This paper improves financial simulations using Tensor Processing Units and Tensorflow.
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.
Trend · papers per month
The impact of the maximally possible batch size (for the better runtime) on performance of graphic processing units (GPU) and tensor processing units (TPU) during training and inference phases is investigated. The numerous runs of the selected deep neural network (DNN) were performed on the standard MNIST and Fashion-M…
Monte Carlo methods are critical to many routines in quantitative finance such as derivatives pricing, hedging and risk metrics. Unfortunately, Monte Carlo methods are very computationally expensive when it comes to running simulations in high-dimensional state spaces where they are still a method of choice in the fina…
We propose a sparse and low-rank tensor regression model to relate a univariate outcome to a feature tensor, in which each unit-rank tensor from the CP decomposition of the coefficient tensor is assumed to be sparse. This structure is both parsimonious and highly interpretable, as it implies that the outcome is related…
FasTR efficiently solves sparse and unit-rank tensor regression problems.
The paper explores how the unit inclusion affects topological quantum field theories in non-semisimple categories.
As is known, the Blaschke tensor (a symmetric covariant -tensor) is one of the fundamental Möbius invariants in the Möbius differential geometry of submanifolds in the unit sphere , and the eigenvalues of are referred to as the Blaschke eigenvalues. In this paper, we shall prove a classification…
Establishes a correspondence between two mathematical identities.
The paper defines and studies new types of submanifolds in a unit sphere.
We present a novel neural network algorithm, the Tensor Switching (TS) network, which generalizes the Rectified Linear Unit (ReLU) nonlinearity to tensor-valued hidden units. The TS network copies its entire input vector to different locations in an expanded representation, with the location determined by its hidden un…
Recurrent Neural Networks (RNNs), which are a powerful scheme for modeling temporal and sequential data need to capture long-term dependencies on datasets and represent them in hidden layers with a powerful model to capture more information from inputs. For modeling long-term dependencies in a dataset, the gating mecha…
As is known, the Blaschke tensor (a symmetric covariant -tensor) is one of the fundamental Möbius invariants in the Möbius differential geometry of submanifolds in the unit sphere , and the eigenvalues of are referred to as the Blaschke eigenvalues. In this paper, we continue our job for the stu…
Latent variable models with hidden binary units appear in various applications. Learning such models, in particular in the presence of noise, is a challenging computational problem. In this paper we propose a novel spectral approach to this problem, based on the eigenvectors of both the second order moment matrix and t…
Matrix product states (MPS), a tensor network designed for one-dimensional quantum systems, has been recently proposed for generative modeling of natural data (such as images) in terms of `Born machine'. However, the exponential decay of correlation in MPS restricts its representation power heavily for modeling complex…
The paper studies special contact metric manifolds and their properties.
We introduce the notion of commuting Ricci tensor for real hypersurfaces in the complex quadric . It is shown that the commuting Ricci tensor gives that the unit normal vector field becomes -principal or -isotropic. Then according to each case, we give a complete classifi…
In this note, we compute the limit of the Wang-Yau quasi-local mass on unit spheres at spatial infinity of an asymptotically flat initial data set. Similar to the small sphere limit of the Wang-Yau quasi-local mass, we prove that the leading order term of the quasi-local mass recovers the stress-energy tensor. For a va…
We study when the Jacobi operator associated to the Weyl conformal curvature tensor has constant eigenvalues on the bundle of unit spacelike or timelike tangent vectors. This leads to questions in the conformal geometry of pseudo-Riemannian manifolds which generalize the Osserman conjecture to this setting. We also stu…
On a compact -dimensional manifold , it is well known that a critical metric of the total scalar curvature, restricted to the space of metrics with unit volume, is Einstein. It has been conjectured that a critical metric of the total scalar curvature, restricted to the space of metrics with constant scalar curvat…
The paper shows how gradient flow on over-parametrized tensor decomposition behaves like deflation.
In this paper, we consider the Tensor Robust Principal Component Analysis (TRPCA) problem, which aims to exactly recover the low-rank and sparse components from their sum. Our model is based on the recently proposed tensor-tensor product (or t-product). Induced by the t-product, we first rigorously deduce the tensor sp…
We compute all 2-covariant tensors naturally constructed from a semiriemannian metric which are divergence-free and have weight greater than -2. As a consequence, it follows a characterization of the Einstein tensor as the only, up to a constant factor, 2-covariant tensor naturally constructed from a semiriemannian met…
On a compact -dimensional manifold, it is well known that a critical metric of the total scalar curvature, restricted to the space of metrics with unit volume is Einstein. It has been conjectured that a critical metric of the total scalar curvature, restricted to the space of metrics with constant scalar curvature o…
A Riemannian manifold is called Osserman (conformally Osserman, respectively), if the eigenvalues of the Jacobi operator of its curvature tensor (Weyl tensor, respectively) are constant on the unit tangent sphere at every point. Osserman Conjecture asserts that every Osserman manifold is either flat or rank-one symmetr…
An algebraic curvature tensor is called Osserman if the eigenvalues of the associated Jacobi operator are constant on the unit sphere. A Riemannian manifold is called conformally Osserman if its Weyl conformal curvature tensor at every point is Osserman. We prove that a conformally Osserman manifold of dimension $n \ne…
Paper proposes efficient tensor completion method using Gaussian Process.
Paper reviews multi-way graph signal processing for tensor data.
This paper shows how infinitely wide Tensor Networks converge to Gaussian Processes.
TRNN combines tensor geometry with neural network nonlinearity for HD data.
SGD recovers multiple signal vectors in noisy tensor PCA.
Estimates spatio-temporal Hawkes processes using tensor recovery.
Proposes a nonparametric tensor factorization for sparse data.
Study analyzes accuracy of tensor deflation in noisy conditions.
Paper proposes tensor-based method for semiconductor manufacturing process control.
We describe a simple, low-level approach for embedding probabilistic programming in a deep learning ecosystem. In particular, we distill probabilistic programming down to a single abstraction---the random variable. Our lightweight implementation in TensorFlow enables numerous applications: a model-parallel variational …
Let X be a smooth manifold of dimension 1+n endowed with a lorentzian metric g, and let T be the electromagnetic energy tensor associated to a 2-form F. In this paper we characterize this tensor T as the only 2-covariant natural tensor associated to a lorentzian metric and a 2-form that is independent of the unit of sc…
Study Gaussian-process limits of neural networks using tensor programs.
The condition number predicts efficient information encoding in neural units, aiding model fine-tuning.
We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-, order-, tensor where , the best sampling complexity that was achieved is , which is obtained by solving a tensor nuclear-norm minimizatio…
SliceOut speeds up deep learning training without sacrificing accuracy.
DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.
Geometric structures on quaternionic unit ball for slice regular Möbius transformations.
The Finsleroid-Finsler space is constructed over an underlying Riemannian space by the help of a scalar and an input 1-form of unit length. Explicit form of the entailed tensors, as well as the respective spray coefficients, is evaluated. The involutive case means the framework in which the characteristic sc…
Tensor networks constrain kernel machines to Gaussian processes.
Characterizes Lorentzian manifolds with semi-symmetric metric connections.
tvGP-VAE models tensor-valued latent variables with Gaussian processes for better data structure representation.
New divergence identity for scalar curvature helps prove rigidity of tensors.
Study examines dependence properties of Bayesian neural network units in finite-width networks.