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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.

168,657 papers · 148 categories

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56113169225 · Jun 202019922001200920172026
48 results for action-angle variables

In this paper we develop a general conceptual approach to the problem of existence of action-angle variables for dynamical systems, which establishes and uses the fundamental conservation property of associated torus actions: anything which is preserved by the system is also preserved by the associated torus actions. T…

2017-06-26abs ↗pdf ↗

In this paper we analyze the obstructions to the existence of global action-angle variables for regular non-commutative integrable systems (NCI systems) on Poisson manifolds. In contrast with local action-angle variables, which exist as soon as the fibers of the momentum map of such an integrable system are compact, gl…

2015-02-28abs ↗pdf ↗

Extends integrability to cosymplectic manifolds.

problem Integrability of Hamiltonian systems on cosymplectic manifolds.
method Extended Arnold-Liouville and noncommutative integrability to cosymplectic manifolds, proved a variant of non-commutative integrability for specific fields, constructed action-angle variables.
result Variant of non-commutative integrability for evaluation and Reeb vector fields on cosymplectic manifolds.

New action-angle coordinates found for singular symplectic manifolds.

problem Existence of action-angle coordinates for singular symplectic manifolds.
method Action-angle theorem for folded symplectic integrable systems.
result New topological obstructions found for global existence of action-angle coordinates.

Deroin and Tholozan's representations are mapped to complex projective space via action-angle coordinates.

problem Mapping representations of a punctured sphere into PSL(2,R)\mathrm{PSL}(2,\mathbb R) to a simpler geometric space.
method Polygonal model and chains of triangles to extract action-angle coordinates.
result Action-angle coordinates give an explicit isomorphism and almost global Darboux coordinates.

Study minimal Lagrangian tori on Kähler manifolds, answering questions about their existence and stability.

problem Characterize minimal Lagrangian tori on Kähler manifolds.
method Investigate orbits of torus actions, analyze stability, and relate to ambient geometry.
result Partial answers to questions about minimal Lagrangian tori existence and stability.

Let BlP1Pn\text{Bl}_{\mathbb{P}^1} \mathbb{P}^n be a Kähler manifold obtained by blowing up a complex projective space Pn\mathbb{P}^n along a line P1\mathbb{P}^1. We prove that BlP1Pn\text{Bl}_{\mathbb{P}^1} \mathbb{P}^n does not admit constant scalar curvature Kähler metrics in any rational Kähler class, but admits extremal m…

2015-08-11abs ↗pdf ↗

For a positive integer n3n\ge 3, the collection of nn-sided polygons embedded in 33-space defines the space of geometric knots. We will consider the subspace of equilateral knots, consisting of embedded nn-sided polygons with unit length edges. Paths in this space determine isotopies of polygons, so path-components …

2018-10-28abs ↗pdf ↗

A theorem of Delzant states that any symplectic manifold $(M,\om)$ of dimension 2n2n, equipped with an effective Hamiltonian action of the standard nn-torus $\T^n = \R^{n}/2π\Z^n$, is a smooth projective toric variety completely determined (as a Hamiltonian $\T^n$-space) by the image of the moment map φ:MRnφ:M\to\R^n, a …

2000-04-19abs ↗pdf ↗

Let (M,ω)(M,ω) be an almost symplectic manifold (ωω is a non degenerate, not closed, 2-form). We say that a vector field XX of MM is locally Hamiltonian if LXω=0,d(i(X)ω)=0L_Xω=0,d(i(X)ω)=0, and it is Hamiltonian if, furthermore, the 1-form i(X)ωi(X)ω is exact. Such vector fields were considered in a 2007 paper by F. Fasso and N. Sanso…

2012-10-30abs ↗pdf ↗

In a recent paper Donaldson explains how to use an older construction of Joyce to obtain four dimensional local models for scalar-flat Kahler metrics with a 2-torus symmetry. Using this idea, he recovers and generalizes the Taub-NUT metric by including it in a new family of complete scalar-flat toric Kahler metrics. In…

2009-10-28abs ↗pdf ↗

We consider the moduli space M_r of polygons with fixed side lengths in five-dimensional eucledian space. We analyze the local structure of its singularities and exhibit a real-analytic equivalence between M_r and a weighted quotient of the n-fold product of the quaternionic projective line HP^1 by the diagonal PSL(2,H…

2002-02-17abs ↗pdf ↗

A theorem of E.Lerman and S.Tolman, generalizing a result of T.Delzant, states that compact symplectic toric orbifolds are classified by their moment polytopes, together with a positive integer label attached to each of their facets. In this paper we use this result, and the existence of "global" action-angle coordinat…

2001-05-14abs ↗pdf ↗

A closed equilateral random walk in 3-space is a selection of unit length vectors giving the steps of the walk conditioned on the assumption that the sum of the vectors is zero. The sample space of such walks with nn edges is the (2n3)(2n-3)-dimensional Riemannian manifold of equilateral closed polygons in R3\mathbb{R}^3

2013-10-22abs ↗pdf ↗

VC-PCR improves prediction by clustering correlated variables.

problem Decreased prediction accuracy due to cluster structure in predictor variables.
method Supervised variable selection and clustering to integrate cluster information into a sparse modeling process.
result VC-PCR achieves better prediction, variable selection, and clustering performance.

In this paper, we propose multi-variable LSTM capable of accurate forecasting and variable importance interpretation for time series with exogenous variables. Current attention mechanism in recurrent neural networks mostly focuses on the temporal aspect of data and falls short of characterizing variable importance. To …

2018-06-17abs ↗pdf ↗

A neural network finds causal relationships among latent variables.

problem Learning causal structure among latent variables in high-dimensional data.
method Redundant Input Neural Network (RINN) with modified architecture and regularized objective function.
result The RINN method successfully recovers latent causal structure between input and output variables.

Derives derivatives and geometric framework for functions with non-independent variables.

problem Characterizing functions with non-independent variables in probabilistic models.
method Derives actual and dependent partial derivatives, dependent Jacobian matrix, and tensor metric.
result Derives gradient, Hessian, and Taylor expansion for functions with non-independent variables.

A new distance for mixed-variable, hierarchical datasets with meta variables.

problem Heterogeneous datasets limit generalizability and performance in machine learning and optimization.
method Developed a modeling framework for mixed-variable and hierarchical domains with meta variables, and a novel distance function.
result The novel distance function allows comparison of heterogeneous datasets, improving model performance.

Unified Bayesian Optimisation for mixed variables improves performance.

problem Efficient optimisation of problems with both categorical and continuous variables.
method Derive value proposals from the Expected Improvement criterion to optimise both categorical and continuous variables under a single acquisition metric.
result Unified approach significantly outperforms existing methods across mixed-variable tasks.

Random Forest variable importance is improved by class balancing techniques.

problem Class imbalance problem in machine learning.
method Proposed a variable selection algorithm using RF variable importance and its confidence interval.
result Our algorithm efficiently selects an optimal feature set, leading to improved prediction performance.

Knoop enhances variable selection with over-parameterization and knockoffs.

problem Challenges of variable selection in high-dimensional datasets.
method Generates knockoff variables, integrates them into an over-parameterized model, and uses anomaly-based significance tests.
result Superior performance in variable selection compared to existing methods.

A serious problem in learning probabilistic models is the presence of hidden variables. These variables are not observed, yet interact with several of the observed variables. Detecting hidden variables poses two problems: determining the relations to other variables in the model and determining the number of states of …

2013-01-10abs ↗pdf ↗

New method for fitting graphical models with latent variables using regularized conditional likelihood.

problem Graphical modeling with latent variables and confounding dependencies.
method Regularized conditional likelihood for exponential family graphical models.
result Framework applicable to broader settings without knowing latent variables' distribution.

CIB compresses variables causally, preserving key causal interactions.

problem Constructing causal variable abstractions in complex systems.
method Causal Information Bottleneck (CIB) method, extending IB to include causal structures.
result CIB produces causally interpretable abstractions that accurately capture causal relations.

We generalize to the finite-state case the notion of the extreme effect variable YY that accumulates all the effect of a variant variable VV observed in changes of another variable XX. We conduct theoretical analysis and turn the problem of finding of an effect variable into a problem of a simultaneous decomposition…

2019-12-24abs ↗pdf ↗

Discond-VAE separates continuous and discrete factors in data.

problem Separating shared and class-specific variations in real-world data.
method Introduces private and public latent variables to represent continuous and discrete factors, respectively.
result Discond-VAE successfully disentangles class-dependent continuous factors from discrete factors.

A new method selects important variables for clustering from dependency networks.

problem Variable selection for clustering in high-cost data scenarios.
method Create dependency networks, rank variables by centrality, select top-n variables.
result Top-n variables improve clustering performance compared to existing methods.

The paper introduces methods to identify key variables discriminating between two datasets.

problem Identifying variables that distinguish between two datasets.
method Introduces a mathematical notion of discriminating variables and proposes two methods for their selection.
result Proposed methods improve upon existing techniques in two-sample variable selection.

This work presents entropic constraints from DAGs with hidden variables.

problem Characterizing causal relations in systems with hidden variables.
method Entropic inequality constraints derived from ee-separation relations.
result These constraints can learn about true causal models from observed data.

For recurrent neural networks trained on time series with target and exogenous variables, in addition to accurate prediction, it is also desired to provide interpretable insights into the data. In this paper, we explore the structure of LSTM recurrent neural networks to learn variable-wise hidden states, with the aim t…

2019-05-28abs ↗pdf ↗

Proposes a two-stage method for selecting correlated predictors in high-dimensional data.

problem Selecting correlated predictors in high-dimensional data with unknown group structures.
method Two-stage approach: variable clustering followed by group selection.
result The two-stage method improves prediction accuracy and active predictor selection.

New method better identifies irrelevant variables for more accurate treatment effect estimation.

problem Handling irrelevant variables in treatment effect estimation with deep disentanglement.
method Deep embedding method to disentangle pre-treatment variables, explicitly identify and represent irrelevant variables, and orthogonalize them.
result Better identification and representation of irrelevant variables lead to more precise treatment effect prediction.

The paper proposes a method to stabilize predictions by identifying causal variables using a seed variable.

problem Stable prediction across unknown test data with potential spurious correlations.
method Conditional independence test based algorithm using a seed variable to separate causal from non-causal variables.
result The algorithm precisely separates causal and non-causal variables for stable prediction across test data.