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.
Non-negative matrix factorization (NMF) is the problem of determining two non-negative low rank factors W and H, for the given input matrix A, such that A≈WH. NMF is a useful tool for many applications in different domains such as topic modeling in text mining, background separation in video analysis, …
This paper considers a cross-layer adaptive modulation system that is modeled as a Markov decision process (MDP). We study how to utilize the monotonicity of the optimal transmission policy to relieve the computational complexity of dynamic programming (DP). In this system, a scheduler controls the bit rate of the m-qu…
Financial institutions have massive computations to carry out overnight which are very demanding in terms of the consumed CPU. The challenge is to price many different products on a cluster-like architecture. We have used the Premia software to valuate the financial derivatives. In this work, we explain how Premia can …
Enhanced 3D shape analysis using information geometry.
problem Challenges in comparing 3D point clouds due to their unstructured nature and complex geometry.
method Information geometric framework for 3D point cloud shape analysis using Gaussian Mixture Models (GMMs) on a statistical manifold. Proposed MSKL divergence with upper and lower bounds.
result MSKL provides stable and monotonically varying values that directly reflect geometric variation, outperforming traditional distances and existing KL approximations.
We present the first public release of our generic neural network training algorithm, called SkyNet. This efficient and robust machine learning tool is able to train large and deep feed-forward neural networks, including autoencoders, for use in a wide range of supervised and unsupervised learning applications, such as…
Many powerful machine learning models are based on the composition of multiple processing layers, such as deep nets, which gives rise to nonconvex objective functions. A general, recent approach to optimise such "nested" functions is the method of auxiliary coordinates (MAC). MAC introduces an auxiliary coordinate for …
We generalize the prequantization central extension of a group of diffeomorphisms preserving a closed 2-form ω(ω-invariant diffeomorphisms) to an abelian extension of a group of diffeomorphisms preserving a closed vector valued 2-form ω, up to a linear isomorphism (ω-equivariant diffeomorphisms). Every abelian extensio…
We give a new variant of L2-extension theorem for the jets of holomorphic sections and discuss the relation between the extension problem of singular Hermitian metrics with semipositive curvature.
Study on flux homomorphism and its extension in symplectic group of a disk.
problem Understanding the flux homomorphism and its extension in symplectic group.
method Defined and analyzed the flux homomorphism and its extension, determined the Euler class, and investigated its relation to group 2-cocycle and Calabi invariant.
result Determined the Euler class of the flux extension and investigated its relation to group 2-cocycle and Calabi invariant.
The purpose of this paper is to show how central extensions of (possibly infinite-dimensional) Lie algebras integrate to central extensions of étale Lie 2-groups. In finite dimensions, central extensions of Lie algebras integrate to central extensions of Lie groups, a fact which is due to the vanishing of π_2 for each …
We construct a Kruskal-Szekeres-type analytic extension of the Emparan-Reall black ring, and investigate its geometry. We prove that the extension is maximal, globally hyperbolic, and unique within a natural class of extensions. The key to those results is the proof that causal geodesics are either complete, or approac…
We study the properties of Modified Riemann extensions evolving under Ricci flow. We obtain the necessary and sufficient condition for modified Riemann extension under Ricci flow to stay as modified Riemann extension. We also discuss the properties of the curvature tensors under Ricci flow.