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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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471114 · Sep 202219922001200920172026
48 results for arc splines

This paper constructs PH spline curves with prescribed arc lengths.

problem Interpolating points, tangent directions, and curvatures with prescribed arc-length.
method Local construction of G2G^2 planar PH biarc curves of degree 7.
result Prescribed arc-length can be satisfied for any data and any chosen ratio between boundary tangents.

Revisits stochastic collocation with exponential splines for option pricing.

problem Improving the accuracy of option price interpolation using stochastic collocation.
method Uses exponential quadratic splines and optimizes abscissae or parameters of B-splines.
result Shows that fixing abscissae and optimizing parameters leads to better interpolation accuracy.

This paper develops a new method for constructing splines on Lie groups using Poisson equation solutions.

problem Existing methods for constructing splines on Lie groups have limitations and assumptions that may not reflect actual curves.
method The paper introduces a new approach using solutions of the Poisson equation on Lie groups to construct splines.
result The new method allows for global splines with arbitrary initial conditions, improving curve reconstruction.

Sig-Splines model uses signatures and splines for time series data, achieving universality and convexity.

problem Creating a generative model for multivariate time series data.
method Combines linear transformations and signature transforms into a neural spline flow.
result Achieves universality and introduces convexity in model parameters.

We extend the adaptive regression spline model by incorporating saturation, the natural requirement that a function extend as a constant outside a certain range. We fit saturating splines to data using a convex optimization problem over a space of measures, which we solve using an efficient algorithm based on the condi…

2016-09-21abs ↗pdf ↗

With the renewed and growing interest in geometric continuity in mind, this article gives a general definition of geometrically continuous polygonal surfaces and geometrically continuous spline functions on them. Polynomial splines defined by G1 gluing data in terms of rational functions are analyzed further. A general…

2015-10-26abs ↗pdf ↗

A new spline method for manifold learning using Hessian-based curvature penalties.

problem Learning manifolds with curvature penalties in high dimensions.
method Generalizes thin-plate splines to flat manifolds using Hessian matrices, minimizing square error with curvature constraints.
result Existence and uniqueness of the spline solution, expressed as Green's functions and Hessian approximations.

Locally-verifiable conditions ensure exactness of spline discrete de Rham complex.

problem Ensuring cohomological equivalence of spline discrete complex to continuous de Rham complex.
method Theoretical analysis and locally-verifiable sufficient conditions for exactness.
result Locally-verifiable conditions guarantee exactness of hierarchical B-spline discrete de Rham complex.

In this paper, we formulate a new local move on virtual knot diagram, called arc shift move. Further, we extend it to another local move called region arc shift defined on a region of a virtual knot diagram. We establish that these arc shift and region arc shift moves are unknotting operations by showing that any virtu…

2018-08-13abs ↗pdf ↗

We use splines and the Sasaki metric to analyze and compare manifold-valued trajectories.

problem Analyzing and comparing trajectories on Riemannian manifolds.
method Riemannian hierarchical model, Bézier splines, Sasaki metric.
result Spline-based approaches outperform state-of-the-art methods in intensity classification of trajectories.

We reparametrize ReLU NNs as splines to understand their learning dynamics.

problem Understanding the learning dynamics and inductive bias of neural networks.
method Reparametrize ReLU NNs as continuous piecewise linear splines to study learning dynamics.
result Standard weight initializations yield very flat functions, leading to strength and type of implicit regularization.

Smoothing splines provide a powerful and flexible means for nonparametric estimation and inference. With a cubic time complexity, fitting smoothing spline models to large data is computationally prohibitive. In this paper, we use the theoretical optimal eigenspace to derive a low rank approximation of the smoothing spl…

2019-11-23abs ↗pdf ↗

It is shown that the projection image of an oriented spatial arc to any oriented plane is approximated by a unique arc diagram (up to isomorphic arc diagrams) determined from the spatial arc and the projection. In a separated paper, the knotting probability of an arc diagram is defined as an invariant under isomorphic …

2019-07-24abs ↗pdf ↗

This paper is devoted to the application of B-splines to volatility modeling, specifically the calibration of the leverage function in stochastic local volatility models and the parameterization of an arbitrage-free implied volatility surface calibrated to sparse option data. We use an extension of classical B-splines …

2013-06-05abs ↗pdf ↗

This paper introduces a spline-based method for nonparametric ADVI that handles complex posterior distributions.

problem Learning complex posterior distributions with skewness, multimodality, and bounded support.
method Develops a spline-based nonparametric approximation approach for ADVI.
result Establishes the asymptotic consistency of the derived lower bound for importance weighted autoencoder.

The paper introduces a spline-based method for calibrating neural networks.

problem Ensuring neural network outputs are reliable for safety-critical applications.
method Approximating the empirical cumulative distribution function using splines to map network outputs to calibrated probabilities.
result The spline-based recalibration consistently outperforms existing methods on calibration measures.

Multivariate splines linked to infinitely-wide neural networks with improved numerical performance.

problem Understanding the relationship between multivariate splines and neural networks.
method Showed multivariate splines can be represented as random features in infinitely-wide neural networks with a homogeneous activation function.
result The function space of multivariate splines is a Sobolev space on a Euclidean ball with explicit norm bounds on derivatives.

Cubic spline interpolation on Euclidean space is a standard topic in numerical analysis, with countless applications in science and technology. In several emerging fields, for example computer vision and quantum control, there is a growing need for spline interpolation on curved, non-Euclidean space. The generalization…

2017-03-28abs ↗pdf ↗

The study of smoothing arcs and curves on surfaces, proving tautness and arc length spectrum properties.

problem Analyzing the geometric and combinatorial effects of smoothing intersections in arcs or curves.
method Geometric and combinatorial analysis, proving tautness and arc length spectrum properties.
result Shortest arcs with self-intersections have exactly or at most one more self-intersection than the self-intersection number.

Minimal grid diagrams for 15,735 knots with 14 crossings and arc index 14.

problem Representing prime knots with 14 crossings and specific arc indices using grid diagrams.
method Enumerated all prime knots with 14 crossings, categorized by arc index, and found minimal grid diagrams for those with arc index 14.
result 8,027 knots with arc index 13 and 15,735 knots with arc index 14 were represented by minimal grid diagrams.

A comprehensive methodology is provided for smoothing noisy, irregularly sampled data with non-Gaussian noise using smoothing splines. We demonstrate how the spline order and tension parameter can be chosen a priori from physical reasoning. We also show how to allow for non-Gaussian noise and outliers which are typical…

2019-04-26abs ↗pdf ↗

This paper presents an efficient algorithm for evolving point cloud data on smooth manifolds using B-Splines.

problem Evolution of point cloud data on smooth manifolds in higher dimensions.
method Lagrangian approach using adaptive B-Spline interpolation.
result Demonstrates the convergence of geometric quantities and the effectiveness of the approach.

As a supplement to the authors' article "Prime knots with arc index up to 11 and an upper bound of arc index for non-alternating knots", to appear in the Journal of Knot Theory and its Ramifications, we present minimal arc presentations of the prime knots up to arc index 11.

2010-10-14abs ↗pdf ↗

The grand arc graph's asymptotic dimension is shown to be infinite.

problem Determining the asymptotic dimension of the grand arc graph.
method Using Gromov-hyperbolic and cocompact arc and curve models, the asymptotic dimension is shown to be infinite for a broad class of surfaces.
result The asymptotic dimension of the grand arc graph is infinite.

The study counts arcs on hyperbolic surfaces, providing asymptotic growth formulas.

problem Counting arcs on hyperbolic surfaces with boundaries and cusps.
method Asymptotic analysis of pure mapping class group orbits and arc lengths.
result The number of arcs of bounded length is asymptotically proportional to L6g6+2(n+p)L^{6g-6+2(n+p)}.