifying parameter-criticality, and studying the Robin spectrum.
result The paper proves that at a parameter-critical value aa^\sharp, the Robin nullity of ΣaΣ_{a^\sharp} is at least 3, with an additional kernel element in mode k=0k=0.

Analyzes how diffusion models learn, revealing a spectral bias in structure mastery.

problem Understanding the learning dynamics and bias in diffusion models.
method Developed an analytical framework using a Gaussian-equivalence principle to solve gradient-flow dynamics and integrate probability-flow ODEs.
result Exposes a universal inverse-variance spectral law: high-variance structure is mastered faster than low-variance detail.

A machine learning model for PMD compensation in dual-polarization systems.

problem Compensating for polarization-mode dispersion (PMD) in dual-polarization systems.
method Model-based machine learning approach using the split-step Fourier method for the Manakov-PMD equation.
result The model converges to within 1% of peak dB performance after 428 iterations, achieving a 0.30 dB reduction in effective signal-to-noise ratio compared to PMD-free case.

Heat flow on lens spaces settles into Morse functions with four critical points.

problem Understanding the behavior of heat flow on lens spaces.
method Analyzing the asymptotic spectral expansion of the heat flow.
result Generic heat evolutions on lens spaces \(L(p,q)\) with \(p\geq2\) and \(1\leq q\leq p/2\) tend to settle into Morse functions with exactly four critical points.

Paper proves Fourier transform for valuations, simplifying previous work.

problem Existence of isomorphism for translation-invariant smooth valuations.
method Directly describes Alesker's isomorphism in terms of Fourier transform on functions.
result Simple proofs of Alesker's Fourier transform properties, including a previously conjectured result.

New algorithms learn sparse set functions in non-orthogonal Fourier bases.

problem Learning sparse set functions in non-orthogonal Fourier bases.
method Novel algorithms using non-orthogonal Fourier transforms.
result At most nkklog2k+knk - k \log_2 k + k queries for kk non-zero Fourier coefficients.

A new algorithm computes Fourier coefficients for a specified range efficiently.

problem Inefficiency in FFT due to fixed output size for all applications.
method Fast Partial Fourier Transform (PFT) that allows specifying the range of Fourier coefficients to compute.
result PFT achieves significant speedup over state-of-the-art FFT algorithms for small output sizes.

NFM models time-series data directly in the Fourier domain, achieving state-of-the-art performance.

problem Traditional time-series analysis focuses on the time domain, limiting flexibility.
method NFM models time-series data in the Fourier domain, using frequency extrapolation and interpolation.
result NFM achieves state-of-the-art performance on various time-series tasks.

Improved electrical load forecasting model using Fourier-enhanced RNN.

problem Electrical load time series downscaling with high accuracy and low error.
method Combines recurrent neural network with Fourier seasonal embeddings and self-attention.
result Significantly reduces RMSE across different time horizons compared to existing methods.

RNNs solve modular addition tasks using low rank and sparse Fourier structures.

problem Solving modular addition tasks with recurrent neural networks.
method Identified low rank structures and sparse Fourier representations in RNN weights.
result RNNs robust to removing individual frequencies but degrade with more ablation.

The study examines Bergman kernels on complex manifolds with boundary and their asymptotic expansions.

problem Analyzing Bergman kernels on complex manifolds with boundary and their asymptotic behavior.
method Establishing asymptotic expansions of partial Bergman kernels for high-frequency Fourier modes on R\mathbb{R}-symmetric complex manifolds with boundary.
result Established R\mathbb{R}-equivariant extension results for biholomorphic maps between weakly pseudoconvex domains.

Study identifies and analyzes three types of errors in learning Fourier operators.

problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.

New Fourier metrics equivalent to Wasserstein distances in image processing.

problem Equivalence of Fourier-based and Wasserstein metrics in imaging problems.
method Extensions of Fourier-based metrics to handle different centers of mass and discrete measures, showing equivalence to Wasserstein distances.
result New Fourier metrics are equivalent to Wasserstein distances with explicit constants, improving runtime in image processing.

Motivated by advantages of current-mode design, this brief contribution explores the implementation of weight matrices in neuromemristive systems via current-mode memristor crossbar circuits. After deriving theoretical results for the range and distribution of weights in the current-mode design, it is shown that any we…

2017-07-17abs ↗pdf ↗

New discrepancy function compares discrete probability measures considering space geometry.

problem Comparing discrete probability measures in a geometrically meaningful way.
method Proposes the Fourier Discrepancy Function, proving convexity, differentiability, and providing gradient formula.
result Proves the Fourier Discrepancy is convex, twice differentiable, and provides an explicit gradient formula.

This work proves convergence of adaptive resampling for random Fourier features.

problem Sampling Fourier frequencies well for high-dimensional data.
method Data adaptive resampling of Fourier frequencies, asymptotically optimal.
result Proves convergence of adaptive resampling method for regression and classification problems.

We show that every knot has a checkerbord diagram and that every knot is the closure of a rosette braid. We define Fourier knots of type (n_1, n_2, n_3) as knots which have parametrizations where each coordinate function x_i(t) is a finite Fourier series of length n_i, and conclude that every knot is a Fourier knot of …

2012-10-16abs ↗pdf ↗

Proves conditions for Fourier transforms in rank 1 symmetric spaces.

problem Understanding Fourier transform bounds in symmetric spaces.
method Proves sufficient and necessary conditions using Lipschitz and Fourier type integral conditions.
result Establishes bounds for Fourier transforms in rank 1 symmetric spaces with specific moduli of continuity.

Enhances Fourier estimator performance for asynchronous event-data.

problem Improving correlation and covariance estimation on event-data.
method Implement and test NUFFT methods with different averaging kernels.
result Demonstrates improved performance and relationship between averaging scales.

For dynamical systems that can be modelled as asymptotically stable linear systems forced by Gaussian noise, this paper develops methods to infer or estimate their modes from observations in real time. The modes can be real or complex. For a real mode, we wish to infer its damping rate and mode shape. For a complex mod…

2019-09-23abs ↗pdf ↗

The paper derives statistics of multi-factor functions from their Fourier transforms.

problem Deriving statistics of multi-factor functions from Fourier transforms.
method Developed an m-Coefficient/Index Annihilation Theorem to analyze the moments of a function from its Fourier transform.
result The mth moment of a function becomes a series of terms, each with precisely m Fourier coefficients, and the indices sum to zero.

Mathematical analysis shows annealing prevents mode collapse in Gaussian mixtures.

problem Mode collapse in variational inference for multimodal distributions.
method Analyzed annealing strategies for Gaussian mixtures, derived formulas, and tested on neural networks.
result Appropriately chosen annealing schemes can robustly prevent mode collapse.

Improved Gaussian Process regression using TQFF over RFF and Gaussian QFF.

problem Limited performance of Quadrature Fourier Features (QFF) in approximating highly oscillatory functions.
method Developed Trigonometric Quadrature Fourier Features (TQFF) using a novel non-Gaussian quadrature rule.
result TQFF provides better approximation accuracy and fewer features compared to RFF and Gaussian QFF.

Physics-Informed Neural Network (PINN) computes the Morse index of the critical catenoid.

problem Computing the Morse index of the critical catenoid
method Physics-Informed Neural Network (PINN) enforces parity and eigenvalue as trainable parameters
result Returns eigenvalues within 10610^{-6} to 10410^{-4} of exact values

New method for optimizing risk in financial models using Fourier transforms.

problem Optimizing risk in financial models with multi-period mean-CVaR.
method Strictly monotone 2D integration scheme via Fourier-trained transition kernels.
result Established robust and accurate optimization method for financial models.