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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.

168,982 papers · 148 categories

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295786114 · Jun 202019922001200920172026
48 results for Product Quantization

A new method improves maximum inner product search by locally decomposing residual vectors.

problem Maximum inner product search efficiency and accuracy.
method Local Orthogonal Decomposition (LOD) combined with multiscale quantization.
result LOD consistently achieves higher recall than previous methods under the same bitrates.

Study quantization schemes on Kähler manifolds linking star products and BV quantizations.

problem Quantization of structures on Kähler manifolds.
method Construct Fedosov's star products and Batalin-Vilkovisky (BV) quantizations.
result One-loop exactness of BV quantizations, leading to a cochain level formula.

A new method for robust product Markovian quantization overcomes numerical instabilities.

problem Numerical instabilities in the PMQ algorithm limit its adoption, especially for stochastic volatility models.
method Reformulated PMQ as standard vector quantization, applying accelerated Lloyd's algorithm for robustness.
result The method overcomes numerical instabilities and extends applicability to stochastic volatility models.

We propose a quantization based approach for fast approximate Maximum Inner Product Search (MIPS). Each database vector is quantized in multiple subspaces via a set of codebooks, learned directly by minimizing the inner product quantization error. Then, the inner product of a query to a database vector is approximated …

2015-09-04abs ↗pdf ↗

I have chosen, in this presentation of Deformation Quantization, to focus on 3 points: the uniqueness --up to equivalence-- of a universal star product (universal in the sense of Kontsevich) on the dual of a Lie algebra, the cohomology classes introduced by Deligne for equivalence classes of differential star products …

2000-03-17abs ↗pdf ↗

Lectures on symplectic and Poisson geometry, quantization, and quantum field theory.

problem Exploring symplectic and Poisson structures and their applications in quantum field theory.
method Introduction to differential geometry, symplectic geometry, Poisson geometry, and deformation quantization.
result Detailed understanding of symplectic and Poisson structures and their quantization.

Paper discusses star products and Kähler metrics, linking deformation quantization and constant curvature metrics.

problem Existence of Kähler metrics with constant scalar curvature.
method Analyzes Fedosov and Berezin-Toeplitz star products, and studies K-stability conditions.
result Formulates a cohomology formula for K-stability conditions on Kähler metrics.

Study provides explicit formula for complex 2D Kähler manifold quantization.

problem Quantization of complex 2D locally symmetric Kähler manifolds.
method Deformation quantization with separation of variables, solving recurrence relations.
result Explicit formula for star product on complex 2D locally symmetric Kähler manifolds.

Formally equates two quantization methods and constructs non-commutative algebras.

problem Equivalence of deformation and geometric quantization methods.
method Symplectic reduction and Lie 2-groupoid quantization.
result Recovery of strict deformation quantizations and non-associative products.

The paper constructs a star product on a symplectically reduced phase space for a lattice gauge model.

problem Constructing a star product on a singular symplectically reduced phase space.
method Fedosov quantization, Levi-Civita connection, homological reduction.
result The symplectically reduced phase space of the lattice gauge model carries a star product.

Vectors of data are at the heart of machine learning and data mining. Recently, vector quantization methods have shown great promise in reducing both the time and space costs of operating on vectors. We introduce a vector quantization algorithm that can compress vectors over 12x faster than existing techniques while al…

2017-06-30abs ↗pdf ↗

Improved Heston model produces steeper smile for short maturities.

problem Implied volatility surface does not produce a steep enough smile for short maturities.
method Introduced Stationary Heston model with invariant measure and used Product Recursive Quantization for numerical solution.
result Stationary Heston model produces a steeper smile for short maturities.

We formulate a quantization commutes with reduction principle in the setting where the Lie group GG, the symplectic manifold it acts on, and the orbit space of the action may all be noncompact. It is assumed that the action is proper, and the zero set of a deformation vector field, associated to the momentum map and a…

2013-09-26abs ↗pdf ↗

We propose an explicit construction of the deformation quantization of the general second-class constrained system, which is covariant with respect to local coordinates on the phase space. The approach is based on constructing the effective first-class constraint (gauge) system equivalent to the original second-class o…

2001-01-14abs ↗pdf ↗

Paper proposes a method to speed up DNNs by quantizing Winograd/Toom-Cook convolutions.

problem Speeding up convolution computations in DNNs with reduced time consumption and improved accuracy.
method Application of base change technique for quantized Winograd-aware training model.
result 8-bit quantized network achieves nearly the same accuracy as direct quantized convolution with minimal additional operations.

Develops a new method for quantizing rough volatility for volatility derivatives pricing.

problem Pricing volatility derivatives in rough volatility models.
method Functional quantization of rough volatility using offline computable quantizers.
result Pricing VIX Futures in the rough Bergomi model shows competitive results.

The paper constructs quantizations for symplectic manifolds with specific Laplacian properties.

problem Quantization of compact symplectic manifolds with higher Landau levels.
method Develops Berezin-Toeplitz quantization using a Bochner Laplacian with specific spectral properties.
result The quantization provides a formal star-product for the lowest Landau level.

Quantizes symplectic manifolds with toric singularities using Toeplitz operators.

problem Quantize symplectic manifolds with toric singularities.
method Establishes quantization for compact toric symplectic manifolds with transversal singular real polarizations using Toeplitz operators.
result Toeplitz operators determine a star product on compact toric symplectic manifolds with toric singularities as o0+\hbar o 0^+.

This paper develops quantization algorithms for random Fourier features, simplifying the process and improving performance.

problem Efficient quantization of random Fourier features for better performance and storage.
method Developed Lloyd-Max (LM) and LM2^2-RFF quantization schemes for random Fourier features.
result The marginal distribution of RFF is independent of the Gaussian kernel parameter γ, simplifying quantization design.

This work reduces model size by 86.11% for recommender systems using 4-bit quantization.

problem Large memory consumption in embedding vectors for recommender systems.
method Post-training 4-bit quantization on embedding tables, including row-wise uniform quantization and codebook-based quantization.
result Consistently reduces accuracy degradation while significantly reducing model size.

This work is a contribution to the area of Strict Quantization (in the sense of Rieffel) in the presence of curvature and non-Abelian group actions. More precisely, we use geometry to obtain explicit oscillatory integral formulae for strongly invariant strict deformation quantizations of a class of solvable symplectic …

2000-10-01abs ↗pdf ↗

Researchers create a star product on a Grassmannian with separation of variables.

problem Constructing a star product with separation of variables on G2,4(C)G_{2,4}(\mathbb{C}).
method Solving recurrence relations using creation and annihilation operators on a Fock space.
result Explicit formula for a star product with separation of variables on G2,4(C)G_{2,4}(\mathbb{C}).

RATQ is a new quantizer for optimizing noisy gradients in machine learning.

problem Optimizing noisy gradients in stochastic optimization.
method RATQ uses Hadamard transform and adaptive uniform quantization, and achieves near-optimal performance.
result RATQ nearly achieves information theoretic lower bounds for optimization accuracy.

Paper quantizes heavy-tailed data for near optimal estimation rates.

problem Estimating parameters from heavy-tailed data with quantization.
method Truncate and dither data, then uniformly quantize; achieves near minimax rates.
result Near optimal estimation rates achievable with quantized data.

A symplectic fibration is a fibre bundle in the symplectic category. We find the relation between deformation quantization of the base and the fibre, and the total space. We use the weak coupling form of Guillemin, Lerman, Sternberg and find the characteristic class of deformation of symplectic fibration. We also prove…

1998-02-16abs ↗pdf ↗

Kontsevich's formula for a deformation quantization of Poisson structures involves a Feynman series of graphs, with the weights given by some complicated integrals (using certain pullbacks of the standard angle form on a circe). We explain the geometric meaning of this series as degrees of maps of some grand configurat…

2002-10-07abs ↗pdf ↗

For a real symmetric domain GR/KRG_{\mathbb R}/K_{\mathbb R}, with complexification GC/KCG_{\mathbb C}/K_{\mathbb C}, we introduce the concept of "star-restriction" (a real analogue of the "star-products" for quantization of Kähler manifolds) and give a geometric construction of the GRG_{\mathbb R}-invariant differential ope…

2009-02-20abs ↗pdf ↗

We investigate (pseudo)differential forms in the framework of supergeometry. Definitions, basic properties and Cartan calculus (DeRham differential, Lie derivative, inner product, Hodge operator) are presented; the symplectic supermechanics (even and odd) is formulated; and the question of quantization is discussed. In…

2003-08-25abs ↗pdf ↗

Verma Howe duality connects tensor products of Verma modules to LKB representations.

problem Understanding the relationship between tensor products of Verma modules and LKB representations.
method Established a quantized version of Verma Howe duality and used it to prove the simplicity of LKB representations.
result LKB representations arise from the quantized Verma Howe duality and are shown to be simple modules.

Paper proves existence of a universal codebook for low-precision quantization.

problem Optimizing low-precision approximation of matrix products in machine learning.
method Develops a universal codebook that is near-optimal for all possible statistics of input data.
result Proves existence of a universal codebook with a 0.11 bit per dimension reduction in rate.

DBQ quantizes lightweight networks efficiently for resource-constrained devices.

problem High computational and storage complexity of deep neural networks on resource-constrained devices.
method A differentiable non-uniform quantizer that can be mapped onto efficient ternary-based dot product engines.
result Achieves state-of-the-art results with minimal training overhead and best accuracy-complexity trade-off.

We show that the Hochschild cohomology of the algebra obtained by formal deformation quantization on a symplectic manifold is isomorphic to the formal series with coefficients in the de Rham cohomology of the manifold. The cohomology class obtained by differentiating the star-product with respect to the deformation par…

1997-09-30abs ↗pdf ↗

We consider formal deformations of the Poisson algebra of functions (with singularities) on TMT^*M which are Laurent polynomials of fibers. Tn the case: dimM=1\dim M=1 (M=S1,RM=S^1, {\bf R}), there exists a non-trivial \star-product on this algebra non-equivalent to the standard Moyal product.

1995-12-14abs ↗pdf ↗