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.

169,181 papers · 148 categories

Trend · papers per month

82163245326 · Jun 202019922001200920182026
48 results for Haar system

The paper defines Haar system preserving morphisms and applies them to groupoid CC^*-algebras.

problem Understanding and constructing inverse systems of groupoids.
method Defining Haar system preserving morphisms and using them to induce *-morphisms between convolution algebras.
result Inverse systems of groupoids with Haar system preserving bonding maps have limits, and corresponding direct systems of groupoid CC^*-algebras.

Novel Haar-Laplacian for directed graphs enhances spectral graph applications.

problem Lack of suitable Laplacian for directed graphs in spectral graph theory.
method Inspired by Haar-like transformation, introduces a Hermitian matrix preserving direction and weight.
result HaarNet outperforms in weight prediction and denoising on directed graphs.

Haar scattering networks improve pattern recognition across various tasks.

problem Improving pattern recognition in diverse tasks like regression and classification.
method Stacking convolutional filters based on Haar wavelets followed by non-linear operators.
result Outperformed best algorithms in 4 out of 18 data classification problems.

This work proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

problem Proving the asymptotic freeness of layerwise Jacobians in multilayer perceptrons (MLPs).
method Replacing each layer's parameter matrix with itself multiplied by a Haar orthogonal matrix, and using the invariance of the MLP.
result Proves the asymptotic freeness of layerwise Jacobians in MLPs with Haar orthogonal matrices.

Paper interprets deep learning using decision trees and Haar wavelets.

problem Understanding the function approximation capabilities of ReLU deep learning.
method Constructing a deep learning structure equivalent to a forest and approximating Haar wavelet functions with ReLU deep learning.
result ReLU deep learning can be considered as decision trees and approximates Haar wavelet functions with arbitrary precision.

This paper proposes a new methodology to compute Value at Risk (VaR) for quantifying losses in credit portfolios. We approximate the cumulative distribution of the loss function by a finite combination of Haar wavelets basis functions and calculate the coefficients of the approximation by inverting its Laplace transfor…

2009-04-29abs ↗pdf ↗

Introduces new algebraic structures for relational groupoids and proves a reduction theorem.

problem Developing algebraic tools for relational groupoids.
method Introduces relational groupoids and convolution algebras, provides examples, and proves a reduction theorem.
result Establishes a reduction theorem recovering the usual convolution of Lie groupoids.

Quantum neural networks converge to Gaussian processes as they grow.

problem Understanding the convergence of quantum neural networks to Gaussian processes.
method Analyzing Haar random unitary and orthogonal deep QNNs, considering input states, measurement observables, and non-independence of unitary matrix entries.
result Quantum neural networks outputs converge to Gaussian processes in the limit of large Hilbert space dimension.

The abstract theorem extends a Lie group result to Lie groupoids.

problem Expressing functions on Lie groupoids as convolutions of two functions.
method Using a lemma from Dixmier-Malliavin, Lie algebroids, and exponential map.
result Every smooth, compactly-supported function on a Lie groupoid can be expressed as a finite sum of convolutions of two such functions.

Random representations of surface groups approach asymptotic freeness in large nn limit.

problem Asymptotic freeness of Haar unitary matrices for surface groups.
method Interplay between Dehn's work and classical invariant theory.
result Expected value of trace of a fixed non-identity element is bounded as non o\infty.

Paper introduces Laplace-HDC for better binary hyperdimensional computing.

problem Improving binary hyperdimensional computing for spatial information.
method Develops Laplace-HDC using the Laplace kernel and Haar convolutional features.
result Laplace-HDC outperforms previous methods in encoding spatial information.

We introduce and study measures and densities (= geometric measures) on differentiable stacks, using a rather straightforward generalization of Haefliger's approach to leaf spaces and to transverse measures for foliations. In general we prove Morita invariance, a Stokes formula which provides reinterpretations in terms…

2016-03-05abs ↗pdf ↗

The paper reformulates U-Nets as wavelet-based models and applies this to hierarchical VAEs.

problem Theoretical understanding and regularization properties of U-Nets and their relationship to wavelets.
method Formulating a multi-resolution framework to identify U-Nets as finite-dimensional truncations of infinite-dimensional models, proving average pooling corresponds to projection, and identifying HVAEs as discretizations of multi-resolution diffusion processes.
result HVAEs learn a time representation allowing for improved parameter efficiency through weight-sharing.

Pairs of elements in quaternionic hyperbolic space have zero measure of being strongly doubly reversible.

problem Characterizing pairs of elements in quaternionic hyperbolic space that are strongly doubly reversible.
method Analyzing conjugacy conditions and using Haar measure.
result The set of strongly doubly reversible pairs has Haar measure zero in $\PSp(n,1) imes \PSp(n,1)$.

Develops new e-processes and confidence sequences for Gaussian means with unknown variance.

problem Constructing valid t-tests and confidence sequences for Gaussian means with unknown variance.
method Explores generalized nonintegrable martingales and extended Ville's inequality, developing two new e-processes and confidence sequences.
result Analyzes the width of resulting confidence sequences with a polynomial dependence on error probability, proving it to be unavoidable and even better than classical fixed-sample t-tests.

Study proves existence of regions minimizing perimeter in specific geometric structures.

problem Existence of isoperimetric regions in sub-Finsler nilpotent groups.
method Analyzes nilpotent Lie groups with a bracket-generating distribution and asymmetric norms.
result Proves existence of minimizers of perimeter under volume constraint.

Deep neural networks' Jacobian spectrum becomes well-conditioned with orthogonal weights.

problem Understanding and handling the Jacobian spectrum of deep neural networks.
method Applying free probability theory to show almost sure asymptotic freeness of Jacobians in the wide limit.
result Layer-wise Jacobians of deep neural networks with orthogonal weights are almost surely asymptotically free.

Polynomial-time algorithm forecasts TV-bounded sequences with optimal error rate.

problem Online forecasting of sequences with bounded total variation under noisy observations.
method Designing an O(nlogn)O(n\log n)-time algorithm leveraging Haar wavelet basis and adaptivity.
result Achieves optimal O(n1/3)O(n^{1/3}) cumulative square error with high probability.

We perform wavelet decomposition of high frequency financial time series into large and small time scale components. Taking the FTSE100 index as a case study, and working with the Haar basis, it turns out that the small scale component defined by most (\simeq 99.6%) of the wavelet coefficients can be neglected for th…

2011-03-18abs ↗pdf ↗

HD algorithm simulates dynamics on random matrix ensembles without generating full matrices.

problem Simulating dynamics on dense random matrix ensembles with high space and time complexity.
method Householder reflectors for adaptive and recursive construction, deferring decisions.
result Significant reductions in runtime and memory footprint for practical TnT \ll n.

Let G be a real compact connected simple Lie group, and g its Lie algebra. We study the problem of determining, from root data, when a sum of adjoint orbits in g, or a product of conjugacy classes in G, contains an open set. Our general methods allow us to determine exactly which sums of adjoint orbits in su(m) and pro…

2009-10-09abs ↗pdf ↗

New theory connects random matrices to surface graphs and mapping class groups.

problem Understanding moments of measures induced by free words on unitary matrices.
method Study measures induced by free words on U(n) and relate to surfaces and mapping class groups.
result Every moment of the measure on U(n) is determined by pairs (Σ, f) involving surfaces and maps.

The paper improves on existing algorithms for minimizing different types of regret in online learning.

problem Minimizing external, internal, and swap regret in online learning with multiple experts.
method Develops a single algorithm using φ-regret minimization and Haar-wavelet-inspired matrix features to achieve optimal bounds in various scenarios.
result Achieves optimal bounds for external, internal, and swap regrets in different expert scenarios.

Formula calculates higher moments of Siegel-Veech transform over Hecke triangle groups.

problem Computing higher moments of Siegel-Veech transform over specific groups.
method Geometric results and linear algebra to create integration formulas.
result Explicit integration formulas for densities of vector orbits.