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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.

168,657 papers · 148 categories

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121242362483 · May 202619922001200920172026
48 results for TAN structure

Two new Hie-TAN and Hie-TAN-Lite algorithms improve TAN for hierarchical feature spaces.

problem Learning dependencies in hierarchical feature spaces.
method Exploits hierarchical parent-child relationships as constraints to learn a dependency tree.
result Hie-TAN-Lite outperforms Hie-TAN and other methods in predictive accuracy.

The Gehring-Martin-Tan inequality for 2-generator subgroups of PSL(2,C) is one of the best known discreteness conditions. A Kleinian group GG is called a Gehring-Martin-Tan group if the equality holds for the group GG. We give a method for constructing Gehring-Martin-Tan groups with a generator of order four and pres…

2016-09-16abs ↗pdf ↗

Transductive Adversarial Networks (TAN) is a novel domain-adaptation machine learning framework that is designed for learning a conditional probability distribution on unlabelled input data in a target domain, while also only having access to: (1) easily obtained labelled data from a related source domain, which may ha…

2018-02-08abs ↗pdf ↗

Luo and Tan gave a new identity for hyperbolic surfaces with/without geodesic boundary in terms of dilogarithms of the lengths of simple closed geodesics on embedded three-holed spheres or one-holed tori. However, the identity was trivial for a hyperbolic one-holed torus with geodesic boundary. In this paper we adapt t…

2014-02-07abs ↗pdf ↗

Thurston related CP1\mathbb{C}{\rm P}^1-structures (complex projective structures) and equivariant pleated surfaces in the hyperbolic-three space H3\mathbb{H}^3, in order to give a parameterization of the deformation space of CP1\mathbb{C}{\rm P}^1-structures. In this note, we summarize Thurston's parametrization of $\ma…

2019-04-01abs ↗pdf ↗

In this survey, we discuss four classes of identities due principally to Basmajian, McShane, Bridgeman-Kahn and Luo-Tan on hyperbolic manifolds and provide a unified approach for proving them. We also elucidate on the connections between the various identities.

2013-09-13abs ↗pdf ↗

The paper introduces new Bayesian network classifiers for better classification accuracy.

problem Improving supervised classification accuracy using Bayesian network classifiers.
method Developed novel classes of generative classifiers based on staged tree models, extending Bayesian networks.
result Data-driven learning routines enhance the accuracy of the new classifiers.

We derive an identity for Margulis invariants of affine deformations of a complete orientable one-ended hyperbolic sur- face following the identities of McShane, Mirzakhani and Tan- Wong-Zhang. As a corollary, a deformation of the surface which infinitesimally lengthens all interior simple closed curves must in- finite…

2015-07-07abs ↗pdf ↗

We prove the equivalence of two conditions on the primitive elements in an SL(2,C)SL(2,\mathbb C) representation of the free group F2F_2 on two generators, which may hold even when the image of F2F_2 is not discrete. One is Minsky's condition of primitive stability and the other is the BQBQ-condition introduced by Bowditch …

2019-01-05abs ↗pdf ↗

We study the (relative) SL(2,C) character varieties of the three-holed projective plane and the action of the mapping class group on them. We describe a domain of discontinuity for this action, which strictly contains the set of primitive stable representations defined by Minsky, and also the set of convex-cocompact ch…

2015-09-28abs ↗pdf ↗

The SL(2)-character variety X of a closed surface M enjoys a natural complex-symplectic structure invariant under the mapping class group G of M. Using the ergodicity of G on the SU(2)-character variety, we deduce that every G-invariant meromorphic function on X is constant. The trace functions of closed curves on M de…

2003-04-21abs ↗pdf ↗

For all open Riemann surface M and real number θ(0,π/4),θ\in (0,π/4), we construct a conformal minimal immersion X=(X1,X2,X3):MR3X=(X_1,X_2,X_3):M \to \mathbb{R}^3 such that X3+tan(θ)X1:MRX_3+\tan(θ) |X_1|:M \to \mathbb{R} is positive and proper. Furthermore, XX can be chosen with arbitrarily prescribed flux map. Moreover, we produce properly immerse…

2009-10-21abs ↗pdf ↗

We develop a conditional sampling scheme for pricing knock-out barrier options under the Linear Transformations (LT) algorithm from Imai and Tan (2006). We compare our new method to an existing conditional Monte Carlo scheme from Glasserman and Staum (2001), and show that a substantial variance reduction is achieved. W…

2011-11-21abs ↗pdf ↗

For the action of the outer automorphism group of the rank two free group on the corresponding variety of PSL(2,C) characters, two domains of discontinuity have been known to exist that are strictly larger than the set of Schottky characters. One is introduced by Bowditch in 1998 (followed by Tan, Wong and Zhang in 200…

2018-12-11abs ↗pdf ↗

Infinite circle packings on surfaces with conical singularities are possible.

problem Finding hyperbolic metrics with prescribed angles and circle packings on surfaces with punctures.
method Using infinite triangulations and hyperbolic metrics, the approach involves identifying the underlying Riemann surface and ensuring the circle packing combinatorics match the given triangulation.
result There are infinitely many conical hyperbolic structures in a conformal class with a circle packing in the combinatorics of a given triangulation.

Two methods reduce BN and DNN complexity, balancing size and accuracy.

problem Balancing model size and prediction accuracy in Bayesian networks and deep neural networks.
method Quantization-aware training and tree-augmented naive Bayes structure learning extension.
result Pareto optimal models found for small-scale scenarios.

This paper discovers new identities linking geodesic and orthogeodesic lengths on hyperbolic surfaces.

problem Understanding relationships between geodesic and orthogeodesic lengths on hyperbolic surfaces.
method Investigates a broad family of identities involving lengths of all closed geodesics and orthogeodesics.
result Introduces new identities that include lengths of all closed geodesics, contrasting with previous identities.

We investigate the terms arising in an identity for hyperbolic surfaces proved by Luo and Tan, namely showing that they vary monotonically in terms of lengths and that they verify certain convexity properties. Using these properties, we deduce two results. As a first application, we show how to deduce a theorem of Thur…

2020-02-07abs ↗pdf ↗

We propose a quasi-Monte Carlo algorithm for pricing knock-out and knock-in barrier options under the Heston (1993) stochastic volatility model. This is done by modifying the LT method from Imai and Tan (2006) for the Heston model such that the first uniform variable does not influence the stochastic volatility path an…

2012-07-27abs ↗pdf ↗

In this paper, we study nn-dimensional hypersurfaces with constant mthm^{\text{th}} mean curvature in a unit sphere Sn+1(1)S^{n+1}(1) and construct many compact nontrivial embedded hypersurfaces with constant mthm^{\text{th}} mean curvature Hm>0H_m>0 in Sn+1(1)S^{n+1}(1), for 1mn11\leq m\leq n-1. In particular, if the 4th4^{\text{th}}

2009-04-02abs ↗pdf ↗

Do and Norbury found a so-called differential relation which relates the volume of the moduli space of singular surface with a cone point to that of a smooth surface obtained by forgetting the cone point. Their procedure is valid for cone angles less than ππ by work of Tan, Wong and Zhang. We study the moduli space of…

2015-03-02abs ↗pdf ↗

Proves equivalence of two types of representations of free groups in hyperbolic spaces.

problem Equivalence of two types of representations of free groups in hyperbolic spaces.
method Independent proof of equivalence for free groups of rank two in Gromov-hyperbolic spaces.
result Set of Bowditch representations equals set of primitive-stable representations.

Let G, a subset of O(4), act isometrically on the 3-sphere. In this article we calculate a lower bound for the diameter of the quotient spaces S3/GS^3/G. We find it to be 1/2arccos(tan(3π10)3){1/2}\arccos(\frac{\tan(\frac{3 π}{10})}{\sqrt3}), which is exactly the value of the lower bound for diameters of the spherical space forms. In the p…

2007-02-23abs ↗pdf ↗

Study on representations of four-punctured sphere group in hyperbolic spaces.

problem Understanding representations of the four-punctured sphere group.
method Investigation into simple-stable and Bowditch representations in Gromov-hyperbolic spaces.
result Simple-stable representations and Bowditch representations are equivalent.

In this paper, we study nn-dimensional hypersurfaces with constant mthm^{\text{th}} mean curvature HmH_m in a unit sphere Sn+1(1)S^{n+1}(1) and prove that if the mthm^{\text{th}} mean curvature HmH_m takes value between 1(tanπk)m\dfrac{1}{(\tan \fracπ{k})^m} and k22n(k2+m2nm)m22\frac{k^2-2}{n}(\frac{k^2+m-2}{n-m})^{\frac{m-2}{2}} for $1\leq m\le…

2011-06-09abs ↗pdf ↗

We prove the superhedging duality for a discrete-time financial market with proportional transaction costs under model uncertainty. Frictions are modeled through solvency cones as in the original model of [Kabanov, Y., Hedging and liquidation under transaction costs in currency markets. Fin. Stoch., 3(2):237-248, 1999]…

2018-09-20abs ↗pdf ↗

Eigen-decomposition simplifies quadratic programming with equality constraints.

problem Optimizing solutions under linear equality constraints in quadratic programming.
method Eigenvalue decomposition of the quadratic term matrix to project optimal solutions.
result Established a linear mapping between EQP formulations with and without diagonalized QQ.

In this paper, we discuss the application of quasi-Monte Carlo methods to the Heston model. We base our algorithms on the Broadie-Kaya algorithm, an exact simulation scheme for the Heston model. As the joint transition densities are not available in closed-form, the Linear Transformation method due to Imai and Tan, a p…

2012-02-15abs ↗pdf ↗

Study of Bowditch representations in hyperbolic spaces with implications for dynamics and recognition.

problem Characterizing and understanding representations of free groups into hyperbolic spaces.
method Generalization of Bowditch conditions, explicit constant KδK_δ for hyperbolicity, characterizations of representations.
result Linear growth of lengths for primitive elements in Bowditch representations, new characterization of primitive-stable representations.

Downscaled models outperform larger ones on GLUE tasks.

problem Difficulty in attributing performance changes to specific factors in large language models.
method Pre-trained down-scaled versions of Transformer-based architectures on a common corpus, benchmarked on GLUE tasks.
result MLM + NSP (BERT-style) consistently outperforms other objectives.

G-FIGS uses instance weights to create interpretable models from diverse data.

problem Generalizing to diverse data distributions while maintaining interpretability.
method Estimates group membership probabilities, uses as instance weights in FIGS to grow decision trees.
result Achieves state-of-the-art prediction performance and maintains interpretability.