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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.

168,695 papers · 148 categories

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3876113151 · May 202619922001200920172026
48 results for affine correction

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.

These are lecture notes prepared for the summer school "Geometric, algebraic and topological methods in quantum field theory", held in Villa de Leyva in July 2017. Our goal is to provide an introduction to a conjecture of Chern that states that the Euler characteristic of a closed affine manifold vanishes. We present p…

2018-02-10abs ↗pdf ↗

PCL tackles collaborative learning for diverse agents, reducing sample complexity.

problem Balancing collaborative speedup with personalization for heterogeneous agents.
method AffPCL, with bias and importance correction mechanisms.
result AffPCL reduces sample complexity by a factor of max{n1,δ}\max\{n^{-1}, δ\}, where nn is the number of agents and δ[0,1]δ\in[0,1] measures heterogeneity.

A general, consistent and complete framework for geometrical formulation of mechanical systems is proposed, based on certain structures on affine bundles (affgebroids) that generalize Lie algebras and Lie algebroids. This scheme covers and unifies various geometrical approaches to mechanics in the Lagrangian and Hamilt…

2006-04-06abs ↗pdf ↗

We formulate a correspondence between affine and projective special Kähler manifolds of the same dimension. As an application, we show that, under this correspondence, the affine special Kähler manifolds in the image of the rigid r-map are mapped to one-parameter deformations of projective special Kähler manifolds in t…

2017-02-08abs ↗pdf ↗

The resolved conifold geometry is linked to a special Kähler manifold and an instanton-corrected hyperkähler manifold.

problem Understanding the geometry of the resolved conifold and its associated structures.
method Explicit description of ASK and instanton-corrected HK manifolds, relating them to twistor coordinates and solving Riemann-Hilbert problems.
result The instanton-corrected hyperkähler manifold realizes a smoothing of the semi-flat HK metric associated with the ASK geometry.

We study the real Monge-Ampère equation in two and three dimensions, both from the point of view of the SYZ conjecture, where solutions give rise to semi-flat Calabi-Yau's and in affine differential geometry, where solutions yield parabolic affine sphere hypersurfaces. We find explicit examples, connect the holomorphic…

2004-05-04abs ↗pdf ↗

We present a simple and fast geometric method for modeling data by a union of affine subspaces. The method begins by forming a collection of local best-fit affine subspaces, i.e., subspaces approximating the data in local neighborhoods. The correct sizes of the local neighborhoods are determined automatically by the Jo…

2010-10-17abs ↗pdf ↗

A method to derive Lagrangians from field equations in metric-affine theories of gravity.

problem Deriving Lagrangians from field equations in metric-affine theories of gravity.
method Variational completion method to transform field equations into Euler-Lagrange equations and find a Lagrangian.
result Starting from metric equations, full metric equations and Lagrangian can be derived up to metric-independent terms.

Estimates fat-shattering dimension of aggregated function classes.

problem Understanding the complexity of aggregated function classes.
method Analyzes fat-shattering dimension of kk-fold aggregations of real-valued function classes.
result Provides upper and lower bounds on fat-shattering dimension for linear and affine function classes.

Algorithm learns affine transformations robustly from corrupted samples.

problem Learning affine transformations from corrupted samples.
method New geometric certificate and iterative improvement method.
result Total variation distance of O(ε)O(ε) between learned and original distributions.

The paper proves spectral convergence rates for graph Laplacian to manifold Laplace-Beltrami operator.

problem Spectral convergence of graph Laplacian to manifold Laplace-Beltrami operator.
method Analysis of Dirichlet form convergence and construction of approximate eigenfunctions via manifold heat kernel.
result Proves spectral convergence rates for Gaussian kernelized graph Laplacian.

Let Omega^3(SU(n)) be the Lie group of based mappings from S^3 to SU(n). We construct a Lie group extension of Omega^3(SU(n)) for n>2 by the abelian group of the affine dual space of SU(n)-connections on S^3. In this article we give several improvement of J. Mickelsson's results in 1987, especially we give a precise de…

2013-06-15abs ↗pdf ↗

Adam converges with high probability under unconstrained non-convex smooth stochastic optimizations.

problem Theoretical limitations of Adam's convergence under unconstrained non-convex smooth stochastic optimizations.
method Deep analysis of Adam's convergence rate under affine variance noise, without bounded gradient assumptions.
result Adam converges to the stationary point with a high probability rate of $\mathcal{O}\left({ m poly}(\log T)/\sqrt{T} ight)$.

Protein-ligand scoring is an important step in a structure-based drug design pipeline. Selecting a correct binding pose and predicting the binding affinity of a protein-ligand complex enables effective virtual screening. Machine learning techniques can make use of the increasing amounts of structural data that are beco…

2018-03-06abs ↗pdf ↗

A tractable pseudo-metric for non-parametric distributions via SPD geometry.

problem Computing distances between non-parametric probability distributions is intractable.
method Two-stage framework: projection onto parametric family, embedding into SPD matrices.
result Closed-form pseudo-metric for two-sample hypothesis testing.

Researchers resolve a SYZ conjecture for A_n singularities using quantum-corrected T-duality.

problem Resolving a mathematically precise SYZ conjecture for A_n singularities.
method Building a quantum-corrected T-duality between two singular torus fibrations.
result Constructing a parameter-dependent SYZ mirror fibration partner with matching singular loci and integral affine structure.

This study examines biases in flow matching samplers using finite-sample estimation.

problem Biases in flow matching samplers when using finite-sample surrogates.
method Finite-sample plug-in estimation and hierarchy of empirical FM models.
result Exact empirical minimizer and smoothed plug-in regime identified for affine conditional flows.

Study efficient pricing for barrier options in stochastic-volatility models with leverage correction.

problem Barrier options are sensitive to volatility dynamics, especially leverage, making accurate pricing difficult.
method Developed a class of continuous-path stochastic-clock volatility models and a systematic small-ρ expansion to incorporate leverage.
result Transform-only pricing formulas for barrier derivatives are fast and numerically stable, even for negative leverage.

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 ↗

In supervised binary hashing, one wants to learn a function that maps a high-dimensional feature vector to a vector of binary codes, for application to fast image retrieval. This typically results in a difficult optimization problem, nonconvex and nonsmooth, because of the discrete variables involved. Much work has sim…

2015-01-21abs ↗pdf ↗

Transformers without skip connections collapse token representations to a single direction.

problem Rapid convergence of token representations to a single direction in self-attention-only Transformers.
method Analysis of layer normalization, residual connections, and multi-head attention mechanisms.
result Residual connections prevent rank collapse in real Transformers, while MLPs generate new feature directions.

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 ↗

Two families of general affine surface areas are introduced. Basic properties and affine isoperimetric inequalities for these new affine surface areas as well as for LφL_φ affine surface areas are established.

2009-08-15abs ↗pdf ↗

This thesis is devoted to the study of affine processes and their applications in financial mathematics. In the first part we consider the theory of time-inhomogeneous affine processes on general state spaces. We present a concise setup for time-inhomogeneous Markov processes. For stochastically continuous affine proce…

2015-12-10abs ↗pdf ↗

A (flat) affine 33-manifold is a 33-manifold with an atlas of charts to an affine space R3\mathbb{R}^3 with transition maps in the affine transformation group Aff(R3)\mathrm{Aff}(\mathbb{R}^3). We will show that a connected closed affine 33-manifold is either an affine Hopf 33-manifold or decomposes canonically to conca…

2014-11-05abs ↗pdf ↗

We study affine Jacobi structures on an affine bundle π:AMπ:A\to M, i.e. Jacobi brackets that close on affine functions. We prove that there is a one-to-one correspondence between affine Jacobi structures on AA and Lie algebroid structures on the vector bundle A+=pMAff(Ap,R)A^+=\bigcup_{p\in M}Aff(A_p,\R) of affine functionals. Som…

2002-12-04abs ↗pdf ↗

In this paper we discuss some affine properties of convex equal-area polygons, which are convex polygons such that all triangles formed by three consecutive vertices have the same area. Besides being able to approximate closed convex smooth curves almost uniformly with respect to affine length, convex equal-area polygo…

2011-03-14abs ↗pdf ↗