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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.

168,932 papers · 148 categories

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74148222296 · Jun 202019922001200920172026
48 results for affine combination

We complete the classification of rank two affine manifolds in the moduli space of translation surfaces in genus three. Combined with a recent result of Mirzakhani and Wright, this completes the classification of higher rank affine manifolds in genus three.

2016-12-21abs ↗pdf ↗

New algorithm estimates task affinities without repeated training, improving model performance and efficiency.

problem Efficiently estimating task affinities among multiple tasks for model training.
method Grad-TAG algorithm: trains a base model for all tasks and uses gradient-based linearization to estimate task affinities.
result Estimates task affinities with high accuracy and low computational cost.

We introduce a class of maps from an affine flat into a Riemannian manifold that solve an elliptic system defined by the natural second order elliptic operator of the affine structure and the nonlinear Riemann geometry of the target. These maps are called affine harmonic. We show an existence result for affine harmonic…

2009-02-15abs ↗pdf ↗

Smooth manifolds have been always understood intuitively as spaces with an affine geometry on the infinitesimal scale. In Synthetic Differential Geometry this can be made precise by showing that a smooth manifold carries a natural structure of an infinitesimally affine space. This structure is comprised of two pieces o…

2018-09-16abs ↗pdf ↗

Paper shows affine constraint is unnecessary for high-dimensional data.

problem The necessity of an affine constraint in affine subspace clustering.
method Theoretical and empirical analysis of conditions for correctness of affine subspace clustering methods.
result Affine constraint has negligible effect on clustering performance for high-dimensional data.

This article investigates parameter estimation of affine term structure models by means of the generalized method of moments. Exact moments of the affine latent process as well as of the yields are obtained by using results derived for p-polynomial processes. Then the generalized method of moments, combined with Quasi-…

2015-08-07abs ↗pdf ↗

This paper is a continuation of the previous paper of the author[M]. We show that an affine deformation space of a hyperbolic surface of type (g,b) can be parametrized by Margulis invariants and affine twist parameters with a certain decomposition of the surface, which are associated with the Fenchel-Nielsen coordinate…

2016-06-20abs ↗pdf ↗

Examines the linear independence of curvature tensors and pseudotensors in non-symmetric affine connection spaces.

problem Determining the linear independence of curvature tensors and pseudotensors in non-symmetric affine connection spaces.
method Analyzes the number of covariant derivatives and curvature tensors/pseudotensors required for a complete study, and examines their linear independence.
result Identifies the number of curvature tensors and pseudotensors that are linearly independent in non-symmetric affine connection spaces.

The paper calculates bounds on the local Lipschitz constants of neural network layers.

problem Understanding the Lipschitz constants of neural network layers for robustness analysis.
method Analytical approach to determine upper bounds on local Lipschitz constants of affine-ReLU functions.
result The method produces tighter bounds than the standard conservative bound, especially for small perturbations.

Let Λ0Λ_0 be an ordered abelian group. We show how an ATF(Z×Λ0)\mathrm{ATF}(\mathbb{Z}\timesΛ_0) group -- that is, a group admitting a free affine action without inversions on a Z×Λ0\mathbb{Z}\timesΛ_0-tree -- admits a natural graph of groups decomposition, where vertex groups inherit actions on Λ0Λ_0-trees. Using recent work o…

2015-03-12abs ↗pdf ↗

New unsupervised image translation method detects changes without labeled data.

problem Detecting changes in images without labeled data.
method Affinity-based change priors and weighted loss functions trained on convolutional neural networks.
result Proposed method outperforms state-of-the-art algorithms in detecting changes.

Identifying components and estimating mixing weights in unlabeled finite mixtures under marginal independence.

problem Identifying components and estimating mixing weights in unlabeled finite mixtures.
method Proving structural results and extending them to observable mixtures.
result Identifying components and estimating mixing weights under marginal independence.

Solves partial assignment problems using random clique complexes.

problem Partial assignment problems, especially with severe occlusions and distortions.
method Formulate as matching random clique complexes, analyze k-skeletons, match adjacency matrices, consider geometric neighbourhoods.
result Outperforms diverse matching algorithms significantly.

We propose and study a row-and-column affine measurement scheme for low-rank matrix recovery. Each measurement is a linear combination of elements in one row or one column of a matrix XX. This setting arises naturally in applications from different domains. However, current algorithms developed for standard matrix rec…

2015-05-23abs ↗pdf ↗

Max-affine regression tackles estimating coefficients of up to k affine functions.

problem Estimating coefficients of up to k affine functions in a high-dimensional setting.
method Alternating minimization (AM) algorithm for non-convex least squares objective, with spectral method and random search initialization.
result AM algorithm converges geometrically to near-optimal coefficients with high probability.

New AMP algorithm estimates signals and latent variables in mixed regression models.

problem Estimating signals and latent variables in mixed regression models.
method Approximate Message Passing (AMP) algorithm for matrix GLM.
result State evolution recursion and optimal denoising functions for precise error minimization.

This paper introduces the Inverse Gamma (IGa) stochastic volatility model with time-dependent parameters, defined by the volatility dynamics dVt=κt(θtVt)dt+λtVtdBtdV_{t}=κ_{t}\left(θ_{t}-V_{t}\right)dt+λ_{t}V_{t}dB_{t}. This non-affine model is much more realistic than classical affine models like the Heston stochastic volatility model, e…

2015-07-10abs ↗pdf ↗

Spectral clustering improves accuracy and efficiency for clustering discrete distributions.

problem Inaccurate clustering of discrete distributions using traditional methods.
method Spectral clustering combined with distribution affinity measures (MMD, Wasserstein distance) and linear optimal transport.
result Spectral clustering outperforms traditional methods in accuracy and efficiency.

Study of flows on complex manifolds with holomorphic properties.

problem Global rigidity of transversely holomorphic Anosov flows on smooth compact manifolds.
method Analyzing the integrability of unstable and stable distributions, proving uniqueness in low dimensions.
result For topologically transitive flows, they are either orbit equivalent to a hyperbolic automorphism or geodesic flow.

This paper discusses the exact simulation of the stock price process underlying the 3/2 model. Using a result derived by Craddock and Lennox using Lie Symmetry Analysis, we adapt the Broadie-Kaya algorithm for the simulation of affine processes to the 3/2 model. We also discuss variance reduction techniques and find th…

2011-05-17abs ↗pdf ↗

In this paper, we propose new conditions guaranteeing that the trajectories of a mechanical control system can track any curve on the configuration manifold. We focus on systems that can be represented as forced affine connection control systems and we generalize the sufficient conditions for tracking known in the lite…

2015-01-16abs ↗pdf ↗

The paper studies the dimension of limit sets using variational principles and stationary measures.

problem Calculating the Hausdorff dimension of limit sets of Anosov representations and the Rauzy gasket.
method Established variational principles for affinity exponents and Rauzy gaskets, combined with dimension formulas of stationary measures.
result Yields the equality between the Hausdorff dimensions and affinity exponents in both settings.

Study proves existence, uniqueness, and stability for specific stochastic Volterra equations.

problem Analyzing existence, uniqueness, and stability of affine stochastic Volterra equations with L1L^1-kernels.
method Approximations with L2L^2-kernels, stability result, duality argument, deterministic Riccati--Volterra integral equation.
result Established weak uniqueness for the equations using Fourier--Laplace transform and a deterministic Riccati--Volterra integral equation.

We study affine maps between affine manifolds. Even when the fibers are compact and diffeomorphic, two of them can inherit different affine structures from the source space. This leads to a fixed linear holonomy deformation theory of the affine structure of an affine manifold. We found various conditions which make the…

2001-05-22abs ↗pdf ↗

Paper presents an efficient algorithm for estimating Lipschitz functions from noisy data.

problem Estimating unknown Lipschitz functions from noisy observations.
method Extends max-affine methods to Lipschitz setting using nonlinear feature expansion and adaptive partitioning.
result Achieves minimax convergence rate with respect to intrinsic dimension, up to logarithmic factors.

In this article, we propose the notion of the general pp-affine capacity and prove some basic properties for the general pp-affine capacity, such as affine invariance and monotonicity. The newly proposed general pp-affine capacity is compared with several classical geometric quantities, e.g., the volume, the pp-var…

2017-05-21abs ↗pdf ↗

An affine manifold is a manifold with torsion-free flat affine connection. A geometric topologist's definition of an affine manifold is a manifold with an atlas of charts to the affine space with affine transition functions; a radiant affine manifold is an affine manifold with holonomy consisting of affine transformati…

1997-12-19abs ↗pdf ↗