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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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48 results for Gauss-Markov bridge

Fenrir uses probabilistic numerics to simplify solving initial value problems.

problem Solving initial value problems in ordinary differential equations.
method Probabilistic numerics and Gauss--Markov regression.
result The method simplifies parameter estimation in ODEs, making it easier and more robust.

The paper shows how to answer future and past questions from high-dimensional time series data.

problem Challenges in answering probabilistic inference questions from high-dimensional time series data.
method Temporal contrastive learning to learn Gaussian representations that enable compact closed-form solutions.
result Representations learned via contrastive learning follow a Gauss-Markov chain, enabling efficient inference and planning.

Optimal sensor placement minimizes information loss from simulations.

problem Designing efficient sensor networks for spatiotemporal processes.
method Model-based sensor placement criterion with sparse variational inference and Gauss-Markov priors.
result Our method identifies sensor networks that minimize information loss from simulated data.

Enhances machine learning interpretability using category theory.

problem Improving machine learning interpretability and social implementation.
method Develops a categorical framework for structured understanding of supervised learning.
result Introduces the Gauss-Markov Adjunction for clarifying residuals and parameters.

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic numerical methods that instead return a Gauss-Markov process defining a probability d…

2014-06-10abs ↗pdf ↗

Fermat-Torricelli points help assess investment risks by smoothing series data.

problem Analyzing investment risks in series with large variance, nonlinear trends, or non-normal distributions.
method Construct Fermat-Torricelli points to reduce random component influence.
result Smoothing series by Fermat-Torricelli points reduces risk assessment errors.

New Hida-Matérn kernels enable flexible process priors and efficient GP inference.

problem Flexible modeling of stationary processes with oscillatory components.
method Introducing a new class of covariance functions (Hida-Matérn kernels) and their state space representations.
result Efficient Gaussian Process inference and improved numerical stability.

A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution xx and its first qq derivatives \emph{a priori} as a Gauss--Markov process X\boldsymbol{X}, which is…

2018-07-25abs ↗pdf ↗

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…

2017-10-19abs ↗pdf ↗

The paper provides examples of keen weakly reducible bridge spheres for links in b-bridge position.

problem Characterizing and finding examples of keen weakly reducible bridge spheres.
method Analyzing bridge spheres and their properties in terms of compressing disks and width complex.
result Infinitely many examples of keen weakly reducible bridge spheres for links in b-bridge position.

Suppose a knot in a 33-manifold is in nn-bridge position. We consider a reduction of the knot along a bridge disk DD and show that the result is an (n1)(n-1)-bridge position if and only if there is a bridge disk EE such that (D,E)(D, E) is a cancelling pair. We apply this to an unknot KK, in nn-bridge position with re…

2016-06-23abs ↗pdf ↗

We show that if KK is a knot in S3S^3 and ΣΣ is a bridge sphere for KK with high distance and 2n2n punctures, the number of perturbations of KK required to interchange the two balls bounded by ΣΣ via an isotopy is nn. We also construct a knot with two different bridge spheres with 2n2n and 2n12n-1 bridges respecti…

2009-08-25abs ↗pdf ↗

Paper explores link and plat presentations, showing equivalence under bridge isotopy.

problem Relationship between links in bridge position and plat presentations.
method Established equivalence between Hilden double coset classes of plat presentations and bridge positions up to isotopy.
result Revealed equivalence of Hilden double coset classes for n-bridge unknot and torus knots in plat position.

For any given number of crossings cc, there exists a formula to determine the number of 2-bridge knots of cc crossings, and indeed it is a simple matter to actually construct presentations of these knots. However, the determination of whether a given (prime) knot is a 2-bridge knot remains a nontrivial exercise, and …

2004-09-20abs ↗pdf ↗

New unbiased methods for generating stochastic bridges with given extrema.

problem Generating unbiased stochastic bridges with a specified extremum.
method Comparison and generalization of two algorithms for Brownian bridges to other diffusions, and application to Ornstein-Uhlenbeck and unconstrained processes.
result Generalization of unbiased generation methods to other diffusions and application to various processes.

The purpose of this note is to announce complete answers to the following questions. (1) For an essential simple loop on a 2-bridge sphere in a 2-bridge link complement, when is it null-homotopic in the link complement? (2) For two distinct essential simple loops on a 2-bridge sphere in a 2-bridge link complement, when…

2011-04-18abs ↗pdf ↗

We consider the question of learning in general topological vector spaces. By exploiting known (or parametrized) covariance structures, our Main Theorem demonstrates that any continuous linear map corresponds to a certain isomorphism of embedded Hilbert spaces. By inverting this isomorphism and extending continuously, …

2014-05-01abs ↗pdf ↗

We introduce bridge trisections of knotted surfaces in the four-sphere. This description is inspired by the work of Gay and Kirby on trisections of four-manifolds and extends the classical concept of bridge splittings of links in the three-sphere to four dimensions. We prove that every knotted surface in the four-spher…

2015-07-30abs ↗pdf ↗

We show that any non-minimal bridge decomposition of a torus knot is stabilized and that nn-bridge decompositions of a torus knot are unique for any integer nn. This implies that a knot in a bridge position is a torus knot if and only if there exists a torus containing the knot such that it intersects the bridge sphe…

2010-06-05abs ↗pdf ↗

We extend techniques due to Pardon to show that there is a lower bound on the distortion of a knot in R3\mathbb{R}^3 proportional to the minimum of the bridge distance and the bridge number of the knot. We also exhibit an infinite family of knots for which the minimum of the bridge distance and the bridge number is unb…

2017-05-23abs ↗pdf ↗