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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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129257386514 · Jun 202019922001200920172026
48 results for Tensor Processing Units

This paper improves financial simulations using Tensor Processing Units and Tensorflow.

problem Estimating sensitivities in financial models efficiently.
method Utilizing Tensor Processing Units and Tensorflow for fast and automated differentiation.
result Single line of code for estimating sensitivities in financial models.

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…

2019-06-06abs ↗pdf ↗

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…

2018-11-03abs ↗pdf ↗

FasTR efficiently solves sparse and unit-rank tensor regression problems.

problem Sparse and unit-rank tensor regression problems in tensor data analysis.
method FasTR decomposes tensor coefficients into component vectors and estimates each with 1\ell_1 regularized regression, solving in parallel.
result FasTR computes better solutions faster than baseline models.

The paper explores how the unit inclusion affects topological quantum field theories in non-semisimple categories.

problem Understanding the effects of unit inclusion in non-semisimple braided tensor categories on topological quantum field theories.
method Analyzes the dualizability of the unit inclusion morphism in Morita 4-category of braided tensor categories and applies the Cobordism Hypothesis.
result Shows that the unit inclusion in non-semisimple modular categories leads to non-compact relative 3D topological quantum field theories.

The paper defines and studies new types of submanifolds in a unit sphere.

problem Variational problems of curvature tensors for submanifolds.
method Euler-Lagrange equations for Normal-Yang-Mills and Tangent-Yang-Mills submanifolds.
result Infinitely many non-trivial examples of Normal-Yang-Mills and Tangent-Yang-Mills submanifolds are constructed.

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…

2016-10-31abs ↗pdf ↗

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…

2017-06-07abs ↗pdf ↗

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…

2018-02-27abs ↗pdf ↗

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…

2019-01-08abs ↗pdf ↗

The paper studies special contact metric manifolds and their properties.

problem Investigating properties of contact metric manifolds with a specific equation.
method Analyzing KK-contact and (κ,μ)(κ,μ)-contact manifolds with a smooth function ff satisfying a given equation.
result Complete and simply connected KK-contact manifolds admitting such a function are isometric to the unit sphere.

We introduce the notion of commuting Ricci tensor for real hypersurfaces in the complex quadric Qm=SOm+2/SOmSO2Q^m = SO_{m+2}/SO_mSO_2 . It is shown that the commuting Ricci tensor gives that the unit normal vector field NN becomes A\frak A-principal or A\frak A-isotropic. Then according to each case, we give a complete classifi…

2015-12-10abs ↗pdf ↗

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…

2019-01-21abs ↗pdf ↗

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…

2003-10-15abs ↗pdf ↗

On a compact nn-dimensional manifold MM, 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…

2017-10-20abs ↗pdf ↗

The paper shows how gradient flow on over-parametrized tensor decomposition behaves like deflation.

problem Understanding the training dynamics of gradient flow on tensor decomposition.
method Empirical observation and mathematical proof of gradient flow dynamics for orthogonally decomposable tensors.
result Gradient flow dynamics for orthogonally decomposable tensors follows a tensor deflation process, recovering all tensor components.

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…

2007-09-12abs ↗pdf ↗

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…

2008-10-31abs ↗pdf ↗

Paper reviews multi-way graph signal processing for tensor data.

problem Maximizing use of multi-way structure in irregular tensor data.
method Generalizes GSP to multi-way data, focusing on graph signals across tensor modes.
result Synthesizes common themes in combining GSP with tensor analysis.

This paper shows how infinitely wide Tensor Networks converge to Gaussian Processes.

problem Understanding the relationship between Tensor Networks and Gaussian Processes.
method Analyzing the infinite-width limit of Tensor Networks and comparing them to Gaussian Processes.
result Infinitely wide Tensor Networks converge to Gaussian Processes, proving their equivalence.

TRNN combines tensor geometry with neural network nonlinearity for HD data.

problem Modeling high-dimensional data with preserved tensor geometry and nonlinear interactions.
method Introduces TRNN that integrates tensor geometry and neural network nonlinearity.
result TRNN preserves tensor geometry while offering nonlinearity.

SGD recovers multiple signal vectors in noisy tensor PCA.

problem Estimating multiple signal vectors from noisy tensor observations.
method Online stochastic gradient descent (SGD) in high dimensions with detailed analysis of correlations.
result Sequential elimination of correlations allows recovery of all spikes from Np2N^{p-2} samples.

Estimates spatio-temporal Hawkes processes using tensor recovery.

problem Estimating influence functions for spatio-temporal Hawkes processes.
method Formulates influence function as a tensor kernel, assumes low-rank structure, solves as convex optimization problem.
result Provides theoretical guarantees and demonstrates efficiency with simulations.

Proposes a nonparametric tensor factorization for sparse data.

problem Handling sparse tensor data with structural and interpretability benefits.
method Hierarchical Gamma processes and Poisson random measures for tensor-valued process, Dirichlet processes for sampling entry indices, Gaussian processes for values.
result Demonstrates superior performance on benchmark datasets.

Study analyzes accuracy of tensor deflation in noisy conditions.

problem Analyzing accuracy of tensor deflation in noisy conditions.
method Asymptotic study of Hotelling-type tensor deflation in large tensor dimensions.
result Characterization of estimated singular values and singular vector alignments.

Paper proposes tensor-based method for semiconductor manufacturing process control.

problem Challenges of traditional process control methods in high-dimensional image-based overlay errors.
method Builds a high-dimensional process model, proposes tensor-on-vector regression algorithms, designs EWMA controller for tensor data.
result The method reduces overlay errors using limited control recipes and is superior especially when disturbances are not stable.

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 …

2018-11-05abs ↗pdf ↗

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…

2012-01-17abs ↗pdf ↗

The condition number predicts efficient information encoding in neural units, aiding model fine-tuning.

problem Efficient information encoding in neural units for various tasks and input modalities.
method Linking the condition number to the log-volume scaling factor and entropy of the output distribution.
result High condition number indicates efficient encoding, reducing overall information transfer.

We analyze low rank tensor completion (TC) using noisy measurements of a subset of the tensor. Assuming a rank-rr, order-dd, N×N××NN \times N \times \cdots \times N tensor where r=O(1)r=O(1), the best sampling complexity that was achieved is O(Nd2)O(N^{\frac{d}{2}}), which is obtained by solving a tensor nuclear-norm minimizatio…

2017-11-14abs ↗pdf ↗

DEMOTE uses neural diffusion-reaction processes to capture temporal dynamics in sparse tensor data.

problem Sparse and temporally associated tensor data with limited structural knowledge.
method Develops a neural diffusion-reaction process to estimate dynamic embeddings for tensor modes.
result Captures both commonalities and personalities in evolving tensor entries.

Geometric structures on quaternionic unit ball for slice regular Möbius transformations.

problem No new problem introduced.
method Introducing Hermitian, Riemannian, and Kähler-like structures on quaternionic unit ball using regular Möbius transformations.
result Geometric structures are natural generalizations of complex setup and solve problems not achieved by other geometries.

The Finsleroid-Finsler space is constructed over an underlying Riemannian space by the help of a scalar g(x)g(x) and an input 1-form bb 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…

2007-10-20abs ↗pdf ↗

Tensor networks constrain kernel machines to Gaussian processes.

problem Speeding up kernel machines with reduced model complexity.
method Proving CPD and TT-constrained models recover Gaussian processes with i.i.d. priors.
result TT-constrained models exhibit more Gaussian process behavior than CPD for the same parameters.

Characterizes Lorentzian manifolds with semi-symmetric metric connections.

problem Characterizing Lorentzian manifolds with specific metric connections.
method Analyzing semi-symmetric metric connections with vanishing curvature and recurrent torsion.
result Establishes conditions for perfect fluid and generalized Robertson-Walker spacetimes.

tvGP-VAE models tensor-valued latent variables with Gaussian processes for better data structure representation.

problem Agnostic latent variables in VAEs ignore data structure correlations.
method Proposes tensor-variate Gaussian process prior for variational autoencoder.
result Explicitly modeling correlation structures improves model performance in reconstruction.

New divergence identity for scalar curvature helps prove rigidity of tensors.

problem Proving rigidity of Codazzi tensors under curvature and invariant conditions.
method Derived a divergence identity for a vector field and applied it to tensor rigidity.
result New proof of Tang-Yan theorem on constant eigenvalues for tensors.

Study examines dependence properties of Bayesian neural network units in finite-width networks.

problem Understanding dependence properties of hidden units in practical finite-width Bayesian neural networks.
method Theoretical analysis and empirical evaluation of depth and width impacts.
result Hidden units in finite-width Bayesian neural networks are dependent, contrary to the infinite-width limit assumption.