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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.

168,695 papers · 148 categories

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111222333444 · Jun 202019922001200920172026
48 results for Gaussian quasimode solutions

Researchers solve an inverse problem for a semilinear elliptic equation on complex manifolds.

problem Determining an unknown function in a semilinear elliptic equation on complex manifolds.
method Analyzing higher order linearizations and interactions of Gaussian quasimode solutions.
result An unknown smooth function can be uniquely determined from the Dirichlet-to-Neumann map.

We consider Calderon's inverse problem with partial data in dimensions n3n \geq 3. If the inaccessible part of the boundary satisfies a (conformal) flatness condition in one direction, we show that this problem reduces to the invertibility of a broken geodesic ray transform. In Euclidean space, sets satisfying the flat…

2012-11-05abs ↗pdf ↗

Optimal estimates for spectral projection norms on compact manifolds.

problem Estimating norms of spectral projection operators on compact manifolds.
method Analyzing spectral windows with logarithmic growth and applying curvature constraints.
result Optimal estimates for L2(M)oLq(M)L^2(M) o L^q(M) norms are derived, saturating on flat or negatively curved manifolds.

We consider the anisotropic Calderon problem of recovering a conductivity matrix or a Riemannian metric from electrical boundary measurements in three and higher dimensions. In the earlier work \cite{DKSaU}, it was shown that a metric in a fixed conformal class is uniquely determined by boundary measurements under two …

2013-05-06abs ↗pdf ↗

Analyzes tunneling effects for Schrödinger operators on vector bundles.

problem Tunneling effects in quantum systems with multiple potential wells.
method Quasimodes and WKB analysis near potential wells, interaction matrix for coupling between wells.
result Polynomial prefactor for exponentially small eigenvalue splitting determined by dimension of minimal geodesics.

In the limit 0\hbar\to 0, we analyze a class of Schrödinger operators H=2L+W+VidH_\hbar = \hbar^2 L + \hbar W + V\cdot \mathrm{id} acting on sections of a vector bundle Eh\mathcal{Eh} over a Riemannian manifold MM where LL is a Laplace type operator, WW is an endomorphism field and the potential energy VV has a non-degene…

2013-09-17abs ↗pdf ↗

If (M,g)(M,g) is a compact real analytic Riemannian manifold, we give a necessary and sufficient condition for there to be a sequence of quasimodes of order o(λ)o(λ) saturating sup-norm estimates. In particular, it gives optimal conditions for existence of eigenfunctions satisfying maximal sup norm bounds. The condition is …

2013-11-15abs ↗pdf ↗

Improved estimator for least squares using random projections achieves smaller error.

problem Improving the accuracy of least squares solutions for large-scale problems.
method James-Stein estimator applied to Gaussian sketching of least squares problems.
result Upper and lower bounds match when SNR is small and data matrix is well-conditioned.

Study shows that ridgeless Gaussian kernel regression overfits even with varying bandwidth or dimensionality.

problem Analyzing overfitting in Gaussian kernel ridgeless regression with varying bandwidth or dimensionality.
method Examined the behavior of minimum norm interpolating solutions for fixed and increasing dimensions under varying bandwidth and sample size.
result Ridgeless solutions are never consistent and can be worse than null predictor with large enough noise, even with varying bandwidth or dimensionality.

Decentralized Gaussian processes for multi-agent systems.

problem Scalable and flexible learning solutions for multi-agent systems.
method Asymptotically exact decentralized solution to Gaussian processes, with online Bayesian model averaging for hyperparameter selection.
result Asymptotically exact decentralized Gaussian process approximation and online Bayesian model averaging.

This paper proposes a method to approximate non-Gaussian likelihoods in Gaussian Processes.

problem Approximating non-Gaussian likelihoods in Gaussian Processes.
method Proposes a piece-wise constant approximation for the inverse-link function.
result Yields a closed form solution for the SVGP lower bound.

One goal in Bayesian machine learning is to encode prior knowledge into prior distributions, to model data efficiently. We consider prior knowledge from systems of linear partial differential equations together with their boundary conditions. We construct multi-output Gaussian process priors with realizations in the so…

2020-02-03abs ↗pdf ↗

Efficiently predicts high-fidelity PDE solutions using multi-fidelity Gaussian processes.

problem Expensive high-fidelity solutions for PDEs on discretized domains.
method Multi-Fidelity High-Order Gaussian Process (MFHoGP) that integrates multi-fidelity examples and scales to large numbers of outputs.
result Significantly reduces the cost of high-fidelity PDE solutions through efficient Gaussian process modeling.

We prove Gaussian type bounds for the fundamental solution of the conjugate heat equation evolving under the Ricci flow. As a consequence, for dimension 4 and higher, we show that the backward limit of type I κκ-solutions of the Ricci flow must be a non-flat gradient shrinking Ricci soliton. This extends Perelman's pr…

2010-06-03abs ↗pdf ↗

A new method uses Gaussian Processes to solve power flow problems with uncertain renewable and load inputs.

problem Solving power flow problems with uncertain renewable and load inputs.
method Non-parametric Bayesian inference-based uncertainty propagation using Gaussian Processes.
result The method provides reasonably accurate solutions with fewer samples and time compared to Monte-Carlo simulations.

A new optimization algorithm for Gaussian Variational Inference on precision matrices.

problem Complex models with positive definite constraints on covariance matrices.
method Manifold Gaussian Variational Bayes (MGVBP) with natural gradient updates.
result Empirically validated as a feasible and efficient solution for VI in complex models.

The paper constructs instanton complexes on stratified pseudomanifolds.

problem Analyzing functions with non-isolated critical points on singular spaces.
method Constructing Witten instanton complexes and Hilbert complexes.
result Proves Morse inequalities for stratified pseudomanifolds.

We study a basic private estimation problem: each of nn users draws a single i.i.d. sample from an unknown Gaussian distribution, and the goal is to estimate the mean of this Gaussian distribution while satisfying local differential privacy for each user. Informally, local differential privacy requires that each data …

2018-11-20abs ↗pdf ↗

We investigate the geometric characteristics of constant gaussian curvature surfaces obtained from solutions of the G(m,n)G(m,n) sigma model. Most of these solutions are related to the Veronese sequence. We show that we can distinguish surfaces with the same gaussian curvature using additional quantities like the topologic…

2014-12-03abs ↗pdf ↗

Study proves only origin-centered spheres solve certain curvature problems.

problem Proving uniqueness of solutions to curvature problems.
method Using the Heintze-Karcher inequality, the study proves the uniqueness of smooth, strictly convex solutions to a class of Minkowski type problems.
result Only origin-centered spheres solve isotropic and LpL_p-Gaussian-Minkowski problems.

It is shown that 33 disjoint sets with fixed Gaussian volumes that partition Rn\mathbb{R}^{n} with nearly minimum total Gaussian surface area must be close to adjacent 120120 degree sectors, when n2n\geq2. These same results hold for any number mn+1m\leq n+1 of sets partitioning Rn\mathbb{R}^{n}, conditional on the solut…

2019-01-13abs ↗pdf ↗

Proposes variational Gaussian approximations for solving the Kushner equation.

problem Solving the Kushner equation for state estimation with observations.
method Tractable variational Gaussian approximations of proximal losses based on Wasserstein and Fisher metrics.
result The proposed method leads to a Gaussian flow consistent with Kalman-Bucy and Riccati flows.

Given a Gaussian Markov random field, we consider the problem of selecting a subset of variables to observe which minimizes the total expected squared prediction error of the unobserved variables. We first show that finding an exact solution is NP-hard even for a restricted class of Gaussian Markov random fields, calle…

2012-09-26abs ↗pdf ↗

This paper reviews recent advances in Gaussian process regression methods.

problem Handling uncertainties and scalability in large-scale systems with sparse data.
method Factorised Gaussian process methods, including hierarchical off-diagonal low-rank approximation and GP with Kronecker structures.
result These methods provide scalable solutions with inherent uncertainty assessment.

Fractional porous media equations yield q-Gaussian solutions for stock price returns.

problem Modeling stock price returns using fractional porous media equations.
method Analyzed three types of fractional extensions of the porous media equation.
result Local and non-local fractional extensions fit S&P 500 data better than classical models.

The paper solves a problem in metric geometry for disks with negative curvature.

problem Prescribing negative Gaussian curvature on the disk and boundary geodesic curvature.
method Variational approach and refined blow-up analysis for approximated problems.
result Existence of solutions under natural curvature assumptions.

Discontinuous Finite Element Methods (DFEM) have been widely used for solving SnS_n radiation transport problems in participative and non-participative media. In the DFEM SnS_n methodology, the transport equation is discretized into a set of algebraic equations that have to be solved for each spatial cell and angular d…

2019-06-06abs ↗pdf ↗

The paper studies heat kernels on weighted Riemannian manifolds with curvature bounds.

problem Estimating heat kernels on weighted Riemannian manifolds with lower Ricci curvature bounds.
method Establishing parabolic Harnack inequalities, proving Gaussian bounds for heat kernels, and constructing Li-Yau-type gradient estimates.
result Gaussian upper and lower bounds for the heat kernel, Liouville theorem, uniqueness property, and eigenvalue bounds.

Paper optimizes WGAN parameters for non-Gaussian data.

problem Optimizing parameters for non-Gaussian data in WGAN.
method Characterization of optimal solutions for population WGAN beyond LQG setting, using sliced Wasserstein framework.
result Closed-form optimal parameters for non-linear activation functions and non-Gaussian data derived.

Study on Kyle-Back model with risk aversion and non-Gaussian beliefs.

problem Existence of equilibrium in Kyle's insider trading model.
method Forward-backward system coupled via optimal transport constraint, stochastic representation, well-posedness of solutions.
result Existence and properties of equilibrium for small risk aversion parameter.

Study non-Gaussian measures' concentration properties in metric spaces.

problem Concentration properties for non-linear Gaussian functionals with non-Gaussian tails.
method Prove generalised Transportation-Cost Inequalities (TCIs) for specific functionals.
result Extended TCIs for rough volatility and Parabolic Anderson Model.

Study on learning sparse fixed-structure Gaussian Bayesian networks with near-optimal sample complexity.

problem Learning a fixed-structure Gaussian Bayesian network up to a bounded error in total variation distance.
method Analysis of node-wise least squares regression and introduction of BatchAvgLeastSquares and CauchyEst algorithms.
result BatchAvgLeastSquares and CauchyEstTree have near-optimal sample complexity.

Unified framework solves nonlinear PDEs and IPs using Gaussian processes.

problem Solving and identifying parameters in nonlinear PDEs and inverse problems.
method Gaussian process framework approximating solutions as MAP estimators, reducing to finite-dimensional optimization problem.
result Unified method converges in a small number of iterations for various PDEs.

Novel method uses Gaussian process to estimate particle sizes from scattering data.

problem Estimating particle size distributions from noisy optical scattering measurements.
method Constrained Gaussian process regression with normalization constraints.
result Accurately reconstructs particle size distributions from noisy data.