Research
On-device research index

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

Trend · papers per month

3672107143 · Jun 202019922001200920172026
48 results for analog schemes

Optimizing over-the-air convex optimization, analog schemes are nearly optimal at low SNR.

problem Optimizing over-the-air convex optimization with coded gradients.
method Analyzes coded gradients over an additive Gaussian noise channel, considers analog coding schemes.
result Analog coding schemes nearly match the optimal convergence rate at low SNR, but a slowdown is inevitable.

Learnable multiclass hypothesis classes don't always have a sample compression scheme of fixed size.

problem The limitation of sample compression schemes for multiclass hypothesis classes.
method Analysis of DS dimension and sample compression schemes.
result Learnable multiclass hypothesis classes do not always have a sample compression scheme of fixed size.

We define and calculate signature and nullity invariants for complex schemes for curves in the real projective plane. We use an analog of the Murasugi-Tristram inequality to prohibit certain schemes from being realized by real algebraic curves. We give new formulas for Casson-Gordon invariants of graph manifolds, and s…

2015-10-21abs ↗pdf ↗

Massive multiple-input multiple-output (MIMO) systems require downlink channel state information (CSI) at the base station (BS) to better utilize the available spatial diversity and multiplexing gains. However, in a frequency division duplex (FDD) massive MIMO system, CSI feedback overhead degrades the overall spectral…

2019-10-23abs ↗pdf ↗

We study two quantization schemes for compact symplectic manifolds with almost complex structures. The first of these is the Spin-c quantization. We prove the analog of Kodaira vanishing for the Spin-c Dirac operator, which shows that the index space of this operator provides an honest (not virtual) vector space semicl…

1996-08-17abs ↗pdf ↗

This work proves a strong convergence result for a geometric EM scheme on Riemannian manifolds.

problem Convergence of numerical schemes for manifold-valued SDEs.
method Geometric Euler-Maruyama scheme for Riemannian manifolds.
result Strong convergence of order 1/2 for the geometric EM scheme on Riemannian manifolds.

Geometric invariant theory introduces stability conditions mirroring abelian category theory.

problem Stability conditions in geometric invariant theory.
method Axiomatic notion of central charge and stability condition on schemes and stacks.
result Introduction of stability conditions for polarized schemes and smooth projective varieties.

Novel weak MLMC scheme for Lévy-driven SDEs, applied to financial derivatives pricing.

problem Approximating solutions to Lévy-driven SDEs for financial derivatives pricing.
method Weak multilevel Monte-Carlo scheme with state space discretization of Lévy processes.
result Efficient approximation of financial derivatives pricing models.

This is the second paper in a series of works devoted to nonholonomic Ricci flows. By imposing non-integrable (nonholonomic) constraints on the Ricci flows of Riemannian metrics we can model mutual transforms of generalized Finsler-Lagrange and Riemann geometries. We verify some assertions made in the first partner pap…

2007-02-21abs ↗pdf ↗

Many clustering schemes are defined by optimizing an objective function defined on the partitions of the underlying set of a finite metric space. In this paper, we construct a framework for studying what happens when we instead impose various structural conditions on the clustering schemes, under the general heading of…

2010-11-24abs ↗pdf ↗

Neural networks learn task-specific features, influenced by nonlinearity.

problem Understanding the nature of task-dependent feature learning in neural networks.
method Investigation of fully-connected, wide neural networks using Bayesian framework.
result The nature of internal representations depends on neuronal nonlinearity, leading to analog, redundant, or sparse coding schemes.

We construct a framework for studying clustering algorithms, which includes two key ideas: persistence and functoriality. The first encodes the idea that the output of a clustering scheme should carry a multiresolution structure, the second the idea that one should be able to compare the results of clustering algorithm…

2008-08-16abs ↗pdf ↗

Reinforcement learning has gained wide popularity as a technique for simulation-driven approximate dynamic programming. A less known aspect is that the very reasons that make it effective in dynamic programming can also be leveraged for using it for distributed schemes for certain matrix computations involving non-nega…

2013-11-01abs ↗pdf ↗

Study curvature and torsion from cross-ratios in discrete curves.

problem Define curvature and torsion for discrete curves using cross-ratios.
method Use Möbius invariant point-insertion-rule to construct circles and express torsion using cross-ratio.
result Discrete curvature and torsion defined using cross-ratios converge to smooth curvature and torsion as sampling density increases.

We propose here a new discretization method for a class continuum gauge theories which action functionnals are polynomials of the curvature. Based on the notion of holonomy, this discretization procedure appears gauge-invariant for discretized analogs of Yang-Mills theories, and hence gauge-fixing is fully rigorous for…

2017-06-29abs ↗pdf ↗

This paper proposes a new method to solve functional minimization problems in probability distributions using sliced-Wasserstein gradient flows.

problem Solving functional minimization problems in high-dimensional probability distributions is computationally challenging.
method The paper introduces a new approach using sliced-Wasserstein gradient flows to approximate the Jordan-Kinderlehrer-Otto (JKO) scheme, parameterizing densities with generative models.
result The proposed method is more flexible and computationally tractable compared to existing methods like JKO-ICNN.

Proposes a new model to price options considering market forces beyond Black-Scholes.

problem Tackles the limitations of the Black-Scholes model in capturing unexpected market behaviors.
method Uses the analogy between quantum harmonic oscillator and financial market dynamics to propose a new market force-driven model.
result Shows how various market forces can be incorporated to modify option pricing, providing practical applications.

Massive MIMO is a variant of multiuser MIMO where the number of base-station antennas MM is very large (typically 100), and generally much larger than the number of spatially multiplexed data streams (typically 10). Unfortunately, the front-end A/D conversion necessary to drive hundreds of antennas, with a signal band…

2015-09-24abs ↗pdf ↗

Paper tackles federated linear bandit learning with AirComp for noisy channels.

problem Minimize cumulative regret in federated linear bandit learning.
method Proposes a federated linear bandits scheme using over-the-air computation (AirComp) over noisy fading channels.
result Determines the regret bound of the proposed scheme.

We introduce a variant of Shepp's classical urn problem in which the optimal stopper does not know whether sampling from the urn is done with or without replacement. By considering the problem's continuous-time analog, we provide bounds on the value function and in the case of a balanced urn (with an equal number of ea…

2019-11-27abs ↗pdf ↗

A new method for CT-DCEGs simplifies inference for asymmetric processes.

problem Inference in asymmetric state space problems with continuous time evolution.
method An extension of CEG propagation for CT-DCEGs, employing junction tree inference.
result CT-DCEGs are preferred over DBNs and continuous time BNs for asymmetric processes.

A general, consistent and complete framework for geometrical formulation of mechanical systems is proposed, based on certain structures on affine bundles (affgebroids) that generalize Lie algebras and Lie algebroids. This scheme covers and unifies various geometrical approaches to mechanics in the Lagrangian and Hamilt…

2006-04-06abs ↗pdf ↗

Improved performance of factorized neural layers through spectral initialization and Frobenius decay.

problem Improving the performance of factorized neural layers in various deep learning contexts.
method Spectral initialization and Frobenius decay for initialization and regularization.
result Spectral initialization and Frobenius decay lead to improved performance across multiple deep learning settings.

Authors calculate limits of curvatures on surfaces in sub-Riemannian manifolds.

problem Calculating limits of Gaussian and normal curvatures on surfaces in sub-Riemannian manifolds.
method Utilized Riemannian approximations scheme in Heisenberg group to calculate limits of curvatures.
result Obtained Gauss-Bonnet theorem as a limit of theorems in approximations schemes.

Bayesian method for estimating functional graphical models from neuroimaging data.

problem Estimating dependence structures from functional data in neuroscience.
method Fully Bayesian regularization scheme, including direct Bayesian analog of functional graphical lasso and graphical horseshoe.
result Insight into brain compensation after traumatic brain injury.

Study proves existence and properties of shrinkers in area-preserving curve-shortening flow.

problem Existence and properties of shrinkers in area-preserving curve-shortening flow.
method Using known results on λ-curves, we prove existence of non-circular shrinkers and deduce a saddle-point property.
result Existence and properties of shrinkers in area-preserving curve-shortening flow, including a saddle-point property.

Analog forecasting uses local dynamics to predict chaotic systems.

problem Theoretical connections between analog forecasting and dynamical systems are overlooked.
method Local approximations of the system's dynamics, linear regression, and estimation of analog forecasting errors.
result Analog forecasting performances are highly linked to the local Jacobian matrix of the flow map.

This work analyzes discrete diffusion models using stochastic integrals, providing error bounds and insights.

problem Error analysis for discrete diffusion models remains less understood.
method Proposes a comprehensive framework based on Lévy-type stochastic integrals.
result Obtains the first error bound for the ττ-leaping scheme in KL divergence.

In many applications, it is desirable to extract only the relevant aspects of data. A principled way to do this is the information bottleneck (IB) method, where one seeks a code that maximizes information about a 'relevance' variable, Y, while constraining the information encoded about the original data, X. Unfortunate…

2016-05-24abs ↗pdf ↗

ADR helps LLMs find and use historical analogies for foresight analysis.

problem LLMs struggle to find relevant historical analogies due to surface-level matching.
method Proposes CANA framework with mechanism alignment and cross-analogy confirmation.
result CANA improves historical analogy generation by up to 10%.

Analog methods improve forecast accuracy in complex models.

problem Improving forecast accuracy in complex models like Lorenz-96.
method Constructing analogs using variational autoencoders for ensemble data assimilation.
result Constructed analogs perform as well as a full ensemble square root filter.

The paper generalizes Segre and Verlinde numbers for surfaces with holomorphic 2-forms.

problem Generalizing Segre and Verlinde numbers for surfaces with holomorphic 2-forms.
method Using Mochizuki's formula and Seiberg-Witten invariants, derive universal functions and prove topological invariants.
result Certain canonical virtual Segre and Verlinde numbers of general type surfaces are topological invariants.

The paper evaluates the probability distributions of analog-to-target distances for multiple analogs.

problem Understanding the performance of analog applications through the distribution of distances to target states.
method Theoretical analysis and numerical experiments using dynamical systems theory.
result The size of the catalog and dimensionality affect the probability distributions of the K-best analogs.

Based on the analogies between knot theory and number theory, we study a deformation theory for SL_2-representations of knot groups, following after Mazur's deformation theory of Galois representations. Firstly, by employing the pseudo-SL_2-representations, we prove the existence of the universal deformation of a given…

2014-09-11abs ↗pdf ↗

αα-Dirac-harmonic maps are variations of Dirac-harmonic maps, analogous to αα-harmonic maps that were introduced by Sacks-Uhlenbeck to attack the existence problem for harmonic maps from surfaces. For α>1α>1, the latter are known to satisfy a Palais-Smale condtion, and so, the technique of Sacks-Uhlenbeck consists in …

2019-03-19abs ↗pdf ↗

Building on a specific formalization of analogical relationships of the form "A relates to B as C relates to D", we establish a connection between two important subfields of artificial intelligence, namely analogical reasoning and kernel-based machine learning. More specifically, we show that so-called analogical propo…

2019-01-07abs ↗pdf ↗