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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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265177102 · May 202619922001200920172026
48 results for canonical basis

We construct a canonical basis of two-cycles, on a K3K3 surface, in which the intersection form takes the canonical form 2E8(1)3H2E_8(-1) \oplus 3H. The basic elements are realized by formal sums of smooth submanifolds.

2017-08-20abs ↗pdf ↗

A new method for learning manifolds efficiently using canonical basis functions.

problem Learning manifolds in high-dimensional data with efficient and distinct latent dimensions.
method Proposes a novel optimization objective to enforce a transformation matrix with a few prominent and non-degenerate basis functions.
result Demonstrates that minimizing the off-diagonal manifold metric elements 1\ell_1-norm results in a more efficient latent space representation.

The study explores various localized bases and their duals for scattered data approximation.

problem Scattered data approximation using radial basis functions.
method Examines different localized bases including Lagrange, Newton, and multiresolution versions, and their duals.
result Localized orthogonal bases, such as the Newton basis, offer symmetric preconditioners and are feasible for scattered data approximation.

Hamiltonian Monte Carlo (HMC) exploits Hamiltonian dynamics to construct efficient proposals for Markov chain Monte Carlo (MCMC). In this paper, we present a generalization of HMC which exploits \textit{non-canonical} Hamiltonian dynamics. We refer to this algorithm as magnetic HMC, since in 3 dimensions a subset of th…

2016-07-10abs ↗pdf ↗

In this paper we provide a \emph{global} investigation of the geometry of parallelizable manifolds (or absolute parallelism geometry) frequently used for application. We discuss the different linear connections and curvature tensors from a global point of view. We give an existence and uniqueness theorem for a remarkab…

2012-09-06abs ↗pdf ↗

Topology of Foliations of the Riemann Surfaces given by the real part of generic holomorphic 1-forms, is studied. Our approach is based on the notion of Transversal Canonical Basis of Cycles (TCB) instead of using just one closed transversal curve as in the classical approach of the ergodic theory. In some cases the TC…

2005-01-21abs ↗pdf ↗

This paper gives two new combinatorial topological proofs of the classification of rational tangles. Each proof rests on an elegant lemma showing that rational tangles are isotopic to canonical alternating rational tangles. The first proof defines the tangle fraction from the canonical form and uses flyping to prove in…

2003-11-27abs ↗pdf ↗

The purpose of this paper is twofold. On one hand, we introduce a modification of the dual canonical basis for invariant tensors of the 3-dimensional irreducible representation of Uq(sl2)U_q(sl_2), given in terms of Jacobi diagrams, a central tool in quantum topology. On the other hand, we use this modified basis to study t…

2015-07-16abs ↗pdf ↗

Paper proposes an alternative to MLE for GLMs with non-canonical link functions.

problem Challenges in MLE for GLMs with non-canonical link functions.
method Variational Inequality (VI) estimation framework.
result Established finite-sample error bounds and asymptotic normality for VI estimator.

The paper introduces isotropy as a regularizer to enhance portfolio stability.

problem Model uncertainty and estimation errors in diversification strategies.
method Integrates isotropy as a geometric regularizer into mean-variance optimization.
result Isotropy constraint systematically induces negative average-signal exposure, providing a robust crash hedge.

New approach finds analytic interpretation of algebraic invariants for balanced metrics.

problem Finding analytic interpretation of algebraic invariants for balanced metrics.
method Using log canonical thresholds and basis divisors, the approach involves quantized Ding functionals on Bergman spaces.
result Each δ_m is the coercivity threshold of a quantized Ding functional on the m-th Bergman space, characterizing the existence of balanced metrics.

The problem of convex optimization is studied. Usually in convex optimization the minimization is over a d-dimensional domain. Very often the convergence rate of an optimization algorithm depends on the dimension d. The algorithms studied in this paper utilize dictionaries instead of a canonical basis used in the coord…

2015-11-04abs ↗pdf ↗

Let GG be a torus and MM a compact Hamiltonian GG-manifold with finite fixed point set MGM^G. If TT is a circle subgroup of GG with MG=MTM^G=M^T, the TT-moment map is a Morse function. We will show that the associated Morse stratification of MM by unstable manifolds gives one a canonical basis of KG(M)K_G(M). A key in…

2003-09-19abs ↗pdf ↗

The paper shows how to stabilize off-policy reinforcement learning using specific state representations.

problem Stability issues in reinforcement learning with function approximation and off-policy learning.
method Formal analysis of representation learning schemes based on the transition matrix of a policy.
result Schur and orthogonal bases of the Krylov subspace provide stable representations for TD learning.

This paper develops a discrete theory of real Riemann surfaces using quad-graphs and linear discretization.

problem Constructing a discrete theory of real Riemann surfaces.
method Using quad-graphs and linear discretization of Cauchy-Riemann equations, constructing a symplectic homology basis.
result The discrete period matrix has the same canonical decomposition as in the smooth setting.

In this paper, we prove that the two well-known natural normalizations of Hamiltonian functions on the symplectic manifold (M,ω)(M,ω) canonically relates the action spectra of different normalized Hamiltonians on {\it arbitrary} symplectic manifolds (M,ω)(M,ω). The natural class of normalized Hamiltonians consists of those w…

2002-06-10abs ↗pdf ↗

We consider the moduli space of polystable LL-twisted GG-Higgs bundles over a compact Riemann surface XX, where GG is a real reductive Lie group, and LL is a holomorphic line bundle over XX. Evaluating the Higgs field at a basis of the ring of polynomial invariants of the isotropy representation, one defines the …

2015-11-09abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, we considered the definition of orthonormal basis in Minkows…

2012-01-19abs ↗pdf ↗

Finsler space is differentiable manifold for which Minkowski space is the fiber of the tangent bundle. To understand structure of the reference frame in Finsler space, we need to understand the structure of orthonormal basis in Minkowski space. In this paper, I considered the definition of orthonormal basis in Minkowsk…

2011-07-24abs ↗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.

We study a novel spline-like basis, which we name the "falling factorial basis", bearing many similarities to the classic truncated power basis. The advantage of the falling factorial basis is that it enables rapid, linear-time computations in basis matrix multiplication and basis matrix inversion. The falling factoria…

2014-05-03abs ↗pdf ↗

We introduce a basis of the Orlik-Solomon algebra labeled by chambers, so called chamber basis. We consider structure constants of the Orlik-Solomon algebra with respect to the chamber basis and prove that these structure constants recover D. Cohen's minimal complex from the Aomoto complex.

2007-03-25abs ↗pdf ↗

New stochastic gradient descent with random search directions improves efficiency and convergence.

problem Efficiency and convergence of stochastic gradient descent methods.
method Developed a new class of stochastic gradient descent algorithms with random search directions.
result Established almost sure convergence and provided Lp\mathbb{L}^p rates of convergence.

Topology of the Generic Hamiltonian Dynamical Systems on the Riemann Surfaces given by the real part of the generic holomorphic 1-forms, is studied. Our approach is based on the notion of Transversal Canonical Basis of Cycles (TCB). This approach allows us to present a convenient combinatorial model of the whole topolo…

2005-05-16abs ↗pdf ↗

New framework models complex spatial data with basis functions and graphical vectors.

problem Modeling highly-multivariate spatial processes with varying resolutions.
method Extends graphical lasso to multivariate Gaussian processes with independent graphical vectors at different resolutions, using an orthogonal basis and fusion penalty.
result Linear complexity and parsimonious conditional independence structure in multilevel graphical model.

Machine learning model predicts DFT total energy to complete basis set limit.

problem Finding a model to extrapolate DFT calculations to complete basis set limit.
method Quantile-random-forest model trained on binary solids data.
result Random-forest model achieves <25% symmetric MAPE for both DFT codes.

Lee homology (a variant of Khovanov homology) over Q\mathbb{Q} possesses the "canonical generators" as its basis. The generators (Lee's classes) [α(D,o)][α(D, o)] are constructed combinatorially from an oriented link diagram DD, one for each alternative orientation oo on DD. Let RR be an integral domain. There exists a …

2018-12-26abs ↗pdf ↗

PolyILR: A Tree-Structured Orthonormal Decomposition of Compositional Data

problem Representing compositional data with hierarchical structure
method PolyILR: A canonical orthonormal decomposition of the Aitchison tangent space aligned with any tree topology
result PolyILR yields stable, interpretable features and enables inference at multiscale tree resolution