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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.

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48 results for Time Reduction

The paper extends Marsden-Weinstein reduction to mechanical presymplectic structures for time-dependent Hamiltonian systems.

problem Limitations of Marsden-Weinstein reduction for cosymplectic structures in time-dependent Hamiltonian systems.
method Developed Marsden-Weinstein reduction for mechanical presymplectic structures.
result Mechanical presymplectic structures provide a more suitable framework for time-dependent Hamiltonian systems than cosymplectic structures.

Improved time complexity for parallel stochastic optimization in heterogeneous systems.

problem Time complexity in parallel stochastic optimization for large-scale machine learning models.
method Proposes Rennala MVR, a variance-reduced extension of Rennala SGD based on momentum-based variance reduction.
result Variance reduction improves time complexity in relevant parameter regimes for parallel stochastic optimization in heterogeneous systems.

Paper identifies reductive MDPs, solving them in polynomial time.

problem Computational hardness of general MDPs and tractability of finite-horizon MDPs.
method Defines reductivity, a new class of SSPs, and develops a polynomial-time solution.
result Optimal policies can be found in polynomial time for reductive SSPs and MDPs.

In this paper we describe Routhian reduction as a special case of standard symplectic reduction, also called Marsden-Weinstein reduction. We use this correspondence to present a generalization of Routhian reduction for quasi-invariant Lagrangians, i.e. Lagrangians that are invariant up to a total time derivative. We sh…

2009-12-04abs ↗pdf ↗

This paper uses UOT metrics for better dimensionality reduction and classification/clustering.

problem Improving dimensionality reduction and classification/clustering methods.
method Uses Hellinger--Kantorovich metric from unbalanced optimal transport (UOT).
result UOT outperforms Euclidean and OT-based methods in classification and clustering tasks.

Balanced Neural ODEs combine VAEs and Neural ODEs for efficient time series modeling.

problem Efficiently modeling systems with time-varying inputs and varying complexity.
method Combines VAEs for dimensionality reduction and Neural ODEs for dynamics, using variational parameters to adaptively learn.
result Balanced Neural ODEs (B-NODE) efficiently approximate Koopman operator without predefined dimensionality.

Efficiently reduces rank of non-negative matrices with quadratic time complexity.

problem Efficiently reducing the rank of non-negative matrices.
method Formulated rank reduction as a mean-field approximation using a log-linear model.
result Optimal solution for minimizing KL divergence can be computed in closed form.

Let PP be a parabolic subgroup of a connected simply connected complex semisimple Lie group GG. Given a compact Kähler manifold XX, the dimensional reduction of GG-equivariant holomorphic vector bundles over X×G/PX\times G/P was carried out by the first and third authors. This raises the question of dimensional reduct…

2016-09-13abs ↗pdf ↗

We prove a reduction theorem for the tangent bundle of a Poisson manifold (M,π)(M, π) endowed with a pre-Hamiltonian action of a Poisson Lie group (G,πG)(G, π_G). In the special case of a Hamiltonian action of a Lie group, we are able to compare our reduction to the classical Marsden-Ratiu reduction of MM. If the manifold $M…

2015-07-31abs ↗pdf ↗

WeldNet reduces complex dynamics to simpler, manageable segments.

problem Complex, high-dimensional time-dependent datasets from physical processes are costly to simulate.
method Windowed Encoders for Learning Dynamics, splitting time domain into windows for nonlinear dimension reduction and propagator training.
result WeldNet captures nonlinear latent structures and dynamics, outperforming existing methods.

Review and compare model order reduction methods for process engineering.

problem Creating computationally efficient yet accurate models for real-time applications.
method Nonlinear model order reduction methods, including general-purpose and tailored approaches for chemical processes.
result Comparison of eight model order reduction methods applied to an air separation process model.

We present sktime -- a new scikit-learn compatible Python library with a unified interface for machine learning with time series. Time series data gives rise to various distinct but closely related learning tasks, such as forecasting and time series classification, many of which can be solved by reducing them to relate…

2019-09-17abs ↗pdf ↗

This work examines consistency issues in Gaussian Mixture Model reduction algorithms.

problem Consistency issues in Gaussian Mixture Model reduction algorithms.
method Discussion of the importance of dissimilarity measure choice and consistency of GMR algorithms.
result Most existing GMR algorithms are not consistent with a unique measure, leading to suboptimal reduced GMs.

The un-reduction procedure introduced previously in the context of Mechanics is extended to covariant Field Theory. The new covariant un-reduction procedure is applied to the problem of shape matching of images which depend on more than one independent variable (for instance, time and an additional labelling parameter)…

2015-09-23abs ↗pdf ↗

This work extends reduction processes for nonholonomic discrete mechanical systems.

problem Nonholonomic discrete mechanical systems and their reductions.
method Introduces a category LDPdLDP_d of discrete-time dynamical systems and a two-stage reduction process.
result Two-stage reduction process produces systems isomorphic to one-stage reduction.

The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for machine learning by reductions: we develop reductions that take a method develo…

2016-03-17abs ↗pdf ↗

The study finds invariant Einstein metrics on complex Stiefel manifolds and special unitary groups.

problem Existence of invariant Einstein metrics on complex Stiefel manifolds and special unitary groups.
method Decomposing Lie algebras and tangent spaces, parametrizing scalar products, and computing Ricci tensors for invariant metrics.
result Existence of invariant Einstein metrics on specific special unitary groups and complex Stiefel manifolds.

In this paper we show that for the purposes of dimensionality reduction certain class of structured random matrices behave similarly to random Gaussian matrices. This class includes several matrices for which matrix-vector multiply can be computed in log-linear time, providing efficient dimensionality reduction of gene…

2015-06-11abs ↗pdf ↗

Despite the fact that they do not consider the temporal nature of data, classic dimensionality reduction techniques, such as PCA, are widely applied to time series data. In this paper, we introduce a factor decomposition specific for time series that builds upon the Bayesian multivariate autoregressive model and hence …

2014-06-14abs ↗pdf ↗

K-Nearest neighbor classifier (k-NNC) is simple to use and has little design time like finding k values in k-nearest neighbor classifier, hence these are suitable to work with dynamically varying data-sets. There exists some fundamental improvements over the basic k-NNC, like weighted k-nearest neighbors classifier (wh…

2013-01-27abs ↗pdf ↗

Introduces bb-Lie groups and studies their symplectic structures and reductions.

problem Developing a theoretical framework for space-time transformations.
method Introduces bb-Lie groups and studies their canonical bb-symplectic structures and reductions.
result Poisson reduction under cotangent lifted action of HH can be described using Lie algebra structures.

In statistical learning, high covariate dimensionality poses challenges for robust prediction and inference. To address this challenge, supervised dimension reduction is often performed, where dependence on the outcome is maximized for a selected covariate subspace with smaller dimensionality. Prevalent dimension reduc…

2018-08-20abs ↗pdf ↗

In order to use the technique of dimensional reduction, it is usually necessary for there to be a symmetry coming from a group action. In this paper we consider a situation in which there is no such symmetry, but in which a type of dimensional reduction is nevertheless possible. We obtain a relation between the Coupled…

1997-03-14abs ↗pdf ↗

GT-PCA improves PCA for image and time series data.

problem Lack of robustness to transformations in PCA.
method GT-PCA is a neural network that estimates components invariant to specific transformations.
result GT-PCA outperforms alternative methods in synthetic and real data experiments.

Study surjectivity of Kirwan map for generalized hyperkähler reduction.

problem Establishing surjectivity of Kirwan map for a specific class of Hamiltonian manifolds.
method Defined a close analogue of hyperkähler reduction for manifolds with equivariant functions under semi-linear GG-actions.
result Surjectivity of Kirwan map proved for the defined class of manifolds.

Study on BSDEs with random time horizon, focusing on existence and properties.

problem Existence of solutions to BSDEs and reflected BSDEs with a random time horizon.
method Method of reduction and examination of BSDEs with lahdlaug driver.
result Existence of solutions to BSDEs and reflected BSDEs with a random time horizon.

We show that deliberately introducing a nested simulation stage can lead to significant variance reductions when comparing two stopping times by Monte Carlo. We derive the optimal number of nested simulations and prove that the algorithm is remarkably robust to misspecifications of this number. The method is applied to…

2014-02-02abs ↗pdf ↗