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.
We solve the regularity problem for Milnor's infinite dimensional Lie groups in the C0-topological context, and provide necessary and sufficient regularity conditions for the (standard) Ck-topological setting. We prove that the evolution map is C0-continuous on its domain iff the Lie gro…
We solve the regularity problem for Milnor's infinite dimensional Lie groups in the asymptotic estimate context. Specifically, let G be a Lie group with asymptotic estimate Lie algebra g, and denote its evolution map by evol:D≡dom[evol]→G, i.e.…
A hermitian algebra is a unital associative C-algebra endowed with an involution such that the spectra of self-adjoint elements are contained in R. In the case of an algebra A endowed with a Mackey-complete, locally convex topology such that the set of invertible elements is open an…
In the dual LΦ∗ of a Δ2-Orlicz space LΦ, that we call a dual Orlicz space, we show that a proper (resp. finite) convex function is lower semicontinuous (resp. continuous) for the Mackey topology τ(LΦ∗,LΦ) if and only if on each order interval [−ζ,ζ]={ξ:−ζ≤ξ≤ζ} (ζ∈LΦ∗), it is lowe…
Mackey showed that for a compact Lie group K, the pair (K,C0(K)) has a unique non-trivial irreducible covariant pair of representations. We study the relevance of this result to the unitary equivalence of quantizations for an infinite-dimensional family of K×K invariant polarizations on T∗K. The …
We define and study the Burnside quotient Green ring of a Mackey functor. Some refinements of Dress induction theory are presented, together with applications to computation results for K-theory and L-theory of finite and infinite groups.
Study on diffeologies on locally convex spaces and smooth multiplication of distributions.
problem Geometric characterization and smoothness of distribution multiplication.
method Investigation of canonical and c∞-diffeologies on locally convex spaces, proving geometric characterizations, and comparing diffeologies.
result Established a framework for nonlinear distribution theory beyond manifolds, realizing microlocally multipliable distributions as a diffeological colimit.
We construct for an equivariant cohomology theory for proper equivariant CW-complexes an equivariant Chern character, provided that certain conditions about the coefficients are satisfied. These conditions are fulfilled if the coefficients of the equivariant cohomology theory possess a Mackey structure. Such a structur…
We present a deep learning model, DE-LSTM, for the simulation of a stochastic process with an underlying nonlinear dynamics. The deep learning model aims to approximate the probability density function of a stochastic process via numerical discretization and the underlying nonlinear dynamics is modeled by the Long Shor…
This is an introduction to the author's recent work on constrained systems. Firstly, a generalization of the Marsden-Weinstein reduction procedure in symplectic geometry is presented - this is a reformulation of ideas of Mikami-Weinstein and Xu. Secondly, it is shown how this procedure is quantized by Rieffel induction…
Lie's Third Theorem, asserting that each finite-dimensional Lie algebra is the Lie algebra of a Lie group, fails in infinite dimensions. The modern account on this phenomenon is the integration problem for central extensions of infinite-dimensional Lie algebras, which in turn is phrased in terms of an integration proce…
ICA accurately estimates treatment effects even with confounders.
problem Estimating treatment effects in the presence of confounding variables.
method Uses Independent Component Analysis (ICA) to identify latent sources and estimate mixing coefficients.
result Linear ICA can consistently estimate multiple treatment effects, even with Gaussian confounders, and is more sample-efficient than Orthogonal Machine Learning (OML).
For the cotangent bundle T∗K of a compact Lie group K, we study the complex-time evolution of the vertical tangent bundle and the associated geometric quantization Hilbert space L2(K) under an infinite-dimensional family of Hamiltonian flows. For each such flow, we construct a generalized coherent state tra…
Extends particle classification to curved space-times using groupoids.
problem Classifying elementary particles in curved space-time.
method Developed a new definition of elementary particles as irreducible projective representations of kinematical groupoids, extending Wigner's program.
result Classification of elementary particles valid for a wide range of space-times, including new massless particles in magnetic-like backgrounds.
Group equivariant and steerable convolutional neural networks (regular and steerable G-CNNs) have recently emerged as a very effective model class for learning from signal data such as 2D and 3D images, video, and other data where symmetries are present. In geometrical terms, regular G-CNNs represent data in terms of s…
Global models outperform univariate benchmarks in complex time series forecasting.
problem Comparing global forecasting models to univariate benchmarks in various challenging scenarios.
method Simulated datasets with controlled characteristics, including homogeneity, complexity, and series lengths. Global forecasting models (RNN, LGBM) compared to univariate techniques.
result Global models like RNN and LGBM are competitive in complex scenarios with short series lengths and heterogeneous data.
We solve the Dirichlet problem for the complex Monge-Ampère equation on a strictly pseudoconvex with the right hand side being a positive Borel measure which is dominated by the Monge-Ampère measure of a Hölder continuous plurisubharmonic function. If the boundary data is continuous, then the solution is continuous. If…
Continuous time framework for discrete data denoising models.
problem Efficient training and sampling for discrete data denoising models.
method Formulated as Continuous Time Markov Chains (CTMCs), efficient training using continuous time ELBO, high-dimensional CTMC simulation, novel theoretical error bound.
result Continuous time treatment enables novel theoretical error bound between generated and true data distributions.