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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.

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3671107142 · May 202619922001200920172026
48 results for Fourier projection

This paper surveys various methods for dimensionality reduction and nearest neighbor search.

problem Efficiently reducing high-dimensional data to lower dimensions while preserving essential information.
method Linear and nonlinear random projections, including sparse random projections, random Fourier Features, and Random Kitchen Sinks.
result Various methods for dimensionality reduction and nearest neighbor search are explained and compared.

Researchers extend asymptotic analysis to Bergman projections with Gevrey weights.

problem Analyzing Bergman projections with Gevrey weights.
method Extending direct approach to semiclassical asymptotics to Gevrey weights using Fourier integral operators.
result Gevrey symbol amplitude of asymptotic Bergman projection with Gevrey weights and Gevrey-type growth rate.

A new method integrates Fourier basis expansion and mapping for improved time series forecasting.

problem Inconsistent starting cycles and series length issues in Fourier-based methods.
method Fourier Basis Mapping (FBM) method that integrates time-frequency features through Fourier basis expansion and mapping.
result FBM addresses inconsistencies and preserves temporal characteristics, achieving SOTA performance.

This paper develops quantization algorithms for random Fourier features, simplifying the process and improving performance.

problem Efficient quantization of random Fourier features for better performance and storage.
method Developed Lloyd-Max (LM) and LM2^2-RFF quantization schemes for random Fourier features.
result The marginal distribution of RFF is independent of the Gaussian kernel parameter γ, simplifying quantization design.

The study explores dilating set properties across Euclidean and hyperbolic geometries.

problem Distributional properties of dilating sets under projection.
method Covering maps and unit tangent bundles, focusing on manifolds of constant curvature.
result Established a precise asymptotic expansion for averages along expanding translates of homogeneous curves in hyperbolic surfaces.

Quantization and reduction studied for CR manifolds with group actions.

problem Quantization and reduction for CR manifolds with group actions.
method Consider a compact torsion free CR manifold XX with a GG-equivariant rigid CR line bundle LL. The high tensor powers of LL are studied, and a weighted GG-invariant Fourier-Szegő operator projects onto the space of GG-invariant CR sections.
result Quantization commutes with reduction for sufficiently high tensor powers of the line bundle.

Efficiently approximates eigenspaces for symmetric and general matrices.

problem Fast computation of eigenspaces for large matrices.
method Factor eigenspaces into fundamental components using transformations, solve minimization problems, and iteratively update.
result Improved computational efficiency for eigenspace approximation.

The paper tackles model collapse in GPLVMs by improving kernel flexibility and projection variance.

problem Model collapse in GPLVMs leading to vague latent representations.
method Theoretical analysis of projection variance, integration of SM and RFF kernels, and variational inference.
result The advisedRFLVM outperforms competing models in informative latent representations and missing data imputation.

Convolutional Neural Networks (CNNs) have become the method of choice for learning problems involving 2D planar images. However, a number of problems of recent interest have created a demand for models that can analyze spherical images. Examples include omnidirectional vision for drones, robots, and autonomous cars, mo…

2018-01-30abs ↗pdf ↗

Researchers found a Calabi-Yau structure and constructed a Bargmann type transformation on the Cayley projective plane.

problem Existence of Calabi-Yau structure and construction of Bargmann type transformation.
method Pairing of polarizations, natural Lagrangian foliation, and Kähler structure.
result Quantization of geodesic flow through elliptic Fourier integral operators.

We prove that any topological loop homeomorphic to a sphere or to a real projective space and having a compact-free Lie group as the inner mapping group is homeomorphic to the circle. Moreover, we classify the differentiable 11-dimensional compact loops explicitly using the theory of Fourier series.

2015-07-01abs ↗pdf ↗

Binary embedding of high-dimensional data requires long codes to preserve the discriminative power of the input space. Traditional binary coding methods often suffer from very high computation and storage costs in such a scenario. To address this problem, we propose Circulant Binary Embedding (CBE) which generates bina…

2014-05-13abs ↗pdf ↗

We study the weighted light ray transform LL of integrating functions on a Lorentzian manifold over lightlike geodesics. We analyze LL as a Fourier Integral Operator and show that if there are no conjugate points, one can recover the spacelike singularities of a function ff from its the weighted light ray transform …

2019-07-04abs ↗pdf ↗

FiLM improves deep learning for long-term time series forecasting.

problem Preserving historical information without overfitting noise.
method Applies Legendre Polynomials and Fourier projections, adds low-rank approximation.
result Significantly improves multivariate and univariate forecasting accuracy.

In this paper we consider certain asymptotically Euclidean spaces, namely compact manifolds with boundary X equipped with a scattering metric g, as defined by Melrose. We then consider Hamiltonians H which are `short-range' self-adjoint perturbations of the Laplacian of g. Melrose and Zworski have given a detailed desc…

1999-06-29abs ↗pdf ↗

The Hardy space H^2(R) for the upper half plane together with a unimodular function group representation u(λ) = \exp(i(λ_1ψ_1 + ... + λ_nψ_n)) for λin R^n, gives rise to a manifold M of orthogonal projections for the subspaces u(λ)H^2(R) of L^2(R). For classes of admissible functions ψ_i the strong operator topology cl…

2007-09-13abs ↗pdf ↗

Neural networks learn spectral representations for group composition.

problem Understanding structured emergence in neural network training.
method Lifting gradient flow to Fourier domain, proving convergence to irreducible representations.
result Neurons converge to single irreducible representations, cross-layer coefficients align.

We study a problem of the geometric quantization for the quaternion projective space. First we explain a Kaehler structure on the punctured cotangent bundle of the quaternion projective space, whose Kaehler form coincides with the natural symplectic form on the cotangent bundle and show that the canonical line bundle o…

2003-07-19abs ↗pdf ↗

We construct a generalized Witten genus for spinc^c manifolds, which takes values in level 1 modular forms with integral Fourier expansion on a class of spinc^c manifolds called stringc^c manifolds. We also construct a mod 2 analogue of the Witten genus for 8k+28k+2 dimensional spin manifolds. The Landweber-Stong type…

2010-03-11abs ↗pdf ↗

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.

Proposes KMvDA for object recognition from multi-view data.

problem Recognizing objects from different views, even when views are heterogeneous.
method Introduces kernel multi-view discriminant analysis (KMvDA) and uses random Fourier features (RFF) for large-scale learning.
result KMvDA and RFF approximation improve object recognition from multi-view data.

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.

Nonlinear kernel regression models are often used in statistics and machine learning because they are more accurate than linear models. Variable selection for kernel regression models is a challenge partly because, unlike the linear regression setting, there is no clear concept of an effect size for regression coeffici…

2015-08-05abs ↗pdf ↗

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.

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.

Optimizes differentially private kernel learning with random projection.

problem Privacy-preserving learning algorithms with optimal performance.
method Differentially private kernel ERM algorithm based on random projection in reproducing kernel Hilbert space.
result Achieves minimax-optimal excess risk rates for various loss functions.

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.

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.

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 ↗