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.
New method calculates super-hedging prices with transaction costs.
New dual formulation reduces generalization error for ERM-fDR.
Dual optimization connects ERM-fDR to normalization function.
The Heston model is a popular stock price model with stochastic volatility that has found numerous applications in practice. In the present paper, we study the Riemannian distance function associated with the Heston model and obtain explicit formulas for this function using geometrical and analytical methods. Geometric…
New knots share same Upsilon invariant despite different Alexander polynomials.
Empirical time series of inter-event or waiting times are investigated using a modified Multifractal Detrended Fluctuation Analysis operating on fluctuations of mean detrended dynamics. The core of the extended multifractal analysis is the non-monotonic behavior of the generalized Hurst exponent -- the fundament…
Many recent successful (deep) reinforcement learning algorithms make use of regularization, generally based on entropy or Kullback-Leibler divergence. We propose a general theory of regularized Markov Decision Processes that generalizes these approaches in two directions: we consider a larger class of regularizers, and…
The paper tackles efficient computation of optimal transport by approximating conjugates with amortized optimization.
Researchers develop a new framework to control neural network sensitivity.
Regularized empirical risk minimization with constrained labels (in contrast to fixed labels) is a remarkably general abstraction of learning. For common loss and regularization functions, this optimization problem assumes the form of a mixed integer program (MIP) whose objective function is non-convex. In this form, t…
We study dual-based algorithms for distributed convex optimization problems over networks, where the objective is to minimize a sum of functions over in a network. We provide complexity bounds for four different cases, namely: each function is strongly convex and smooth, each function is ei…
Study extends geodesic ray transform results to orientable surfaces.
We analyze Darboux transformations in very general settings for multidimensional linear partial differential operators. We consider all known types of Darboux transformations, and present a new type. We obtain a full classification of all operators that admit Wronskian type Darboux transformations of first order and a …
Introduces pseudo-codecomposition of transformation groups.
This paper investigates efficient Transformers and finds they scale with problem size.
The conformal geometry of spacelike surfaces in 4-dimensional Lorentzian space forms has been studied by the authors in a previous paper, where the so-called polar transform was introduced. Here it is shown that this transform preserves spacelike conformal isothermic surfaces. We relate this new transform with the know…
Transformation Equivariant Representations (TERs) aim to capture the intrinsic visual structures that equivary to various transformations by expanding the notion of {\em translation} equivariance underlying the success of Convolutional Neural Networks (CNNs). For this purpose, we present both deterministic AutoEncoding…
Data is said to follow the transform (or analysis) sparsity model if it becomes sparse when acted on by a linear operator called a sparsifying transform. Several algorithms have been designed to learn such a transform directly from data, and data-adaptive sparsifying transforms have demonstrated excellent performance i…
Transforms classical connections using pushforwards and gauge transformations.
Transformers interpret as probabilistic mixtures, offering new insights.
Study normal operators of double fibration transforms with conjugate points.
A certain spectrum, indexed by a\in[0,\infty], of upper bounds P_a(X;x) on the tail probability P(X\geq x), with P_0(X;x)=P(X\geq x) and P_\infty(X;x) being the best possible exponential upper bound on P(X\geq x), is shown to be stable and monotonic in a, x, and X, where x is a real number and X is a random variable. T…
Transformer-MGK replaces redundant heads with Gaussian key mixtures, improving efficiency and performance.
B-cos transformers explain Vision Transformers' decisions.
Novel power transform unifies various mathematical functions.
Algorithm finds optimal affine transformation to minimize overall distortion.
XR-Transformer accelerates XMC by recursively fine-tuning on multi-resolution objectives.
We study the dynamics of the discrete bicycle (Darboux, Backlund) transformation of polygons in n-dimensional Euclidean space. This transformation is a discretization of the continuous bicycle transformation, recently studied by Foote, Levi, and Tabachnikov. We prove that the respective monodromy is a Moebius transform…
Data augmentation (DA) is fundamental against overfitting in large convolutional neural networks, especially with a limited training dataset. In images, DA is usually based on heuristic transformations, like geometric or color transformations. Instead of using predefined transformations, our work learns data augmentati…
We propose a new class of transforms that we call {\it Lehmer Transform} which is motivated by the {\it Lehmer mean function}. The proposed {\it Lehmer transform} decomposes a function of a sample into their constituting statistical moments. Theoretical properties of the proposed transform are presented. This transform…
Transformers struggle to approximate smooth functions, relying on piecewise constant approximations.
The Weyl transform is introduced as a rich framework for data representation. Transform coefficients are connected to the Walsh-Hadamard transform of multiscale autocorrelations, and different forms of dyadic periodicity in a signal are shown to appear as different features in its Weyl coefficients. The Weyl transform …
We define a transformation on harmonic maps from a Riemann surface into the 2-sphere which depends on a complex parameter, the so-called mu-Darboux transformation. In the case when the harmonic map N is the Gauss map of a constant mean curvature surface f and the parameter is real, the mu-Darboux transformation of -N i…
In this paper, we study robust tensor completion by using transformed tensor singular value decomposition (SVD), which employs unitary transform matrices instead of discrete Fourier transform matrix that is used in the traditional tensor SVD. The main motivation is that a lower tubal rank tensor can be obtained by usin…
One of the most challenging problems in the domain of 2-D image or 3-D shape is to handle the non-rigid deformation. From the perspective of transformation groups, the conformal transformation is a key part of the diffeomorphism. According to the Liouville Theorem, an important part of the conformal transformation is t…
We begin by considering several properties commonly (but not universally) possessed by Bäcklund transformations between hyperbolic Monge-Ampère equations: wavelike nature of the underlying equations, preservation of independent variables, quasilinearity of the transformation, and autonomy of the transformation. We show…
Geometric approach uses Bäcklund transformations to create integrable discrete analogs of surface nets.
New geometric transformations link discrete and continuous curve motions.
SPTN uses invertible transformations to improve sum-product networks.
FEDformer combines Transformer with seasonal-trend decomposition for efficient long-term forecasting.
One-layer transformers can't solve induction heads task efficiently.
BoostTransformer uses boosting to improve transformer efficiency and accuracy.
We study an analogue of the classical Bianchi-Darboux transformation for L-isothermic surfaces in Laguerre geometry, the Bianchi-Darboux transformation. We show how to construct the Bianchi-Darboux transforms of an L-isothermic surface by solving an integrable linear differential system. We then establish a permutabili…
We study the limiting behaviour of Darboux and Calapso transforms of polarized curves in the conformal n-dimensional sphere, when the polarization has a pole of first or second order at some point. We prove that for a pole of first order, as the singularity is approached all Darboux transforms converge to the original …
The notion of a generalized harmonic inverse mean curvature surface in the Euclidean four-space is introduced. A backward Bäcklund transform of a generalized harmonic inverse mean curvature surface is defined. A Darboux transform of a generalized harmonic inverse mean curvature surface is constructed by a backward Bäck…
W-Transformers use wavelets to improve time series forecasting.
Paper proves Fourier transform for valuations, simplifying previous work.
Survey on broken ray transforms and open problems.