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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.

168,657 papers · 148 categories

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106211317422 · Jun 202019922001200920172026
48 results for analytic linearization

SAFLe solves federated learning's trade-off between non-linearity and scalability.

problem Federated Learning's high communication overhead and performance collapse on non-IID data.
method SAFLe introduces a structured head of bucketed features and sparse, grouped embeddings, mathematically equivalent to a high-dimensional linear regression.
result SAFLe achieves a new state-of-the-art in analytic FL, outperforming linear AFL and multi-round DeepAFL.

In this work, we have presented a simple analytical approximation scheme for generic non-linear FBSDEs. By treating the interested system as the linear decoupled FBSDE perturbed with non-linear generator and feedback terms, we have shown that it is possible to carry out a recursive approximation to an arbitrarily highe…

2011-06-01abs ↗pdf ↗

A linear Lie rack structure on a finite dimensional vector space VV is a Lie rack operation (x,y)xy(x,y)\mapsto x\rhd y pointed at the origin and such that for any xx, the left translation Lx:yLx(y)=xy\mathrm{L}_x:y\mapsto \mathrm{L}_x(y)= x\rhd y is linear. A linear Lie rack operation \rhd is called analytic if for any $x,y\in V…

2019-08-14abs ↗pdf ↗

In a paper with Jean-Paul Dufour in 1999 \cite{DufourZung-Nambu1999}, we gave a classification of linear Nambu structures, and obtained linearization results for Nambu structures with a nondegenerate linear part. There was a case left open in \cite{DufourZung-Nambu1999}, namely the case of smooth linearization of Nambu…

2012-01-11abs ↗pdf ↗

Proves analyticity of quasinormal modes in Kerr and Kerr-de Sitter spacetimes.

problem Analyticity of quasinormal modes in extreme Kerr and Kerr-de Sitter spacetimes.
method Observation of stable radial point source/sink structure in bicharacteristic flow; recent microlocal analysis result by Galkowski and Zworski.
result Quasinormal modes are real analytic in subextremal Kerr and Kerr-de Sitter spacetimes.

We prove that if an analytic subset AA of a linear metric space XX is not contained in a σZωσZ_ω-subset of XX then for every Polish convex set KK with dense affine hull in XX the sum A+KA+K is non-meager in XX and the sets A+A+KA+A+K and AA+KA-A+K have non-empty interior in the completion Xˉ\bar X of XX. This implies t…

2015-08-28abs ↗pdf ↗

We show that aff(n)\mathfrak{aff}(n), the Lie algebra of affine transformations of Rn,{\mathbb R}^n, is formally and analytically nondegenerate in the sense of A. Weinstein. This means that every analytic (resp., formal) Poisson structure vanishing at a point with a linear part corresponding to aff(n)\mathfrak{aff}(n) is locall…

2002-08-05abs ↗pdf ↗

We work on a parallelizable time-orientable Lorentzian 4-manifold and prove that in this case the notion of spin structure can be equivalently defined in a purely analytic fashion. Our analytic definition relies on the use of the concept of a non-degenerate two-by-two formally self-adjoint first order linear differenti…

2016-11-24abs ↗pdf ↗

Complex analytic sets' Lipschitz geometry at infinity characterized.

problem Characterize entire complex analytic sets based on their Lipschitz geometry at infinity.
method Proved a complex non-parametric version of Moser's Bernstein Theorem and characterized algebraicity.
result Entire complex analytic sets at infinity are affine linear subspaces if and only if they are bi-Lipschitz homeomorphic to algebraic sets.

We report analytical results for the development of the viscous fingering instability in a cylindrical Hele-Shaw cell of radius a and thickness b. We derive a generalized version of Darcy's law in such cylindrical background, and find it recovers the usual Darcy's law for flow in flat, rectangular cells, with correctio…

2002-01-31abs ↗pdf ↗

The autocorrelation function of volatility in financial time series is fitted well by a superposition of several exponents. Such a case admits an explicit analytical solution of the problem of constructing the best linear forecast of a stationary stochastic process. We describe and apply the proposed analytical method …

2004-01-20abs ↗pdf ↗

In this paper, we consider multi-valued graphs with a prescribed real analytic interface that minimize the Dirichlet energy. Such objects arise as a linearized model of area minimizing currents with real analytic boundaries and our main result is that their singular set is discrete in 2 dimensions. This confirms (and p…

2019-06-24abs ↗pdf ↗

This paper proposes a new method to learn integration schemes for complex ODEs.

problem Learning efficient integration schemes for non-linear ODEs and their identification.
method A novel framework to learn integration schemes that minimize an integration-related cost function.
result The proposed learning-based approach provides integration schemes close to analytical solutions.

We provide a simple proof of a result of Rouby-Sjöstrand-Ngoc \cite{RSN} and Deleporte \cite{Deleporte}, which asserts that if the Kähler potential is real analytic then the Bergman kernel is an \textit{analytic kernel} meaning that its amplitude is an \textit{analytic symbol} and its phase is given by the polarization…

2019-12-24abs ↗pdf ↗

Paper develops semi-analytic method for American options in time-dependent jump-diffusion models.

problem Pricing American options in models with time-dependent and exponential jumps.
method Generalizes existing methods for barrier and American options to handle arbitrary time dependencies and solves the problem through algebraic and Fredholm-Volterra equations.
result Presents a semi-analytic solution for American options in time-dependent jump-diffusion models with exponential jumps.

The detrending moving average (DMA) algorithm is one of the best performing methods to quantify the long-term correlations in nonstationary time series. Many long-term correlated time series in real systems contain various trends. We investigate the effects of polynomial trends on the scaling behaviors and the performa…

2015-04-28abs ↗pdf ↗

Analyzes Kodaira-Iitaka dimension and multiplicity using intersection theory.

problem Understanding Kodaira-Iitaka dimension and multiplicity in analytic terms.
method Expresses dimensions and multiplicity in terms of intersection theory of plurisubharmonic envelopes.
result Introduces non-pluripolar numerical Kodaira-Iitaka dimension and shows it dominates the classical dimension.

The paper calculates bounds on the local Lipschitz constants of neural network layers.

problem Understanding the Lipschitz constants of neural network layers for robustness analysis.
method Analytical approach to determine upper bounds on local Lipschitz constants of affine-ReLU functions.
result The method produces tighter bounds than the standard conservative bound, especially for small perturbations.

We show that formal isomorphism of intransitive linear Lie equations along transversal to the orbits can be extended to neighborhoods of these transversal. In analytic cases, the word formal is dropped from theorems. Also, we associate an intransitive Lie algebra with each intransitive linear Lie equation, and from the…

2009-11-17abs ↗pdf ↗

Analytical solution found for a three-layer network with a specific activation function.

problem Understanding the power of depth in neural networks.
method Found analytical solutions for a three-layer network with a matrix exponential activation function.
result Analytical solutions for equations involving a three-layer network with a matrix exponential activation function.

Algorithm finds real-analytic Legendrian representatives for every link type.

problem Finding explicit expressions for Legendrian representatives and Bateman fields.
method Algorithm based on trigonometric polynomials and solving linear equations.
result No compact subset of R^3 can contain an electromagnetic knot indefinitely.

We prove each embedded, constant mean curvature (CMC) surface in Euclidean space with genus zero and finitely many coplanar ends is nondegenerate: there is no nontrivial square-integrable solution to the Jacobi equation, the linearization of the CMC condition. This implies that the moduli space of such coplanar surface…

2007-12-12abs ↗pdf ↗

For linear actions of real reductive Lie groups we prove the Kempf-Ness Theorem about closed orbits and the Kirwan-Ness Stratification Theorem of the null cone. Since our completely self-contained proof focuses strongly on geometric and analytic methods, essentially avoiding any deep algebraic result, it applies also t…

2017-01-03abs ↗pdf ↗

We study the analytic torsion of the cone over an orientable odd dimensional compact connected Riemannian manifold W. We prove that the logarithm of the analytic torsion of the cone decomposes as the sum of the logarithm of the root of the analytic torsion of the boundary of the cone, plus a topological term, plus a fu…

2010-01-26abs ↗pdf ↗

Analyzes generalization error in distributed linear regression.

problem Understanding generalization performance in distributed learning.
method Analytical characterization of generalization error in linear regression with distributed learning.
result Generalization error increases dramatically when nodes estimate close to the number of observations.

As a step toward understanding the analytic behavior of Type-III Ricci flow singularities, i.e. immortal solutions that exhibit |Rm|<C/t curvature decay, we examine the linearization of an equivalent flow at fixed points discovered recently by Baird--Danielo and Lott: nongradient homogeneous expanding Ricci solitons on…

2006-06-30abs ↗pdf ↗

Paper explores non-uniqueness and uniqueness class for wave equations on graphs.

problem Non-uniqueness of solutions to wave equations on infinite graphs.
method Analyticity of solutions in the uniqueness class, extension to a wide class of linear evolution equations.
result Sharp uniqueness class for solutions of wave equations on graphs.

We present a novel methodology based on a Taylor expansion of the network output for obtaining analytical expressions for the expected value of the network weights and output under stochastic training. Using these analytical expressions the effects of the hyperparameters and the noise variance of the optimization algor…

2019-12-18abs ↗pdf ↗

Unified approach for optimizing predictions in linear programming and inverse problems.

problem Optimizing predictions in linear programming and inverse problems.
method Maximum optimality margin approach.
result Unified approach that balances computational efficiency and theoretical properties.

Study on elasticity with mixed boundary conditions, proving spectral asymptotics.

problem Analyzing spectral asymptotics for linear elasticity with mixed boundary conditions.
method Established two-term spectral asymptotics for linear elasticity on smooth compact manifolds.
result Verification of general formulae through explicit examples in 2D and 3D.

Complete, conformally flat metrics of constant positive scalar curvature on the complement of kk points in the nn-sphere, k2k \ge 2, n3n \ge 3, were constructed by R\. Schoen [S2]. We consider the problem of determining the moduli space of all such metrics. All such metrics are asymptotically periodic, and we develop…

1994-06-30abs ↗pdf ↗

We propose a heterogeneous agent market model (HAM) in continuous time. The market is populated by fundamental traders and chartists, who both use simple linear trading rules. Most of the related literature explores stability, price dynamics and profitability either within deterministic models or by simulation. Our nov…

2019-02-26abs ↗pdf ↗

Critical learning periods found in deep linear networks too.

problem Understanding why critical learning periods emerge in both biological and artificial networks.
method Focused on deep linear network models, analyzed depth and data distribution, and examined multi-task learning.
result Critical periods depend on model depth and data distribution structure, and pre-training can affect transfer performance.

Jump Markov linear models consists of a finite number of linear state space models and a discrete variable encoding the jumps (or switches) between the different linear models. Identifying jump Markov linear models makes for a challenging problem lacking an analytical solution. We derive a new expectation maximization …

2014-09-25abs ↗pdf ↗

This paper introduces TDA and TSI for better business analytics.

problem Nonlinear, multi-scale business datasets under-represented by traditional tools.
method Topological Data Analysis (TDA) and Topological Stability Index (TSI).
result TSI reveals structural variability in business data.

Study modular surfaces in Lorentz-Minkowski 3-space, classifying and analyzing their curvature and applications.

problem Understanding the curvature properties of modular surfaces in Lorentz-Minkowski space.
method Analyzing the sign of Gaussian and mean curvature, classifying surfaces, and applying to conformal field theories.
result Complete classification of zero Gaussian curvature modular surfaces and non-existence of non-planar maximal modular surfaces.

Proves solution uniqueness for biomembrane shape prediction.

problem Proving solution uniqueness for the genus one Canham variational problem.
method Combining numeric analytic continuation and singularity analysis to prove non-negativity of a sequence.
result Proves positivity of the sequence, leading to solution uniqueness.

Using basic topology and linear algebra, we define a plethora of invariants of boundary links whose values are power series with noncommuting variables. These turn out to be useful and elementary reformulations of an invariant originally defined by M. Farber.

2001-02-13abs ↗pdf ↗