Research
On-device research index

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

Trend · papers per month

371013 · Jul 202319922001200920172026
48 results for Frölicher-Nijenhuis brackets

Let GG be a compact connected simple Lie group and let $M=G^{\bb{C}}/P=G/K$ be a generalized flag manifold. In this article we focus on an important invariant of G/KG/K, the so called $\fr{t}$-root system $R_{\fr{t}}$, and we introduce the notion of symmetric $\fr{t}$-triples, that is triples of $\fr{t}$-roots $ξ, ζ, η…

2010-10-19abs ↗pdf ↗

A new method for estimating large-scale linear models with improved precision.

problem Estimating large-scale linear statistical models efficiently.
method Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), integrating Sketch-and-Solve and Iterative-Sketching methods.
result SLSE-FRS produces high-precision estimators, outperforming state-of-the-art methods.

Study shows splitting schemes can approximate WFR flows faster than the exact flow.

problem Improving sampling efficiency in Wasserstein-Fisher-Rao gradient flows.
method Investigates operator splitting techniques to numerically approximate WFR flows.
result A judicious choice of step size and operator ordering can lead to faster convergence of split schemes to the target distribution.

Phishing as one of the most well-known cybercrime activities is a deception of online users to steal their personal or confidential information by impersonating a legitimate website. Several machine learning-based strategies have been proposed to detect phishing websites. These techniques are dependent on the features …

2019-03-13abs ↗pdf ↗

FR-Train improves fair and robust AI training by detecting and reducing poisoned data.

problem Training AI models that are fair and robust in the presence of data bias and poisoning.
method Mutual information-based adversarial training with an additional discriminator.
result FR-Train maintains fairness and accuracy even in the presence of poisoned data.

Proves FR-NGD optimally approximates evolutionary dynamics and continuous Bayesian inference.

problem Optimizing continuous time replicator equations and continuous Bayesian inference.
method Fisher-Rao natural gradient descent (FR-NGD) and its correspondence with evolutionary dynamics.
result FR-NGD optimally approximates continuous time replicator equations and continuous Bayesian inference.

FR-LUX optimizes portfolio management by learning cost-aware policies robust to market conditions.

problem Transaction costs and regime shifts cause failure in live trading portfolios.
method Integrates three ingredients: microstructure-consistent execution model, trade-space trust region, and explicit regime conditioning.
result Achieves top average Sharpe ratio, maintains flat cost-performance slope, and superior risk-return efficiency.

Consider an anchored bundle (E,ρ)(E,ρ), i.e. a vector bundle EME\to M equipped with a bundle map ρ ⁣:ETMρ\colon E \to TM covering the identity. M.~Kapranov showed in the context of Lie-Rinehard algebras that there exists an extension of this anchored bundle to an infinite rank universal free Lie algebroid FR(E)EFR(E)\supset E. We …

2019-04-11abs ↗pdf ↗

This study provides an explicit expansion of KL divergence's gradient flow in Fisher-Rao geometry.

problem Sampling techniques struggle to traverse between modes in non-convex potential functions.
method Explicit expansion of KL divergence's gradient flow in Fisher-Rao geometry.
result The convergence rate to π is independent of the potential function.

We study geodesics of the form γ(t)=π(exp(tX)exp(tY))γ(t)=π(\exp(tX)\exp(tY)), $X,Y\in \fr{g}=\operatorname{Lie}(G)$, in homogeneous spaces G/KG/K, where π:GG/Kπ:G\rightarrow G/K is the natural projection. These curves naturally generalise homogeneous geodesics, that is orbits of one-parameter subgroups of GG (i.e. γ(t)=π(exp(tX))γ(t)=π(\exp (tX)), $X\in …

2016-11-14abs ↗pdf ↗

We study geodesics in generalized Wallach spaces which are expressed as orbits of products of three exponential terms. These are homogeneous spaces M=G/KM=G/K whose isotropy representation decomposes into a direct sum of three submodules m=m1m2m3\frak{m}=\frak{m}_1\oplus\frak{m}_2\oplus\frak{m}_3, satisfying the relations $[\fr…

2015-03-14abs ↗pdf ↗

This article follow the article {http://hal.archives-ouvertes.fr/hal-00361030/fr/} in which the author characterize the fact of being of finite volume for a convex projective surface. We show here that the moduli space βf(Σg,p)β_f(Σ_{g,p}) of the convex projective structure on the surface Σg,pΣ_{g,p} of genius gg with pp pun…

2009-10-30abs ↗pdf ↗

We introduce \texttt{pycobra}, a Python library devoted to ensemble learning (regression and classification) and visualisation. Its main assets are the implementation of several ensemble learning algorithms, a flexible and generic interface to compare and blend any existing machine learning algorithm available in Pytho…

2017-04-25abs ↗pdf ↗

Study reveals centralization in Bitcoin transactions involving retail users.

problem Centralization and bias in Bitcoin transaction data.
method Heuristic classification of Bitcoin users, weekly activity pattern analysis.
result Most real transactions involve Frequent Receivers, centralizing the ecosystem.

Many tasks in modern machine learning can be formulated as finding equilibria in \emph{sequential} games. In particular, two-player zero-sum sequential games, also known as minimax optimization, have received growing interest. It is tempting to apply gradient descent to solve minimax optimization given its popularity a…

2019-10-16abs ↗pdf ↗

The asymptotic concentration of the Fr{é}chet mean of IID random variables on a Rieman-nian manifold was established with a central limit theorem by Bhattacharya \& Patrangenaru (BP-CLT) [6]. This asymptotic result shows that the Fr{é}chet mean behaves almost as the usual Euclidean case for sufficiently concentrated di…

2019-06-18abs ↗pdf ↗

We construct examples of finitely generated groups L that have non-trivial actions on R\mathbb{R}-trees but which cannot act, without fixing a vertex, on any simplicial tree. Moreover, any finitely presented group mapping onto L does have a fixed point-free action on some simplicial tree.

2012-03-15abs ↗pdf ↗

Improved action recognition in live videos with hybrid FR-DL method.

problem High computational costs and lack of temporal information in conventional action recognition.
method Automated selection of representative frames, feature extraction, background subtraction, HOG, deep neural network, LSTM, Softmax-KNN classifier.
result Significant improvement in accuracy and speed compared to state-of-the-art methods.

Unified framework for discrete diffusion modeling with flexible noising processes.

problem Efficient modeling of large discrete state spaces with arbitrary corruption dynamics.
method Generalized Discrete Diffusion from Snapshots (GDDS) framework that supports uniformization for fast noising and snapshot-based ELBO for reverse process.
result GDDS outperforms existing discrete diffusion methods in training efficiency and generation quality.

New algorithm for multi-armed bandits with delayed, partially observed rewards.

problem Sequential decision-making with delayed feedback.
method Proposed multi-armed bandits with generalized temporally-partitioned rewards, introducing β-spread property.
result Upper bound on performance of TP-UCB-FR-G algorithm improves state of the art.

The paper introduces new geometric methods to analyze radar electromagnetic wave statistics.

problem Analyzing spatio-temporal and polarimetric fluctuations of radar electromagnetic waves.
method Using statistical mechanics and Information Geometry, the paper defines a Fréchet barycentre and maximum entropy density for radar measurements.
result New tools for describing radar electromagnetic wave fluctuations, including a distance on covariance matrices.

In [16], a new family of vector-valued risk measures called multivariate expectiles is introduced. In this paper, we focus on the asymptotic behavior of these measures in a multivariate regular variations context. For models with equivalent tails, we propose an estimator of these multivariate asymptotic expectiles, in …

2017-04-24abs ↗pdf ↗

It is shown that two definitions for an exterior differential in superspace, giving the same exterior calculus, yet lead to different results when applied to the Poisson bracket. A prescription for the transition with the help of these exterior differentials from the given Poisson bracket of definite Grassmann parity t…

2002-11-28abs ↗pdf ↗

The paper constructs compatible Poisson brackets on gl(N).

problem Constructing compatible Poisson brackets on gl(N).
method Using constant tensors and Schouten brackets, the paper explicitly constructs quadratic Poisson brackets compatible with the standard Lie-Poisson bracket.
result Explicit construction of quadratic Poisson brackets compatible with the standard Lie-Poisson bracket on gl(N).

We survey the many instances of derived bracket construction in differential geometry, Lie algebroid and Courant algebroid theories, and their properties. We recall and compare the constructions of Buttin and Vinogradov, and we prove that the Vinogradov bracket is the skew-symmetrization of a derived bracket. Odd (resp…

2003-12-31abs ↗pdf ↗

A new framework describes dissipation using a metriplectic 4-bracket.

problem Describing dissipation in a way that preserves energy and entropy.
method Using a metriplectic 4-bracket, a quantity like the Poisson bracket with symmetries motivated by Riemannian curvature.
result The metriplectic 4-bracket dynamics includes all known previous binary bracket theories for dissipation.

Abstract: Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

problem Relationship between Fenchel-Nielsen coordinates and shear coordinates on Riemann surfaces.
method Explicitly showed the Poisson bracket on shear coordinates induces the Fenchel-Nielsen bracket on gluing parameters.
result Poisson bracket on shear coordinates relates to Fenchel-Nielsen bracket on gluing parameters.

Kishino's knot is not detected by the fundamental group or the bracket polynomial; these invariants cannot differentiate between Kishino's knot and the unknot. However, we can show that Kishino's knot is not equivalent to unknot by applying either the 3-strand bracket polynomial or the surface bracket polynomial. In th…

2004-02-18abs ↗pdf ↗

The paper defines symmetric brackets for skew-symmetric algebroids with totally skew-symmetric torsion.

problem Defining symmetric brackets for skew-symmetric algebroids.
method Using connections with totally skew-symmetric torsion and pseudo-Riemannian metrics.
result Explicit formula for the Levi-Civita connection and symmetric brackets on almost Hermitian manifolds.

In this note we prove that, for a vector bundle EE over a manifold MM, a Dorfman bracket on TMETM\oplus E^* anchored by prTM\operatorname{pr}_{TM} and with EE a vector bundle over MM, is equivalent to a lift from Γ(TME)Γ(TM\oplus E^*) to linear sections of TETEETE\oplus T^*E\to E, that intertwines the given Dorfman bracket w…

2016-10-19abs ↗pdf ↗

A Lie bracket defined on the linear span of the free homotopy classes of undirected closed curves was discovered in stages passing through Thurston's earthquake deformations, Wolpert's corresponding calculations with Hamiltonian vector fields and Goldman's algebraic treatment of the latter leading to a Lie bracket on t…

2019-10-20abs ↗pdf ↗

We propose an extension of n-ary Nambu-Poisson bracket to superspace R^{n|m} and construct by means of superdeterminant a family of Nambu-Poisson algebras of even degree functions, where the parameter of this family is an invertible transformation of Grassmann coordinates in superspace R^{n|m}. We prove in the case of …

2018-08-09abs ↗pdf ↗