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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.

169,051 papers · 148 categories

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12.5%25.0%37.5%50.0% · Sep 199319922001200920182026
48 results for SIMD Parallelization

SIMD operations boost Bayesian computations up to 6x faster.

problem Expensive Bayesian computations are computationally intensive and parallelizable.
method Demonstrated the utility of SIMD operations for Bayesian applications using standard libraries.
result Up to 6x improvement in floating point arithmetic performance.

This work discusses AAD for financial model calibration and its parallelization benefits.

problem Calibrating stochastic financial models using Automatic Adjoint Differentiation.
method Demonstrates the use of Automatic Adjoint Differentiation for functions in financial models and its parallelization potential.
result Theoretical and numeric results show that AAD allows perfect SIMD parallelization and is efficient.

Modified BFGS and LBFGS++ libraries boost performance for non-parallelizable functions.

problem Improving performance of non-parallelizable functions using SIMD and AAD.
method Modifications to BFGS and LBFGS++ libraries, utilizing SIMD and Automatic Differentiation (AAD).
result Up to 3.8 times faster for European Swaption curve calibration and 1.4 times faster for LMM model calibration.

Improves matrix multiplication throughput for asymmetric bit-width operands.

problem Matrix multiplications between asymmetric bit-width operands, especially 8- and 4-bit, are not efficiently handled by existing SIMD instructions.
method Proposes a new SIMD matrix multiplication instruction that uses mixed precision on inputs (8- and 4-bit) and accumulates into 16-bit output, improving throughput.
result Offers 2x improvement in throughput compared to existing symmetric-operand-size instructions, with negligible overflow.

We introduce an online tensor decomposition based approach for two latent variable modeling problems namely, (1) community detection, in which we learn the latent communities that the social actors in social networks belong to, and (2) topic modeling, in which we infer hidden topics of text articles. We consider decomp…

2013-09-03abs ↗pdf ↗

Gibbs sampling is a workhorse for Bayesian inference but has several limitations when used for parameter estimation, and is often much slower than non-sampling inference methods. SAME (State Augmentation for Marginal Estimation) \cite{Doucet99,Doucet02} is an approach to MAP parameter estimation which gives improved pa…

2014-09-18abs ↗pdf ↗

Q-NETs use neural networks to estimate integrals of low-dimensional functions efficiently.

problem Estimating integrals of multidimensional functions with costly evaluations.
method Fixed neural networks (Q-NETs) that operate on proxy function parameters to calculate exact integrals over subsets of dimensions.
result Q-NETs can calculate integrals over any subset of dimensions without resampling or retraining the proxy.

Parallelizes MCTS for continuous domains using leaf and root parallelization.

problem Solving challenging tasks in continuous domains using MCTS.
method Extends existing parallelization strategies to continuous domains, focusing on leaf and root parallelization.
result Proposes two final selection strategies for continuous states in root parallelization.

Introduces a natural parallel translation for navigation data.

problem Navigation data geometric representation and parallelism.
method Introduces a natural parallel translation using Riemannian parallelism.
result The natural parallel translation preserves the Randers norm and has a finite-dimensional holonomy group.

This study compares parallel SMC and MCMC for Bayesian deep learning, showing SMC parallel is faster.

problem Efficiently performing Bayesian deep learning with parallel computing.
method Compared sequential Monte Carlo (SMC) and Markov chain Monte Carlo (MCMC) in parallel settings.
result Parallel SMC achieves similar convergence as a single SMC but with reduced communication time.

We prove a conjecture formulated by Pablo M. Chacon and Guillermo A. Lobos in [Pseudo-parallel Lagrangian submanifolds in complex space forms, Differential Geom. Appl.] stating that every Lagrangian pseudo-parallel submanifold of a complex space form of dimension at least 3 is semi-parallel.

2008-11-21abs ↗pdf ↗

The paper explores parallel 1-forms on special Finsler manifolds and their properties.

problem Investigating parallel 1-forms on specific Finsler manifolds.
method Analyzing Landsberg manifolds, metrizability freedom, and specific Finsler metrics.
result Landsberg surfaces with parallel 1-forms are necessarily Berwaldian, and the metrizability freedom is at least 2.

This paper surveys parallel submanifolds in Riemannian and pseudo-Riemannian manifolds.

problem Understanding parallel submanifolds in Riemannian and pseudo-Riemannian manifolds.
method Comprehensive survey of parallel submanifolds.
result Extrinsic invariants of parallel submanifolds do not vary from point to point.

Characterizes regular parallelisms in 3D space with 2-torus action.

problem Characterizing regular parallelisms in 3D space with 2-torus action.
method Characterization using compactness, equivalence relations, and properties of complex vector spaces.
result There is a 1-dimensional subtorus fixing every parallel class, leading to 2- or 3-dimensional regular parallelisms.

Paper studies second order symmetric parallel tensors in generalized f.pk-space forms.

problem Exploring properties of second order symmetric parallel tensors in generalized f.pk-space forms.
method Analyzes the properties of second order symmetric parallel tensors and deduces the existence or non-existence of certain tensors and hypersurfaces.
result There does not exist second order skew-symmetric parallel tensor in f.pk-space form. There is no parallel hypersurface in a generalized f.pk-space form but there is semi-parallel hypersurface.

Cyclic Data Parallelism reduces memory usage and balances gradient communications.

problem Training large deep learning models requires efficient parallelism to scale.
method Cyclic Data Parallelism shifts micro-batches from simultaneous to sequential execution, balancing memory and gradient communications.
result Cyclic Data Parallelism reduces total memory usage and balances gradient communications.

The paper examines parallel one forms on Riemannian and Finslerian manifolds.

problem Existence of parallel one forms on Riemannian and Finslerian manifolds.
method Using Finslerian settings, the paper investigates the existence of parallel one forms on Riemannian manifolds and Finslerian manifolds, proving conditions for their existence and non-existence.
result Conditions for the existence and non-existence of parallel one forms on Riemannian and Finslerian manifolds.

The paper studies parallel spinor flows on 3D Cauchy hypersurfaces and provides initial data characterizations.

problem Characterizing parallel spinors on Ricci flat Lorentzian four-manifolds.
method Evolution flow defined by parallel spinors, proving preservation of constraints, solving left-invariant flows.
result Initial data characterization of parallel spinors on Ricci flat Lorentzian four-manifolds.

A new algorithm for parallel transport on shape spaces is presented and compared to existing methods.

problem Statistical analysis of shape data, especially in time series and optimization.
method Pole ladder algorithm for parallel transport on Kendall shape spaces, compared to integration methods.
result The pole ladder algorithm is a more efficient method for parallel transport.

Investigates parallel spinors on Lorentzian four-manifolds using differential geometry.

problem Characterizing and classifying Lorentzian four-manifolds with parallel spinors.
method Formulated parallel spinor flow equations and used parabolic pairs theory.
result Characterized all parallel Cauchy pairs on simply connected Cauchy surfaces and classified compact three-manifolds.

Study on pseudo-Riemannian metrics on Lie groups, finding new non-Einstein examples.

problem Characterizing and finding non-Einstein pseudo-Riemannian metrics on Lie groups.
method Analyzing left invariant metrics, using double extension process, and constructing examples.
result Construction of infinitely many new explicit examples of non-Einstein pseudo-Riemannian metrics on Lie groups.

This work optimizes deep learning training by combining data and model parallelism.

problem Training large models with multiple GPUs suffers from high communication overhead and statistical efficiency loss.
method Hybrid parallelization combining data and model parallelism.
result Hybrid training provides significant speedup compared to data parallelism alone.

In [dLMu05], DeLellis and Müller proved a quantitative version of Codazzi's theorem, namely for a smooth embedded surface  ΣR3 \ Σ\subseteq \mathbb{R}^3\ with area normalized to  H2(Σ)=4π\ {\cal H}^2(Σ) = 4 π , it was shown that  AΣidL2(Σ)CAΣ0L2(Σ) \ \parallel A_Σ- id \parallel_{L^2(Σ)} \leq C \parallel A^0_Σ\parallel_{L^2(Σ)}\ , and building on…

2013-10-18abs ↗pdf ↗

A geometry with parallel skew-symmetric torsion is a Riemannian manifold carrying a metric connection with parallel skew-symmetric torsion. Besides the trivial case of the Levi-Civita connection, geometries with non-vanishing parallel skew-symmetric torsion arise naturally in several geometric contexts, e.g. on natural…

2018-06-30abs ↗pdf ↗

Method predicts how probability distributions evolve over time.

problem Predicting how systems described by probability distributions evolve under different conditions.
method Wasserstein Parallel Transport
result Wasserstein Parallel Transport provides counterfactual comparisons of distributional dynamics.

The study classifies parallel mean curvature spheres in a sphere-hyperbolic product space.

problem Understanding surfaces with parallel mean curvature in a specific Riemannian product space.
method Analyzing the holomorphic quadratic differential and topological constraints.
result Classification of all parallel mean curvature spheres with vanishing differential.

New connections found with specific torsion properties.

problem Understanding metric connections with specific torsion properties.
method Described Lorentzian manifolds with metric connections having parallel, skew-symmetric torsion.
result Found new Lorentzian manifolds with metric connections having parallel, skew-symmetric torsion.

Study pp-waves with lightlike parallel spinors in vacuum spacetimes.

problem Characterize pp-waves with lightlike parallel spinors in vacuum spacetimes.
method Parametrize pp-wave spacetimes, show correspondence with Riemannian metrics, prove parallel spinor condition.
result A pp-wave spacetime with a lightlike parallel spinor corresponds to a Ricci-flat metric with a parallel spinor.

Paper proves non-existence of certain hypersurfaces in complex quadric.

problem Non-existence of Hopf real hypersurfaces with parallel normal Jacobi operator.
method Introducing C\mathcal C-parallel and Reeb parallel normal Jacobi operators, proving non-existence theorems.
result Non-existence of Hopf real hypersurfaces with C\mathcal C-parallel normal Jacobi operator.