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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.

169,051 papers · 148 categories

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3978116155 · May 202619922001200920182026
48 results for coupled decomposition

Unified framework for coupled tensor completion improves recovery accuracy.

problem Improving recovery accuracy in coupled tensor completion.
method Unified framework using tensor ring (TR) decomposition with shared latent factors and novel optimization model.
result The proposed method achieves superior recovery accuracy on real-world data compared to state-of-the-art methods.

Unified theory for curved shell deformations with elastic and inelastic components.

problem Coupled nonlinear elastic and inelastic deformations of curved thin shells.
method Multiplicative decomposition of surface deformation gradient, detailed kinematics analysis, surface balance laws, constitutive relations derived from thermodynamics.
result Unified constitutive relations for growth, chemical swelling, thermoelasticity, viscoelasticity and elastoplasticity of shells.

Numerical observations on martingale couplings are confirmed under certain conditions.

problem Understanding the validity of numerical observations on maximizers and minimizers of martingale couplings.
method Investigation of sufficient conditions and counterexamples for the property to hold.
result The non-decreasing property of martingale couplings is preserved for maximizers under specific conditions.

MEGA and MEGA++ embed meta-paths and meta-graphs for better network similarity.

problem Ignoring meta-paths in meta-graph-based relevance computing.
method MEGA++ uses tensor decomposition and coupled tensor-matrix decomposition for joint node embedding.
result MEGA and MEGA++ outperform state-of-the-art approaches in similarity search.

BGG-equations are geometric overdetermined systems of PDEs on parabolic geometries. Normal solutions of BGG-equations are particularly interesting and we give a simple formula for the necessary and sufficient additional integrability conditions on a solution. We then discuss a procedure for coupling known solutions of …

2010-09-08abs ↗pdf ↗

Paper proposes an algorithm for PARAFAC2-based CMTF models with various constraints.

problem Jointly analyze matrices and tensors with irregular/ragged data.
method Alternating Optimization (AO) and ADMM for fitting PARAFAC2-based CMTF models with various constraints.
result Accurately recovers underlying patterns using various constraints and linear couplings.

The paper proves existence of solutions for Einstein-type elliptic systems on AE manifolds.

problem Analyzing semi-linear systems of partial differential equations motivated by the conformal formulation of Einstein constraint equations.
method Proving existence theorems under suitable conditions, including smallness assumptions on free parameters.
result Existence of far from CMC (near CMC) Yamabe positive (Yamabe non-positive) solutions for charged dust coupled to the Einstein equations.

We present a novel preconditioning technique for proximal optimization methods that relies on graph algorithms to construct effective preconditioners. Such combinatorial preconditioners arise from partitioning the graph into forests. We prove that certain decompositions lead to a theoretically optimal condition number.…

2018-01-16abs ↗pdf ↗

C2^2VAE learns disentangled and coupled representations without prior knowledge.

problem Learning disentangled and coupled representations in latent space.
method Introduces C2^2VAE, a self-supervised VAE that factorizes posterior and uses Gaussian copula for dependencies.
result Demonstrates strong effect in enhancing disentangled representation learning.

NA0_0CT2^2 improves tensor regression predictions with 0\ell_0 regularization.

problem Improving tensor regression predictions with structural information.
method Noise-Augmented 0\ell_0 regularization on Tucker decomposition.
result Achieves exact 0\ell_0 regularization on core tensor in linear and generalized linear tensor regression.

A new tensor decomposition method for fMRI data captures both spatial and temporal variability.

problem Challenges in modeling shared and subject-specific structure in multisubject spatiotemporal data, especially in neuroimaging.
method Introduces a spatiotemporal variational tensor decomposition (ST-VTD) framework combining tensor factorization with structured priors for flexible representation of spatial and temporal dynamics.
result Significantly improves latent factor recovery in fMRI data compared to classical and probabilistic decomposition benchmarks.

Lobb observed in [arXiv:1103.1412] that each equivariant sl(N) Khovanov-Rozansky homology over C[a] admits a standard decomposition of a simple form. In the present paper, we derive a formula for the corresponding Lee-Gornik spectral sequence in terms of this decomposition. Based on this formula, we give a simple alter…

2012-11-28abs ↗pdf ↗

New method solves differential equations on manifolds, with applications in physics.

problem Solving differential equations on Riemannian manifolds.
method Developed linear homotopy theory for codifferential operator, leading to a direct sum decomposition of differential forms.
result Shows a new way to solve exterior differential systems, applicable to fundamental physics equations.

Modeling variability in tensor decomposition methods is one of the challenges of source separation. One possible solution to account for variations from one data set to another, jointly analysed, is to resort to the PARAFAC2 model. However, so far imposing constraints on the mode with variability has not been possible.…

2018-02-14abs ↗pdf ↗

New solutions found for elliptic systems with mixed couplings.

problem Existence of fully nontrivial solutions to elliptic systems with mixed couplings.
method Study of fully nontrivial solutions to the system with mixed couplings in a bounded or unbounded domain.
result New existence and multiplicity results of fully nontrivial solutions.

The cohomology theory for financial market can allow us to deform Kolmogorov space of time series data over time period with the explicit definition of eight market states in grand unified theory. The anti-de Sitter space induced from a coupling behavior field among traders in case of a financial market crash acts like…

2016-06-09abs ↗pdf ↗

Improved neural network verification using Lagrangian decomposition and parallel algorithms.

problem Formally proving input-output properties of neural networks efficiently.
method Novel bounding and branching algorithms based on Lagrangian Decomposition and activation-based heuristics.
result Significant reduction in verification times, up to 50x faster on adversarial robustness properties.

Novel approach for estimating joint probability densities using tensor decompositions and dictionaries.

problem Estimating joint probability densities of mixed discrete and continuous variables.
method Low-rank tensor decomposition combined with dictionary learning.
result Better classification and lower error rates compared to existing methods.

Unified framework detects change-points and estimates parameters in nonlinear systems with regime switching.

problem Detecting change-points and estimating parameters in nonlinear dynamical systems with regime transitions.
method Residual-loss anomaly analysis of physics-informed neural networks, two-stage strategy.
result The method outperforms traditional approaches in change-point localization and parameter estimation accuracy.

We study the quantum synchronization between a pair of two-level systems inside two coupled cavities. By using a digital-analog decomposition of the master equation that rules the system dynamics, we show that this approach leads to quantum synchronization between both two-level systems. Moreover, we can identify in th…

2017-09-25abs ↗pdf ↗

Calculates Laplacian spectra on Calabi-Yau hypersurfaces.

problem Computing the spectrum of the Laplacian on complex manifolds.
method Numerical computation of eigenvalues and eigenmodes for line bundles.
result Agreement with exact results for P3\mathbb{P}^3 and a torus, first numerical results for Fermat quintic.

A new method combines POD and PCE for predicting multidimensional physical fields.

problem Predicting multidimensional non-linear fields from limited data.
method Combines Proper Orthogonal Decomposition (POD) and Polynomial Chaos Expansion (PCE).
result Demonstrates improved prediction accuracy and interpretability.

The article studies spinor and tensor fields on curved spaces, deriving formulas and spectra.

problem Understanding spinor and tensor fields on curved spaces.
method Weitzenböck-type formulas, explicit factorization of Laplace operator, representation theory.
result Explicit factorization of the Laplace operator and spectra calculation on constant curvature spaces.

This paper explores vortices and harmonic flows on compact surfaces, using Hodge decomposition.

problem Understanding the interplay between vortices and harmonic flows on compact surfaces.
method Hodge decomposition of Euler's equations, focusing on point vortices on compact Riemann surfaces.
result The harmonic part of the flow is constant on flat tori but not on non-flat tori.

We decompose the squared price-of-risk premium into three components: intervention-stable premium, confounding wedge, and information loss.

problem Decomposing the squared price-of-risk premium into its components
method Identifying an order-three obstruction to aggregation across portfolios
result The decomposition is estimable and detectable with a permutation-calibrated screen

We propose an extension of the canonical polyadic (CP) tensor model where one of the latent factors is allowed to vary through data slices in a constrained way. The components of the latent factors, which we want to retrieve from data, can vary from one slice to another up to a diffeomorphism. We suppose that the diffe…

2018-02-09abs ↗pdf ↗

We study the behavior of the modular class of an orientable Poisson manifold and formulate some unimodularity criteria in the semilocal context, around a (singular) symplectic leaf. Our results generalize some known unimodularity criteria for regular Poisson manifolds related to the notion of the Reeb class. In particu…

2017-01-31abs ↗pdf ↗

New method identifies latent variables with causal dependencies from observed data.

problem Identify latent variables with causal relationships from observed data.
method Linear causal disentanglement via higher-order cumulants, with perfect and soft interventions.
result Recovery of parameters via coupled tensor decomposition and polynomial equations.

Sparse matrix decomposition identifies key design variables for ICF experiments.

problem Improving predictive capability of ICF simulation codes through better understanding of design inputs and outcomes.
method Sparse Principal Component Analysis (SPCA) and Random Forest (RF) surrogate model.
result Identified clusters of design variables related to physical processes, revealing important variables not previously considered.

We extend Kyle's model to include stochastic liquidity and multiple assets.

problem Modeling informed trading with stochastic liquidity and multiple assets.
method Developed a variational formulation and derived a matrix-valued martingale depth process.
result A linear-Gaussian equilibrium with stochastic matrix-valued price impact.

Reducing volatility proxy improves apparent market correlation dynamics.

problem Attributing apparent slow collective market dynamics to intrinsic or driver inheritance.
method Coupled Ornstein-Uhlenbeck model with VIX proxy, decomposing and controlling for autocorrelation.
result VIX-coupled model reduces effective relaxation time from 298 to 61 trading days, improving fit over bare mean reversion.