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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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141283424565 · May 202619922001200920172026
48 results for canonical framework

New method for analyzing multiple longitudinal data processes.

problem Exploring associations between multiple random processes observed jointly.
method Functional Generalized Canonical Correlation Analysis (FGCCA) based on multiblock Regularized Generalized Canonical Correlation Analysis (RGCCA).
result FGCCA framework is robust to sparsely and irregularly observed data.

New Hamiltonian Monte Carlo method for non-canonical dynamics.

problem Incompatibility of canonical symplectic structure with non-canonical dynamics.
method Developed a framework for Hamiltonian Monte Carlo using non-canonical symplectic structures with implicit integration.
result Non-canonical Hamiltonian Monte Carlo provides sampling advantages.

We present some features of the smooth structure, and of the canonical stratification on the orbit space of a proper Lie groupoid. One of the main features is that of Morita invariance of these structures - it allows us to talk about the canonical structure of differentiable stratified space on the orbispace (an object…

2017-05-01abs ↗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.

In this paper, we formulate the Canonical Correlation Analysis (CCA) problem on matrix manifolds. This framework provides a natural way for dealing with matrix constraints and tools for building efficient algorithms even in an adaptive setting. Finally, an adaptive CCA algorithm is proposed and applied to a change dete…

2012-06-27abs ↗pdf ↗

Manifold matching works to identify embeddings of multiple disparate data spaces into the same low-dimensional space, where joint inference can be pursued. It is an enabling methodology for fusion and inference from multiple and massive disparate data sources. In this paper we focus on a method called Canonical Correla…

2012-09-17abs ↗pdf ↗

Paper presents a new framework for optimal asset and signal combination.

problem Optimal asset and signal combination problem.
method Two-stage approach: reformulate dynamic portfolio selection problem, then use Canonical Correlation Analysis.
result Improved performance of proposed method over natural benchmarks.

We use recent results by Bainbridge-Chen-Gendron-Grushevsky-Moeller on compactifications of strata of abelian differentials to give a comprehensive solution to the realizability problem for effective tropical canonical divisors in equicharacteristic zero. Given a pair (Γ,D)(Γ, D) consisting of a stable tropical curve ΓΓ

2017-10-17abs ↗pdf ↗

Geometrically classifies maps from R^0|2 to any manifold, unifying theories.

problem Classifying maps from R^0|2 to any manifold without auxiliary structures.
method Relates maps to pullback of decomposable bivector bundle over S via algebraic constraints.
result Reduced manifold has fiber dimension dim(S) + 1, unifying topological and algebraic views.

We solve higher-order morphisms for twisted Courant algebras.

problem Construct canonical LL_\infty-morphisms for higher Courant algebroids.
method Develop a general framework for arbitrary rr.
result Affirmative answer to Zambon's question for higher degrees.

Unified framework for shrinkage, thresholding, and regularization in normal mean estimation and linear regression.

problem Estimation of normal mean in multivariate settings with correlated observations.
method Approximate risk minimization over a functional class of shrinkage-thresholding rules.
result Unified estimator NOMAD for shrinkage, thresholding, and regularization.

The aim of this paper is to study new classes of Riemannian manifolds endowed with a smooth potential function, including in a general framework classical canonical structures such as Einstein, harmonic curvature and Yamabe metrics, and, above all, gradient Ricci solitons. For the most rigid cases we give a complete cl…

2017-05-30abs ↗pdf ↗

Constructs an explicit cycle in arithmetic group cohomology.

problem Cohomology of SLn(Z)_n(\mathbb{Z}) at virtual cohomological dimension.
method Geometric rigidity of Voronoi tessellations and abstract framework for polyhedral tessellations.
result Explicit canonical cycle in top-dimensional homology of Voronoi complex.

Establishes a framework for stringor bundles, proving their canonical isomorphism to Stolz-Teichner's.

problem Defining and rigorously studying higher differential geometric objects like stringor bundles.
method Developed a framework of 2-Hilbert bundles, including an associated bundle construction.
result Proves the Stolz-Teichner stringor bundle is canonically isomorphic to the 2-Hilbert bundle.

Solves parameter non-identifiability in Bayesian LTI system identification.

problem Parameter non-identifiability in standard Bayesian approaches for LTI system identification.
method Embedding canonical forms of LTI systems within the Bayesian framework.
result Unlocking the use of meaningful priors and robust uncertainty estimates.

This paper develops a Hamiltonian reduction method for field theories over affine principal bundles.

problem Developing a Hamiltonian reduction theory for field theories over affine principal bundles.
method Introducing a canonical identification to describe the reduced multisymplectic space without a connection.
result Derivation of reduced Hamilton-Cartan equations and a reduced covariant bracket.

The notion of a Kähler structure for a differential calculus was recently introduced by the second author as a framework in which to study the noncommutative geometry of the quantum flag manifolds. It was subsequently shown that any covariant positive definite Kähler structure has a canonically associated triple satisf…

2019-03-18abs ↗pdf ↗

An affine Cartan calculus is developed. The concepts of special affine bundles and special affine duality are introduced. The canonical isomorphisms, fundamental for Lagrangian and Hamiltonian formulations of the dynamics in the affine setting are proved.

2003-03-05abs ↗pdf ↗

Framework clusters noisy MTS with robust fuzzy clustering, improving accuracy over existing methods.

problem Challenges in clustering multivariate time series due to non-stationary dependencies, noise, and state boundaries.
method Spectral fuzzy clustering using Kendall's tau-based canonical coherence for frequency-specific monotonic relationships.
result Framework outperforms existing methods in clustering noisy, high-dimensional MTS.

Study on diffeologies on locally convex spaces and smooth multiplication of distributions.

problem Geometric characterization and smoothness of distribution multiplication.
method Investigation of canonical and cc^\infty-diffeologies on locally convex spaces, proving geometric characterizations, and comparing diffeologies.
result Established a framework for nonlinear distribution theory beyond manifolds, realizing microlocally multipliable distributions as a diffeological colimit.

Unified framework for non-Euclidean CPD under scalable stochastic mirror descent.

problem Handling non-Euclidean losses in tensor decomposition.
method Tensor fiber sampling strategy-based stochastic mirror descent.
result Global convergence to a stationary point under reasonable conditions.

Introduces bb-Lie groups and studies their symplectic structures and reductions.

problem Developing a theoretical framework for space-time transformations.
method Introduces bb-Lie groups and studies their canonical bb-symplectic structures and reductions.
result Poisson reduction under cotangent lifted action of HH can be described using Lie algebra structures.

In Riemannian geometry geodesics are integral curves of the Riemannian distance gradient. We extend this classical result to the framework of Information Geometry. In particular, we prove that the rays of level-sets defined by a pseudo-distance are generated by the sum of two tangent vectors. By relying on these vector…

2018-06-29abs ↗pdf ↗

New method clusters evolving networks using spatio-temporal graph Laplacian.

problem Clustering communities in time-varying graphs.
method Extends spectral clustering to dynamic graphs using CCA and spatio-temporal graph Laplacian.
result The spatio-temporal graph Laplacian clearly interprets cluster evolution over time.

New insights into how neural networks learn features, especially when they are very wide.

problem Understanding how gradient flow in wide neural networks selects solutions, especially in the feature-learning regime.
method Axiomatizing the canonical regularizer as a function-space energy and lift, and deriving geodesic ridge for the feature-learning regime.
result Gradient flow in feature-learning networks biases towards ridge regularization, distorting the inductive bias and damaging pretrained networks.

The paper explores geometric and algebraic structures on Lie groups.

problem Investigating F-manifolds and Fextman_ ext{man}-algebras on Lie groups.
method Constructing a canonical connection and analyzing curvature and holonomy.
result Established the integrability of a Poisson-algebra distribution.

We show that the Kahler-Ricci flow on an algebraic manifold of positive Kodaira dimension and semi-ample canonical line bundle converges to a unique canonical metric on its canonical model. It is also shown that there exists a canonical measure of analytic Zariski decomposition on an algebraic manifold of positive Koda…

2008-02-19abs ↗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 present a novel method for solving Canonical Correlation Analysis (CCA) in a sparse convex framework using a least squares approach. The presented method focuses on the scenario when one is interested in (or limited to) a primal representation for the first view while having a dual representation for the second view…

2009-08-19abs ↗pdf ↗

Based on ideas of W. M. Tulczyjew, a geometric framework for a frame-independent formulation of different problems in analytical mechanics is developed. In this approach affine bundles replace vector bundles of the standard description and functions are replaced by sections of certain affine line bundles called AV-bund…

2004-02-26abs ↗pdf ↗