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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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48 results for affine normal

Yau's Affine Normal Descent optimizes smooth unconstrained problems with geometrically adapted directions.

problem Optimizing smooth unconstrained problems with geometrically adapted directions.
method Yau's Affine Normal Descent (YAND) uses the equi-affine normal of level-set hypersurfaces as search directions.
result YAND converges globally under standard smoothness assumptions and locally quadratically near nondegenerate minimizers.

New method computes affine normal directions efficiently for sparse polynomials.

problem Computing affine normal directions is computationally expensive in high dimensions.
method Reduces third-order tensor contraction to matrix-free formulation using log-determinant gradient.
result Scalable implementations with near-linear scaling in dimension and sparsity.

The study shows how to foliate convex hypersurfaces in affine space with constant curvature.

problem Finding convex hypersurfaces with constant Gauss-Kronecker curvature in affine space.
method Solving a Monge-Ampère equation with specific boundary conditions.
result Regular domains in affine space are foliated by complete convex hypersurfaces with constant Gauss-Kronecker curvature.

Asymptotic net is an important concept in discrete differential geometry. In this paper, we show that we can associate affine discrete geometric concepts to an arbitrary non-degenerate asymptotic net. These concepts include discrete affine area, mean curvature, normal and co-normal vector fields and cubic form, and the…

2008-05-14abs ↗pdf ↗

We construct noncompact solutions to the affine normal flow of hypersurfaces, and show that all ancient solutions must be either ellipsoids (shrinking solitons) or paraboloids (translating solitons). We also provide a new proof of the existence of a hyperbolic affine sphere asymptotic to the boundary of a convex cone c…

2006-02-22abs ↗pdf ↗

Inspired by the Weierstrass representation of smooth affine minimal surfaces with indefinite metric, we propose a constructive process producing a large class of discrete surfaces that we call discrete affine minimal surfaces. We show that they are critical points of an affine area functional defined on the space of qu…

2008-03-10abs ↗pdf ↗

BN refines local partition geometry in piecewise-affine networks during training.

problem Understanding the effect of BN on the function realized during training in piecewise-affine networks.
method Analyzing the geometry of switching hyperplanes and affine-region partition conditioned on a mini-batch.
result BN increases expected local partition refinement in ReLU and piecewise-affine networks.

The aim of this paper is to investigate the differential geometry of immersed surfaces in three-dimensional normed spaces from the viewpoint of affine differential geometry. We endow the surface with a useful Riemannian metric which is closely related to normal curvature, and from this we re-calculate the Minkowski Gau…

2017-09-02abs ↗pdf ↗

We prove that the difference between the numbers of positive swallowtails and negative swallowtails of the Blaschke normal map for a given convex surface in affine space is equal to the Euler number of the subset where the affine shape operator has negative determinant.

2010-01-08abs ↗pdf ↗

Doubly-stochastic normalization improves robustness to heteroskedastic noise.

problem Robustness to heteroskedastic noise in affinity matrix construction.
method Doubly-stochastic normalization of the Gaussian kernel.
result Doubly-stochastic normalization converges to clean matrix with rate m1/2m^{-1/2} under heteroskedastic noise.

This paper shows how to approximate any log-concave distribution using well-conditioned affine coupling flows.

problem Understanding the representational power of affine coupling flows for log-concave distributions.
method Leveraging connections between affine coupling architectures, Langevin dynamics, and Hénon maps to prove log-concave approximation.
result Any log-concave distribution can be approximated using well-conditioned affine-coupling flows.

The paper classifies singularities of plane congruences and affine distance functions.

problem Classifying singularities of plane congruences and affine distance functions.
method Classification through 2-parameter plane congruences in \(\mathbb{R^4}\) and affine normal plane congruences.
result Generic singularities of plane congruences and affine distance functions are classified.

New proof shows affine manifolds with parallel volume are Riemannian-flat.

problem Characterize compact affine manifolds with parallel volume.
method Construct a representative metric with Levi-Civita connection, using Hessian of volume-normalized distance functions.
result Affine manifolds with parallel volume are Riemannian-flat.

In this paper we are interested in defining affine structures on discrete quadrangular surfaces of the affine three-space. We introduce, in a constructive way, two classes of such surfaces, called respectively indefinite and definite surfaces. The underlying meshes for indefinite surfaces are asymptotic nets satisfying…

2008-08-26abs ↗pdf ↗

A very important class of homogeneous Riemannian manifolds are the so-called normal homogeneous spaces, which have associated a canonical connection. In this work we obtain geometrically the (connected component of the) group of affine transformations with respect to the canonical connection for a normal homogeneous sp…

2009-06-09abs ↗pdf ↗

New normalization condition for sub-Riemannian connections.

problem Normalizing connections on sub-Riemannian manifolds.
method Formulated in terms of Cartan connections, depends on curvature's first degree of homogeneity.
result A compatible partial affine connection can be uniquely extended to a full affine connection and a grading of the tangent bundle.

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 ↗

We study the long time behavior of the volume preserving pp-flow in Rn+1\mathbb{R}^{n+1} for 1p<n+1n11\leq p<\frac{n+1}{n-1}. By extending Andrews' technique for the flow along the affine normal, we prove that every centrally symmetric solution to the volume preserving pp-flow converges sequentially to the unit ball in the $…

2012-11-29abs ↗pdf ↗

We introduce a new family of affine metrics on a locally strictly convex surface MM in affine 4-space. Then, we define the symmetric and antisymmetric equiaffine planes associated with each metric. We show that if MM is immersed in a locally strictly convex hyperquadric, then the symmetric and the antisymmetric plane…

2014-04-09abs ↗pdf ↗

New framework explains normalizing flows' power and limitations.

problem Understanding the expressive power and limitations of normalizing flows.
method Theoretical framework for well-conditioned coupling-based normalizing flows and volume-preserving flows.
result RealNVP is distributionally universal, but volume-preserving flows are not.

Normalizing flows are shown to be equivalent to Bayesian networks, revealing new insights.

problem Understanding the limitations and capabilities of normalizing flows.
method Revisiting normalizing flows as probabilistic graphical models and analyzing their structure.
result Normalizing flows can be reduced to Bayesian networks, revealing new insights into their structure and capabilities.

The study of quotient structures in multi-graded bundles, including double vector bundles.

problem Understanding quotients of multi-graded bundles, especially double vector bundles.
method Analyzing quotients as towers of affine bundles and constructing normal bundles.
result Any quotient of multi-graded bundles fits into a tower of affine bundles.

Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios. The first normalizing flow designs used coupling layer mappings built upon affine …

2020-01-15abs ↗pdf ↗

The first examples of complete projective connections are uncovered: normal projective connections on surfaces whose geodesics are all closed and embedded are complete, as are normal projective connections induced from complete affine connections with slowly decaying positive Ricci curvature.

2005-04-05abs ↗pdf ↗

The envelope of straight lines affine normal to a plane curve C is its affine evolute; the envelope of the affine lines tangent to C is the original curve, together with the entire affine tangent line at each inflexion of C. In this paper, we consider plane curves without inflexions. We use some techniques of singulari…

2017-05-04abs ↗pdf ↗

Employing the affine normal flow, we prove a stability version of the pp-affine isoperimetric inequality for p1p\geq1 in R2\mathbb{R}^2 in the class of origin-symmetric convex bodies. That is, if KK is an origin-symmetric convex body in R2\mathbb{R}^2 such that it has area ππ and its pp-affine perimeter is close en…

2012-09-30abs ↗pdf ↗

For an affine two factor model, we study the asymptotic properties of the maximum likelihood and least squares estimators of some appearing parameters in the so-called subcritical (ergodic) case based on continuous time observations. We prove strong consistency and asymptotic normality of the estimators in question.

2013-02-14abs ↗pdf ↗

On the Grassmann manifold G (m, n) of m-dimensional subspaces of an n-dimensional projective space P^n, a certain supplementary construction called the normalization is considered. By means of this normalization, one can construct the structure of a Riemannian or semi-Riemannian manifold or an affine connection on G(m,…

1998-06-16abs ↗pdf ↗

Algorithm tackles large-scale portfolio optimization with higher moments, improving computational efficiency.

problem Optimizing portfolios with higher moments (variance, skewness, kurtosis) for large asset universes is computationally infeasible.
method Developed a structure-exploiting algorithm based on Yau's affine-normal descent, working directly with return matrix.
result Algorithm avoids explicit higher-order tensors and exploits quartic structure for efficient computation.

Let XCX_{\mathbb{C}} be a smooth real affine variety with compact real points XRX_{\mathbb{R}}. We show that XCX_{\mathbb{C}} is diffeomorphic to the normal bundle of XRX_{\mathbb{R}} provided that XCX_{\mathbb{C}} admits a complete Riemannian metric of nonnegative sectional curvature which is also invariant under the …

2014-09-14abs ↗pdf ↗

We prove that square integrable holomorphic functions (with respect to a plurisubharmonic weight) can be extended in a square integrable manner from certain singular hypersurfaces (which include uniformly flat, normal crossing divisors) to entire functions in affine space. This provides evidence for a conjecture regard…

2014-08-26abs ↗pdf ↗

For non-degenerate surfaces in R4R^4, a distinguished transversal bundle called affine normal plane bundle was proposed in [Nomizu-Vrancken]. Lagrangian surfaces have remarkable properties with respect to this normal bundle, like for example, the normal bundle being Lagrangian. In this paper we characterize those surfa…

2014-12-23abs ↗pdf ↗

Study of affine and projective structures on foliated complex manifolds.

problem Formalizing and analyzing affine and projective structures on foliations.
method Formalizing concepts, providing local normal forms, proving index formulae, classifying structures.
result Compact algebraic manifolds of even dimension do not admit foliated projective structures.

We address representational challenges in normalizing flows, particularly depth and conditioning issues.

problem Challenges in training normalizing flows, including vanishing/exploding gradients and poor conditioning.
method Analyzes representational aspects of depth and conditioning in normalizing flows, proving theoretical bounds and investigating phenomena.
result Proves that shallow affine coupling networks are universal approximators in Wasserstein distance if ill-conditioning is allowed.

In [Centro-affine invariants for smooth convex bodies, Int. Math. Res. Notices. doi: 10.1093/imrn/rnr110, 2011] Stancu introduced a family of centro-affine normal flows, pp-flow, for 1p<.1\leq p<\infty. Here we investigate the asymptotic behavior of the planar pp-flow for p=p=\infty in the class of smooth, origin-symme…

2013-12-17abs ↗pdf ↗

Develops efficient methods for approximating densities of financial models with jumps.

problem Approximating densities of affine jump diffusions with state-independent jump intensities.
method Recursive approach for deriving closed-form solutions to moments, constructing density approximations via moment matching.
result Superior computational efficiency and precision in option pricing and simulation compared to existing techniques.

Batch normalization improves deep networks by aligning their decision boundaries with data.

problem Improving the performance and generalization of deep networks.
method Theoretical analysis of batch normalization as a function approximation technique for continuous piecewise affine splines.
result Batch normalization adapts the geometry of a deep network's partition to match the data, improving learning and generalization.