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.
Recent advances in deep representation learning on Riemannian manifolds extend classical deep learning operations to better capture the geometry of the manifold. One possible extension is the Fréchet mean, the generalization of the Euclidean mean; however, it has been difficult to apply because it lacks a closed form w…
Motivated by applications in model-free finance and quantitative risk management, we consider Fréchet classes of multivariate distribution functions where additional information on the joint distribution is assumed, while uncertainty in the marginals is also possible. We derive optimal transport duality results for the…
We define Lie and Courant algebroids on Fréchet manifolds. Moreover, we construct a Dirac structure on the generalized tangent bundle of a Fréchet manifold and show that it inherits a Fréchet Lie algebroid structure. We show that the Lie algebroid cohomology of the $\bb$-cotangent bundle Lie algebroid of a weakly sympl…
We introduce the new class of submanifolds of co-Banach type in tame Fréchet manifolds and construct tame Fréchet submanifolds as inverse images of regular values of certain tame maps. Our method furnishes an easy way to construct tame Fréchet manifolds. The results presented are key ingredients in the construction of …
Some recent work in Frechet geometry is briefly reviewed. In particular an earlier result on the structure of second tangent bundles in the finite dimensional case was extended to infinite dimensional Banach manifolds and Frechet manifolds that could be represented as projective limits of Banach manifolds. This led to …
The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…
The study finds the minimum number of critical points for functionals on Frechet spaces and Finsler manifolds.
problem Finding the minimum number of critical points for functionals on Frechet spaces and Finsler manifolds.
method Applying the Lusternik-Schnirelmann category to evaluate the minimal number of critical points for Keller Cc1-functionals on Frechet spaces and Finsler manifolds.
result The minimal number of critical points is determined by the Lusternik-Schnirelmann category.
In this paper we develop the geometry of bounded Fréchet manifolds. We prove that a bounded Fréchet tangent bundle admits a vector bundle structure. But the second order tangent bundle T2M of a bounded Fréchet manifold M, becomes a vector bundle over M if and only if M is endowed with a linear connection. As a…
Using the categorical description of supergeometry we give an explicit construction of the diffeomorphism supergroup of a compact finite-dimensional supermanifold. The construction provides the diffeomorphism supergroup with the structure of a Frechet supermanifold. In addition, we derive results about the structure of…
The aim of this article is to present the category of bounded Frechet manifolds in respect to which we will review the geometry of Frechet manifolds with a stronger accent on its metric aspect. An inverse function theorem in the sense of Nash and Moser in this category is proved, and some applications to Riemannian geo…
We give sufficient conditions for a Cc1-local diffeomorphism between Fréchet spaces to be a global one. We extend the Clarke's theory of generalized gradients to the more general setting of Fréchet spaces. As a consequence, we define the Chang Palais-Smale condition for Lipschitz functions and show that a functio…
We derive bounds on the distribution function, therefore also on the Value-at-Risk, of φ(X) where φ is an aggregation function and X=(X1,…,Xd) is a random vector with known marginal distributions and partially known dependence structure. More specifically, we analyze three type…
We prove a version of the variational Euler-Lagrange equations valid for functionals defined on Fréchet manifolds, such as the spaces of sections of differentiable vector bundles appearing in various physical theories.
In this paper we prove a variation of the theorem in title, for equations with periodic coefficients, in Frechet spaces. The main result gives equivalent conditions ensuring the reduction of such an equation to one with constant coefficient. In the particular case of C∞, we obtain the exact analogue of the cl…