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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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2595187771,036 · Jun 202019922001200920172026
48 results for algorithmic construction

Algorithm constructs triangulations for Heegaard splittings and related 3-manifolds.

problem Constructing triangulations for Heegaard splittings and related 3-manifolds.
method Algorithm using Regina to generate triangulations from combinatorial presentations of Heegaard diagrams.
result Triangulations with cutwidth bounded by 4g24g-2 for genus-gg Heegaard splittings.

This paper presents a new algorithm "A" for constructing Seifert surfaces from n-bridge projections of links. The algorithm produces minimal complexity surfaces for large classes of braids and alternating links. In addition, we consider a family of knots for which the canonical genus is strictly greater than the genus,…

2008-01-30abs ↗pdf ↗

We construct the solution to the periodic Cauchy problem of the Schrödinger flow on the sphere. Such construction of solutions is formulated explicitly and therefore a geometric algorithm of solving this periodic Cauchy problem follows. Theoretical and experimental results will be discussed.

2019-05-15abs ↗pdf ↗

Coherent uncertainty quantification is a key strength of Bayesian methods. But modern algorithms for approximate Bayesian posterior inference often sacrifice accurate posterior uncertainty estimation in the pursuit of scalability. This work shows that previous Bayesian coreset construction algorithms---which build a sm…

2018-02-05abs ↗pdf ↗

Constructs algorithms to recognize and classify 2D surfaces.

problem Recognizing and classifying 2D surfaces in dynamic systems.
method Discrete topological structures and algorithms for simplicial and CW-complexes.
result Determines the topological type of 2-manifolds.

Statistical learning is the process of estimating an unknown probabilistic input-output relationship of a system using a limited number of observations. A statistical learning machine (SLM) is the algorithm, function, model, or rule, that learns such a process; and machine learning (ML) is the conventional name of this…

2019-06-24abs ↗pdf ↗

Algorithm constructs prediction sets with PAC guarantees in label shift settings.

problem Reliable uncertainty quantification in the face of distribution shift.
method Estimates predicted probabilities and confusion matrix, then propagates uncertainty through Gaussian elimination to compute confidence intervals and construct prediction sets.
result Satisfies PAC guarantees and produces smaller, more informative prediction sets.

We construct a Kirby diagram of the rational homology ball used in "generalized rational blow-down" developed by Jongil Park. The diagram consists of a dotted circle and a torus knot. The link is simpler, but the parameters are a little complicate. Euclidean Algorithm is used three times in the construction and the pro…

2007-08-17abs ↗pdf ↗

Let $\CV$ be a vector field distribution on manifold MM. We give an efficient algorithm for the construction of local coordinates on MM such that $\CV$ may be locally expressed as some partial prolongation of the contact distribution $\Cal C^{(1)}_q$, on the first order jet bundle of maps from R\Bbb R to Rq\Bbb R^q,…

2004-06-11abs ↗pdf ↗

Fast and efficient homology algorithms are in demand in the applied sciences for analyzing solid materials and proteins, processing digital imaging data, or pattern classification among others. Recent advances employ discrete Morse theory as a preprocessor. Research in this area has lead to the need to find complicated…

2013-02-27abs ↗pdf ↗

The paper verifies stable handleslide triviality of some R-links and shows many are stably equivalent.

problem Stable handleslide triviality of R-links as potential counterexamples to the generalized property R conjecture.
method Implemented an algorithm to construct all R-links explicitly and verified their stable handleslide triviality.
result Many R-links are stably handleslide equivalent.

Laplacian Eigenvectors of the graph constructed from a data set are used in many spectral manifold learning algorithms such as diffusion maps and spectral clustering. Given a graph constructed from a random sample of a dd-dimensional compact submanifold MM in RD\mathbb{R}^D, we establish the spectral convergence rate…

2015-10-27abs ↗pdf ↗

Similarity graphs are an active research direction for the nearest neighbor search (NNS) problem. New algorithms for similarity graph construction are continuously being proposed and analyzed by both theoreticians and practitioners. However, existing construction algorithms are mostly based on heuristics and do not exp…

2019-11-27abs ↗pdf ↗

Paper establishes lower bounds for finite-sum optimization problems using novel construction methods.

problem Lower complexity bounds for finite-sum optimization problems with various component functions.
method Developed novel approach to construct hard instances and analyzed PIFO algorithms.
result Established lower complexity bounds for convex-concave and nonconvex-strongly-concave objectives.

In the last decade, the approximate vanishing ideal and its basis construction algorithms have been extensively studied in computer algebra and machine learning as a general model to reconstruct the algebraic variety on which noisy data approximately lie. In particular, the basis construction algorithms developed in ma…

2019-11-11abs ↗pdf ↗

Ensemble methods have been shown to be an effective tool for solving multi-label classification tasks. In the RAndom k-labELsets (RAKEL) algorithm, each member of the ensemble is associated with a small randomly-selected subset of k labels. Then, a single label classifier is trained according to each combination of ele…

2013-07-06abs ↗pdf ↗

Sphere-bases for simplicial and cubical complexes are constructed and analyzed.

problem Constructing and analyzing geometric properties of sphere-bases for simplicial and cubical complexes.
method Algorithmically-specified family of k+1-simplices or k+1-cubes are used to form the boundaries of sphere-bases.
result Geometric properties of constructed sphere-bases are investigated.

Bayesian Decision Trees are known for their probabilistic interpretability. However, their construction can sometimes be costly. In this article we present a general Bayesian Decision Tree algorithm applicable to both regression and classification problems. The algorithm does not apply Markov Chain Monte Carlo and does…

2019-01-10abs ↗pdf ↗

Spin networks boost quantum algorithms solving SU(2) symmetric problems.

problem Efficiently solving SU(2) symmetric problems on quantum hardware.
method Using SU(2) equivariant variational quantum circuits based on spin networks.
result Spin networks provide a direct implementation for SU(2) equivariant quantum circuits.

It is a survey on recent results in constructive sparse approximation. Three directions are discussed here: (1) Lebesgue-type inequalities for greedy algorithms with respect to a special class of dictionaries, (2) constructive sparse approximation with respect to the trigonometric system, (3) sparse approximation with …

2015-11-05abs ↗pdf ↗

Optimizes portfolio construction using Bayesian methods and variational techniques.

problem Balancing reward and risk in portfolio construction.
method Bayesian decision-theoretic formulation, saddle-point problem, variational Bayes relaxation, efficient algorithm, provable convergence.
result Proves statistical consistency of proposed decision with optimal Bayesian decision.

In their precedent work, the authors constructed closed oriented hyperbolic surfaces with pseudo-Anosov homeomorphisms from certain class of integral matrices. In this paper, we present a very simple algorithm to compute the Teichmueller polynomial corresponding to those surface homeomorphisms by first constructing an …

2017-03-27abs ↗pdf ↗

New method calibrates local volatility models to marginal distributions.

problem Calibrating local volatility models to specific marginal distributions.
method Inspired by volatility interpolation, constructs time-homogeneous or continuous local volatility functions.
result Efficient numerical algorithms for constructing local volatility functions.

Review of MLMC in financial engineering, focusing on option pricing and risk management.

problem Efficient estimation of financial risks and option prices using Monte Carlo methods.
method Incorporation of importance sampling and adaptive sampling algorithms in MLMC framework.
result Hybrid algorithms reduce overall variance in estimating financial risks and option prices.

What does it mean for an algorithm to be fair? Different papers use different notions of algorithmic fairness, and although these appear internally consistent, they also seem mutually incompatible. We present a mathematical setting in which the distinctions in previous papers can be made formal. In addition to characte…

2016-09-23abs ↗pdf ↗

Transformers can adaptively select and perform various machine learning tasks in context.

problem Transformers' ability to perform multiple machine learning tasks without explicit prompting.
method Statistical theory and efficient implementation of in-context gradient descent, enabling transformers to implement various algorithms and tasks.
result Transformers can implement a broad class of standard machine learning algorithms in context, including algorithm selection.

Principal components analysis (PCA) is the optimal linear auto-encoder of data, and it is often used to construct features. Enforcing sparsity on the principal components can promote better generalization, while improving the interpretability of the features. We study the problem of constructing optimal sparse linear a…

2015-02-23abs ↗pdf ↗

This work optimizes induced correlation in joint graph embeddings.

problem Optimizing correlation across embedded networks in joint graph embeddings.
method Developed corr2Omni algorithm to estimate optimal Omnibus weights.
result corr2Omni algorithm improves inference fidelity compared to classical Omnibus construction.

We have defined weight of the pair (SR,R)(\langle S \mid R \rangle, R) for a given presentation SR\langle S \mid R \rangle of a group, where the number of generators is equal to the number of relations. We present an algorithm to construct crystallizations of 3-manifolds whose fundamental group has a presentation with two …

2014-10-22abs ↗pdf ↗

Transforms offline algorithms to online with low regret in random order model.

problem Developing online algorithms with low approximate regret from offline approximation algorithms.
method General reduction theorem and coreset construction method.
result Achieves polylogarithmic ε-approximate regret for various online problems.