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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.

168,742 papers · 148 categories

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48 results for affine-invariant metric

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.

The paper explores totally geodesic submanifolds in SPD matrices and their properties.

problem Characterizing and understanding totally geodesic submanifolds in SPD matrices.
method Detailed geometric analysis and projection properties of SPD matrices.
result A non-linear projection on totally geodesic submanifolds has the minimizing property.

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.

New metrics defined for full-rank correlation matrices, ensuring unique operations.

problem No suitable problem statement as the abstract does not describe a problem to be solved.
method New Riemannian metrics defined on full-rank correlation matrices, providing unique operations.
result Unique Riemannian logarithm and Fréchet mean defined for full-rank correlation matrices.

Study equi-affine invariants for convex domains with asymptotes.

problem Understanding geometric properties of convex domains with specific asymptotes.
method Introducing equi-affine invariants by averaging tropical structures.
result Proving a limiting description of level sets for unbounded domains with two non-parallel asymptotes.

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.

Equal-volume polygons are obtained from adequate discretizations of curves in 3-space, contained or not in surfaces. In this paper we explore the similarities of these polygons with the affine arc-length parameterized smooth curves to develop a theory of discrete affine invariants. Besides obtaining discrete affine inv…

2016-09-28abs ↗pdf ↗

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.

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.

The paper shows measures equidistribute on affine submanifolds with a rate.

problem Understanding equidistribution of measures on affine invariant submanifolds.
method Analyzing unstable foliations and using results from homogeneous dynamics.
result Measures of large dimension equidistribute on affine invariant submanifolds with an effective rate.

Symmetric Positive Definite (SPD) matrices have been used in many fields of medical data analysis. Many Riemannian metrics have been defined on this manifold but the choice of the Riemannian structure lacks a set of principles that could lead one to choose properly the metric. This drives us to introduce the principle …

2019-09-09abs ↗pdf ↗

The paper studies a specific centro-affine invariant hypersurface flow in R^(n+1).

problem Existence and uniqueness of a centro-affine invariant hypersurface flow.
method Investigates the flow's existence and uniqueness, explores its properties in centro-affine and Euclidean settings, and investigates long-time behavior.
result The hypersurface converges asymptotically toward an ellipsoid via systematically investigating evolutions of centro-affine invariants.

Researchers develop geodesics for a new metric on correlation matrices.

problem Lack of intrinsic tools for statistical analyses of correlation matrices.
method Developed geodesics for the quotient-affine metric on full-rank correlation matrices.
result Provided fundamental Riemannian operations for the quotient-affine metric.

We prove that affine invariant manifolds in strata of flat surfaces are algebraic varieties. The result is deduced from a generalization of a theorem of Möller. Namely, we prove that the image of a certain twisted Abel-Jacobi map lands in the torsion of a factor of the Jacobians. This statement can be viewed as a split…

2013-11-11abs ↗pdf ↗

Employing a centro-affine flow on smooth convex bodies, we generate new centro-affine differential invariants. One class of the newly defined invariants is the object of a sharp isoperimetric inequality, while other new inequalities on known centro-affine invariants are obtained as a byproduct of the flow's study. Furt…

2010-11-23abs ↗pdf ↗

Statistical analysis of Diffusion Tensor Imaging (DTI) data requires a computational framework that is both numerically tractable (to account for the high dimensional nature of the data) and geometric (to account for the nonlinear nature of diffusion tensors). Building upon earlier studies that have shown that a Rieman…

2012-10-10abs ↗pdf ↗

We study the boundary of an affine invariant submanifold of a stratum of translation surfaces in a partial compactification consisting of all finite area Abelian differentials over nodal Riemann surfaces, modulo zero area components. The main result is a formula for the tangent space to the boundary. We also prove fini…

2015-08-06abs ↗pdf ↗

We consider flat surfaces and the points of their metric completions, particularly the singularities to which the flat structure of the surface does not extend. The local behavior near a singular point x can be partially described by a topological space L(x) which captures all the ways that x can be "approached linearl…

2011-10-06abs ↗pdf ↗

Let us denote by Kn\mathcal K_n the hyperspace of all convex bodies of Rn\mathbb R^n equipped with the Hausdorff distance topology. An affine invariant point pp is a continuous and Aff(n)-equivariant map p:KnRnp:\mathcal K_n\to \mathbb R^n, where Aff(n) denotes the group of all nonsingular affine maps of Rn\mathbb R^n. Fo…

2016-02-21abs ↗pdf ↗

We introduce new partial orders on the set Sn+S^+_n of positive-definite matrices of dimension nn derived from the homogeneous geometry of Sn+S^+_n induced by the natural transitive action of the general linear group GL(n)GL(n). The orders are induced by affine-invariant cone fields, which arise naturally from a local anal…

2017-12-07abs ↗pdf ↗

A new depth function improves multivariate data analysis by considering variability directions.

problem Developing a depth function that respects quantile properties and is affine-invariant.
method Integrating rank-weighted depth with affine-invariance and covariance matrices.
result The AI-IRW depth function provides accurate quantile estimates and is robust to data variability.

Two popular examples of first-order optimization methods over linear spaces are coordinate descent and matching pursuit algorithms, with their randomized variants. While the former targets the optimization by moving along coordinates, the latter considers a generalized notion of directions. Exploiting the connection be…

2018-03-26abs ↗pdf ↗

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 ↗

Simplified optimization for structured matrices in deep learning.

problem Computational challenges in Riemannian submanifold optimization for structured symmetric positive-definite matrices.
method Proposed a generalized Riemannian normal coordinates that dynamically orthonormalizes the metric and converts the problem into an unconstrained Euclidean space problem.
result Simplified existing approaches for structured covariances and developed matrix-inverse-free 2nd-order optimizers for deep learning with low precision.

The object of this paper is to study GL(2,R) orbit closures in hyperelliptic components of strata of abelian differentials. The main result is that all higher rank affine invariant submanifolds in hyperelliptic components are branched covering constructions, i.e. every translation surface in the affine invariant subman…

2015-08-21abs ↗pdf ↗

In this paper, we study a second order variational problem for locally convex hypersurfaces, which is the affine invariant analogue of the classical Plateau problem for minimal surfaces. We prove existence, regularity and uniqueness results for hypersurfaces maximizing affine area under appropriate boundary conditions.

2004-05-28abs ↗pdf ↗

In [Alekseevsky, Gutt, Manno, Moreno: "A general method to construct invariant PDEs on homogeneous manifolds", Communications in Contemporary Mathematics (2021)] the authors have developed a method for constructing GG-invariant PDEs imposed on hypersurfaces of an (n+1)(n+1)-dimensional homogeneous space G/HG/H, under mild…

2019-07-14abs ↗pdf ↗

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 ↗

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 ↗

Gradient-free framework for Bayesian experimental design in complex systems.

problem Optimal experimental design in systems where gradient information is unavailable.
method Combines EKI and ALDI for optimization and sampling, with approximations for scalable utility estimation.
result Demonstrates robust, accurate, and efficient experimental design in various complex systems.

New method classifies manifold-valued data using Riemannian geometry.

problem Classifying data on curved Riemannian manifolds.
method Probabilistic Learning Vector Quantization on Symmetric Positive Definite Matrices.
result The method outperforms traditional Euclidean methods on manifold-valued data.