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

22436586 · Jun 202019922001200920172026
48 results for Modified doubling

Modified model prevents volatility from approaching zero.

problem Volatility in the Gatheral model can approach zero, making it statistically indistinguishable.
method Proposed a modified model with Skorokhod reflection to prevent volatility from approaching zero.
result The modified model prevents volatility from approaching zero, preserving the model's flexibility.

Graphs with nonnegative Bakry-Émery curvature have volume doubling and Poincaré inequalities.

problem Proving properties of graphs with specific curvature conditions.
method Graph-theoretic modified nonlinear heat-flow method, including point-mass consequences and diffusive exit-time control.
result Volume doubling and Poincaré inequalities for graphs with nonnegative Bakry-Émery curvature.

Changing kernel bandwidth during training improves kernel regression performance.

problem Improving kernel regression performance with varying model complexity.
method Investigated changing the bandwidth of a translational-invariant kernel during training for kernel regression using gradient descent.
result Kernel regression exhibits double descent behavior with decreasing model complexity (bandwidth).

Generalizes LD approach to create minimal surfaces and self-shrinkers.

problem Creating minimal surfaces and self-shrinkers using a generalized LD approach.
method Proves a theorem for constructing minimal surfaces using LD solutions and PDE gluing methods.
result Constructs new minimal surfaces and self-shrinkers via LD solutions and PDE gluing.

For any virtual link L=STL = S \cup T that may be decomposed into a pair of oriented nn-tangles SS and TT, an oriented local move of type TTT \mapsto T' is a replacement of TT with the nn-tangle TT' in a way that preserves the orientation of LL. After developing a general decomposition for the Jones polynomial of …

2019-03-10abs ↗pdf ↗

A novel double-space tensor-product RKHS framework for hybrid uncertainty sensitivity analysis.

problem Quantifying the influence of hybrid aleatory and epistemic uncertainties on high-dimensional system responses.
method A novel double-space tensor-product RKHS framework for sensitivity analysis under hybrid uncertainty.
result Concurrent double Möbius inversion orthogonally decomposes global dependence measure into pure aleatory effects, pure epistemic effects, and their interaction contributions.

We introduce a modified non-linear heat equation tu=Δu+Γu\partial_t u = Δu + Γu as a substitute of logPtf\log P_t f where PtP_t is the heat semigroup. We prove an exponential decay of ΓuΓu under the Bakry Emery curvature condition CD(K,)CD(K,\infty) and prove the Li-Yau inequality Δutn2t-Δu_t \leq \frac{n}{2t} under the Bakry Emery curv…

2019-09-23abs ↗pdf ↗

Introducing a way to modify knots using nn-trivial rational tangles, we show that knots with given values of Vassiliev invariants of bounded degree can have arbitrary unknotting number (extending a recent result of Ohyama, Taniyama and Yamada). The same result is shown for 4-genera and finite reductions of the homolog…

1999-09-09abs ↗pdf ↗

Paper tackles efficient evaluation of natural stochastic policies in offline RL.

problem Efficiency issues in evaluating natural stochastic policies due to unknown evaluation policy.
method Derive efficiency bounds for tilting and modified treatment policies, propose nonparametric estimators.
result Proposed estimators attain efficiency bounds under lax conditions and enjoy partial double robustness.

The Ward equation, also called the modified 2+1 chiral model, is obtained by a dimension reduction and a gauge fixing from the self-dual Yang-Mills field equation on R2,2R^{2,2}. It has a Lax pair and is an integrable system. Ward constructed solitons whose extended solutions have distinct simple poles. He also used a li…

2004-05-19abs ↗pdf ↗

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.

This largely technical paper is divided into two parts: part I: An account of P. Ozsvath and Z. Szabo's construction of the link surgery spectral sequence. There are no new results here, but this part slightly modifies and expands their proof and is included as an aid to part II. part II: Some modifications of the spec…

2008-08-20abs ↗pdf ↗

A Klein surface is a surface with a dianalytic structure. A double of a Klein surface XX is a Klein surface YY such that there is a degree two morphism (of Klein surfaces) YXY\rightarrow X. There are many doubles of a given Klein surface and among them the so-called natural doubles which are: the complex double, the …

2014-04-03abs ↗pdf ↗

We define a general notion of abstract double Lie algebroid. We show (1) that the double Lie algebroid of a double Lie groupoid is a double Lie algebroid in this sense; (2) that the double cotangent constructed from Lie algebroid structures on a vector bundle A and its dual A* is a double Lie algebroid if and only if (…

1998-08-17abs ↗pdf ↗

The paper analyzes ridge regression with random features for non-identically distributed data.

problem Analyzing ridge regression performance for data with heterogeneous variance profiles.
method Combining linear-plus-chaos approximation and operator-valued free probability.
result Derives asymptotic equivalents for training and test risks under non-identically distributed data.

We define double principal bundles (DPBs), for which the frame bundle of a double vector bundle, double Lie groups and double homogeneous spaces are basic examples. It is shown that a double vector bundle can be realized as the associated bundle of its frame bundle. Also dual structures, gauge transformations and conne…

2016-11-02abs ↗pdf ↗

This paper establishes an equivalence between transitive double Lie algebroids and core diagrams.

problem Understanding and characterizing transitive double Lie algebroids.
method Using core diagrams and equivalence of transitive core diagrams with transitive double Lie groupoids.
result Transitive double Lie algebroids are completely determined by their core diagrams.

In this paper, first we modify the definition of a Hom-Lie algebroid introduced by Laurent-Gengoux and Teles and give its equivalent dual description. Many results that parallel to Lie algebroids are given. In particular, we give the notion of a Hom-Poisson manifold and show that there is a Hom-Lie algebroid structure …

2016-05-16abs ↗pdf ↗

We define an abstract notion of double Lie algebroid, which includes as particular cases: (1) the double Lie algebroid of a double Lie groupoid in the sense of the author, such as the iterated tangent bundle of an ordinary manifold, and various iterated tangent/cotangent constructions in symplectic and Poisson geometry…

2000-11-24abs ↗pdf ↗

We develop new algebraic methods refining the Witt group of linking forms and Ranicki's torsion algebraic L-groups into double Witt groups and double L-groups. At each prime ideal of the underlying ring, our double Witt groups capture infinitely many more integral signatures of the linking form than the single Witt gro…

2015-03-24abs ↗pdf ↗

A theory of double affine and special double affine bundles, i.e. differential manifolds with two compatible (special) affine bundle structures, is developed as an affine counterpart of the theory of double vector bundles. The motivation and basic examples come from Analytical Mechanics, where double affine bundles hav…

2009-04-14abs ↗pdf ↗

New gauge fields modify Fokker-Planck dynamics without changing the stationary state.

problem Understanding and modifying nonreversible dynamics in Fokker-Planck models.
method Formulate nonreversible perturbations as gauge fields, mapping to supersymmetric Hamiltonians, and learning finite forces.
result Learned finite forces can recover the optimal Lyapunov-equation solution in nonconvex landscapes.

Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

problem Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.
method Perturbations of geodesic standard double bubbles centered at critical points of the ambient scalar curvature and aligned along eigen-vectors of the ambient Ricci tensor, with general multiplicity results via Lusternik-Schnirelman theory.
result Existence of double bubbles with high constant mean curvatures in Riemannian manifolds.

We show that if K is any knot whose Ozsvath-Szabo concordance invariant tau(K) is positive, the all-positive Whitehead double of any iterated Bing double of K is topologically but not smoothly slice. We also show that the all-positive Whitehead double of any iterated Bing double of the Hopf link (e.g., the all-positive…

2009-12-28abs ↗pdf ↗

For compact real manifolds, a new double conformal invariant is constructed using the Wodzicki residue and the dd operator in the framework of Connes. In the flat case, we compute this double conformal invariant, and in some special cases, we also compute this double conformal invariants. For complex manifolds, a new …

2011-01-06abs ↗pdf ↗

We complete the construction of the double Lie algebroid of a double Lie groupoid begun in the first paper of this title. We show that the Lie algebroid structure of an LA--groupoid may be prolonged to the Lie algebroid of its Lie groupoid structure; in the case of a double groupoid this prolonged structure for either …

1997-12-22abs ↗pdf ↗

Double descent phenomenon explained in simple terms.

problem Understanding the surprising drop in test error in overparameterized models.
method Informal explanation using linear algebra and probability, visual intuition with polynomial regression, mathematical analysis with ordinary linear regression.
result Three factors create double descent: data undersampling, model size, and parameter count. Ablating any one of these factors prevents double descent.

Characterizes a specific type of Courant algebroid with a Calabi-Yau structure.

problem Understanding specific types of Courant algebroids with Calabi-Yau structures.
method Explains how a homotopy BV algebra with certain properties characterizes these algebroids.
result A Courant algebroid with a Calabi-Yau structure is a homotopy BV algebra with specific properties.

Neural network models are resource hungry. It is difficult to deploy such deep networks on devices with limited resources, like smart wearables, cellphones, drones, and autonomous vehicles. Low bit quantization such as binary and ternary quantization is a common approach to alleviate this resource requirements. Ternary…

2019-09-26abs ↗pdf ↗