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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.

168,742 papers · 148 categories

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1122 · Apr 201919922001200920172026
37 results for Sierpiński sponge

The paper examines properties of self-affine Sierpiński sponges using metric invariants.

problem Investigating properties of self-affine Sierpiński sponges using metric invariants.
method Examined through maximal power law property and perfectly disconnectedness.
result Characterized self-affine Sierpiński sponges by their metric properties.

We show that every inner metric space X is the metric quotient of a complete R-tree via a free isometric action, which we call the covering R-tree of X. The quotient mapping is a weak submetry (hence, open) and light. In the case of compact 1-dimensional geodesic space X, the free isometric action is via a subgroup of …

2007-07-24abs ↗pdf ↗

Study finds a measure for sponge components of Lalley-Gatzouras type.

problem Understanding the distribution of δ-connected components in self-affine sponges.
method Generalized existing results to self-affine sponges of Lalley-Gatzouras type, proving a measure relationship.
result Existence of a Bernoulli measure for cylinder components with a specific asymptotic relation.

It is shown that if MM is a strongly causal free of naked singularities space-time, then its causal structure is completely characterized by a partial order in the space of skies defined by means of a class non-negative Legendrian isotopies. It is also proved that such partial order is determined by the class of futur…

2014-11-06abs ↗pdf ↗

This paper analyzes error in SKI for Gaussian Processes, providing conditions for linear time inference.

problem Lack of rigorous theoretical error analysis for SKI.
method Proved error bounds for SKI Gram matrix, examined error effects, provided practical guidelines.
result Identified two dimensionality regimes for SKI's scalability-accuracy trade-offs.

Efficiently maps indoor magnetic fields with SKI and D-SKI.

problem Computing large-scale magnetic field maps in indoor environments.
method Structured kernel interpolation (SKI) with derivatives (D-SKI) for Gaussian process regression.
result Achieves better accuracy and faster computation than state-of-the-art methods.

Regularized spectral methods improve clustering in signed graphs, especially for sparse data.

problem Clustering signed graphs with positive and negative edges.
method Developed regularized versions of SPONGE and Signed Laplacian methods for clustering signed graphs, especially for sparse data.
result Theoretical guarantees and empirical performance improvements for clustering signed graphs, especially in sparse regimes.

SoftKI combines SKI and variational methods for scalable GP regression.

problem Scalable Gaussian Process regression on high-dimensional datasets.
method SoftKI approximates kernel via softmax interpolation from a smaller number of learned points.
result SoftKI is competitive with other approximated GP methods for modest data dimensions.

Recent work shows that inference for Gaussian processes can be performed efficiently using iterative methods that rely only on matrix-vector multiplications (MVMs). Structured Kernel Interpolation (SKI) exploits these techniques by deriving approximate kernels with very fast MVMs. Unfortunately, such strategies suffer …

2018-02-24abs ↗pdf ↗

The paper proposes calibration to improve algorithm performance using machine learning predictions.

problem Improving real-world performance of online algorithms with machine learning predictions.
method Calibration as a tool to bridge the gap between prediction uncertainty and algorithm design.
result Calibrated advice leads to more effective guidance in high-variance settings and significant performance improvements in real-world data.

SKI speeds up Toeplitz Neural Networks by avoiding explicit decay bias and using frequency response.

problem Efficiently compute and update Toeplitz matrices in neural networks.
method Sparse plus low-rank decomposition, asymmetric SKI, frequency response modeling.
result Achieved significant speedup with minimal performance loss.

Kernel-based machine learning approaches are gaining increasing interest for exploring and modeling large dataset in recent years. Gaussian process (GP) is one example of such kernel-based approaches, which can provide very good performance for nonlinear modeling problems. In this work, we first propose a grey-box mode…

2019-07-05abs ↗pdf ↗

We construct a Fredholm module on self-similar sets such as the Cantor dust, the Sierpinski carpet and the Menger sponge. Our construction is a higher dimensional analogue of Connes' combinatorial construction of the Fredholm module on the Cantor set. We also calculate the Dixmier trace of two operators induced by the …

2019-12-12abs ↗pdf ↗

The set N of all null geodesics of a globally hyperbolic (d+1)-dimensional spacetime (M,g) is naturally a smooth (2d-1)-dimensional contact manifold. The sky of an event is the subset of N defined by all null geodesics through that event, and is an embedded Legendrian submanifold of N diffeomorphic to a (d-1)-dimension…

2002-10-11abs ↗pdf ↗

We introduce a principled and theoretically sound spectral method for kk-way clustering in signed graphs, where the affinity measure between nodes takes either positive or negative values. Our approach is motivated by social balance theory, where the task of clustering aims to decompose the network into disjoint group…

2019-04-18abs ↗pdf ↗

We define a conformal reference frame, i.e., a special projection of the six-dimensional sky bundle of a Lorentzian manifold (or the five-dimensional twistor space) to a three-dimensional manifold. We construct an example, a conformal compactification, for Minkowski space. Based on the complex structure on the skies, w…

2016-05-23abs ↗pdf ↗

New framework constructs holographic tensor networks using hyperbolic buildings.

problem Building holographic tensor networks for non-integer dimensions and fractal spaces.
method Introducing a unifying framework based on hyperbolic buildings and dualities.
result Constructs a family of bulk regions satisfying complementary recovery and Ryu-Takayanagi formula.

Quantum GBS boosts asset clustering for robust statistical arbitrage portfolios.

problem Identifying co-moving assets from correlation matrices for statistical arbitrage.
method Mapping S&P 500 correlation data to GBS-compatible adjacency matrices, benchmarking classical and quantum clustering algorithms.
result Quantum GBS generates superior alpha during high volatility periods, persisting under low-loss conditions.

Let SS be a compact, orientable surface of hyperbolic type. Let (k+,k)(k_+,k_-) be a pair of negative numbers and let (g+,g)(g_+, g_-) be a pair of marked metrics over SS of constant curvature equal to k+k_+ and kk_- respectively. Using a functional introduced by Bonsante, Mondello \& Schlenker, we show that there exists a …

2018-08-15abs ↗pdf ↗

Researchers compute contact structures for null geodesics on specific spacetimes.

problem Understanding the canonical contact structure of null geodesics in spacetimes.
method Explicit calculations for specific spacetimes, including lens spaces and three-dimensional spacetimes.
result Contact structures on null geodesics are derived from the Lorentz prolongation of spacetimes.

The linking number lklk is defined if link components are zero homologous. Our affine linking invariant alkalk generalizes lklk to the case of linked submanifolds with arbitrary homology classes. We apply alkalk to the study of causality in Lorentz manifolds. Let MmM^m be a spacelike Cauchy surface in a globally hyperbol…

2006-11-05abs ↗pdf ↗