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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.

169,042 papers · 148 categories

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19375674 · Jun 202019922001200920172026
48 results for banded matrices

The paper makes inference methods available for Gaussian models with banded precision.

problem Efficient inference for Gaussian models with banded precision.
method Develops linear algebra operators for banded matrices within automatic differentiation frameworks.
result The operators enable efficient variational inference and gradient-based sampling for Gaussian models with banded precision.

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…

2017-10-19abs ↗pdf ↗

We introduce a new sparse estimator of the covariance matrix for high-dimensional models in which the variables have a known ordering. Our estimator, which is the solution to a convex optimization problem, is equivalently expressed as an estimator which tapers the sample covariance matrix by a Toeplitz, sparsely-banded…

2014-05-23abs ↗pdf ↗

We introduce a matrix representation of a chord on a tangle which leads us to representing tangle chord diagrams as stacks of matrices that we call books. We show that band sum moves, Reidemeister moves as well as orientation changes are implemented on \widetilde{Z}_f - a framed link invariant constructed from the Kont…

2010-10-14abs ↗pdf ↗

Every link is shown to be presentable as a boundary of an unknotted flat banded surface. A (flat) banded link is defined as a boundary of an unknotted (flat) banded surface. A link's (flat) band index is defined as the minimum number of bands required to present the link as boundaries of an unknotted (flat) banded surf…

2011-04-30abs ↗pdf ↗

Paper tackles BA in dual-band systems using ML.

problem Choosing the best frequency band for communication in dual-band systems.
method Formulated as binary classification problem, proposed supervised ML solutions.
result Analytical and Viterbi Algorithm-based solutions for directional BA.

The goal of this study is to explain and examine the statistical underpinnings of the Bollinger Band methodology. We start off by elucidating the rolling regression time series model and deriving its explicit relationship to Bollinger Bands. Next we illustrate the use of Bollinger Bands in pairs trading and prove the e…

2012-12-20abs ↗pdf ↗

New method for privacy amplification without sampling for matrix factorization.

problem Privacy amplification for differentially private model training with matrix factorization.
method Sampling-free bounds based on Rényi divergence and conditional composition.
result Stronger privacy guarantees for small ε, applicable to various matrices.

We give a short proof that if a non-trivial band sum of two knots results in a tight fibered knot, then the band sum is a connected sum. In particular, this means that any prime knot obtained by a non-trivial band sum is not tight fibered. Since a positive L-space knot is tight fibered, a non-trivial band sum never yie…

2015-09-01abs ↗pdf ↗

Classifies S1S^1-invariant free boundary minimal annuli and Möbius bands in Bn\mathbb{B}^n.

problem Classifying S1S^1-invariant free boundary minimal annuli and Möbius bands in Bn\mathbb{B}^n.
method Analysis of the spectrum of the Dirichlet-to-Neumann map for S1S^1-invariant metrics.
result Existence and classification of S1S^1-invariant free boundary minimal annuli and Möbius bands in Bn\mathbb{B}^n.

The paper creates nonparametric confidence bands for band-limited functions.

problem Estimating confidence bands for band-limited functions with finite samples and unknown noise.
method Uses Paley-Wiener reproducing kernel Hilbert spaces and gradient-perturbation methods.
result Non-asymptotic guarantees for confidence regions without assuming a parametric model.

New method finds arbitrage opportunities in fluctuating asset bands.

problem Finding arbitrage opportunities in fluctuating asset bands.
method Formulate as maximizing volatility within a price band, using convex-concave optimization.
result Approximately solves non-convex optimization problem for moving-band arbitrage.

Every classical knot is band-pass equivalent to the unknot or the trefoil. The band-pass class of a knot is a concordance invariant. Every ribbon knot, for example, is band-pass equivalent to the unknot. Here we introduce the long virtual knot concordance group VC\mathscr{VC}. It is shown that for every concordance cla…

2016-03-01abs ↗pdf ↗

The paper improves nonparametric confidence bands for band-limited functions.

problem Constructing nonparametric simultaneous confidence bands with nonasymptotic and distribition-free guarantees.
method Based on Paley-Wiener reproducing kernel Hilbert spaces, the paper relaxes assumptions, improves noise estimation, and tightens constraints.
result Enhanced confidence bands with improved efficiency and tighter constraints.

Paper shows how to embed Möbius bands with many twists and small aspect ratios.

problem Finding the smallest aspect ratio for Möbius bands with many twists.
method Constructs a folded paper ribbon knot to bound the aspect ratio.
result Paper Möbius bands and annuli with any number of half-twists can be embedded with aspect ratio less than 8.

We prove optimal systolic inequalities on Finsler Mobius bands relating the systole and the height of the Mobius band to its Holmes-Thompson volume. We also establish an optimal systolic in- equality for Finsler Klein bottles of revolution, which we conjecture to hold true for arbitrary Finsler metrics. Extremal metric…

2015-03-04abs ↗pdf ↗

New theorem on embedding Moebius bands in 3D space.

problem Proving the impossibility of placing uncountably many disjoint Moebius bands in 3D space.
method Generalization of Grushin and Palamodov's result to tame subsets in R^N and arbitrary topological embeddings in R^3.
result The impossibility of embedding uncountably many pairwise disjoint Moebius bands in 3D space, even for arbitrary topological embeddings.

Band surgery is an operation relating pairs of knots or links in the three-sphere. We prove that if two quasi-alternating knots KK and KK' of the same square-free determinant are related by a band surgery, then the absolute value of the difference in their signatures is either 0 or 8. This obstruction follows from a …

2018-06-06abs ↗pdf ↗

Paper proposes a method to estimate confidence bands for survival random forests.

problem No statistically valid and computationally feasible approach for estimating confidence bands for survival random forests.
method Extending recent developments in infinite-order incomplete U-statistics, the paper proposes an unbiased confidence band estimation.
result The proposed method accurately estimates the confidence band and achieves desired coverage rate.

We categorise coherent band (aka nullification) pathways between knots and 2-component links. Additionally, we characterise the minimal coherent band pathways (with intermediates) between any two knots or 2-component links with small crossing number. We demonstrate these band surgeries for knots and links with small cr…

2014-08-08abs ↗pdf ↗