Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

134267401534 · Jun 202019922001200920172026
48 results for adjoint computation

Abstracts a construction of boundary triplets for self-adjoint elliptic problems.

problem Computing the index of families of self-adjoint elliptic boundary problems.
method Abstract axiomatic version of boundary triplets and their applications.
result Analytic proof of index theorem and computation of index differences.

Derives adjoint formulas for matrix operations and applies them to specific cases.

problem Computing adjoints for matrix operations and specific matrix types.
method Derives adjoint formulas for matrix operations and applies them to specific cases.
result Closed-form expressions for adjoints in specific matrix types.

We use AD to compute gradients for complex functionals in stochastic model calibration.

problem Computing gradients for functions involving expectations in stochastic models.
method Automatic Adjoint Differentiation and parallelization.
result Faster and easier to implement approaches for gradient computation.

Using Roelcke formula for the Green function, we explicitly construct a basis in the kernel of the adjoint Laplacian on a compact polyhedral surface XX and compute the SS-matrix of XX at the zero value of the spectral parameter. We apply these results to study various self-adjoint extensions of a symmetric Laplacian…

2019-02-08abs ↗pdf ↗

Paper defines spectral triple and computes functional for nonminimal de Rham-Hodge operator.

problem Computing spectral functions for nonminimal de Rham-Hodge operators.
method Definitions and computations of spectral triple and functional.
result Computed spectral Einstein functional for even-dimensional compact manifolds.

New cross-validation methods for Gaussian process regression with efficient gradient computation.

problem Estimating parameters of Gaussian process covariance functions.
method Derive new cross-validation criteria and efficient adjoint computation of gradients.
result Efficient method for evaluating cross-validation criteria and their gradients.

We compute the Hochschild-Kostant-Rosenberg decomposition of the Hochschild cohomology of generalised Grassmannians, i.e. partial flag varieties associated to maximal parabolic subgroups in a simple algebraic group. We explain how the decomposition is concentrated in global sections for so-called (co)minuscule and (co)…

2019-11-21abs ↗pdf ↗

Study limits of adjoint orbits for Lie groups, describing nilpotent orbits.

problem Understanding limits of adjoint orbits for Lie groups.
method Systematic and topological study of limits of continuous families of adjoint orbits for non-compact simple Lie groups.
result Explicit description of nilpotent orbits in terms of Richardson orbits for hyperbolic semisimple elements.

We show how Adjoint Algorithmic Differentiation (AAD) allows an extremely efficient calculation of correlation Risk of option prices computed with Monte Carlo simulations. A key point in the construction is the use of binning to simultaneously achieve computational efficiency and accurate confidence intervals. We illus…

2010-04-11abs ↗pdf ↗

New estimator for SDEs is shown to be an adjoint state method.

problem Estimating gradients for overparameterized SDEs efficiently.
method Demonstrates generator gradient estimator as an adjoint state method.
result Generator gradient estimator is an adjoint state method for SDEs.

A VB-groupoid is a Lie groupoid equipped with a compatible linear structure. In this paper, we describe a correspondence, up to isomorphism, between VB-groupoids and 2-term representations up to homotopy of Lie groupoids. Under this correspondence, the tangent bundle of a Lie groupoid G corresponds to the "adjoint repr…

2010-07-21abs ↗pdf ↗

ACA method improves gradient estimation for neural ODEs, reducing error and training time.

problem Inaccurate gradient estimation methods hinder the performance of neural ODEs on benchmark tasks.
method Adaptive Checkpoint Adjoint (ACA) method that applies trajectory checkpointing, deletes redundant components, and supports adaptive solvers.
result ACA reduces error rate by half and training time by half compared to adjoint and naive methods on image classification tasks.

SNAPO optimizes policies for complex sequential decisions using differentiable simulation.

problem Optimizing policies for high-dimensional, sequential decisions under uncertainty.
method Embeds neural policy in a differentiable simulator, computes gradients efficiently.
result Produces sensitivities at a cost proportional to one reverse pass, regardless of sensitivity count.

Framework for pricing waterfall structures using simulation and uncertainty modeling.

problem Pricing complex structured finance instruments under uncertainty.
method Simulation-based uncertainty modeling, calibrated probability distributions, PyTorch implementation, Adjoint Algorithmic Differentiation (AAD).
result Efficient gradient computation for risk sensitivity analysis and optimization.

This paper studies differential graded modules and representations up to homotopy of Lie nn-algebroids, for general nNn\in\mathbb{N}. The adjoint and coadjoint modules are described, and the corresponding split versions of the adjoint and coadjoint representations up to homotopy are explained. In particular, the case …

2020-01-04abs ↗pdf ↗

Framework calculates positional influence in causal residual Transformers.

problem Understanding positional influence in causal residual Transformers.
method Adjoint-sensitivity framework for positional influence in causal residual Transformers.
result Exact evolution of adjoint-energy influence density and decomposition into residual transmission, nonlocal Volterra, and local channels.

Enhanced aerodynamic design using machine learning and Gaussian processes.

problem High computational costs and local optima in adjoint-based aerodynamic optimization.
method Surrogate-based framework combining deep neural networks and Gaussian processes.
result Improves accuracy and reduces computational cost compared to adjoint-based methods.

NDDV estimates data point value from a single stochastic trajectory.

problem Estimating marginal contributions of data points over stochastic training paths.
method Introduces Neural Dynamic Data Valuation (NDDV) using stochastic state and adjoint equations.
result NDDV provides a one-run, trajectory-conditioned estimator of data point value.

Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.

problem Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.
method Consider the sum of the adjoint Reidemeister torsions and prove integrality for twist knots and meridians.
result Prove integrality of genus-gg indices with adjoint Reidemeister torsions for twist knots and meridians.

We give explicit descriptions of the adjoint group of the Coxeter quandle QWQ_W associated with an arbitrary Coxeter group WW. The adjoint group of QWQ_W turns out to be an intermediate group between WW and the corresponding Artin group AWA_W, and fits into a central extension of WW by a finitely generated free abel…

2017-02-23abs ↗pdf ↗

This is a survey on Reidemeister torsion for hyperbolic three-manifolds of finite volume. Torsions are viewed as topological invariants and also as functions on the variety of representations in SL2(C)\operatorname{ SL}_2(\mathbb C). In both cases, the torsions may also be computed after composing with finite dimensional r…

2015-11-02abs ↗pdf ↗

New formula for torsion function in 3-manifolds with torus boundaries.

problem Computing torsion function for 3-manifolds with specific boundary conditions.
method Defined adjoint torsion function on moduli stack of G-local systems, proved regularity condition, provided formula for product of PGL2-torsions.
result Computed adjoint PGSp4-torsions of figure-eight knot complement for boundary-unipotent local systems.

The paper presents a method to infer unknown forcing functions in differential equations using Gaussian processes and adjoints.

problem Inferring unknown forcing functions in differential equations from noisy observations.
method Using adjoint methods to efficiently infer Gaussian process (GP) driven differential equations, with truncated basis expansions of the GP kernel.
result Efficient Bayesian inference of forcing functions modeled as GPs using adjoints, with lower computation than MCMC methods.

Paper analyzes double twist knots using adjoint hyperbolic torsion polynomial.

problem Determining the genus and fibering of double twist knots.
method Uses adjoint hyperbolic torsion polynomial to analyze double twist knots.
result The adjoint hyperbolic torsion polynomial determines the genus and fibering of double twist knots.

The paper tackles drift identification in Lévy α-stable stochastic systems, proposing a Fourier space approach.

problem Estimating the drift field of a stochastic differential equation driven by Lévy α-stable noise.
method Fourier space approach, parameterizing the drift field using Fourier series, minimizing a loss function with gradients computed via the adjoint method.
result The method is capable of learning drift fields in qualitative and/or quantitative agreement with ground truth fields.

The paper calculates determinants for Laplacians on spinor bundles over surfaces with flat metrics.

problem Calculating determinants for Laplacians on spinor bundles over surfaces with flat metrics.
method Explicit expressions for determinants of self-adjoint extensions of Laplacians using Bergman tau-function and theta-constants.
result An explicit expression for the determinant of the Szegö extension and comparison formulas for different extensions.

The paper explores self-adjointness of Laplace-Beltrami operator on special geometric manifolds.

problem Characterizing self-adjoint extensions of the Laplace-Beltrami operator on αα-Grushin manifolds.
method Introducing an exotic calculus of pseudodifferential operators adapted to the geometry of the singularity.
result Criterion for essential self-adjointness and determination of several self-adjoint extensions.

Study extends Vogel's universality to torus knots in adjoint representation.

problem Applying Vogel's universality to knot invariants in adjoint representation theory.
method Extending Vogel's parameters to include torus knots T[m,n]T[m,n] and focusing on T[4,n]T[4,n] with odd nn.
result Unified description of adjoint invariants for torus knots T[4,n]T[4,n] with odd nn.

We consider magnetic geodesic flows of the normal metrics on a class of homogeneous spaces, in particular (co)adjoint orbits of compact Lie groups. We give the proof of the non-commutative integrability of flows and show, in addition, for the case of (co)adjoint orbits, the usual Liouville integrability by means of ana…

2006-09-02abs ↗pdf ↗