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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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63126188251 · May 202619922001200920172026
48 results for chain component decomposition

Study on identifying AMP chain graph models under known and unknown component decompositions.

problem Identifying AMP chain graph models with known and unknown chain component decompositions.
method Analyzes conditions for identifiability of AMP models and proposes algorithms for structure recovery.
result Conditions for DAG identifiability in AMP models extend equal variance criteria for Bayes nets.

The paper studies the geometry of Nakajima quiver varieties and their decompositions.

problem Understanding the geometry of Nakajima quiver varieties and their decompositions.
method Investigates the Białynicki--Birula decomposition of Nakajima quiver varieties, describing fixed points in terms of representations with relations of auxiliary quivers.
result Computes the motivic decomposition of Nakajima quiver varieties in terms of quiver-chain moduli spaces.

New method decomposes Markov chain rewards into persistent and transient components.

problem Ambiguity in classical evaluation methods for Markov chains with reducible and periodic states.
method Minimal exact quotient by the real peripheral invariant subspace, decomposing rewards into persistent and transient components.
result Exact comparison with classical methods shows that the new decomposition reallocates the same information, making persistent modes explicit.

The Temperley-Lieb algebra is a fundamental component of SU(2) topological quantum field theories. We construct chain complexes corresponding to minimal idempotents in the Temperley-Lieb algebra. Our results apply to the framework which determines Khovanov homology. Consequences of our work include semi-orthogonal deco…

2012-09-05abs ↗pdf ↗

The paper deals with regression problems, in which the nonsmooth target is assumed to switch between different operating modes. Specifically, piecewise smooth (PWS) regression considers target functions switching deterministically via a partition of the input space, while switching regression considers arbitrary switch…

2017-07-25abs ↗pdf ↗

Polynomial mixing times for simulated tempering in mixture sampling problems.

problem Sampling from mixtures of log-concave distributions with location shifts.
method Conductance decomposition applied to an auxiliary Markov chain on an augmented space.
result First polynomial-time guarantee for simulated tempering with MALA.

The paper provides concentration inequalities for Markov chain variance estimators.

problem Estimating the variance of Markov chains with concentration properties.
method Martingale decomposition method for uniformly geometrically ergodic Markov chains.
result Explicit control of the p-th moment of the OBM estimator difference and dependence on p and mixing time.

Study the JSJ-decomposition of a specific 3-manifold.

problem Classify the JSJ-decomposition of a 3-manifold from 0-surgery on a pretzel knot.
method Utilize the classification of exceptional fillings of minimally twisted five-chain links.
result Determine the JSJ-decomposition of the 3-manifold.

Method estimates shared and study-specific factors for multi-study data.

problem Covariance estimation for multi-study data with shared and study-specific components.
method Spectral decomposition for latent factors, surrogate Bayesian regressions for loadings and variances.
result Strong frequentist guarantees and superior performance in simulations and real data.

The data of a "2D field theory with a closed string compactification" is an equivariant chain level action of a cell decomposition of the union of all moduli spaces of punctured Riemann surfaces with each component compactified as a pseudomanifold with boundary. The axioms on the data are contained in the following ass…

2007-10-22abs ↗pdf ↗

The paper develops new inequalities for Markov chain sums, linking them to mixing time.

problem Establishing concentration inequalities for Markov chain sums.
method Developed novel concentration inequalities for geometrically ergodic Markov chains, linking bounds to mixing time constants.
result Explicit bounds for additive functionals of Markov chains, linked to Rosenthal inequality constants and mixing properties.

We give a formula of the connected component decomposition of the Alexander quandle: Z[t±1]/(f1(t),,fk(t))=i=0a1Orb(i)\mathbb{Z}[t^{\pm1}]/(f_1(t),\ldots, f_k(t))=\bigsqcup^{a-1}_{i=0}\mathrm{Orb}(i), where a=gcd(f1(1),,fk(1))a=\gcd (f_1(1),\ldots, f_k(1)). We show that the connected component Orb(i)\mathrm{Orb}(i) is isomorphic to Z[t±1]/J\mathbb{Z}[t^{\pm1}]/J with an expli…

2017-04-25abs ↗pdf ↗

New algorithms solve tensor problems with random components using SDP.

problem Exact tensor nuclear norm, decomposition, and completion for random tensors.
method Degree-4 Sum of Squares (SOS) semidefinite programs.
result Exact solutions for tensor nuclear norm, decomposition, and completion with random asymmetric components.

The paper improves SMC algorithm for multi-modal distributions by proving variance bounds.

problem Problems with SMC on multi-modal distributions, especially in terms of mixing time.
method Proves variance bounds for SMC on multi-modal distributions using soft decomposition.
result Bounds on SMC variance depend on local rather than global mixing times.

This paper models time-series data with a mixture of Markov chains, automatically determining the number of components.

problem Tackles the inability of common Markov state modeling frameworks to discern heterogeneities in complex data.
method Uses a mixture of Markov chains and variational expectation-maximization algorithm for automatic component selection.
result Achieves performance consistent with theoretically optimal error scaling, identifying meaningful heterogeneities in various data sets.

Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo…

2013-05-02abs ↗pdf ↗

ForecastGAN improves multi-horizon time series forecasting by integrating numerical and categorical features.

problem Limited performance of existing approaches in short-term and long-term forecasting.
method Decomposition, model selection, adversarial training.
result ForecastGAN consistently outperforms state-of-the-art transformer models for short-term forecasting.

The study uses Markov chains to forecast cryptocurrency market dynamics.

problem Forecasting and understanding market fluctuations in cryptocurrencies.
method Markov chains of orders one to eight were used to forecast intra-day returns of three major cryptocurrencies.
result Predictions from empirical probabilities outperform random choices.

DCDC calculates convergence rates for Markov chains using neural networks.

problem Computing precise convergence rates for Markov chains is hard.
method Developed a neural network-based algorithm (DCDC) to bound convergence rates in Wasserstein distance.
result Demonstrated effective convergence bounds for real-world Markov chains.

The paper shows how gradient flow on over-parametrized tensor decomposition behaves like deflation.

problem Understanding the training dynamics of gradient flow on tensor decomposition.
method Empirical observation and mathematical proof of gradient flow dynamics for orthogonally decomposable tensors.
result Gradient flow dynamics for orthogonally decomposable tensors follows a tensor deflation process, recovering all tensor components.

DDD reformulated for sparse matrices, integrating trajectory and snapshot time series data.

problem Efficiently integrate trajectory and snapshot time series data.
method Reformulate DDD to use compact basis functions, reducing parameter scaling.
result Inference of sparse matrices reduces the number of parameters in DDD.

New matrix approximation method using RBF components for better memory efficiency.

problem Efficiently approximate any real matrix without being symmetric or positive definite.
method Formulate as an optimization problem with gradient descent methods.
result Significantly reduces memory usage for various matrix types.

Fix an integer N>1. To each diagram of a link colored by 1,...,N, we associate a chain complex of graded matrix factorizations. We prove that the homotopy type of this chain complex is invariant under Reidemeister moves. When every component of the link is colored by 1, this chain complex is isomorphic to the chain com…

2009-07-03abs ↗pdf ↗

This paper derives a portfolio decomposition formula when the agent maximizes utility of her wealth at some finite planning horizon. The financial market is complete and consists of multiple risky assets (stocks) plus a risk free asset. The stocks are modelled as exponential Brownian motions with drift and volatility b…

2007-02-24abs ↗pdf ↗

New method uses conformal prediction for time series forecasting, accounting for temporal correlation.

problem Uncertainty quantification in temporally correlated time series data.
method Time series decomposition with component-wise conformal prediction.
result The method provides customized prediction intervals for different temporal components.

Researchers propose a new SSL risk decomposition method to evaluate and improve self-supervised learning models.

problem Self-supervised learning evaluation is limited to a single metric, providing little insight into model performance and improvement.
method Proposes an SSL risk decomposition that considers four error components: approximation, representation usability, probe generalization, and encoder generalization.
result Analysis of 169 SSL vision models reveals the main sources of error and provides insights for improving SSL models in specific settings.

Bayesian calibration speeds up ABM for pandemic modeling.

problem Calibrating stochastic ABMs for accurate pandemic predictions is computationally intensive.
method Random forest surrogate modeling for accelerated ABM evaluation.
result Improved predictive performance with random forest calibration compared to previous methods.

This paper introduces an inner product on chain complexes of finite simplicial complexes that is well-adapted to the harmonic study of subdivisions. Its definition utilizes a decomposition of the chain spaces that suggests a sequence of subdivision invariants which we show do not all vanish for non-trivial subdivisions…

2008-07-26abs ↗pdf ↗

CSD learns a common component for domain generalization, outperforming existing methods.

problem Training models to generalize across unseen domains.
method CSD decomposes the model into a common and specific component, discarding the latter.
result CSD outperforms state-of-the-art domain generalization methods.

We define the twisted Blanchfield pairing of a symmetric triad of chain complexes over a group ring Z[G], together with a unitary representation of G over an Ore domain with involution. We prove that the pairing is sesquilinear, and we prove that it is hermitian and nonsingular under certain extra conditions. A twisted…

2016-05-22abs ↗pdf ↗

Recent developments in differentially private (DP) machine learning and DP Bayesian learning have enabled learning under strong privacy guarantees for the training data subjects. In this paper, we further extend the applicability of DP Bayesian learning by presenting the first general DP Markov chain Monte Carlo (MCMC)…

2019-01-29abs ↗pdf ↗

Study uses G-BSDEs to decompose pricing kernels under robust G-expectation.

problem Long-term decomposition of robust pricing kernels under G-expectation.
method Proposes and analyzes three types of quadratic G-BSDEs to decompose pricing kernels.
result Pricing kernels decomposed into four components: discounting, transitory, symmetric martingale, and volatility uncertainty.

We compute for all orientable irreducible geometric 3-manifolds certain complexity functions that approximate from above Matveev's natural complexity, known to be equal to the minimal number of tetrahedra in a triangulation. We can show that the upper bounds on Matveev's complexity implied by our computations are sharp…

2003-03-20abs ↗pdf ↗

Given a sequence of oriented links L^1,L^2,L^3,... each of which has a distinguished, unknotted component, there is a decomposition of the 3-sphere naturally associated to it, which is constructed as the components of the intersection of an infinite sequence of nested solid tori. The Bing and Whitehead continua are sim…

2013-06-29abs ↗pdf ↗