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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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96191287382 · May 202619922001200920172026
48 results for constructive procedure

This is an expanded version of a series of two lectures given at the IMA summer program "Symmetries and Overdetermined Systems of Partial Differential Equations". The main part of the article describes the Riemannian version of the prolongation procedure for certain overdetermined system obtained recently in joint work…

2006-10-06abs ↗pdf ↗

Paper proposes new method for time series confidence intervals using LSTM.

problem Constructing accurate confidence intervals for multivariate time series.
method Uses Long Short Term Memory Network (LSTM) and novel block bootstrap techniques.
result Demonstrates improved accuracy in constructing confidence intervals.

Let $\cF$ be a set of MM classification procedures with values in [1,1][-1,1]. Given a loss function, we want to construct a procedure which mimics at the best possible rate the best procedure in $\cF$. This fastest rate is called optimal rate of aggregation. Considering a continuous scale of loss functions with various …

2007-03-27abs ↗pdf ↗

In the present paper we discuss the cabling procedure for the colored HOMFLY polynomial. We describe how it can be used and how one can find all the quantities such as projectors and R\mathcal{R}-matrices, which are needed in this procedure. The constructed matrix forms of the projectors and the fundamental $\mathcal{…

2013-07-08abs ↗pdf ↗

We develop a general Minmax procedure in Euclidian spaces for constructing Willmore surfaces of non zero indices. We implement this procedure to the Willmore Minmax Sphere Eversion in the 3 dimensional euclidian space. We compute the cost of the Sphere eversion in terms of Willmore energies of Willmore Spheres in ${\R}…

2015-12-30abs ↗pdf ↗

New method for estimating and testing impulse responses in high-dimensional VAR systems.

problem Statistical inference for impulse responses in sparse, high-dimensional vector autoregressions.
method Local projection equations and de-sparsified estimators combined with a non-regularized contemporaneous impact matrix.
result Valid inference procedures for structural impulse responses in high-dimensional systems.

We construct the spectral curve and the Baker--Akhiezer function for the Dirac operator which corresponds to the Clifford torus via the Weierstrass representation. By constructing this Baker--Akhiezer function we demonstrate a general procedure for constructing Dirac operators and their Baker--Akhiezer functions corres…

2003-12-23abs ↗pdf ↗

In a recent work the first named author, Levitin and Vassiliev have constructed the wave propagator on a closed Riemannian manifold MM as a single oscillatory integral global both in space and in time with a distinguished complex-valued phase function. In this paper, first we give a natural reinterpretation of the und…

2020-01-13abs ↗pdf ↗

Modern computing and communication technologies can make data collection procedures very efficient. However, our ability to analyze large data sets and/or to extract information out from them is hard-pressed to keep up with our capacities for data collection. Among these huge data sets, some of them are not collected f…

2019-01-29abs ↗pdf ↗

Gaussian graphical model is a graphical representation of the dependence structure for a Gaussian random vector. It is recognized as a powerful tool in different applied fields such as bioinformatics, error-control codes, speech language, information retrieval and others. Gaussian graphical model selection is a statist…

2017-01-09abs ↗pdf ↗

We study some graded geometric constructions appearing naturally in the context of gauge theories. Inspired by a known relation of gauging with equivariant cohomology we generalize the latter notion to the case of arbitrary Q-manifolds introducing thus the concept of equivariant Q-cohomology. Using this concept we desc…

2014-11-17abs ↗pdf ↗

Machine learning constructs problem-based medical records from electronic health records.

problem Difficulty in finding relevant medical information for clinical questions.
method Knowledge base completion using machine learning on electronic health records.
result Automatic construction of problem-based groupings of medications, procedures, and lab tests.

We present a viscosity approach to the min-max construction of closed geodesics on compact Riemannian manifolds of arbitrary dimension. We also construct counter-examples in dimension 11 and 22 to the ε\varepsilon-regularity in the convergence procedure. Furthermore, we prove the lower semi-continuity of the index o…

2015-11-14abs ↗pdf ↗

Given the Euclidean space R2n+2\R^{2n+2} endowed with a constant symplectic structure and the standard flat connection, and given a polynomial of degree 2 on that space, Baguis and Cahen have defined a reduction procedure which yields a symplectic manifold endowed with a Ricci-type connection. We observe that any symplect…

2003-10-23abs ↗pdf ↗

The G/G WZW model results from the WZW-model by a standard procedure of gauging. G/G WZW models are members of Dirac sigma models, which also contain twisted Poisson sigma models as other examples. We show how the general class of Dirac sigma models can be obtained from a gauging procedure adapted to Lie algebroids in …

2013-11-27abs ↗pdf ↗

In this paper we give a procedure to construct hypersymplectic structures on R4nR^{4n} beginning with affine-symplectic data on R2nR^{2n}. These structures are shown to be invariant by a 3-step nilpotent double Lie group and the resulting metrics are complete and not necessarily flat. Explicit examples of this constructi…

2004-01-22abs ↗pdf ↗

Deep neural network is a state-of-art method in modern science and technology. Much statistical literature have been devoted to understanding its performance in nonparametric estimation, whereas the results are suboptimal due to a redundant logarithmic sacrifice. In this paper, we show that such log-factors are not nec…

2019-02-05abs ↗pdf ↗

We give a simple procedure to construct explicit examples of nilmanifolds admitting an Anosov diffeomorphism, and show that a reasonable classification up to homeomorphism (or even up to commensurability) of such nilmanifolds would not be possible.

2002-03-13abs ↗pdf ↗

Given a finite family of functions, the goal of model selection aggregation is to construct a procedure that mimics the function from this family that is the closest to an unknown regression function. More precisely, we consider a general regression model with fixed design and measure the distance between functions by …

2012-03-12abs ↗pdf ↗

We introduce a flexible framework for making inferences about general linear forms of a large matrix based on noisy observations of a subset of its entries. In particular, under mild regularity conditions, we develop a universal procedure to construct asymptotically normal estimators of its linear forms through double-…

2019-08-31abs ↗pdf ↗

To improve the off-sample generalization of classical procedures minimizing the empirical risk under potentially heavy-tailed data, new robust learning algorithms have been proposed in recent years, with generalized median-of-means strategies being particularly salient. These procedures enjoy performance guarantees in …

2018-10-15abs ↗pdf ↗

Echo state networks with random weights can approximate any continuous system.

problem Approximating continuous dynamical systems using echo state networks.
method Randomly generated internal weights and a sampling procedure for activation functions.
result Echo state networks with random weights can approximate any continuous casual time-invariant operators with high probability.

We show how to construct homology bases for certain CW complexes in terms of discrete Morse theory and cellular homology. We apply this technique to study certain subcomplexes of the half cube polytope studied in previous works. This involves constructing explicit complete acyclic Morse matchings on the face lattice of…

2011-07-25abs ↗pdf ↗

New method for online inference of constrained optimization problems.

problem Online inference of constrained stochastic optimization problems.
method Random scaling of Sketched Stochastic Sequential Quadratic Programming (SSQP).
result Asymptotically valid confidence intervals and matrix-free computation.

A new Markov subsampling strategy based on Huber criterion improves data processing from noisy full data.

problem High noise level in data leads to poor performance of subsampling procedures.
method Design a Markov subsampling strategy based on Huber criterion to construct an informative subset from noisy full data.
result The estimator based on HMS is statistically consistent with a sub-Gaussian deviation bound.