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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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3467101134 · Jun 202019922001200920172026
48 results for aperiodic sequences

We introduce a quantitative condition on orbits of dynamical systems which measures their aperiodicity. We show the existence of sequences in the Bernoulli-shift and geodesics on closed hyperbolic manifolds which are as aperiodic as possible with respect to this condition.

2012-06-04abs ↗pdf ↗

Study shows aperiodic sequences enhance Parrondo's effect, with Thue-Morse outperforming others.

problem Enhancing Parrondo's effect through strategic switching protocols.
method Investigated Fibonacci, Thue-Morse, and Rudin-Shapiro sequences; analyzed capital correlation and persistence.
result Thue-Morse sequence outperforms other aperiodic sequences and benchmark games in capital gain.

The first aperiodic monotiling, introduced by Taylor, was based on a trapezoidal prototile equipped with 14 distinct decorations. A presentation of the closely related Taylor-Socolar aperiodic monotiling is based on a hexagonal prototile equipped with 7 decorations. This paper gives decoration-free algebraic descriptio…

2015-04-26abs ↗pdf ↗

We construct the first aperiodic tiles for two amenable 3-dimensional Lie groups: Sol and the Heisenberg group. Our construction relies on the use of higher-dimensional uniformly finite homology. In particular, we settle completely the existence of aperiodic tiles for all of the non-compact geometries of 3-manifolds ap…

2012-01-04abs ↗pdf ↗

The study examines aperiodicity properties of automorphism groups of free products of groups.

problem Investigating aperiodicity properties of automorphism groups of free products of groups.
method Analyzing the subgroup of Out(G) preserving conjugacy classes and proving aperiodicity properties.
result The group IA(G, G, 3) is torsion-free and has notable aperiodicity properties.

A full Mealy automaton is associated with a graph and a square complex, which contains an anti-torus if and only if the automaton is bi-reversible and the graph is aperiodic.

problem Determining the existence of anti-tori in square complexes associated with Mealy automata
method Associating a graph and a square complex with a Mealy automaton and proving the equivalence between bi-reversibility and aperiodicity of the graph
result The square complex contains an anti-torus if and only if the automaton is bi-reversible and the graph is aperiodic

ARISE models efficient markets without periodogram or Gaussianity assumptions.

problem Mimicking and learning long-term memory in efficient markets.
method ARISE process using aperiodic spectrum estimation and infinite-sum function of known processes.
result ARISE process has mean-square convergence, consistency, and asymptotic normality without periodogram and Gaussianity assumptions.

Given a knot in a closed connected orientable 3-manifold we prove that if the exterior of the knot admits an aperiodic contact form that is Euclidean near the boundary, then the 3-manifold is diffeomorphic to the 3-sphere and the knot is the unknot.

2018-06-22abs ↗pdf ↗

In this paper, we give sufficient conditions for a Perron number, given as the leading eigenvalue of an aperiodic matrix, to be a pseudo-Anosov dilatation of a compact surface. We give an explicit construction of the surface and the map when the sufficient condition is met.

2014-11-05abs ↗pdf ↗

This paper considers the problem of characterizing the simplest discrete point sets that are aperiodic, using invariants based on topological dynamics. A Delone set whose patch-counting function N(T), for radius T, is finite for all T is called repetitive if there is a function M(T) such that every ball of radius M(T)+…

1999-09-06abs ↗pdf ↗

Paper bridges matching rules and height functions in aperiodic tilings.

problem Relationship between matching rules and height functions in aperiodic tilings.
method Cochain-first framework to establish equivalence between matching rules, Ammann bar continuity, cycle closure of 1-cochains, and height-function existence.
result Unified framework for aperiodic tilings including Penrose and canonical projection tilings.

The main goal of this paper is to define a 1-1 correspondence between between substitution tilings constructed by inflation and the arithmetic of positional representation in the underlying real vector space. It introduces a generalization of inflationary tessellations to equivalence classes of tiles. Two tiles belong …

2015-05-03abs ↗pdf ↗

Paper studies CLT rates for dependent data in Wasserstein-p distance.

problem CLT rates for multivariate dependent data in Wasserstein-p distance.
method Analyzes locally dependent sequences and geometrically ergodic Markov chains.
result Establishes optimal W1W_1 CLT rates and WpW_p (p2p\ge 2) rates for dependent data.

We show that uniformly finite homology of products of nn trees vanishes in all degrees except degree nn, where it is infinite dimensional. Our method is geometric and applies to several large scale homology theories, including almost equivariant homology and controlled coarse homology. As an application we determine …

2014-09-18abs ↗pdf ↗

Enhances topology optimization with multiclass microstructures using latent variable Gaussian process.

problem Lack of an inherent ordering or distance measure between different classes of microstructures.
method Extended latent-variable Gaussian process (LVGP) models to multi-response LVGP (MR-LVGP) models for metamaterials.
result Improved performance through consistent load-transfer paths for micro- and macro-structures.

We construct a new aperiodic symplectic plug and hence new smooth counterexamples to the Hamiltonian Seifert conjecture in R^{2n} for n>2. In other words, we develop an alternative procedure, to those of V. L. Ginzburg and M. Herman, for constructing smooth Hamiltonian flows, on the standard symplectic R^{2n} for n>2, …

2001-01-23abs ↗pdf ↗

We consider the problem of estimating from sample paths the absolute spectral gap γγ_* of a reversible, irreducible and aperiodic Markov chain (Xt)tN(X_t)_{t \in \mathbb{N}} over a finite state space ΩΩ. We propose the UCPI{\tt UCPI} (Upper Confidence Power Iteration) algorithm for this problem, a low-complexity algorithm …

2018-06-15abs ↗pdf ↗

Paper forecasts financial trading durations using a new point process model.

problem Forecasting limit order book durations in high-frequency financial data.
method Self-exciting flexible residual point process incorporating empirical distributional features.
result The model achieves strong predictive performance compared to alternative approaches.

Singing voice conversion is a task to convert a song sang by a source singer to the voice of a target singer. In this paper, we propose using a parallel data free, many-to-one voice conversion technique on singing voices. A phonetic posterior feature is first generated by decoding singing voices through a robust Automa…

2019-03-11abs ↗pdf ↗

Feature extraction for automatic classification of EEG signals typically relies on time frequency representations of the signal. Techniques such as cepstral-based filter banks or wavelets are popular analysis techniques in many signal processing applications including EEG classification. In this paper, we present a com…

2018-01-03abs ↗pdf ↗

This paper analyzes the convergence of dynamic HMC and NUTS methods.

problem Theoretical understanding of dynamic HMC and NUTS convergence.
method General class of MCMC algorithms, NUTS as a particular case, geometric ergodicity, irreducibility.
result NUTS is geometrically ergodic under certain conditions and ergodic without bounded stepsize.

Mechanical devices such as engines, vehicles, aircrafts, etc., are typically instrumented with numerous sensors to capture the behavior and health of the machine. However, there are often external factors or variables which are not captured by sensors leading to time-series which are inherently unpredictable. For insta…

2016-07-01abs ↗pdf ↗

Matrix Chernoff bound for Markov chains applied to co-occurrence matrices.

problem Analyzing the behavior of co-occurrence statistics in sequential data.
method Proved a matrix Chernoff-type bound for sums of matrix-valued random variables sampled via a regular Markov chain.
result Achieved exponentially fast convergence rate and sample complexity analysis for co-occurrence matrices.

Semi-decentralized federated learning combines device-to-server and device-to-device communications for faster convergence.

problem Faster convergence in federated learning with decentralized model training.
method Two timescale hybrid federated learning (TT-HF) with cooperative D2D model aggregations.
result Achieves sublinear convergence rate of O(1/t) with adaptive control algorithm.

Although the sequence-to-sequence (encoder-decoder) model is considered the state-of-the-art in deep learning sequence models, there is little research into using this model for recovering missing sensor data. The key challenge is that the missing sensor data problem typically comprises three sequences (a sequence of o…

2020-02-25abs ↗pdf ↗

Classifies intrinsically linked tournaments by their score sequences.

problem Classifying intrinsically linked tournaments using their score sequences.
method Examining the score sequences of tournaments and identifying linkless sequences.
result The vast majority of score sequences for 8-vertex tournaments are linkless.

Deep generative models have been successfully used to learn representations for high-dimensional discrete spaces by representing discrete objects as sequences and employing powerful sequence-based deep models. Unfortunately, these sequence-based models often produce invalid sequences: sequences which do not represent a…

2017-12-05abs ↗pdf ↗

Scalable GP model tackles big data, categorical factors, and multiple responses.

problem Handling big datasets, categorical inputs, and multiple responses in Gaussian processes.
method Latent variable Gaussian process (LVGP) with variational inference for scalability and interpretability.
result The method scales well for large datasets and outperforms state-of-the-art methods.

The abstract discusses a spectral sequence for Lie algebroids.

problem The abstract tackles the spectral sequence of Lie algebroids.
method The abstract presents a spectral sequence for Lie algebroids, generalizing classical constructions.
result The spectral sequence converges to Lie algebroid cohomology for wide Lie subalgebroids and to formal Lie algebroid cohomology for Lie subalgebroids over proper submanifolds.

Many machine learning tasks can be expressed as the transformation---or \emph{transduction}---of input sequences into output sequences: speech recognition, machine translation, protein secondary structure prediction and text-to-speech to name but a few. One of the key challenges in sequence transduction is learning to …

2012-11-14abs ↗pdf ↗

Mining tasks over sequential data, such as clickstreams and gene sequences, require a careful design of embeddings usable by learning algorithms. Recent research in feature learning has been extended to sequential data, where each instance consists of a sequence of heterogeneous items with a variable length. However, m…

2019-11-03abs ↗pdf ↗

Study on continuous sequence classification with distribution uncertainty.

problem Classifying continuous sequences with varying distribution uncertainty.
method Proposes distribution-free tests for three test designs: fixed-length, sequential, and two-phase tests.
result Error probabilities decay exponentially fast for all test designs.