Novel framework discovers SPDEs from limited data.
problem Discovering SPDEs from limited data.
method Combines stochastic calculus, variational Bayes, and sparse learning.
result Accurately identifies SPDEs from limited data.
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
48 results for “Musíla SPDE”
Blanchfield and Seifert algebra in high-dimensional boundary link theory I: Algebraic K-theorymath.AT
The classification of high-dimensional mu-component boundary links motivates decomposition theorems for the algebraic K-groups of the group ring A[F_mu] and the noncommutative Cohn localization Sigma^{-1}A[F_mu], for any mu>0 and an arbitrary ring A, with F_mu the free group on mu generators and Sigma the set of matric…
We give a local classification of generalized (kappa,mu)-Paracontact Metric Manifold which satisfies the condition xi(mu)=0. An example of such manifolds is presented.
The main aim of this paper is the construction of a smooth (sometimes called differential) extension \hat{MU} of the cohomology theory complex cobordism MU, using cycles for \hat{MU}(M) which are essentially proper maps W\to M with a fixed U(n)-structure and U(n)-connection on the (stable) normal bundle of W\to M. Cruc…
Improved Gaussian process inference for spatio-temporal data.
problem Cubic computational costs in Gaussian process inference, especially in spatio-temporal settings.
method Proposes the Vanilla-SPDE Exchange, leveraging an equivalence between standard and SPDE formulations to achieve improved computational cost.
result Demonstrates improved computational efficiency through complexity analysis and numerical experiments.
The paper examines conditions for stochastic invariance of cones in SPDEs with jumps.
problem Stochastic invariance of cones in SPDEs with jumps.
method Sufficient conditions for stochastic invariance of closed convex cones in abstract -spaces.
result Conditions for stochastic invariance of cones are provided and analyzed.
Conservative SPDEs emerge from fluctuating SGD dynamics in neural networks.
problem Understanding the convergence of stochastic gradient descent to SPDEs.
method Mean-field analysis and central limit theorem for SPDEs.
result Optimal convergence rates for SPDEs derived from SGD.
Deep learning based numerical approximation algorithms for stochastic partial differential equationsmath.NA
Deep learning approximates SPDE solutions from noise trajectories.
problem Approximating solutions to stochastic partial differential equations (SPDEs).
method Uses neural networks to approximate SPDE solutions based on noise realizations.
result Accurately estimates SPDE solutions and functionals like mean and variance.
Neural networks solve SPDEs using Wiener chaos expansion.
problem Solving stochastic partial differential equations (SPDEs) numerically.
method Using neural networks in the truncated Wiener chaos expansion.
result Approximation rates for learning SPDE solutions with noise.
Given two measured laminations mu and nu in a hyperbolic surface which fill up the surface, Kerckhoff [Lines of Minima in Teichmueller space, Duke Math J. 65 (1992) 187-213] defines an associated line of minima along which convex combinations of the length functions of mu and nu are minimised. This is a line in Teichmu…
Virtual Homotopymath.GT
Two welded (respectively virtual) link diagrams are homotopic if one may be transformed into the other by a sequence of extended Reidemeister moves, classical Reidemeister moves, and self crossing changes. In this paper, we extend Milnor's mu and bar mu invariants to welded and virtual links. We conclude this paper wit…
Bayesian nonparametric models get better posterior estimates via SPDE methods.
problem Estimating posterior distributions in nonparametric Bayesian models.
method Extending diffusion methods to SPDEs on Hilbert spaces for posterior contraction and Laplace approximation.
result Derivation of posterior contraction rates and finite-sample Bernstein von Mises results.
A new method uses SPDEs to efficiently model random fields on complex domains.
problem Efficient representation of random fields on complex domains for engineering and machine learning.
method Uses SPDEs to develop a scalable framework for statFEM and GP regression.
result Can model anisotropic, non-stationary random fields with arbitrary smoothness.
New methods solve SPDEs for financial derivative pricing.
problem Deriving the price of financial derivatives using SPDEs.
method Developed a conditional Feynman-Kac formula to solve SPDEs.
result Established new numerical methods for mixed Monte-Carlo PDEs.
Given a suitable link map f into a manifold M, we constructed, in [10], link homotopy invariants kappa(f) and mu(f). In the present paper we study the case M=S^n x R^{m - n} in detail. Here mu(f) turns out to be the starting term of a whole sequence mu^(s)(f), s = 0, 1, ..., of higher mu-invariants which together captu…
We introduce mu-scalar curvature for a K"ahler metric with a moment map mu and start up a study on constant mu-scalar curvature K"ahler metric as a generalization of both cscK metric and K"ahler-Ricci soliton and as a continuity path to extremal metric. We study some fundamental constraints to the existence of constant…
New graph kernels capture spatio-temporal interactions.
problem Lack of justified spatio-temporal graph kernels for graph problems.
method Derive graph kernels via SPDEs for spatio-temporal modelling.
result Non-separable spatio-temporal graph kernels outperform existing ones.
Adaptive learning of SPDE solutions using score-based diffusion models.
problem Model errors and reduced accuracy in SPDE solutions due to incomplete physical knowledge and environmental variability.
method Score-based diffusion models with recursive Bayesian inference, incorporating simulation data and observational information.
result Accuracy and robustness of the proposed method demonstrated on benchmark SPDEs.
We show that for rational surface singularities with odd determinant the mu-bar invariant defined by W. Neumann is an obstruction for the link of the singularity to bound a rational homology 4-ball. We identify the mu-bar invariant with the corresponding correction term in Heegaard Floer theory.
The theory of link-homotopy, introduced by Milnor, is an important part of the knot theory, with Milnor's mu-bar-invariants being the basic set of link-homotopy invariants. Skein relations for knot and link invariants played a crucial role in the recent developments of knot theory. However, while skein relations for Al…
We consider a four dimensional Riemannian manifold M with a metric g and an affinor structure q. We note the local coordinates of g and q are circulant matrices. Their first orders are (A, B, C, B), A, B, C \in FM and (0, 1, 0, 0), respectively. Let \nabla be the connection of g. Further, let mu_{1}, mu_{2},mu_{3}, mu_…
ε-Consistent Mixup improves semi-supervised classification accuracy.
problem Improving semi-supervised classification accuracy with limited labeled data.
method Combines Mixup's linear interpolation with consistency regularization, using an adaptive tradeoff between the two.
result ε-Consistent Mixup yields the largest gains in low label-availability scenarios.
Paper proposes a statistical model for detecting mu-suppression in EEG signals.
problem Detecting mu-suppression in motor imagery EEG signals.
method Proposes a statistical model based on the generalized extreme value distribution (GEV) and a linear classifier.
result Preliminary results show good classification accuracy in detecting mu-suppression and distinguishing EEG events.
We relate the tree part of the Aarhus integral to Milnor's mu-invariants of string-links in homology balls thus generalizing results of Habegger and Masbaum.
Given an arbitrary d>0 we construct a group G and a group ring element S in Z[G] such that the spectral measure mu of S has the property that mu((0,eps)) > C/|log(eps)|^(1+d) for small eps. In particular the Novikov-Shubin invariant of any such S is 0. The constructed examples show that the best known upper bounds on m…
New properties of weighted Hilbert transform derived, useful for imaging applications.
problem Properties of weighted Hilbert transform in L2 spaces.
method Derivation of Plancherel-like equations, coerciveness, iterative sequences.
result Iterative sequences for inversion are applicable to specific cases.
We consider systems of diffusion processes ("particles") interacting through their ranks (also referred to as "rank-based models" in the mathematical finance literature). We show that, as the number of particles becomes large, the process of fluctuations of the empirical cumulative distribution functions converges to t…
The paper defines a new metric and studies proper biharmonic maps on tangent bundles.
problem Investigating proper biharmonic maps on tangent bundles.
method Defined Mus-Gradient metric on tangent bundle TM, characterized proper biharmonic maps.
result Characterized a new class of proper biharmonic maps.
In this article, we propose a Milstein finite difference scheme for a stochastic partial differential equation (SPDE) describing a large particle system. We show, by means of Fourier analysis, that the discretisation on an unbounded domain is convergent of first order in the timestep and second order in the spatial gri…
This paper tackles task offloading in edge computing systems with dynamic interactions.
problem Dynamic interactions among mobile users in an edge computing system.
method Modelled as a non-cooperative stochastic game, transformed into a Markov decision process, and solved using online deep reinforcement learning.
result The proposed deep RL scheme balances age of information and energy consumption.
SON learns SPDE solutions and uncertainty from noisy data.
problem Uncertainty quantification in SPDEs with unknown model uncertainties.
method Combining DeepONet and SNNs, SON models stochasticity and predicts uncertainty.
result SON accurately captures solution structure and quantifies predictive uncertainty.
This paper characterizes mu-cscK metrics using Perelman's W-entropy.
problem Characterizing mu-cscK metrics and understanding their properties.
method Using Perelman's W-entropy as a functional on the tangent bundle of Kähler metrics, the paper characterizes mu-cscK metrics as critical points of this functional.
result The W-entropy is monotonic along geodesics and provides a lower bound for mu-entropy.
The paper proves optimizability implies inequalities for sampling.
problem Optimizing functions via Gradient Flow and sampling from Gibbs measures.
method Gradient Flow and Lyapunov potentials to establish inequalities.
result Optimizability via Gradient Flow implies Poincaré and Log-Sobolev Inequalities.
Throughout music history, theorists have identified and documented interpretable rules that capture the decisions of composers. This paper asks, "Can a machine behave like a music theorist?" It presents MUS-ROVER, a self-learning system for automatically discovering rules from symbolic music. MUS-ROVER performs feature…
Paper improves CDO calibration using Magnus Expansion and Deep Learning.
problem Calibrating CDO to iTraxx market data.
method Large basket approximation, SPDE, Magnus expansion, Deep Learning.
result Highly accurate calibration to market data.
The problem is sequence prediction in the following setting. A sequence x1,..., xn,... of discrete-valued observations is generated according to some unknown probabilistic law (measure) mu. After observing each outcome, it is required to give the conditional probabilities of the next observation. The measure mu belongs…
We propose a dynamic mean field model for `systemic risk' in large financial systems, which we derive from a system of interacting diffusions on the positive half-line with an absorbing boundary at the origin. These diffusions represent the distances-to-default of financial institutions and absorption at zero correspon…
Study well-posedness of SPDE on Riemannian manifolds with rough initial conditions.
problem Well-posedness of parabolic Anderson model on Riemannian manifolds with rough initial conditions.
method Construct intrinsic Gaussian noises, explore global geometry, use Feynman-Kac formula.
result Show well-posedness with non-positive curvature and conditions on .
Exchange uses incentives to optimize limit order book dynamics.
problem Optimizing market liquidity in fragmented electronic markets.
method Modeling limit order book as SPDE and using control theory to design incentives.
result Exchange can design incentives to modify order book shape and increase liquidity.
We link SVEs to SPDEs and derive Kolmogorov equations for singular kernels.
problem Solving stochastic Volterra equations with singular kernels.
method Establishing connections between SVEs and SPDEs, using stochastic calculus in Hilbert spaces.
result Solutions of SVEs can be expressed in terms of backward Kolmogorov equations.
`Distribution regression' refers to the situation where a response Y depends on a covariate P where P is a probability distribution. The model is Y=f(P) + mu where f is an unknown regression function and mu is a random error. Typically, we do not observe P directly, but rather, we observe a sample from P. In this paper…
Derives new equations for stochastic volatility models.
problem Modeling local-stochastic-volatility models and their derivatives.
method Conditional forward equation, Dupire stochastic PDE, rolling expiry vanilla option SPDE.
result New equations for LSV models and their derivatives.
Positivity of mild solution to stochastic evolution equations with an application to forward ratesmath.AP
Maximum principle proves positivity of forward rates in stochastic models.
problem Proving positivity of forward rates in stochastic models.
method Maximum principle for mild solutions to SPDEs with Lipschitz coefficients and Wiener noise.
result Sufficient conditions for positivity of forward rates in the Heath-Jarrow-Morton model.
We extend Milnor's mu-invariants of link homotopy to ordered (classical or virtual) tangles. Simple combinatorial formulas for mu-invariants are given in terms of counting trees in Gauss diagrams. Invariance under Reidemeister moves corresponds to axioms of Loday's diassociative algebra. The relation of tangles to dias…
We provide a detailed proof of the following folklore theorem: Let mu > 0 be a Margulis constant for 3-dimensional hyperbolic space. Then for any d>0 there exists a constant K>0, depending on mu and d, so that for any complete finite volume hyperbolic 3-manifold M, the d-neighborhood of the mu-thick part of M can be tr…
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…
Model for high-frequency trading with rough volatility.
problem High-frequency trading dynamics and rough volatility modeling.
method Stochastic partial differential equation (SPDE) with rough volatility driven by a Hawkes process.
result The volatility path of the SPDE is rougher than that driven by a standard Brownian motion.
Let be either or the one point blow-up $\cp# \bcp$ of $\cp$. In both cases carries a family of symplectic forms $\om_\la$, where $\la > -1$ determines the cohomology class $[\om_\la]$. This paper calculates the rational (co)homology of the group $G_\la$ of symplectomorphisms of $(M,\om_\la)$ as …