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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 transformation

Calculates affine transformations for specific homogeneous spaces.

problem Computing groups of affine transformations on homogeneous spaces.
method Analyzes conditions for affine connections and uses them to establish group isomorphisms.
result Groups of affine transformations are locally isomorphic under specified conditions.

We state and prove a simple Theorem that allows one to generate invariant quantities in Metric-Affine Geometry, under a given transformation of the affine connection. We start by a general functional of the metric and the connection and consider transformations of the affine connection possessing a certain symmetry. We…

2019-11-11abs ↗pdf ↗

We give a characterization of flat affine connections on manifolds by means of a natural affine representation of the universal covering of the Lie group of diffeomorphisms preserving the connection. From the infinitesimal point of view, this representation is determined by the 1-connection form and the fundamental for…

2019-10-09abs ↗pdf ↗

This research studies affine invariance in continuous-domain convolutional neural networks.

problem Recognizing patterns and features under affine transformations in continuous domains.
method Introduces a new criterion for assessing affine invariance, embeds images into the affine Lie group, and analyzes convolution over this group.
result Extends the scope of geometrical transformations that deep-learning pipelines can handle.

In this paper we exhibit a family of flat left invariant affine structures on the double Lie group of the oscillator Lie group of dimension 4, associated to each solution of classical Yang-Baxter equation given by Boucetta and Medina. On the other hand, using Koszul's method, we prove the existence of an immersion of L…

2017-10-04abs ↗pdf ↗

Proves nonemptyness of domains for specific group actions.

problem Nonemptyness of domains of proper discontinuity for Anosov groups of affine Lorentzian transformations.
method Proof of nonemptyness of domains of proper discontinuity.
result Proves nonemptyness of domains for Anosov groups of affine Lorentzian transformations.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

FineMorphs models smooth transformations for multivariate regression.

problem Efficiently modeling complex transformations for multivariate regression.
method Optimal control of affine and diffeomorphic transformations using smooth vector fields.
result FineMorphs can reduce dimensionality and adapt to large datasets.

This paper deals essentially with affine or projective transformations of Lie groups endowed with a flat left invariant affine or projective structure. These groups are called flat affine or flat projective Lie groups. Our main results determine Lie groups admitting flat bi-invariant affine or projective structures. Th…

2014-08-31abs ↗pdf ↗

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 ↗

An (flat) affine 33-manifold is a 33-manifold with an atlas of charts to an affine space R3{\mathbf R}^3 with transition maps in the affine transformation group Aff(R3)Aff({\mathbf R}^3). Equivalently an affine 33-manifold is a 33-manifold with a flat torsion-free affine connection. We show that a closed affine 33-mani…

2014-07-16abs ↗pdf ↗

The study examines lower and upper bounds of Wasserstein distances for affine transformations of random vectors.

problem Understanding Wasserstein distances for affine transformations of random vectors.
method Lower and upper bounds for affine transformations of random vectors in Rn\mathbb{R}^n are derived using Bures metric and compositions of affine maps.
result Concrete lower bounds and upper bounds for affine transformations are derived and applied to various distributions.

Classification of cubics (that is, third order planar curves in the R2R^2 up to certain transformations is interested since Newton, and treated by several authors. We classify cubics up to affine transformations, in seven class, and give a complete set of representatives of the these classes. This result is complete an…

2005-07-19abs ↗pdf ↗

We give characterizations of affine transformations and affine vector fields in terms of the spray. By utilizing the Jacobi type equation that characterizes affine vector fields, we prove some rigidity theorems of affine vector fields on compact or forward complete non-compact Finsler manifolds with non-positive total …

2018-11-22abs ↗pdf ↗

The goal of this survey article is to explain and elucidate the affine structure of recent models appearing in the rough volatility literature, and show how it leads to exponential-affine transform formulas.

2018-12-20abs ↗pdf ↗

Weil algebra morphism induce natural transformations between Weil bundles. In some well known cases, a natural transformation is endowed with a canonical structure of affine bundle. We show that this structure arises only when the Weil algebra morphism is surjective and its kernel has null square. Moreover, in some cas…

2009-01-28abs ↗pdf ↗

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.

Geodesically complete affine manifolds are quotients of the Euclidean space through a properly discontinuous action of a subgroup of affine Euclidean transformations. An equivalent definition is that the tangent bundle of such a manifold admits a flat, symmetric and complete connection. If the completeness assumption i…

2005-11-11abs ↗pdf ↗

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

The paper studies third-order PDEs invariant under affine transformations and connects them to the Fubini-Pick invariant.

problem Investigating third-order PDEs invariant under affine transformations.
method Using a general method introduced in [D.V. Alekseevsky, J. Gutt, G. Manno, and G. Moreno: A general method to construct invariant PDEs on homogeneous manifolds].
result Derives third-order PDEs from the Fubini-Pick invariant.

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.

Affine manifolds are called integral if there is an atlas such that all transition maps are affine transformations with integer matrices of linear parts. In this paper we describe all complete integral affine structures on compact three-dimensional manifolds up to a finite-sheeted covering. Also a complete list of inte…

2018-12-23abs ↗pdf ↗

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

To any connected and simply connected nilpotent Lie group N, one can associate its group of affine transformations Aff(N). In this paper, we study simply transitive actions of a given nilpotent Lie group G on another nilpotent Lie group N, via such affine transformations. We succeed in translating the existence questio…

2007-11-30abs ↗pdf ↗

There are exactly two different types of bi-dimensional improper affine spheres: the non-convex ones can be modeled by the center-chord transform of a pair of planar curves while the convex ones can be modeled by a holomorphic map. In this paper, we show that both constructions can be generalized to arbitrary even dime…

2012-12-19abs ↗pdf ↗

SPTN uses invertible transformations to improve sum-product networks.

problem Improving inference efficiency and tractability in sum-product networks.
method Integrates invertible transformations into sum-product networks (SPNs).
result SPTNs with Gaussian leaves and affine transformations are as tractable as SPNs.

Study of affine transformations on topological manifolds, focusing on local freeness and solvability.

problem Understanding the action of affine transformations on topological manifolds.
method Analyzing the subgroup of homeomorphisms that lift to affine transformations and studying the resulting foliation.
result The connected component of the subgroup acts locally freely and is solvable, with additional properties for polynomial manifolds.

We give a new characterization of flat affine manifolds in terms of an action of the Lie algebra of classical infinitesimal affine transformations on the bundle of linear frames. We characterize flat affine symplectic Lie groups using symplectic étale affine representations and as a consequence of this, we show that a …

2019-02-05abs ↗pdf ↗

Classification of curves up to affine transformation in a finite dimensional space was studied by some different methods. In this paper, we achieve the exact formulas of affine invariants via the equivalence problem and in the view of Cartan's lemma and then, state a necessary and sufficient condition for classificatio…

2007-10-14abs ↗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 ↗

New algorithm solves Schrödinger bridge problem with mismatched channels.

problem Solving Schrödinger bridge problem with input and noise channel mismatch.
method Design of a Sinkhorn recursion with memory for nonlinear PDEs.
result Demonstrates solving control-affine Schrödinger bridge problem.

New SDEs from affine and polynomial perspectives for path-dependent processes.

problem Characterizing path-dependent stochastic processes.
method Affine and polynomial processes, signature SDEs, Fourier-Laplace transform, Riccati and linear ODEs.
result Explicit formulas for the Fourier-Laplace transform and expected values of entire functions of signature processes.

A frame independent formulation of analytical mechanics in the Newtonian space-time is presented. The differential geometry of affine values i.e., the differential geometry in which affine bundles replace vector bundles and sections of one dimensional affine bundles replace functions on manifolds, is used. Lagrangian a…

2004-04-29abs ↗pdf ↗