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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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113226338451 · Jun 202019922001200920172026
48 results for continuous extension

Study on unique spacetime extensions in 1+1 dimensions with applications to weak null singularities.

problem Understanding unique spacetime extensions across null boundaries in 1+1 dimensions.
method Analyzing the C0C^0- and C1C^1-structures of continuous spacetime extensions.
result Extensions can have the same C0C^0-structure but different C1C^1-structures.

The paper explores uniqueness and non-uniqueness of spacetime extensions in general relativity.

problem Investigating the uniqueness and non-uniqueness of spacetime extensions in general relativity.
method Analyzes the extension of globally hyperbolic Lorentzian manifolds with a focus on low regularities.
result Local uniqueness of anchored extensions for certain regularity classes of extensions.

Extends Seeley's theorem for Bastiani's differential calculus in infinite dimensions.

problem Extending differential calculus results to infinite-dimensional spaces.
method Follows Seeley's approach but extends to continuous differentials and families of operators.
result Constructs families of extension operators for continuous differentials.

A taut foliation of a hyperbolic 3-manifold has the continuous extension property for leaves in almost every direction; that is, for each leaf of the universal cover of the foliation and almost every geodesic ray in the leaf, the limit of the ray in the universal cover of the 3-manifold is a well-defined point in the i…

2000-08-15abs ↗pdf ↗

The paper proves that certain FLRW spacetimes cannot be extended past the big bang.

problem The singularity structure of FLRW spacetimes without particle horizons at the C0C^0-level.
method Analyzing the singularity structure of FLRW spacetimes with constant spatial curvature.
result A geometric obstruction prevents continuous spacetime extensions for a wide range of scale factors in the case of K=1K=-1.

In this paper, we consider the problem of black box continuous submodular maximization where we only have access to the function values and no information about the derivatives is provided. For a monotone and continuous DR-submodular function, and subject to a bounded convex body constraint, we propose Black-box Contin…

2019-01-28abs ↗pdf ↗

Study proves finiteness for distance functions on curved surfaces with controlled curvature.

problem Understanding distance functions on curved surfaces with Hölder continuous curvature.
method Proves a finiteness principle using Whitney extension theory for geodesics and points on Riemannian surfaces with Hölder continuous curvature.
result Establishes a finiteness principle for isometric embedding of metric spaces into Riemannian surfaces with controlled curvature.

A continuous cohomology theory for topological quandles is introduced, and compared to the algebraic theories. Extensions of topological quandles are studied with respect to continuous 2-cocycles, and used to show the differences in second cohomology groups for specific topological quandles. A method of computing the c…

2018-03-20abs ↗pdf ↗

We address the problem of combining sequence models of symbolic music with user defined constraints. For typical models this is non-trivial as only the conditional distribution of each symbol given the earlier symbols is available, while the constraints correspond to arbitrary times. Previously this has been addressed …

2019-09-10abs ↗pdf ↗

PSRL extension for continuing environments reduces regret.

problem Formalizing and analyzing resampling approach for reinforcement learning.
method Continuing PSRL maintains a model of the environment and replaces it with samples from the posterior distribution.
result Established an ildeO(τSAT) ilde{O}(τS \sqrt{A T}) bound on Bayesian regret.

Geodesically convex functions are continuous on Riemannian manifolds.

problem Continuity of geodesically convex functions on Riemannian manifolds.
method Proof of continuity using geodesic convexity and addressing a gap in existing proof.
result All geodesically convex functions are continuous in the interior of their domain on Riemannian manifolds.

Accelerated gradient methods play a central role in optimization, achieving optimal rates in many settings. While many generalizations and extensions of Nesterov's original acceleration method have been proposed, it is not yet clear what is the natural scope of the acceleration concept. In this paper, we study accelera…

2016-03-14abs ↗pdf ↗

New CTBNs with clocks allow for non-exponential survival times.

problem Modeling phenomena with non-exponential survival times in continuous time.
method Introduced node-wise clocks to construct graph-coupled semi-Markov chains, enabling non-exponential survival times without auxiliary states.
result Parameter and structure inference algorithms provided, demonstrating advantages over current CTBN extensions.

Unique continuation results are proved for metrics with prescribed Ricci curvature in the setting of bounded metrics on compact manifolds with boundary, and in the setting of complete, conformally compact metrics. Related to this issue, an isometry extension property is proved: continuous groups of isometries at confor…

2007-10-05abs ↗pdf ↗

We prove continuity of a controlled SDE solution in Skorokhod's M1M_1 and J1J_1 topologies and also uniformly, in probability, as a non-linear functional of the control strategy. The functional comes from a finance problem to model price impact of a large investor in an illiquid market. We show that M1M_1-continuity is…

2017-01-09abs ↗pdf ↗

We provide an example of a zero-dimensional compact metric space XX and its closed subspace AA such that there is no continuous linear extension operator for the Lipschitz pseudometrics on AA to the Lipschitz pseudometrics on XX. The construction is based on results of A. Brudnyi and Yu. Brudnyi concerning linear e…

2004-08-15abs ↗pdf ↗

Generalizes PCA and ICA for continuous-time signals using neural networks.

problem Low-rank decomposition of continuous-time vector-valued signals.
method Implicit neural network framework to learn numerical approximations of PCA and ICA.
result Unified approach to PCA and ICA in continuous domain, enforcing decorrelation and independence.

Defines plurisubharmonic metrics on hybrid spaces and proves their canonical extensions.

problem Defining and analyzing plurisubharmonic metrics on hybrid spaces.
method Introduces a class of plurisubharmonic metrics on hybrid spaces and proves their canonical extensions.
result Canonical plurisubharmonic extensions of metrics on hybrid spaces are continuous and can be described in terms of canonical models.

The definition of the grafting operation for quasifuchsian groups is extended by Bromberg to all bb-groups. Although the grafting maps are not necessarily continuous at boundary groups, in this paper, we show that the grafting maps take every "standard" convergent sequence to a convergent sequence. As a consequence of…

2004-11-06abs ↗pdf ↗

We present the Lax pair formalism for certain extension of the continuous limit of the classical Toda lattice hierarchy, provide a well defined notion of tau function for its solutions, and give an explicit formulation of the relationship between the CP1CP^1 topological sigma model and the extended Toda hierarchy. We al…

2003-06-29abs ↗pdf ↗

Given a Moebius homeomorphism f:XYf : \partial X \to \partial Y between boundaries of proper, geodesically complete CAT(-1) spaces X,YX,Y, we describe an extension f^:XY\hat{f} : X \to Y of ff, called the circumcenter map of ff, which is constructed using circumcenters of expanding sets. The extension f^\hat{f} is shown to…

2017-09-26abs ↗pdf ↗

A core novelty of Alpha Zero is the interleaving of tree search and deep learning, which has proven very successful in board games like Chess, Shogi and Go. These games have a discrete action space. However, many real-world reinforcement learning domains have continuous action spaces, for example in robotic control, na…

2018-05-24abs ↗pdf ↗

While state-of-the-art kernels for graphs with discrete labels scale well to graphs with thousands of nodes, the few existing kernels for graphs with continuous attributes, unfortunately, do not scale well. To overcome this limitation, we present hash graph kernels, a general framework to derive kernels for graphs with…

2016-10-01abs ↗pdf ↗

A Budgeted Markov Decision Process (BMDP) is an extension of a Markov Decision Process to critical applications requiring safety constraints. It relies on a notion of risk implemented in the shape of a cost signal constrained to lie below an - adjustable - threshold. So far, BMDPs could only be solved in the case of fi…

2019-03-03abs ↗pdf ↗

New methods for inferring, predicting, and estimating continuous-time, discrete-event processes.

problem Inferring, predicting, and estimating entropy rate of continuous-time, discrete-event processes.
method Bayesian structural inference extended with neural networks.
result Methods are competitive for prediction and entropy-rate estimation with state-of-the-art.

Bidirectional attention is shown to be equivalent to a continuous bag of words model with mixture-of-experts.

problem Understanding the statistical underpinnings of bidirectional attention.
method Exploring bidirectional attention as a mixture-of-experts model and reparameterizing it.
result Bidirectional attention can be viewed as a continuous bag of words model with mixture-of-experts weights.

Given a monotone convex function on the space of essentially bounded random variables with the Lebesgue property (order continuity), we consider its extension preserving the Lebesgue property to as big solid vector space of random variables as possible. We show that there exists a maximum such extension, with explicit …

2013-04-30abs ↗pdf ↗

Extends holomorphic functions on complex manifolds to larger spaces.

problem Extending holomorphic functions on complex manifolds.
method Proving the existence of a larger space B(S,X)B(S,X) for continuous maps that allows holomorphic continuation.
result Bounded holomorphic functions on C(S,X)C(S,X) can be extended to holomorphic functions on B(S,X)B(S,X).

These course note first provide an introduction to secondary characteristic classes and differential cohomology. They continue with a presentation of a stable homotopy theoretic approach to the theory of differential extensions of generalized cohomology theories including products and Umkehr maps.

2012-08-20abs ↗pdf ↗

We propose a novel score-based approach to learning a directed acyclic graph (DAG) from observational data. We adapt a recently proposed continuous constrained optimization formulation to allow for nonlinear relationships between variables using neural networks. This extension allows to model complex interactions while…

2019-06-05abs ↗pdf ↗

Let CC be a subset of Rn\mathbb{R}^n (not necessarily convex), f:CRf:C\to\mathbb{R} be a function, and G:CRnG:C\to\mathbb{R}^n be a uniformly continuous function, with modulus of continuity ωω. We provide a necessary and sufficient condition on ff, GG for the existence of a convex function FC1,ω(Rn)F\in C^{1, ω}(\mathbb{R}^n)

2015-07-14abs ↗pdf ↗

Continuous semi-implicit models enable faster training and better performance in generative modeling.

problem Slow convergence in hierarchical semi-implicit models during training.
method CoSIM, a continuous semi-implicit model that incorporates a continuous transition kernel for efficient training.
result CoSIM achieves superior performance on image generation tasks compared to existing methods.