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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.

168,694 papers · 148 categories

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74149223297 · May 202619922001200920172026
48 results for Piecewise Smooth Signals

Proposes a new graph trend filtering model for inhomogeneous graph signals.

problem Estimating piecewise smooth signals over a graph with varying smoothness levels.
method Introduces a l2,0 norm penalized Graph Trend Filtering (GTF) model and two solution methods: spectral decomposition and simulated annealing.
result The GTF model performs better than existing approaches in denoising, support recovery, and semi-supervised classification.

Many problems on signal processing reduce to nonparametric function estimation. We propose a new methodology, piecewise convex fitting (PCF), and give a two-stage adaptive estimate. In the first stage, the number and location of the change points is estimated using strong smoothing. In the second stage, a constrained s…

2018-03-14abs ↗pdf ↗

Filter banks are a popular tool for the analysis of piecewise smooth signals such as natural images. Motivated by the empirically observed properties of scale and detail coefficients of images in the wavelet domain, we propose a hierarchical deep generative model of piecewise smooth signals that is a recursion across s…

2019-07-23abs ↗pdf ↗

This work studies the denoising of piecewise smooth graph signals that exhibit inhomogeneous levels of smoothness over a graph, where the value at each node can be vector-valued. We extend the graph trend filtering framework to denoising vector-valued graph signals with a family of non-convex regularizers, which exhibi…

2019-05-29abs ↗pdf ↗

We consider the problem of defining the structure of a smooth manifold on the various spaces of piecewise-smooth loops in a smooth finite dimensional manifold. We succeed for a particular type of piecewise-smooth loops. We also examine the action of the diffeomorphism group of the circle. It is not a useful action on t…

2008-03-05abs ↗pdf ↗

Deep neural networks with piecewise-polynomial activations can approximate smooth functions and their derivatives.

problem Approximating smooth functions and their derivatives with neural networks.
method Derives the depth, width, and sparsity required for approximation in Hölder norms.
result Deep neural networks with bounded weights can approximate Hölder smooth functions and their derivatives.

Generalizes Thurston's jiggling lemma for piecewise smooth solutions.

problem Creating piecewise smooth solutions of differential relations without homotopical assumptions.
method Jiggling arbitrary sections of EE to construct solutions of R\mathcal{R}.
result Generalization of Thurston's lemma for piecewise smooth solutions of differential relations.

We introduce a new multi-dimensional nonlinear embedding -- Piecewise Flat Embedding (PFE) -- for image segmentation. Based on the theory of sparse signal recovery, piecewise flat embedding with diverse channels attempts to recover a piecewise constant image representation with sparse region boundaries and sparse clust…

2018-02-09abs ↗pdf ↗

We prove that every piecewise linear manifold of dimension up to four on which a finite group acts by piecewise linear homeomorphisms admits a compatible smooth structure with respect to which the group acts smoothly. This solves a challenge posed by Thurston in dimension three and confirms a conjecture by Kwasik and L…

2015-07-09abs ↗pdf ↗

Discrete forms of the scalar, sectional and Ricci curvatures are constructed on simplicial piecewise flat triangulations of smooth manifolds, depending directly on the simplicial structure and a choice of dual tessellation. This is done by integrating over volumes which include appropriate samplings of hinges for each …

2016-03-10abs ↗pdf ↗

The paper extends a variance gamma model to quadratic functions, reducing arbitrage and computational costs.

problem Creating an arbitrage-free interpolation for option pricing models.
method Generalizing the local variance gamma model to a piecewise quadratic local variance function.
result The quadratic model results in an arbitrage-free interpolation of class C3, reducing knots and computational cost.

Piecewise flat approximations for curvature in Euclidean and non-Euclidean spaces.

problem Approximating local extrinsic curvature on discrete manifolds.
method Constructing discrete curvature forms on piecewise flat manifolds, using weighted sums of hinge angles.
result Converges to smooth curvature values as mesh refinement occurs, favorably comparing with other discrete approaches.

New method samples from piecewise smooth distributions using Hamiltonian Monte Carlo.

problem Sampling from distributions with discontinuous gradients.
method Generalized Randomized Hamiltonian Monte Carlo (GRHMC) for piecewise smooth targets.
result GRHMC processes sample from piecewise smooth target distributions with the desired distribution as the invariant distribution.

Generalizes Poincaré-Hopf Theorem for piecewise smooth boundaries.

problem Conservation law for vector fields on surfaces with piecewise smooth boundaries.
method Generalization of the Poincaré-Hopf Theorem for real-analytic vector fields on surfaces with piecewise smooth boundaries.
result Conservation law for vector fields on surfaces with piecewise smooth boundaries.

Study curvature of piecewise metrics using moving frames.

problem Deriving a curvature measure for piecewise-smooth Riemannian metrics.
method Used moving frame techniques to derive curvature, showing it satisfies Cartan structure equations and gauge transformation law.
result Equivalence of the derived curvature to existing densitized distributional curvature.

Using a recently developed piecewise flat method, numerical evolutions of the Ricci flow are computed for a number of manifolds, using a number of different mesh types, and shown to converge to the expected smooth behaviour as the mesh resolution is increased. The manifolds were chosen to have varying degrees of homoge…

2018-05-31abs ↗pdf ↗

New GP model estimates piecewise continuous functions.

problem Piecewise continuous regression functions in scientific and engineering applications.
method Local Gaussian process model with partitioned local data and joint estimation of boundaries.
result Superior performance over conventional GP models in estimating piecewise regression functions.

Discretizations of the mean curvature and extrinsic curvature components are constructed on piecewise flat simplicial manifolds, giving approximations for smooth curvature values in a mostly mesh-independent way. These constructions are given in combinatoric form in terms of the extrinsic hinge angles, the intrinsic st…

2016-12-22abs ↗pdf ↗

Inverse problems and regularization theory is a central theme in contemporary signal processing, where the goal is to reconstruct an unknown signal from partial indirect, and possibly noisy, measurements of it. A now standard method for recovering the unknown signal is to solve a convex optimization problem that enforc…

2014-07-07abs ↗pdf ↗

We study online optimization of smoothed piecewise constant functions over the domain [0, 1). This is motivated by the problem of adaptively picking parameters of learning algorithms as in the recently introduced framework by Gupta and Roughgarden (2016). Majority of the machine learning literature has focused on Lipsc…

2016-04-07abs ↗pdf ↗

A new shape space allows optimization of non-smooth shapes in fluid mechanics.

problem Optimizing non-smooth shapes in fluid mechanics.
method Constructing a product manifold to include piecewise-smooth shapes.
result Numerical results show applicability in minimizing viscous energy dissipation.

The paper tackles prescribing discrete Gaussian curvature on polyhedral surfaces.

problem Prescribing discrete Gaussian curvature on polyhedral surfaces.
method Discrete conformal theory and variational principles with constraints.
result Proves Kazdan-Warner type theorems for polyhedral surfaces.

We demonstrate new applications of the trace embedding lemma to the study of piecewise-linear surfaces and the detection of exotic phenomena in dimension four. We provide infinitely many pairs of homeomorphic 4-manifolds WW and WW' homotopy equivalent to S2S^2 which have smooth structures distinguished by several for…

2019-12-30abs ↗pdf ↗

Smoothing graphons improve link prediction in Bayesian SBM without increasing computational complexity.

problem Accurate modeling of exchangeable relational data with flexible and computationally efficient graphons.
method Introducing smoothing procedures to piecewise-constant graphons to create smoothing graphons, which allow continuous intensity values for relations.
result Smoothing graphons improve AUC and precision for link prediction in real-world data sets.

Piecewise linear activations create many spurious local minima in neural networks.

problem Understanding the loss surface of neural networks with piecewise linear activations.
method Proved the existence of infinite spurious local minima and partitioned the loss surface into smooth cells.
result Piecewise linear activations create many spurious local minima that are invariant under a continuous path.

Transformers struggle to approximate smooth functions, relying on piecewise constant approximations.

problem Understanding the expressivity of Transformers for function approximation.
method Theoretical analysis and experimental validation of Transformer's ability to approximate smooth functions.
result Transformers cannot reliably approximate smooth functions, relying on piecewise constant approximations.

We present the group fused Lasso for detection of multiple change-points shared by a set of co-occurring one-dimensional signals. Change-points are detected by approximating the original signals with a constraint on the multidimensional total variation, leading to piecewise-constant approximations. Fast algorithms are …

2011-06-21abs ↗pdf ↗

There are 2^n possible resolutions of a smooth pseudodiagram with n precrossings. If we consider piecewise-linear (PL) pseudodiagrams and resolutions that themselves are PL, certain resolutions of the pseudodiagram may not exist in three-space. We investigate this situation and its impact on the weighted resolution set…

2013-08-30abs ↗pdf ↗

In this paper, we introduce a bordism category CdPL\mathcal{C}_d^{PL} whose objects are bundles of closed (d1)(d-1)-dimensional piecewise linear manifolds and whose morphisms are bundles of dd-dimensional piecewise linear cobordisms. In the main theorem of this article, we show that the classifying space $B\mathcal{C}_d^{…

2016-08-22abs ↗pdf ↗

The paper proves a theorem for discretizing Gaussian curvature on surfaces.

problem Discretizing Gaussian curvature on surfaces with nonpositive Euler number.
method Discrete conformal theory and variational principles with constraints.
result Each decorated piecewise Euclidean metric on surfaces with nonpositive Euler number is discrete conformal to a metric with a specific discrete curvature constant.

A piecewise flat Finsler metric on a triangulated surface MM is a metric whose restriction to any triangle is a flat triangle in some Minkowski space with straight edges. One of the main purposes of this work is to study the properties of geodesics on a piecewise flat Finsler surface, especially when it meets a vertex…

2016-08-21abs ↗pdf ↗

New algorithm reduces regret in online learning for piecewise continuous functions.

problem Exponential loss in efficiency when moving from classical to adversarial learning.
method Introduces generalized bracketing numbers and Follow-the-Perturbed-Leader algorithm.
result Optimal scaling of optimization oracle calls with average regret.

Given a piecewise linear (PL) function pp defined on an open subset of Rn\R^n, one may construct by elementary means a unique polyhedron with multiplicities $\D(p)$ in the cotangent bundle Rn×Rn\R^n\times \R^{n*} representing the graph of the differential of pp. Restricting to dimension 2, we show that any smooth functi…

2013-05-09abs ↗pdf ↗

The paper proposes new cross-correlators using Price's Theorem and piecewise-linear decomposition.

problem Optimal method for estimating cross-correlations using finite samples.
method General mathematical framework using Price's Theorem and piecewise-linear decomposition.
result Some cross-correlators based on Huber's loss functions, MP functions, and LSE functions have higher SNR.

The paper establishes a discrete uniformization theorem for surfaces with piecewise hyperbolic metrics.

problem Finding decorated piecewise hyperbolic metrics with prescribed combinatorial curvature.
method Introduced combinatorial α-Ricci flow with surgery to handle potential singularities and prove longtime existence and convergence.
result Existence of decorated piecewise hyperbolic metrics with prescribed combinatorial α-curvature.

A C0C^0-Finsler structure is a continuous function F:TM[0,)F:TM \rightarrow [0,\infty) defined on the tangent bundle of a differentiable manifold MM such that its restriction to each tangent space is an asymmetric norm. We use the convolution of FF with the standard mollifier in order to construct a mollifier smoothing of …

2019-10-31abs ↗pdf ↗

We consider smooth isotropic immersions from the 2-dimensional torus into R2nR^{2n}, for n2n \geq 2. When n=2n = 2 the image of such map is an immersed Lagrangian torus of R4R^4. We prove that such isotropic immersions can be approximated by arbitrarily C0C^0-close piecewise linear isotropic maps. If n3n \geq 3 the piece…

2018-02-23abs ↗pdf ↗