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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.

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48 results for complex-valued functions

The paper uses complex-valued functions to simplify plane differential geometry and kinematics.

problem Simplifying complex problems in plane differential geometry and kinematics.
method Consistent use of complex-valued functions of a real variable.
result Derives results in a particularly simple, uniform, and transparent way.

CVNNs improve performance in tasks with complex-valued inputs.

problem Improving performance in tasks with complex-valued inputs.
method Analyze the approximation properties of complex-valued neural networks (CVNNs).
result Quantitative approximation bounds for CVNNs, showing error scales as mk/(2n)m^{-k/(2n)}.

Complex valued analytic torsion and dynamical zeta function studied on locally symmetric spaces.

problem Analyzing the Ruelle dynamical zeta function on locally symmetric spaces with flat vector bundles.
method Meromorphic extension and regularisation of the dynamical zeta function, relating it to the complex valued analytic torsion.
result The leading term of the dynamical zeta function at zero is related to the regularised determinant of the flat Laplacian.

Complex-valued neural networks can approximate any continuous function with bounded widths and depths.

problem Approximating continuous functions with complex-valued neural networks of bounded widths and depths.
method Analyzing activation functions and proving universality for complex-valued networks.
result Deep narrow complex-valued networks are universal if and only if their activation function is neither holomorphic, nor antiholomorphic, nor R\mathbb{R}-affine.

The construction of synthetic complex-valued signals from real-valued observations is an important step in many time series analysis techniques. The most widely used approach is based on the Hilbert transform, which maps the real-valued signal into its quadrature component. In this paper, we define a probabilistic gene…

2016-11-30abs ↗pdf ↗

Usually, complex-valued RKHS are presented as an straightforward application of the real-valued case. In this paper we prove that this procedure yields a limited solution for regression. We show that another kernel, here denoted as pseudo kernel, is needed to learn any function in complex-valued fields. Accordingly, we…

2016-10-31abs ↗pdf ↗

This research explores complex-valued neural networks and their implementation.

problem The challenges of implementing complex-valued neural networks and their potential for non-complex data.
method Detailed theory and implementation of CVNN, including Wirtinger calculus, complex backpropagation, and modules like complex layers and activation functions. Python implementation using cvnn toolbox.
result Demonstrates the potential of CVNN for non-complex data through simulations.

The paper studies geometric representations of submanifolds using complex-valued functions.

problem Exploring the geometry of codimension-2 submanifolds.
method Implicitly representing submanifolds by complex-valued functions and showing a prequantum bundle structure.
result The space of implicit representations admits a prequantum bundle structure over the space of submanifolds.

Complex-valued neural networks can approximate any continuous function.

problem Generalizing the universal approximation theorem to complex-valued networks.
method Characterizing activation functions for complex networks to approximate any continuous function.
result Different activation functions are required for deep vs shallow complex networks to achieve universal approximation.

New p-harmonic and harmonic morphisms found on Lie groups.

problem Constructing explicit p-harmonic and harmonic morphisms on Lie groups.
method Using the method of eigenfamilies to construct explicit complex-valued p-harmonic functions and harmonic morphisms.
result Explicit complex-valued p-harmonic functions and harmonic morphisms constructed on non-compact classical Lie groups.

PolarBM models complex-valued audio signals in polar coordinates, improving over conventional methods.

problem Discarding structural information in complex-valued problems simplifies models but loses important amplitude-phase relationships.
method Proposes PolarBM, a novel Boltzmann machine for complex-valued variables in polar coordinates, and LogPolarBM for logarithmic amplitude.
result PolarBM and LogPolarBM achieve superior modeling accuracy compared to conventional models, including deep neural networks.

A complex-valued convolutional network (convnet) implements the repeated application of the following composition of three operations, recursively applying the composition to an input vector of nonnegative real numbers: (1) convolution with complex-valued vectors followed by (2) taking the absolute value of every entry…

2015-03-11abs ↗pdf ↗

In the spirit of Ray and Singer we define a complex valued analytic torsion using non-selfadjoint Laplacians. We establish an anomaly formula which permits to turn this into a topological invariant. Conjecturally this analytically defined invariant computes the complex valued Reidemeister torsion, including its phase. …

2006-04-22abs ↗pdf ↗

Bayesian sparsification improves complex-valued neural networks by 50-100x with minimal performance loss.

problem Efficiently compressing complex-valued neural networks for embedded systems.
method Extending Sparse Variational Dropout to complex-valued networks and conducting a numerical study.
result Achieved state-of-the-art performance on MusicNet with 50-100x compression.

We study the curvature of a manifold on which there can be defined a complex-valued submersive harmonic morphism with either, totally geodesic fibers or that is holomorphic with respect to a complex structure which is compatible with the second fundamental form. We also give a necessary curvature condition for the exis…

2014-02-20abs ↗pdf ↗

Unified framework for complex-valued eigenfunctions on Riemannian symmetric spaces.

problem Finding a unified scheme for complex-valued eigenfunctions on Riemannian symmetric spaces.
method Employing the Cartan embedding for classical compact Riemannian symmetric spaces and quaternionic Grassmannians.
result Construction of new eigenfunctions on quaternionic Grassmannians.

C-SURE improves complex-valued deep learning models by shrinking estimates, outperforming MLE and SurReal.

problem Improving accuracy and robustness of complex-valued deep learning models.
method Proposes a Stein's unbiased risk estimate (SURE) for complex-valued data and integrates it into a prototype CNN classifier.
result C-SURE outperforms SurReal and MLE in accuracy and robustness on complex-valued datasets.

Over the last decade, both the neural network and kernel adaptive filter have successfully been used for nonlinear signal processing. However, they suffer from high computational cost caused by their complex/growing network structures. In this paper, we propose two random Euler filters for complex-valued nonlinear filt…

2018-01-02abs ↗pdf ↗

This paper proves a generalization bound for complex-valued neural networks scaling with spectral complexity.

problem Ensuring the performance of complex-valued neural networks on unseen data.
method Theoretical derivation using Maurey Sparsification Lemma and Dudley Entropy Integral, empirical validation on various datasets.
result The spectral complexity of weight matrices is a significant factor in the generalization ability of complex-valued neural networks.

Extends Fried's result to arbitrary representations of compact hyperbolic manifolds.

problem Behavior of dynamical zeta functions at the origin for compact hyperbolic manifolds.
method Uses complex-valued torsion instead of Ray-Singer analytic torsion.
result Holomorphicity and value at s=0 for twisted Ruelle zeta function for arbitrary representations.

We propose a novel adaptive kernel based regression method for complex-valued signals: the generalized complex-valued kernel least-mean-square (gCKLMS). We borrow from the new results on widely linear reproducing kernel Hilbert space (WL-RKHS) for nonlinear regression and complex-valued signals, recently proposed by th…

2019-02-22abs ↗pdf ↗

FreDN separates trends and periodicities in non-stationary time series forecasts.

problem Spectral entanglement and computational burden in frequency-domain methods for non-stationary time series.
method FreDN introduces a learnable Frequency Disentangler module to separate trend and periodic components directly in the frequency domain, and uses a ReIm Block to reduce complexity.
result FreDN outperforms state-of-the-art methods by up to 10% on long-term forecasting benchmarks.

We study the propagator of the wave equation on a closed Riemannian manifold MM. We propose a geometric approach to the construction of the propagator as a single oscillatory integral global both in space and in time with a distinguished complex-valued phase function. This enables us to provide a global invariant defi…

2019-02-19abs ↗pdf ↗

The Lorentzian length, which is one of the most significant functions in Lorentzian geometry, is a complex-valued function. Its square gives a real-valued non-degenerate quadratic function. In this paper, we define naturally extended mappings of Lorentzian distance-squared functions, wherein each component is a Lorentz…

2013-06-19abs ↗pdf ↗

Constructs explicit pp-harmonic functions on Grassmannians and flag manifolds.

problem Finding proper pp-harmonic functions on Grassmannians and flag manifolds.
method Using the method of eigenfamilies to construct explicit functions.
result Explicit complex-valued proper pp-harmonic functions on compact real Grassmannians and non-descending functions on real flag manifolds.

We introduce a new method for constructing complex-valued rr-harmonic functions on Riemannian manifolds. We then apply this method for the important semisimple Lie groups SO(n)SO(n), SU(n)SU(n), Sp(n)Sp(n), SLn(R)SL_n(R), Sp(R,n)Sp(R,n), SU(p,q)SU(p,q), SO(p,q)SO(p,q), Sp(p,q)Sp(p,q), SO(2n)SO^*(2n) and SU(2n)SU^*(2n).

2019-10-14abs ↗pdf ↗

In this note, we report the back propagation formula for complex valued singular value decompositions (SVD). This formula is an important ingredient for a complete automatic differentiation(AD) infrastructure in terms of complex numbers, and it is also the key to understand and utilize AD in tensor networks.

2019-09-04abs ↗pdf ↗

Most deep learning-based models for speech enhancement have mainly focused on estimating the magnitude of spectrogram while reusing the phase from noisy speech for reconstruction. This is due to the difficulty of estimating the phase of clean speech. To improve speech enhancement performance, we tackle the phase estima…

2019-03-07abs ↗pdf ↗

We describe the relationship between complex-valued harmonic morphisms from Minkowski 4-space} and the shear-free ray congruences of mathematical physics. Then we show how a horizontally conformal submersion on a domain of Euclidean 3-space gives the boundary values at infinity of a complex-valued harmonic morphism on …

2003-06-27abs ↗pdf ↗

Complex-valued signals are used in the modeling of many systems in engineering and science, hence being of fundamental interest. Often, random complex-valued signals are considered to be proper. A proper complex random variable or process is uncorrelated with its complex conjugate. This assumption is a good model of th…

2015-02-17abs ↗pdf ↗

In this short article we review how the classical theory of principal fibre bundles (PFB) transcribes in an algebraic formalism. In this dual formulation, a PFB is given by a right co-module algebra P{\cal P} over a Hopf algebra H{\cal H} with a mapping ΔR:PPHΔ_R:{\cal P}\to{\cal P}\otimes{\cal H}. In our case P{\cal P}

2003-12-05abs ↗pdf ↗

Risk diversification is one of the dominant concerns for portfolio managers. Various portfolio constructions have been proposed to minimize the risk of the portfolio under some constrains including expected returns. We propose a portfolio construction method that incorporates the complex valued principal component anal…

2018-10-10abs ↗pdf ↗