arXiv research

HC-GNN tackles long-range graph information and high-order neighbourhoods.

We propose a probabilistic framework for modelling and exploring the latent structure of relational data. Given feature information for the nodes in a network, the scalable deep generative relational model (SDREM) builds a deep network architecture that can approximate potential nonlinear mappings between nodes' featur…

The paper proves symplectic neighbourhood theorems for stratified subspaces.

High-order Klein geometries constructed using Lie algebras.

Paper tackles high-order inference in structured prediction tasks.

Exact partitioning of high-order planted models achieved through convex optimization.

Paper develops a high-order recombination algorithm for financial modeling.

We quantify conditions that ensure that a signed measure on a Riemannian manifold has a well defined centre of mass. We then use this result to quantify the extent of a neighbourhood on which the Riemannian barycentric coordinates of a set of $n+1$ points on an $n$-manifold provide a true coordinate chart, i.e., the ba…

We describe for any Riemannian manifold a certain infinitesimal neighbourhood of the diagonal. Semi-conformal maps are analyzed as those that preserve such neighbourhoods; harmonic maps are analyzed as those that preserve mirror image formation for pairs of points in such neighbourhoods.

Paper proposes efficient methods for high-order clustering in tensor block models.

New high-order universal portfolios outperform standard ones.

In the context of synthetic differential geometry, we study the Laplace operator an a Riemannian manifold. The main new aspect is a neighbourhood of the diagonal, smaller than the second neighbourhood usually required as support for second order differential operators. The new neighbourhood has the property that a func…

New tests detect high-order interactions without permutations.

New method for pricing options in stochastic volatility models.

New method finds significant high-order interactions efficiently.

We propose a new high-order alternating direction implicit (ADI) finite difference scheme for the solution of initial-boundary value problems of convection-diffusion type with mixed derivatives and non-constant coefficients, as they arise from stochastic volatility models in option pricing. Our approach combines differ…

In this note, we prove that given a submanifold $P$ in a Finsler manifold $(M,F)$, (i) the orthogonal geodesics to $P$ minimize the distance from $P$ at least in some interval, (ii) there exist tubular neighbourhoods around each point of $P$, (iii) the distance from $P$ is smooth in some open neighbourhood of $P$ (but …

We present a generalized Weinstein Tubular Neighbourhood theorem for Lagrangian subbundles of Symplectic fibrations. This is then used to study the space of Lagrangian fibrations of symplectic manifolds.

We describe the geometric notion of distribution in synthetic terms, utilizing the notion of "first neighbourhood of the diagonal" from algebraic geometry. We characterize involutive distributions in combinatorial terms.

We show that, in compact semisimple Lie groups and Lie algebras, any neighbourhood of the identity gets mapped, under the commutator map, to a neighbourhood of the identity.

Explicit high-order feature interactions efficiently capture essential structural knowledge about the data of interest and have been used for constructing generative models. We present a supervised discriminative High-Order Parametric Embedding (HOPE) approach to data visualization and compression. Compared to deep emb…

We study neighbourhoods of submanifolds in generalized complex geometry. Our first main result provides sufficient criteria for such a submanifold to admit a neighbourhood on which the generalized complex structure is B-field equivalent to a holomorphic Poisson structure. This is intimately tied with our second main re…

Taking into account high-order interactions among covariates is valuable in many practical regression problems. This is, however, computationally challenging task because the number of high-order interaction features to be considered would be extremely large unless the number of covariates is sufficiently small. In thi…

Finding statistically significant high-order interaction features in predictive modeling is important but challenging task. The difficulty lies in the fact that, for a recent applications with high-dimensional covariates, the number of possible high-order interaction features would be extremely large. Identifying stati…

EPINE enhances network embedding by improving adjacency matrix-based high-order proximity.

We prove a neighbourhood theorem for arbitrary knots in contact 3-manifolds. As an application we show that two topologically isotopic Legendrian knots in a contact 3-manifold become Legendrian isotopic after suitable stabilisations.

New deep learning architecture learns martingales efficiently.

A new ensemble method using random projections for kNN classification.

THS-GAN uses tensorizing and high-order pooling for AD diagnosis.

RotEqNet preserves rotation symmetry in fluid systems using high-order tensors.

Pontryagin's Maximum Principle is an outstanding result for solving optimal control problems by means of optimizing a specific function on some particular variables, the so called controls. However, this is not always enough for solving all these problems. A high order maximum principle (Krener, 1977) must be used in o…

Handles verify a manifold conjecture.

Deep model learns protein interfaces from high-order interactions.

The paper analyzes cryptocurrency trading networks using pairwise and high-order dependencies.

Novel CG-EGNNs learn equivariant functions from Clifford algebras.

AD-HOC simplifies high-order derivative calculations in C++.

The generalized correlation approach, which has been successfully used in statistical radio physics to describe non-Gaussian random processes, is proposed to describe stochastic financial processes. The generalized correlation approach has been used to describe a non-Gaussian random walk with independent, identically d…

A new method for embedding sparse high-order interactions.

Item neighbourhood methods for collaborative filtering learn a weighted graph over the set of items, where each item is connected to those it is most similar to. The prediction of a user's rating on an item is then given by that rating of neighbouring items, weighted by their similarity. This paper presents a new neigh…

We extend the scheme developed in B. Düring, A. Pitkin, "High-order compact finite difference scheme for option pricing in stochastic volatility jump models", 2019, to the so-called stochastic volatility with contemporaneous jumps (SVCJ) model, derived by Duffie, Pan and Singleton. The performance of the scheme is asse…

Enhances clustering performance with a novel high-order Laplacian matrix.

The Freund family of distributions becomes a Riemannian 4-manifold with Fisher information as metric; we derive the induced $α$-geometry, i.e., the $α$-curvature, $α$-Ricci curvature with its eigenvales and eigenvectors, the $α$-scalar curvature etc. We show that the Freund manifold has a positive constant 0-scalar cur…

We derive high-order compact finite difference schemes for option pricing in stochastic volatility models on non-uniform grids. The schemes are fourth-order accurate in space and second-order accurate in time for vanishing correlation. In our numerical study we obtain high-order numerical convergence also for non-zero …

In this paper, it is shown that a large set of connections on a suitable sub-bundle of the tangent bundle of a Finsler Manifold can be used to study all the properties of convex neighbourhoods with respect to the Finsler Metric, which are needed to see that any Complete Finsler Space is Geodesically Connected.

Paper analyzes LSA algorithm bias and error bounds with RR extrapolation.

Paper proposes an efficient algorithm to handle high-order portfolio moments.

New method disentangles high-order effects in feature importance.

Let G be a finitely presented group. Scott and Swarup have constructed a canonical splitting of G which encloses all almost invariant sets over virtually polycyclic subgroups of a given length. We give an alternative construction of this regular neighbourhood, by showing that it is the tree of cylinders of a JSJ splitt…