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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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275380106 · May 202619922001200920172026
48 results for Fourier restriction

Sharp bounds for eigenfunctions on product spaces restricted to submanifolds.

problem Establishing bounds for eigenfunctions on product spaces.
method Combining asymptotics of Jacobi polynomials and positivity of Fourier coefficients of spherical functions.
result Sharp LpL^p bounds for eigenfunctions on products of rank-one symmetric spaces.

DAFNO learns surrogates for complex systems on irregular geometries.

problem Learning accurate surrogates for complex physical systems on irregular geometries.
method DAFNO incorporates a smoothed characteristic function in the integral layer architecture of FNOs, leveraging FFT for rapid computations.
result DAFNO achieves state-of-the-art accuracy on material modeling and airfoil simulation datasets.

New analysis proves sketching operators' RIP guarantees for mixture models without importance sampling.

problem Proving sketching operators' Restricted Isometry Property (RIP) for mixture models without assuming importance sampling.
method Proposed alternative analysis based on new deterministic bounds and concentration inequalities.
result Theoretical guarantees for sketching operators without importance sampling.

A new method for nonstationary Gaussian processes using Fourier features.

problem Efficient simulation of nonstationary Gaussian processes with high-dimensional distributions.
method Discretizes the spectral representation of nonstationary processes, avoiding probability measure assumptions.
result An efficient low-rank approximation of nonstationary spectral densities, consistent and positive semi-definite.

Study examines the geometry of a group of Fourier-integral operators related to Diff(S^1).

problem Investigating the geometry of a specific group of Fourier-integral operators.
method Defined a right-invariant pseudo-Riemannian metric on the group using renormalized traces of pseudo-differential operators.
result Extended the Hilbert-Schmidt Riemannian metric to the group.

Gaussian process modulated Poisson processes provide a flexible framework for modelling spatiotemporal point patterns. So far this had been restricted to one dimension, binning to a pre-determined grid, or small data sets of up to a few thousand data points. Here we introduce Cox process inference based on Fourier feat…

2018-04-03abs ↗pdf ↗

New method reduces variance and bias in approximating indefinite kernels.

problem Approximating non-stationary indefinite kernels with low variance and bias.
method Generalized orthogonal random features (GORF)
result GORF achieves lower variance and approximation error compared to existing methods.

Fourier representation improves KSD for infinite-dimensional data.

problem Applying KSD to infinite-dimensional data.
method Combining measure equations with kernel methods for a Fourier representation of KSD.
result KSD can separate measures in infinite-dimensional Hilbert spaces.

New coherence parameter for GNNs with Fourier measurements improves signal recovery.

problem Characterizing generative compressed sensing with Fourier measurements.
method Subspace counting arguments and high-dimensional probability theory.
result First known restricted isometry guarantee for generative compressed sensing with subsampled isometries.

Bayesian non-linear latent variable modeling for complex data.

problem Inference for GPLVMs is computationally limited and often leads to overfitting or underestimates uncertainty.
method Approximate Gaussian process mappings with random Fourier features for MCMC inference.
result Generalized RFLVMs perform well on various data types and applications.

Study shows optimal rates for independence testing via U-statistic permutation tests.

problem Developing a valid test of independence for pairs with additional smoothness constraints.
method Defining a measure of dependence, using a permutation test based on a basis expansion and U-statistic estimator.
result Proves minimax optimality of the test in separation rates for certain cases.

Study on hyperbolic manifolds finds measures of Laplace eigenfunctions restricted to cosphere bundles.

problem Analyzing semiclassical measures on hyperbolic manifolds.
method Adapting Dyatlov and Jin's argument to higher dimensions and using Ratner theory.
result Semiclassical measures' support contains the cosphere bundle of a compact totally geodesic submanifold.

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.

Many theories of deep learning have shown that a deep network can require dramatically fewer resources to represent a given function compared to a shallow network. But a question remains: can these efficient representations be learned using current deep learning techniques? In this work, we test whether standard deep l…

2018-07-17abs ↗pdf ↗

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.

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.

We show that for a smooth closed curve γγ on a compact Riemannian surface without boundary, the inner product of two eigenfunctions eλe_λ and eμe_μ restricted to γγ, eλeμds|\int e_λ\overline{e_μ}\,ds|, is bounded by min{λ12,μ12}\min\{λ^\frac12,μ^\frac12\}. Furthermore, given 0<c<10<c<1, if 0<μ<cλ0<μ<cλ, we prove that $\int e_λ\overline{e…

2017-11-13abs ↗pdf ↗

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 ↗

Paper proposes efficient method to calculate Fisher-Bingham distribution normalizing constant.

problem Efficiently calculating the normalizing constant of Fisher-Bingham distributions.
method Numerical integration with continuous Euler transform to Fourier-type integral representation.
result The method is fast and accurate, applicable to high-dimensional distributions.

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.

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.

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.

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.

The paper studies Fourier-Laplace transforms in polynomial OU volatility models for option pricing.

problem Calibrating and pricing options in polynomial Ornstein-Uhlenbeck volatility models.
method Analyzes Fourier-Laplace transforms, connects to Riccati equations, and develops numerical schemes.
result Establishes existence and solution for Riccati equations and provides efficient numerical methods.