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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.

168,694 papers · 148 categories

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148295443590 · Jun 202019922001200920172026
48 results for KMS state

KM-GPT automates IPD reconstruction from KM plots with high accuracy and scalability.

problem Manual digitization of IPD from KM plots is error-prone and lacks scalability.
method KM-GPT integrates advanced image preprocessing, multi-modal reasoning, and iterative reconstruction algorithms.
result KM-GPT generates high-quality IPD without manual input or intervention, achieving superior accuracy.

Paper develops KMS Wasserstein for high-dimensional data reduction.

problem Optimal transport's curse of dimensionality in high-dimensional data.
method Kernel max-sliced (KMS) Wasserstein distance for dimensionality reduction.
result Sharp finite-sample guarantees for KMS pp-Wasserstein distance.

The tangent bundle TkMT^kM of order kk, of a smooth Banach manifold MM consists of all equivalent classes of curves that agree up to their accelerations of order kk. For a Banach manifold MM and a natural number kk first we determine a smooth manifold structure on TkMT^kM which also offers a fiber bundle structure f…

2014-03-12abs ↗pdf ↗

K-Medoids(KM) is a standard clustering method, used extensively on semi-metric data.Error analyses of KM have traditionally used an in-sample notion of error,which can be far from the true error and suffer from generalization gap. We formalize the true K-Medoid error based on the underlying data distribution.We decompo…

2019-05-27abs ↗pdf ↗

Study uses CNNs to upscale wind speed data from 100 km to 3 km, improving subgrid-scale variability.

problem Recovering fine-scale wind speed information from coarse data.
method Convolutional neural networks (CNNs) with different input configurations (coarse wind speed, fine-scale topography, diurnal cycle) were tested.
result CNN models with coarse wind and fine topography inputs perform best in generalizing to unseen regions.

KM method reduces ConvNet parameters to 9% higher accuracy with minimal additional memory.

problem Expensive memory usage for training ConvNets on embedded devices.
method Kernel Modulation (KM) method that adapts all network parameters for each task.
result KM delivers up to 9% higher accuracy than other parameter-efficient methods.

The study examines representations of compactly supported diffeomorphisms with a positive energy condition.

problem Analyzing projective unitary representations of compactly supported diffeomorphisms with a generalized positive energy condition.
method Investigates continuous second Lie algebra cohomology and uses it as an intermediate step to show that such representations are trivial on the identity component.
result Any such representation is trivial on the identity component of the group of compactly supported diffeomorphisms if the manifold is connected and has dimension greater than 1.

The fundamental group of a hyperbolic manifold acts on the limit set, giving rise to a cross-product C^* algebra. We construct nontrivial K-cycles for the cross-product algebra, thereby extending some results of Connes and Sullivan to higher dimensions. We also show how the Patterson-Sullivan measure on the limit set c…

2004-04-19abs ↗pdf ↗

The paper explores Hermitian structures on tangent bundles of affine manifolds with Riemannian metrics.

problem Understanding Hermitian structures on tangent bundles of affine manifolds.
method Analyzes the conditions for various generalized Kähler conditions on (TM,J1,g1)(TM,J_1,g_1) and (TkM,Jk,gk)(T^kM,J_k,g_k).
result Develops a machinery to construct generalized Kähler manifolds.

The tangent bundle TkMT^kM of order kk, of a smooth Banach manifold MM consists of all equivalent classes of curves that agree up to their accelerations of order kk. In the previous work of the author he proved that TkMT^kM, 1k1\leq k\leq \infty, admits a vector bundle structure on MM if and only if MM is endowed w…

2014-12-23abs ↗pdf ↗

New clustering method improves climate data analysis in Lesser Antilles.

problem Inducing undesirable effects in clustering algorithms using Euclidean distance.
method Replacing Euclidean distance with Expert Deviation (ED) based on symmetrized Kullback-Leibler divergence.
result KMS-ED produces more interpretable clusters with better discrimination of daily situations.

Paper develops a deforestation detection system using optical and SAR data.

problem Detecting tree-loss in dense forests using satellite data.
method Combines optical and SAR data, uses KL expansion for anomaly detection, and Hidden Markov Model for classification.
result Hybrid method achieves high accuracy and robustness in sparse optical data.

Study classifies stock price data into stationary and non-stationary periods for mechanical trading.

problem Classifying stock price fluctuations into stationary and non-stationary periods for trading.
method Stationarity analysis using KM2_2O-Langevin theory and trend-based indicators for stationary periods, oscillator-based indicators for non-stationary periods.
result Back testing confirms the strategy is a safe trading strategy with small maximum drawdown.

Unified framework maps financial market dynamics using TE and KM, revealing directional information flow.

problem Challenges in traditional correlation analysis of financial markets, especially during crises.
method Combines Transfer Entropy (TE) and Kramers-Moyal (KM) expansion to analyze dynamic interactions among major indices.
result Increased directional information flow during crises, highlighting gold-dollar and oil-equity linkages.

This work establishes the equivalence between neural networks and support vector machines.

problem Establishing the equivalence between neural networks and support vector machines.
method Proposed a method to establish the equivalence between infinitely wide neural networks trained by soft margin loss and standard soft margin SVMs with NTK trained by subgradient descent.
result The equivalence between NN and SVM is established, enabling practical applications such as non-vacuous generalization bounds and robustness certificates.

High-resolution nowcasting is an essential tool needed for effective adaptation to climate change, particularly for extreme weather. As Deep Learning (DL) techniques have shown dramatic promise in many domains, including the geosciences, we present an application of DL to the problem of precipitation nowcasting, i.e., …

2019-12-11abs ↗pdf ↗

New action-angle coordinates found for singular symplectic manifolds.

problem Existence of action-angle coordinates for singular symplectic manifolds.
method Action-angle theorem for folded symplectic integrable systems.
result New topological obstructions found for global existence of action-angle coordinates.

A simple analytically solvable model exhibiting a 1/f spectrum in an arbitrarily wide frequency range was recently proposed by Kaulakys and Meskauskas (KM). Signals consisting of a sequence of pulses show that inherent origin of the 1/f noise is Brownian fluctuations of the average intervent time between subsequent pul…

2002-01-28abs ↗pdf ↗

In complex systems such as turbulent flows and financial markets, the dynamics in long and short time-lags, signaled by Gaussian and fat-tailed statistics, respectively, calls for a unified description. To address this issue we analyze a real dataset, namely, price fluctuations, in a wide range of temporal scales to em…

2008-01-21abs ↗pdf ↗

Real-time ionospheric images created from limited data using parallel Kalman filters.

problem Monitoring ionospheric irregularities using limited spatio-temporal observations.
method Bayesian framework with parallel Kalman filters and connectivity information.
result Real-time ionospheric images with high spatio-temporal resolution can be produced.

Improved stochastic approximation method reduces residual error.

problem Reducing residual error in stochastic approximation algorithms.
method Fixed-schedule one-quarter barrier and bias-corrected acceleration.
result Achieves T1/2+o(1)T^{-1/2+o(1)} residual reduction with O(1)O(1) primitive samples.

Bayesian Gaussian Processes improve exoplanet transit and Hubble constant inference.

problem Improving exoplanet transit and Hubble constant inference using Bayesian Gaussian Processes.
method Kernel-, mean- and noise-marginalised Gaussian Processes with evidence-based model comparison and transdimensional sampling.
result Inferred Hubble constant H0H_0 values from cosmic chronometers, baryon acoustic oscillations and combined datasets are 66±6kms1Mpc166 \pm 6\, \mathrm{km}\,\mathrm{s}^{-1}\,\mathrm{Mpc}^{-1}, 67±10kms1Mpc167 \pm 10\, \mathrm{km}\,\mathrm{s}^{-1}\,\mathrm{Mpc}^{-1} and 69±6kms1Mpc169 \pm 6\, \mathrm{km}\,\mathrm{s}^{-1}\,\mathrm{Mpc}^{-1}, respectively.

We will study a linear first order system, a connection $\db$ problem, on a vector bundle equipped with a connection, over a Riemann surface. We show optimal conditions on the connection forms which allow one to find a holomorphic frame, or in other words to prove the optimal regularity of our solution. The underlying …

2013-01-11abs ↗pdf ↗

Given smooth manifolds VnV^n and MmM^m, an integer kk, and an immersion f:VMf:V\looparrowright M, we have constructed an obstruction for existence of regular homotopy of ff to an immersion f:VMf':V\looparrowright M without kk-fold points. This obstruction takes values in certain framed bordism group, and for $(k+1)(n+1)…

2002-03-13abs ↗pdf ↗

We consider the problem of clustering noisy finite-length observations of stationary ergodic random processes according to their nonparametric generative models without prior knowledge of the model statistics and the number of generative models. Two algorithms, both using the L1-distance between estimated power spectra…

2015-04-20abs ↗pdf ↗

Non-parametric estimators improve quickest changepoint detection under irregular sequence lengths.

problem Limited and irregular sequence lengths hinder application of ARL and ADD in QCD.
method Analogies with survival analysis to model detection probabilities under truncation.
result KM-ARL and KM-ADD non-parametric estimators are asymptotically unbiased.

In this article we lift Pestov's Identity on the tangent bundle of a Riemannian manifold MM to the bundle of kk-tuples of tangent vectors. We also derive an integrated version and a restriction to the frame bundle PkMP^kM of kk-frames. Finally, we discuss a dynamical application for the parallel transport on $\mathca…

2014-12-23abs ↗pdf ↗

Although a key driver of Earth's climate system, global land-atmosphere energy fluxes are poorly constrained. Here we use machine learning to merge energy flux measurements from FLUXNET eddy covariance towers with remote sensing and meteorological data to estimate net radiation, latent and sensible heat and their uncer…

2018-12-11abs ↗pdf ↗

CNN improves medium-range temperature forecasts with limited resources.

problem Limited computational resources for high-resolution temperature forecasts.
method CNN post-processing with ensemble NWP models for bias correction and spatial downscaling.
result High-resolution (5-km) surface temperature forecasts with lead times up to 5.5 days.

Predicts destinations and routes from partial trajectory data.

problem Predicting destinations and routes from partial trajectory data for applications like parking suggestions and ride-sharing.
method Three-step procedure: k-d tree-based space discretization, recurrent neural network for destination prediction, and route calculation.
result Best models predict destinations with a mean error of 1.3 km and 1.43 km.

For a finite dimensional symplectic manifold (M,ω)(M,ω) with a symplectic form ωω, corresponding loop space (LM=C(S1,M)LM=C^\infty(S^1,M)) admits a weak symplectic form ΩωΩ^ω. We prove that the loop space over $\mbr^n$ admits Darboux chart for the weak symplectic structure ΩωΩ^ω. Further, we show that inclusion map from the symp…

2013-09-06abs ↗pdf ↗

Using open source data, we observe the fascinating dynamics of nighttime light. Following a global economic regime shift, the planetary center of light can be seen moving eastwards at a pace of about 60 km per year. Introducing spatial light Gini coefficients, we find a universal pattern of human settlements across dif…

2013-03-12abs ↗pdf ↗

We apply variational inference to learn vehicle trajectory parameters from noisy data.

problem Learning parameters for vehicle trajectory estimation from noisy measurements.
method Gaussian variational inference with parameter learning in a motion and sensor model context.
result High-quality state estimates achieved even with outliers and false loop closures.

SCENE-Net improves 3D point cloud segmentation with low resource usage and transparency.

problem Lack of resources and transparency in 3D semantic segmentation models.
method SCENE-Net uses signature shapes identified via GENEOs to achieve semantic segmentation with minimal resources.
result SCENE-Net achieves comparable IoU to state-of-the-art methods with less data and computational resources.

Develops accelerated fixed-point methods with delayed oracles for scientific computing.

problem Approximating fixed points of nonexpansive operators.
method Combines Nesterov's acceleration and KM iteration with delayed inexact oracles.
result Establishes improved convergence rates for fixed-point approximation.