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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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76153229305 · May 202619922001200920172026
48 results for cost geometry

The paper explores the geometric structure of cost functions in multiple dimensions.

problem Understanding the geometric properties of cost functions in multidimensional settings.
method Analyzes the Hessian metric and geodesics in logarithmic and original coordinates.
result The geometry is one-dimensional in logarithmic coordinates but effectively (n1)(n-1)-dimensional in original coordinates.

GH-PID uses guided harmonic paths for efficient SOT with interpretable diagnostics.

problem Efficiently solving Stochastic Optimal Transport with hard terminal distributions and soft costs.
method Guided Harmonic Path-Integral Diffusion (GH-PID) framework with low-dimensional guidance.
result GH-PID generates geometry-aware, cost-reducing trajectories that match terminal distributions.

Study optimal transport costs with zero MTW tensor, finding new families of costs and divergence functions.

problem Characterize optimal transport costs with zero MTW tensor.
method Optimal transport theory, information geometry, solving nonlinear ODEs.
result Found new families of costs and divergence functions.

Researchers develop neural optimal transport with Lagrangian costs for efficient computation.

problem Optimal transport between measures with Lagrangian costs for systems with geometric constraints.
method Neural network approach to compute geodesics and optimal transport maps efficiently.
result Efficient computation of geodesics and optimal transport maps without ODE solvers.

Study on regularity of optimal transport maps on convex domains with quadratic cost.

problem Regularity of optimal transport maps between convex domains with quadratic cost.
method Analysis of CαC^α-densities and C1,αC^{1, α} boundary conditions, monotonicity formula for optimal transport maps.
result Proves C1,1εC^{1, 1-\varepsilon}-regularity for nondegenerate CαC^α-densities and C2,αC^{2, α}-regularity for C1,αC^{1, α} boundary.

Given a transportation cost c:M×MˉRc: M \times\bar M \to\mathbf{R}, optimal maps minimize the total cost of moving masses from MM to Mˉ\bar M. We find a pseudo-metric and a calibration form on M×MˉM\times\bar M such that the graph of an optimal map is a calibrated maximal submanifold. We define the mass of space-like current…

2009-07-28abs ↗pdf ↗

New geometric approach gives apriori estimate for optimal transport maps.

problem Proving regularity of optimal transport maps under Ma--Trudinger--Wang condition.
method Geometric derivation using pseudo-Riemannian geometry.
result New derivation of C1C^1 interior estimate for optimal maps.

We identify a condition for regularity of optimal transport maps that requires only three derivatives of the cost function, for measures given by densities that are only bounded above and below. This new condition is equivalent to the weak Ma-Trudinger-Wang condition when the cost is C4C^4. Moreover, we only require (n…

2012-12-19abs ↗pdf ↗

The optimal transport problem is studied in the context of Lorentz-Finsler geometry. For globally hyperbolic Lorentz-Finsler spacetimes the first Kantorovich problem and the Monge problem are solved. Further the intermediate regularity of the transport paths is studied. These results generalize parts of Bertrand & Puel…

2016-01-18abs ↗pdf ↗

The objective for this work is to develop a data-driven proxy to high-fidelity numerical flow simulations using digital images. The proposed model can capture the flow field and permeability in a large verity of digital porous media based on solid grain geometry and pore size distribution by detailed analyses of the lo…

2019-04-25abs ↗pdf ↗

New method speeds up Bayesian inverse problem solving with neural operators.

problem Solving infinite-dimensional Bayesian inverse problems with high computational cost.
method Delayed-acceptance geometric MCMC driven by derivative-informed neural operator surrogates.
result Significant speedup in generating posterior samples (3-9 times faster).

Gradient descent with geometrically adapted metrics drives L2\mathcal{L}^2 cost to global minimum at uniform rate.

problem Minimizing L2\mathcal{L}^2 cost in deep learning networks.
method Adapting gradient descent to output layer metric in deep learning.
result Uniform exponential convergence to global minimum in L2\mathcal{L}^2 cost.

The paper studies optimal transport in linear quadratic systems and derives interpolation inequalities.

problem Optimal transport problem in Linear Quadratic optimal control systems.
method Well-posedness of the Monge problem, regularity of optimal transport map, displacement interpolation of measures.
result Derivation of general interpolation inequalities for entropy functionals.

Riemannian stochastic gradient descent approximates a diffusion process called Riemannian stochastic modified flow.

problem Improving convergence rate of Riemannian stochastic gradient descent.
method Using stochastic differential geometry, the paper shows RSGD can be approximated by the Riemannian stochastic modified flow (RSMF).
result RSGD can be approximated by the solution to the RSMF driven by an infinite-dimensional Wiener process, increasing the order of approximation.

The paper proves actions of lattices in higher rank groups have cost one.

problem Fixed price question for higher rank semisimple Lie groups.
method Low intensity Poisson point processes and geometry of Voronoi tessellations.
result Proves all probability measure preserving actions of lattices in higher rank groups have cost one.

Foundation models fail to preserve continuous geometry, identified as the Geometric Alignment Tax.

problem Continuous geometry is lost in foundation models due to discrete categorical bottlenecks.
method Controlled ablations on synthetic systems and evaluation of 14 biological models using rate-distortion theory and MINE.
result Replacing cross-entropy with a continuous head reduces geometric distortion by up to 8.5x.

SLERP interpolation optimizes dynamic weight rebalancing in AMMs.

problem Optimizing dynamic weight rebalancing in automated market makers (AMMs).
method Riemannian geometry and SLERP interpolation.
result SLERP interpolation minimizes the KL divergence loss in dynamic weight rebalancing.

Manifold Markov chain Monte Carlo algorithms have been introduced to sample more effectively from challenging target densities exhibiting multiple modes or strong correlations. Such algorithms exploit the local geometry of the parameter space, thus enabling chains to achieve a faster convergence rate when measured in n…

2016-08-29abs ↗pdf ↗

This paper speeds up mean curvature computation for high-dimensional data.

problem Efficiently computing mean curvature in high-dimensional datasets.
method Two contributions: algebraic identity and truncated SVD approximation.
result Mean curvature computation reduced from O(m4)O(m^4) to O(k2m+kmp2)O(k^2 m + k m p^2).

CDC-FM improves generative model quality-generalization tradeoff by regularizing with geometry-aware noise.

problem Tradeoff between high sample quality and memorization in deep generative models.
method Introduces Carré du champ flow matching (CDC-FM) that replaces homogeneous noise with anisotropic Gaussian noise capturing latent data manifold geometry.
result CDC-FM consistently offers better quality-generalization tradeoff across diverse datasets and architectures.

While matrix factorisation models are ubiquitous in large scale recommendation and search, real time application of such models requires inner product computations over an intractably large set of item factors. In this manuscript we present a novel framework that uses the inverted index representation to exploit struct…

2016-05-16abs ↗pdf ↗

Wasserstein Generative Adversarial Networks (WGANs) provide a versatile class of models, which have attracted great attention in various applications. However, this framework has two main drawbacks: (i) Wasserstein-1 (or Earth-Mover) distance is restrictive such that WGANs cannot always fit data geometry well; (ii) It …

2017-05-19abs ↗pdf ↗

Study dynamic portfolio choice under rotating drivers, revealing a new geometric structure.

problem Investment under changing drivers with mutual independence.
method Analyzes geometric structure of portfolio choice, focusing on drivers and their rotation.
result Optimal policy separates into static and hedging components, reflecting the dynamic nature of drivers.

Introduces optimization geometrodynamics for dynamic geometric optimization.

problem Gradient-based optimization methods struggle with changing geometric constraints.
method Optimization geometrodynamics separates invariant and improvable geometric mismatches.
result Dynamic geometric complexity measures the minimum geometric cost to reduce optimization difficulty.

GeoERM learns shared representations on Riemannian manifolds for multi-task learning.

problem Heterogeneous and adversarial tasks in MTL.
method Geometry-aware MTL framework embedding shared representation on Riemannian manifold, optimizing via manifold operations.
result GeoERM improves estimation accuracy and stability, outperforming alternatives.

Private anchors affect how information is communicated and can improve or distort transmission.

problem How private anchors influence strategic communication and information transmission.
method Analyzed a sender-receiver game with costly reports and privately observed anchors.
result Small positive reporting costs can lead to full revelation, even with zero costs.

Enhanced aerodynamic design using machine learning and Gaussian processes.

problem High computational costs and local optima in adjoint-based aerodynamic optimization.
method Surrogate-based framework combining deep neural networks and Gaussian processes.
result Improves accuracy and reduces computational cost compared to adjoint-based methods.

Let XX and YY be domains of Rn\mathbb{R}^n equipped with respective probability measures μμ and ν ν. We consider the problem of optimal transport from μμ to νν with respect to a cost function c:X×YRc: X \times Y \to \mathbb{R}. To ensure that the solution to this problem is smooth, it is necessary to make several ass…

2018-11-30abs ↗pdf ↗

Fix two points x,xˉS2x,\bar{x}\in S^2 and two directions (without orientation) η,ηˉη,\barη of the velocities in these points. In this paper we are interested to the problem of minimizing the cost J[γ]=0Tgγ(t)(γ˙(t),γ˙(t))+Kγ(t)2gγ(t)(γ˙(t),γ˙(t)) dt J[γ]=\int_0^T g_{γ(t)}(\dotγ(t),\dotγ(t))+ K^2_{γ(t)}g_{γ(t)}(\dotγ(t),\dotγ(t)) ~dt along all smooth curves starting from $x…

2008-05-30abs ↗pdf ↗

More than thirty years ago, Charnes, Cooper and Schinnar (1976) established an enlightening contact between economic production functions (EPFs) -- a cornerstone of neoclassical economics -- and information theory, showing how a generalization of the Cobb-Douglas production function encodes homogeneous functions. As ex…

2009-01-16abs ↗pdf ↗