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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 Iterated Function Systems

This work's purpose is to understand the dynamics of some social systems whose properties can be captured by certain iterated function systems. To achieve this intension, we start from the theory of iterated function systems, and then we study two specific economic models on random utility function and optimal stochast…

2012-09-21abs ↗pdf ↗

Recurrent iterated function systems (RIFSs) are improvements of iterated function systems (IFSs) using elements of the theory of Marcovian stochastic processes which can produce more natural looking images. We construct new RIFSs consisting substantially of a vertical contraction factor function and nonlinear transform…

2013-04-07abs ↗pdf ↗

Study on self-similar sets on Riemannian manifolds with new separation conditions.

problem Analyzing self-similar sets on Riemannian manifolds with new separation conditions.
method Formulated weak separation and finite type conditions for conformal iterated function systems on Riemannian manifolds.
result Obtained formulas for Hausdorff dimensions of self-similar and graph self-similar sets.

The two main theorems of this paper provide a characterization of hyperbolic affine iterated function systems defined on Rm. Atsushi Kameyama (Distances on Topological Self-Similar Sets, Proceedings of Symposia in Pure Mathematics, Volume 72.1, 2004) asked the following fundamental question: given a topological self-si…

2009-08-10abs ↗pdf ↗

Adaptive optimal control of nonlinear dynamic systems with deterministic and known dynamics under a known undiscounted infinite-horizon cost function is investigated. Policy iteration scheme initiated using a stabilizing initial control is analyzed in solving the problem. The convergence of the iterations and the optim…

2015-05-20abs ↗pdf ↗

Let ΛΛ be the limit set of a conformal dynamical system, i.e. a Kleinian group acting on either finite- or infinite-dimensional real Hilbert space, a conformal iterated function system, or a rational function. We give an easily expressible sufficient condition, requiring that the limit set is not too much bigger than …

2015-04-07abs ↗pdf ↗

In this paper, two Q-learning (QL) methods are proposed and their convergence theories are established for addressing the model-free optimal control problem of general nonlinear continuous-time systems. By introducing the Q-function for continuous-time systems, policy iteration based QL (PIQL) and value iteration based…

2014-10-11abs ↗pdf ↗

Adaptive neural network approximates stochastic system densities.

problem Approximating high-dimensional stochastic dynamical systems.
method Temporal KRnet (tKRnet) trained with adaptive collocation points and temporal decomposition.
result Improves density approximation for stochastic systems without curse of dimensionality.

Efficiently differentiate functions of large matrices using new adjoint systems.

problem Differentiating functions of large matrices in scientific and probabilistic machine learning models.
method Deriving and implementing new adjoint systems for Lanczos and Arnoldi iterations in JAX.
result Efficient differentiation of PDEs, Gaussian process models, and Bayesian neural networks.

An iterated function system ΦΦ consisting of contractive similarity mappings has a unique attractor FRdF \subseteq \mathbb{R}^d which is invariant under the action of the system, as was shown by Hutchinson [Hut]. This paper shows how the action of the function system naturally produces a tiling T\mathcal{T} of the con…

2006-06-05abs ↗pdf ↗

Deep networks analyzed using IFS theory for stability and generalization.

problem Stability and generalization of deep neural networks.
method Viewing deep architectures as place-dependent IFS and applying results from random dynamical systems.
result Derivation of a Wasserstein generalization bound and a new training objective.

This dissertation advances scalable Gaussian processes using iterative methods and pathwise conditioning.

problem The classical Gaussian process formulation is not scalable for large datasets and modern hardware.
method Combining iterative methods and pathwise conditioning to improve scalability.
result Significantly reduced memory requirements and facilitated application to larger datasets.

Paper proposes a pre-conditioning method to speed up gradient descent in multi-agent optimization.

problem Speed up convergence of gradient descent in multi-agent optimization problems.
method Iterative pre-conditioning approach to mitigate the effect of problem conditioning.
result Significant improvement in convergence speed of gradient descent method.

In this paper, we introduce the "coupled Ricci iteration", a dynamical system related to the Ricci operator and twisted Kähler-Einstein metrics as an approach to the study of coupled Kähler-Einstein (CKE) metrics. For negative first Chern class, we prove the smooth convergence of the iteration. For positive first Chern…

2019-01-28abs ↗pdf ↗

Adaptive optimal control using value iteration (VI) initiated from a stabilizing policy is theoretically analyzed in various aspects including the continuity of the result, the stability of the system operated using any single/constant resulting control policy, the stability of the system operated using the evolving/ti…

2014-12-17abs ↗pdf ↗

Given an iterated function system of affine dilations with fixed points the vertices of a regular polygon, we characterize which points in the limit set lie on the boundary of its convex hull.

2018-11-16abs ↗pdf ↗

Iterative method learns unknown constraints for MPC control.

problem Learning to satisfy unknown polyhedral state constraints in iterative MPC.
method Collects and improves estimates of unknown constraints using collected data, designs an MPC controller to satisfy the estimated constraints.
result Robust and probabilistic guarantees of constraint satisfaction as a function of task iterations.

iDEM generates samples from Boltzmann densities without data.

problem Generating statistically independent samples from unnormalized distributions.
method Iterative algorithm using energy and gradient for diffusion-based sampler training.
result iDEM achieves state-of-the-art performance and trains faster than existing methods.

Theoretical model for iterative user discovery in recommender systems.

problem Iterative feedback loops in recommender systems and their biases.
method Theoretical framework to model system evolution and convergence properties.
result Theoretical bounds and convergence properties on user discovery and blind spots.

Paper learns Koopman operator from sparse data, escaping function space constraints.

problem Learning Koopman operator from non-closed function spaces.
method Operator stochastic approximation algorithm using conditional mean embeddings (CME).
result Online sparse learning algorithm with trajectory-based sampling guarantees.

A large class of semi-Hamiltonian systems of hydrodynamic type is interpreted as the equations governing families of critical points of functions obeying the classical linear Darboux equations for conjugate nets.The distinguished role of the Euler-Poisson-Darboux equations and associated Lauricella-type functions is em…

2014-11-21abs ↗pdf ↗

Machine learning (ML) training algorithms often possess an inherent self-correcting behavior due to their iterative-convergent nature. Recent systems exploit this property to achieve adaptability and efficiency in unreliable computing environments by relaxing the consistency of execution and allowing calculation errors…

2018-10-17abs ↗pdf ↗

A central challenge faced by memory systems is the robust retrieval of a stored pattern in the presence of interference due to other stored patterns and noise. A theoretically well-founded solution to robust retrieval is given by attractor dynamics, which iteratively clean up patterns during recall. However, incorporat…

2018-11-23abs ↗pdf ↗

Refines neural network predictions using background knowledge for improved accuracy.

problem Compensate for lack of labeled data in neural networks.
method Introduces differentiable refinement functions and Iterative Local Refinement (ILR) algorithm to refine predictions efficiently and accurately.
result ILR finds competitive results in MNIST addition task and refines predictions on complex SAT formulas.

Algorithm optimizes system design and control for better rewards.

problem Optimizing system design and control for maximum rewards.
method Deep reinforcement learning combining policy gradient and model-based optimization.
result DEPS algorithm outperforms state-of-the-art methods in various environments.

We present a general theory of fractal transformations and show how it leads to a new type of method for filtering and transforming digital images. This work substantially generalizes earlier work on fractal tops. The approach involves fractal geometry, chaotic dynamics, and an interplay between discrete and continuous…

2011-02-15abs ↗pdf ↗

Model-free approaches for reinforcement learning (RL) and continuous control find policies based only on past states and rewards, without fitting a model of the system dynamics. They are appealing as they are general purpose and easy to implement; however, they also come with fewer theoretical guarantees than model-bas…

2018-04-17abs ↗pdf ↗

The performance of deep (reinforcement) learning systems crucially depends on the choice of hyperparameters. Their tuning is notoriously expensive, typically requiring an iterative training process to run for numerous steps to convergence. Traditional tuning algorithms only consider the final performance of hyperparame…

2019-09-20abs ↗pdf ↗

This is a paper about geometry of (iterated) variations. We explain why no sources of divergence are built into the Batalin-Vilkovisky (BV) Laplacian, whence there is no need to postulate any ad hoc conventions such as "δ(0)=0δ(0)=0" and "logδ(0)=0\logδ(0)=0" within BV-approach to quantisation of gauge systems. Remarkably, the ge…

2013-12-04abs ↗pdf ↗