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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.

169,341 papers · 148 categories

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77154231308 · Jun 202019922001200920182026
48 results for affine scaling

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.

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.

A new method for clustering high-dimensional data into subspaces efficiently and accurately.

problem Inaccurate clustering due to poor intra-subspace similarity in existing methods.
method Iterative Maximum Correlation (IMC) for affinity matrix learning and Piecewise Correlation Estimation (PCE) for densification.
result SDSC framework improves clustering accuracy and efficiency for large-scale data.

First we provide a simple set of sufficient conditions for the weak convergence of scaled affine processes with state space R+×RdR_+ \times R^d. We specialize our result to one-dimensional continuous state branching processes with immigration. As an application, we study the asymptotic behavior of least squares estimators…

2012-10-05abs ↗pdf ↗

Estimates box dimension of fractal interpolation surfaces using oscillation vectors.

problem Estimating the complexity of fractal interpolation surfaces.
method Defined vertical scaling matrices and used them to relate oscillation vectors of different levels.
result Obtained the box dimension of generalized affine fractal interpolation surfaces.

Properties of low-variability periods in the time series are analysed. The theoretical approach is used to show the relationship between the multi-scaling of low-variability periods and multi-affinity of the time series. It is shown that this technically simple method is capable of reveling more details about time-seri…

2004-06-09abs ↗pdf ↗

The paper improves IPS for modern optimization, scaling and regularizing it.

problem Improving iterative proportional scaling for modern optimization.
method Coordinate descent, majorization-minimization, optimization techniques, regularized variants.
result IPS can deliver coefficient estimates and handle log-affine models.

The paper constructs new structures for manifolds using connections and combinations.

problem Understanding smooth manifolds with precise infinitesimal affine structures.
method Constructing new infinitesimal structures for higher-order neighbourhoods of the diagonal.
result Any symmetric affine connection on a manifold extends to a second-order infinitesimally affine structure.

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.

We introduce a notion of measuring scales for quantum abelian gauge systems. At each measuring scale a finite dimensional affine space stores information about the evaluation of the curvature on a discrete family of surfaces. Affine maps from the spaces assigned to finer scales to those assigned to coarser scales play …

2011-01-20abs ↗pdf ↗

Researchers found invariant metric connections on Berger spheres that are Einstein with skew torsion.

problem Determining invariant metric affine connections on Berger spheres that are Einstein with skew torsion.
method Explicitly determined and expressed connections in both Riemannian and Lorentzian signatures.
result Every Berger sphere with Lorentzian signature admits invariant metric affine connections Einstein with skew-torsion up to S3\mathbb{S}^3.

The paper calculates area Siegel--Veech constants for specific submanifolds of REL zero.

problem Calculating area Siegel--Veech constants for affine invariant submanifolds of REL zero.
method Using volumes of the principal boundary strata and intersection theory.
result Proves a conjectural formula for the area Siegel--Veech constant in the case of REL zero.

Method identifies latent variables from high-dimensional data with piecewise affine mixing.

problem Identifying latent variables from high-dimensional observations with dependencies and piecewise affine transformations.
method Proposes a two-stage method with sparsity and Gaussianity regularization.
result Effectively recovers ground-truth latent variables from synthetic and image data.

A new ranking algorithm learns data affinity and ranking scores simultaneously.

problem Retrieving similar objects in large databases is challenging.
method Proposes a ranking algorithm that learns data affinity and ranking scores simultaneously, using adaptive neighbors and smoothness constraints.
result The proposed algorithm outperforms existing methods in synthetic and real datasets.

This paper studies gradient flows for sampling using various metrics and their affine invariance.

problem Sampling from probability distributions with unknown normalizations.
method Gradient flows in the space of probability measures, focusing on Kullback-Leibler divergence and affine invariance of metrics.
result Gradient flows of Kullback-Leibler divergence do not depend on the normalization constant, and affine invariance is achieved for certain metrics.

Let σt(x)σ_t(x) denote the implied volatility at maturity tt for a strike K=S0extK=S_0 e^{xt}, where $x\in\bbR$ and S0S_0 is the current value of the underlying. We show that σt(x)σ_t(x) has a uniform (in xx) limit as maturity tt tends to infinity, given by the formula σ(x)=2(h(x)1/2+(h(x)x)1/2)σ_\infty(x)=\sqrt{2}(h^*(x)^{1/2}+(h^*(x)-x)^{1/2}), for…

2011-08-19abs ↗pdf ↗

In 1960 Reifenberg proved the topological disc property. He showed that a subset of RnR^n which is well approximated by mm-dimensional affine spaces at each point and at each (small) scale is locally a bi-Hölder image of the unit ball in RmR^m. In this paper we prove that a subset of R3R^3 which is well approximated b…

2006-07-18abs ↗pdf ↗

Subspace clustering methods based on 1\ell_1, 2\ell_2 or nuclear norm regularization have become very popular due to their simplicity, theoretical guarantees and empirical success. However, the choice of the regularizer can greatly impact both theory and practice. For instance, 1\ell_1 regularization is guaranteed t…

2015-07-05abs ↗pdf ↗

Efficiently clusters large datasets with a subset of landmarks.

problem High computational complexity in subspace clustering for large-scale datasets.
method Selects a subset of landmarks to reduce the clustering problem to linear time.
result Subspace clustering method runs in linear time with respect to the size of the original data.

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.

UCoS avoids forward model evaluations in sampling for large-scale linear inverse problems.

problem Efficient sampling from posterior distributions in large-scale linear inverse problems.
method UCoS approach that learns a task-dependent score function offline and uses affine transformations to derive the conditional score.
result UCoS eliminates the need for forward model evaluations during sampling, making it more efficient.

Study geodesic and affine Killing completeness in homogeneous affine surfaces.

problem Geodesic and affine Killing completeness in homogeneous affine surfaces.
method Examined using the solution space of the quasi-Einstein equation.
result Characterized geodesic and affine Killing completeness in homogeneous affine surfaces.

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 ↗

This paper explores gradient flows for sampling distributions without normalization constants.

problem Sampling from distributions with unknown normalization constants.
method Gradient flows in the space of probability measures, focusing on Kullback-Leibler divergence, Fisher-Rao metric, and affine invariance.
result Gradient flows derived from Kullback-Leibler divergence do not depend on the normalization constant.

Study shows spectral action coefficients are periods in specific spacetimes.

problem Understanding spectral action coefficients in Robertson-Walker spacetimes.
method Analyzes asymptotic expansion coefficients as periods of mixed Tate motives.
result Coefficients are periods involving relative motives of complements of unions of hyperplanes and quadric hypersurfaces.

The paper introduces a new geometric capacity and proves inequalities related to it.

problem Developing a new geometric capacity and comparing it to classical quantities.
method Introducing the general pp-affine capacity and proving its properties and inequalities.
result Sharp geometric inequalities for the general pp-affine capacity are derived.

Study of time-inhomogeneous affine processes in finance.

problem Understanding and modeling financial processes with time-varying parameters.
method Developed a theory for time-inhomogeneous affine processes and applied it to financial market models.
result Affine processes can be modified to include real-valued processes, improving model flexibility.

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 ↗