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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

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2356 · May 201819922001200920172026
48 results for Rembrandt van Rijn

The classical Van Est theory relates the smooth cohomology of Lie groups with the cohomology of the associated Lie algebra, or its relative versions. Some aspects of this theory generalize to Lie groupoids and their Lie algebroids. In this paper, continuing an idea from [18], we revisit the van Est theory using the Per…

2019-06-05abs ↗pdf ↗

Match van Stockum dust to vacuum metrics with a single parameter.

problem Matching van Stockum dust to vacuum metrics.
method 1-parametric family of non-static Papapetrou vacuum metrics, Ehlers and Kramer--Neugebauer transformations.
result Explicit examples of matching, including Bonnor metric and Lanczos--van Stockum dust metric.

The Van Est homomorphism for a Lie groupoid GMG \rightrightarrows M, as introduced by Weinstein-Xu, is a cochain map from the complex C(BG)C^\infty(BG) of groupoid cochains to the Chevalley-Eilenberg complex C(A)C(A) of the Lie algebroid AA of GG. It was generalized by Weinstein, Mehta, and Abad-Crainic to a morphism from…

2014-03-05abs ↗pdf ↗

The paper derives Gauss-Bonnet theorems for deformed connections in affine and rigid motions groups.

problem Computing curvature and geodesic curvature for surfaces and curves in affine and rigid motions groups.
method Defined deformed Schouten-Van Kampen connections, computed Gaussian curvature limits, and signed geodesic curvature.
result Derived Gauss-Bonnet theorems for deformed connections in affine and rigid motions groups.

We exhibit relations between van Kampen-Flores, Conway-Gordon-Sachs and Radon theorems, by presenting direct proofs of some implications between them. The key idea is an interesting relation between the van Kampen and the Conway-Gordon-Sachs numbers for restrictions of a map of (d+2)(d+2)-simplex to Rd\mathbb R^d to the $…

2017-04-02abs ↗pdf ↗

VB-groupoids define a special class of Lie groupoids which carry a compatible linear structure. In this paper, we show that their differentiable cohomology admits a refinement by considering the complex of cochains which are k-homogeneous on the linear fiber. Our main result is a Van Est theorem for such cochains. We a…

2016-02-22abs ↗pdf ↗

Graphs from van der Corput sequence embed into Chamanara surface.

problem Embedding graphs from van der Corput sequence into surfaces.
method Constructed 44-regular graphs from van der Corput sequence and Kronecker sequence, embedded into torus and Chamanara surface.
result Graphs from van der Corput sequence embed into Chamanara surface with one edge removal.

We present the Variational Adaptive Newton (VAN) method which is a black-box optimization method especially suitable for explorative-learning tasks such as active learning and reinforcement learning. Similar to Bayesian methods, VAN estimates a distribution that can be used for exploration, but requires computations th…

2017-11-15abs ↗pdf ↗

Study finds multiple solutions for Van der Waals-Cahn-Hilliard equation on manifolds.

problem Finding multiple solutions for a specific equation on manifolds.
method Combines Lusternik-Schnirelman and Morse theory with a photography method.
result Establishes multiplicity of solutions using topological invariants.

New method uses quantum annealing and VAN for better statistical mechanics calculations.

problem Difficulty in computing partition function in statistical mechanics.
method Combines quantum annealing samples with variational autoregressive networks.
result Enhanced accuracy in finite-size Sherrington-Kirkpatrick model.

This paper belongs to a series devoted to the study of the cohomology of classifying spaces. Generalizing the Weil algebra of a Lie algebra and Kalkman's BRST model, here we introduce the Weil algebra W(A)W(A) associated to any Lie algebroid AA. We then show that this Weil algebra is related to the Bott-Shulman-Stasheff…

2009-01-03abs ↗pdf ↗

New connections defined for a specific geometric structure.

problem Characterizing manifolds with a paracontact structure.
method Introduced and studied a pair of associated Schouten-van Kampen affine connections.
result Curvature properties of the connections are obtained.

The paper calculates curvature limits and Gauss-Bonnet theorems in the Heisenberg group.

problem Computing curvature limits and Gauss-Bonnet theorems in the Heisenberg group.
method Sub-Riemannian limits of Gaussian curvature, Schouten-Van Kampen affine connections, and adapted connections.
result Gauss-Bonnet theorems associated with Schouten-Van Kampen affine connections in the Heisenberg group.

The van Est map is a map from Lie groupoid cohomology (with respect to a sheaf taking values in a representation) to Lie algebroid cohomology. We generalize the van Est map to allow for more general sheaves, namely to sheaves of sections taking values in a (smooth or holomorphic) GG-module, where GG-modules are struc…

2019-09-24abs ↗pdf ↗

We give multiplicity results for the solutions of a nonlinear elliptic equation, with an asymmetric double well potential of Van der Waals-Allen--Cahn--Hilliard type, satisfying a linear volume constraint, on a bounded Lipschitz domain $Ω\subset\mathds R^N$. The number of solutions is estimated in terms of topological …

2019-07-29abs ↗pdf ↗

Paper derives closed-form solutions for CEV model using semiclassical approximation.

problem Analyzing the constant elasticity variance (CEV) option pricing model.
method Utilizes semiclassical (WKB) approximation and Van Vleck-Morette determinant.
result Derives an exponential factor not previously considered in the kernel.

A map φ:KR2\varphi:K\to R^2 of a graph KK is approximable by embeddings, if for each ε>0\varepsilon>0 there is an ε\varepsilon-close to φ\varphi embedding f:KR2f:K\to R^2. Analogous notions were studied in computer science under the names of cluster planarity and weak simplicity. This short survey is intended not only for …

2016-09-13abs ↗pdf ↗

t-distributed Stochastic Neighborhood Embedding (t-SNE), a clustering and visualization method proposed by van der Maaten & Hinton in 2008, has rapidly become a standard tool in a number of natural sciences. Despite its overwhelming success, there is a distinct lack of mathematical foundations and the inner workings of…

2017-06-08abs ↗pdf ↗

Proves generic nondegeneracy for solutions under volume constraint in closed manifolds.

problem Proving nondegeneracy for solutions of the Van der Waals-Allen-Cahn-Hilliard equation.
method Adapting techniques from previous research to prove nondegeneracy.
result Generic nondegeneracy for solutions of the Van der Waals-Allen-Cahn-Hilliard equation under a volume constraint in closed manifolds.

Geometrically solves differentiating simplicial manifolds.

problem Differentiating simplicial manifolds.
method Establishes a normal form theorem, identifies a differentiating ideal, proves quotient semi-freeness, interprets as Chevalley-Eilenberg algebra of higher Lie algebroid.
result Introduces higher van Est map and proves van Est isomorphism theorem.

New estimate reduces overfitting risk in machine learning models.

problem Error rate on test data may not reflect true population error due to adaptive data analysis practices.
method Introduces Rip van Winkle's Razor, a simple estimate of overfit to test data based on information content.
result Shows non-vacuous estimate of deviation in many modern settings.

We consider a team of reinforcement learning agents that concurrently operate in a common environment, and we develop an approach to efficient coordinated exploration that is suitable for problems of practical scale. Our approach builds on seed sampling (Dimakopoulou and Van Roy, 2018) and randomized value function lea…

2018-05-23abs ↗pdf ↗

Given a front projection of a Legendrian knot KK in R3\mathbb{R}^{3} which has been cut into several pieces along vertical lines, we assign a differential graded algebra to each piece and prove a van Kampen theorem describing the Chekanov-Eliashberg invariant of KK as a pushout of these algebras. We then use this the…

2010-04-28abs ↗pdf ↗

We develop an algebraic framework for the description and analysis of financial behaviours, that is, behaviours that consist of transferring certain amounts of money at planned times. To a large extent, analysis of financial products amounts to analysis of such behaviours. We formalize the cumulative interest compliant…

2009-01-20abs ↗pdf ↗

Study non-asymptotic estimation bounds for LTI models with Gaussian noise.

problem Estimating parameters of LTI models with non-asymptotic error bounds.
method Sharp non-asymptotic lower bounds using Cramér-Rao and van Trees inequalities, concentration results, and differential geometric constructions.
result Sharp and rate-optimal lower bounds for mean square estimation risk.

In the setting of high-dimensional linear regression models, we propose two frameworks for constructing pointwise and group confidence sets for penalized estimators which incorporate prior knowledge about the organization of the non-zero coefficients. This is done by desparsifying the estimator as in van de Geer et al.…

2017-06-28abs ↗pdf ↗