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.

168,742 papers · 148 categories

Trend · papers per month

2468 · Nov 201919922001200920172026
48 results for Kechris-Pestov-Todorčević machinery

EVI-MMD approximates target distributions via MMD minimization with adaptive kernel.

problem Approximating target distributions using kernel discrepancy methods.
method EVI-MMD uses Maximum Mean Discrepancy (MMD) to minimize kernel discrepancy, solving ODEs with implicit Euler scheme and L-BFGS optimization.
result EVI-MMD with adaptive bandwidth selection significantly improves performance in sampling problems.

A new EVI framework improves ParVI methods by maintaining variational structure and reducing KL-divergence.

problem Improving variational inference methods for better approximation of target distributions.
method EVI framework that minimizes the VI objective function based on an energy-dissipation law, including a new 'Approximation-then-Variation' scheme.
result The new scheme significantly decreases KL-divergence and outperforms existing ParVI methods in fidelity.

New method accelerates energetic variational inference using particle dynamics.

problem Efficiently solving variational inference problems with reduced computational cost.
method Particle-based variational inference with implicit scheme, inspired by energy quadratization and operator splitting.
result Significantly reduces computational cost compared to existing methods.

New rule reduces exploration regret to logarithmic, improving bad episode handling.

problem Improving exploration regret in average reward MDPs.
method Replacing Doubling Trick with Vanishing Multiplicative rule in EVI-based algorithms.
result Regret is logarithmic under the new rule, significantly better than linear.

Unified approach to analysis on Ricci nonnegative manifolds and flows using optimal transport.

problem Generalizing Perelman's functionals to super Ricci flows.
method Optimal transport, Bochner inequality, gradient estimates, EVI.
result Unified condition equivalent to Ricci nonnegativity for smooth evolutions of Riemannian manifolds.

The ability to generalize is an important feature of any intelligent agent. Not only because it may allow the agent to cope with large amounts of data, but also because in some environments, an agent with no generalization capabilities cannot learn. In this work we outline several criteria for generalization, and prese…

2015-04-09abs ↗pdf ↗

This is the second of a series of papers which are devoted to a comprehensive theory of maps between orbifolds. In this paper, we develop a basic machinery for studying homotopy classes of such maps. It contains two parts: (1) the construction of a set of algebraic invariants -- the homotopy groups, and (2) an analog o…

2006-10-02abs ↗pdf ↗

This article presents an empirical study of thirteen derivative markets for commodity and financial assets. It compares the statistical properties of futures contracts's daily returns at different maturities, from 1998 to 2010 and for delivery dates up to 120 months. The analysis of the fourth first moments of the dist…

2010-10-28abs ↗pdf ↗

New theory proves representability of PDE solutions without complex machinery.

problem Proving representability of PDE solutions using traditional methods is difficult.
method Developed a new model of derived differential geometry using CC^\infty-bornological rings.
result Representability of derived moduli stacks of PDE solutions naturally follows from an Artin-Lurie style theorem.

For a real or complex semisimple Lie group GG and two nested parabolic subgroups QPGQ\subset P\subset G, we study parabolic geometries of type (G,Q)(G,Q). Associated to the group PP, we introduce a class of relative natural bundles and relative tractor bundles and construct some basic invariant differential operators on …

2015-10-14abs ↗pdf ↗

We prove that the Casimir operator acting on sections of a homogeneous vector bundle over a generalized flag manifold naturally extends to an invariant differential operator on arbitrary parabolic geometries. We study some properties of the resulting invariant operators and compute their action on various special types…

2007-08-23abs ↗pdf ↗

New method detects bearing faults using multivariate statistical process control.

problem Early detection of bearing faults in rotating machinery.
method Multivariate statistical process control charts applied to Fourier transform features of fixed-time batches.
result Effectiveness in detecting bearing faults across different conditions.

In this work, we develop a novel Bayesian estimation method for the Dirichlet process (DP) mixture of the inverted Dirichlet distributions, which has been shown to be very flexible for modeling vectors with positive elements. The recently proposed extended variational inference (EVI) framework is adopted to derive an a…

2018-07-27abs ↗pdf ↗

We study a coupled system of controlled stochastic differential equations (SDEs) driven by a Brownian motion and a compensated Poisson random measure, consisting of a forward SDE in the unknown process X(t)X(t) and a \emph{predictive mean-field} backward SDE (BSDE) in the unknowns Y(t),Z(t),K(t,)Y(t), Z(t), K(t,\cdot). The driver of …

2015-05-19abs ↗pdf ↗

The study finds that the export shares of machinery and food/crude materials are significantly correlated with GDP.

problem Understanding the relationship between export shares and GDP across different commodity sectors.
method Analysis of GDP and international trade data using the SITC classification from 1962 to 2000.
result The export shares of machinery and food/crude materials are significantly correlated with GDP, following a power-law relationship.

Extends confining subset theory to describe hyperbolic actions of solvable groups with higher rank abelianizations.

problem Describing hyperbolic actions of solvable groups with higher rank abelianizations.
method Extends confining subset theory to apply to solvable groups with higher rank abelianizations.
result Complete description of hyperbolic actions of generalized solvable Baumslag-Solitar groups.

The health state assessment and remaining useful life (RUL) estimation play very important roles in prognostics and health management (PHM), owing to their abilities to reduce the maintenance and improve the safety of machines or equipment. However, they generally suffer from this problem of lacking prior knowledge to …

2018-07-16abs ↗pdf ↗

Instantons on various spaces can be constructed via a generalization of the Fourier transform called the ADHM-Nahm transform. An explicit use of this construction, however, involves rather tedious calculations. Here we derive a simple formula for instantons on a space with one periodic direction. It simplifies the ADHM…

2015-08-31abs ↗pdf ↗

We prove a version of the Tits alternative for groups acting on complete, finite rank median spaces. This shows that group actions on finite rank median spaces are much more restricted than actions on general median spaces. Along the way, we extend to median spaces the Caprace-Sageev machinery and part of Hagen's theor…

2017-08-03abs ↗pdf ↗

We study minimal graphs in the homogeneous Riemannian 3-manifold PSL2(R)~\widetilde{PSL_2(\mathbb{R})} and we give examples of invariant surfaces. We derive a gradient estimate for solutions of the minimal surface equation in this space and develop the machinery necessary to prove a Jenkins-Serrin type theorem for solutions …

2010-02-24abs ↗pdf ↗

We give a global version of the Bryant representation of surfaces of constant mean curvature one (cmc-1) in hyperbolic space. This allows to set the associated non-abelian period problem in the framework of flat unitary vector bundles on Riemann surfaces. We use this machinery to prove the existence of certain cmc-1 su…

2006-11-20abs ↗pdf ↗

Systematic prolongation for Killing two-tensors in symmetric spaces.

problem Understanding Killing two-tensors in symmetric spaces.
method Systematic prolongation procedure for Killing two-tensors, focusing on locally symmetric spaces.
result Natural quadratic mapping from Killing fields to Killing two-tensors on irreducible locally symmetric spaces of compact type.

We study Hamiltonian stationary Lagrangian surfaces in C^2, i.e. Lagrangian surfaces in C^2 which are stationary points of the area functional under smooth Hamiltonian variations. Using loop groups, we propose a formulation of the equation as a completely integrable system. We construct a Weierstrass type representatio…

2000-09-22abs ↗pdf ↗

In this paper, we present a probability one convergence proof, under suitable conditions, of a certain class of actor-critic algorithms for finding approximate solutions to entropy-regularized MDPs using the machinery of stochastic approximation. To obtain this overall result, we prove the convergence of policy evaluat…

2019-07-13abs ↗pdf ↗

Harmonic maps pull convex functions on metric spaces to subharmonic ones.

problem Understanding how convex functions behave under harmonic maps on metric spaces.
method Proving subharmonicity of pullbacks of convex functions by harmonic maps in metric spaces.
result The pullback of a convex function by a harmonic map is subharmonic in metric spaces.

New method improves anomaly detection in acoustic signals.

problem Poor anomaly detection performance in existing acoustic signal-based unsupervised methods.
method Deep autoencoding Gaussian mixture model with hyper-parameter optimization.
result Significantly improved anomaly detection performance compared to previous methods.

We extend Massey products from cohomology to differential cohomology via stacks, organizing and generalizing existing constructions in Deligne cohomology. We study the properties and show how they are related to more classical Massey products in de Rham, singular, and Deligne cohomology. The setting and the algebraic m…

2015-10-21abs ↗pdf ↗

Proves Laplacian and Lichnerowicz Laplacian are sectorial in weighted Hölder spaces.

problem Analyzing sectoriality of Laplacian and Lichnerowicz Laplacian on asymptotically hyperbolic spaces.
method Proves sectoriality in weighted Hölder spaces using asymptotically hyperbolic metrics.
result Analytic semigroups apply, yielding well-posedness results for parabolic evolution equations.