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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.

168,742 papers · 148 categories

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18365472 · Jun 202019922001200920172026
48 results for de Gennes hypothesis

Study on heat content for domains with fractal boundaries.

problem Analyzing short-time asymptotics of heat content for domains with fractal boundaries.
method Developing mathematical analysis on de Gennes' hypothesis and exploring fractal curvatures.
result Fractal curvatures and their scaling exponents may emerge in the short-time heat content asymptotics of domains with fractal boundaries.

Ginzburg-Landau fields are the solutions of the Ginzburg-Landau equations which depend on two positive parameters, αα and ββ. We give conditions on αα and ββ for the existence of irreducible solutions of these equations. Our results hold for arbitrary compact, oriented, Riemannian 2-manifolds (for example, bounded …

2016-07-01abs ↗pdf ↗

A new stopping rule based on E-values helps efficiently use sampling in Bayesian Deep Ensembles.

problem How long should sampling continue in Bayesian Deep Ensembles to yield significant improvements?
method Formulated as a sequential anytime-valid hypothesis test, using E-values to decide when to stop sampling.
result Only a fraction of the full-chain budget is often required for significant improvements.

The paper proves that most metrics satisfy a strong version of Arnold's conjecture for Laplace eigenvalues.

problem Understanding metrics that satisfy a strong version of Arnold's conjecture for Laplace eigenvalues.
method Using geometric characterizations and perturbation theory, the paper proves the conjecture for most metrics.
result The Strong Arnold Hypothesis is satisfied for all metrics except for a set of infinite codimension.

A result of M. Ledoux is that a complete Riemannian manifold with non negative Ricci curvature satisfying the Euclidean Sobolev inequality is the Euclidean space. We present a shortcut of the proof. We also give a refinement of a result of B-L. Chen et X-P. Zhu about locally conformally flat manifolds with non negative…

2011-07-29abs ↗pdf ↗

LLMs encode latent topic distributions, suggesting Bayesian inference.

problem Capturing topic structure from large language models.
method Connecting LLM optimization to implicit Bayesian inference and de Finetti's theorem.
result LLMs recover latent topic distributions, matching LDA-generated topics.

Differential privacy is a de facto standard in data privacy, with applications in the public and private sectors. A way to explain differential privacy, which is particularly appealing to statistician and social scientists is by means of its statistical hypothesis testing interpretation. Informally, one cannot effectiv…

2019-05-24abs ↗pdf ↗

New method reduces bias in NLI models using ensemble adversarial training.

problem Spurious correlations between hypotheses and entailment classes in NLI datasets.
method Adversarial training with an ensemble of classifiers to reduce bias in sentence representations.
result Ensemble adversarial training produces more robust NLI models, outperforming previous methods.

The paper explores how the unit inclusion affects topological quantum field theories in non-semisimple categories.

problem Understanding the effects of unit inclusion in non-semisimple braided tensor categories on topological quantum field theories.
method Analyzes the dualizability of the unit inclusion morphism in Morita 4-category of braided tensor categories and applies the Cobordism Hypothesis.
result Shows that the unit inclusion in non-semisimple modular categories leads to non-compact relative 3D topological quantum field theories.

M Handel has proved in [Topology 38 (1999) 235--264] a fixed point theorem for an orientation preserving homeomorphism of the open unit disk, that may be extended to the closed disk and that satisfies a linking property of orbits. We give here a new proof of Handel's fixed point theorem, based on Brouwer theory and som…

2009-03-02abs ↗pdf ↗

We study high-dimensional Gaussian mixture classification using statistical physics methods.

problem Classifying high-dimensional Gaussian mixture with general covariance matrices.
method Replica method from statistical physics for asymptotic analysis of convex classifiers.
result Construction and validation of a de-biased estimator for variable selection.

Deep neural networks have achieved impressive performance and become the de-facto standard in many tasks. However, troubling phenomena such as adversarial and fooling examples suggest that the generalization they make is flawed. I argue that among the roots of the phenomena are two geometric properties of common deep l…

2019-11-20abs ↗pdf ↗

Paper finds wide minima are better for generalization and proposes a new learning rate schedule.

problem The challenge of finding optimal learning rates for model training.
method The paper introduces a new hypothesis about the density of wide minima and designs an explore-exploit learning rate schedule.
result The explore-exploit learning rate schedule improves model performance and reduces training time.

Study quantifies geometric complexity of connections on product surfaces.

problem Understanding geometric complexity of connections on product manifolds.
method Establishes a topological lower bound on the holonomy of cohomologically calibrated connections.
result Proves a bound on the dimension of the holonomy that is a topological invariant.

Dans les années 1940-1970, Alexandrov et l'"École de Leningrad" ont développé une théorie très riche des surfaces singulières. Il s'agit de surfaces topologiques, munie d'une métrique intrinsèque pour laquelle on peut définir une notion de courbure, qui est une mesure de Radon. Cette classe de surfaces a de bonnes prop…

2009-06-18abs ↗pdf ↗

We show that contact homology distinguishes infinitely many tight contact structures on any orientable, toroidal, irreducible 3-manifold. As a consequence of the contact homology computations, on a very large class of toroidal manifolds, all known examples of universally tight contact structures with nonvanishing torsi…

2004-11-25abs ↗pdf ↗

Recursive KalmanNet generalizes well in noisy, out-of-distribution scenarios.

problem Generalization in noisy, out-of-distribution scenarios.
method Recurrent neural network guided by a Kalman filter.
result Recursive KalmanNet performs well in scenarios with different temporal dynamics from training data.

On every compact, orientable, irreducible 3-manifold V which is toroidal or has torus boundary components we construct a contact 1-form whose Reeb vector field R does not have any contractible periodic orbits and is tangent to the boundary. Moreover, if bdry V is nonempty, then the Reeb vector field R is transverse to …

2004-11-29abs ↗pdf ↗

Nous montrons que les équations du repère mobile des surfaces de Bonnet conduisent à une paire de Lax matricielle isomonodromique d'ordre deux pour la sixième équation de Painlevé. We show that the moving frame equations of Bonnet surfaces can be extrapolated to a second order, isomonodromic matrix Lax pair of the sixt…

2016-07-05abs ↗pdf ↗

Two de Rham complexes in diffeology are compared using a factor map.

problem Comparing two de Rham complexes in diffeology.
method Using a factor map to connect the two de Rham complexes and Čech--de Rham spectral sequence.
result Singular de Rham cohomology of irrational torus is isomorphic to tensor product of original de Rham cohomology and exterior algebra.

We describe, in the general setting of closed cone fields, the set of causal functions which can be approximated by smooth Lyapunov. We derive several consequences on causality theory. Dans le contexte général des champs de cones fermés, on décrit l'ensemble des fonctions causales qui peuvent être approchées par des fo…

2017-11-10abs ↗pdf ↗

This paper presents practical methods for portfolio selection in investments.

problem Investment portfolio selection challenges.
method Mean-variance optimization, mean-semivariance model, genetic algorithms, transaction costs.
result More comprehensive risk and return analysis in portfolio selection.

The so-called risk diversification principle is analyzed, showing that its convenience depends on individual characteristics of the risks involved and the dependence relationship among them. ----- Se analiza el principio de diversificación de riesgos y se demuestra que no siempre resulta mejor que no diversificar, pues…

2016-09-09abs ↗pdf ↗

A framework for hypothesis testing on attributed graphs using sampling.

problem Statistical testing on graph data, especially large attributed graphs.
method Sampling-based framework with PHASE and PHASEopt for accurate and efficient hypothesis testing.
result PHASE and PHASEopt improve accuracy and efficiency of hypothesis testing in attributed graphs.

The theory of Vassiliev invariants deals with many modules of diagrams on which the algebra Lambda defined by Pierre Vogel acts. By specifying a quadratic simple Lie superalgebra, one obtains a character on Lambda. We show the coherence of these characters by building a map of graded algebras beetwen Lambda and a quoti…

2001-07-19abs ↗pdf ↗

Classification of specific pseudo-Riemannian manifolds.

problem Classifying conformally flat generalized Ricci recurrent pseudo-Riemannian manifolds.
method Complete classification through mathematical analysis.
result Conformally flat generalized Ricci recurrent pseudo-Riemannian manifolds are either de Sitter or anti-de Sitter spacetimes.

The paper explores de Rham theory for singular spaces and stacks.

problem Identifying de Rham theory for singular differentiable spaces.
method Identifying two potential answers and studying them, including the exterior algebra of the cotangent complex and de Rham stacks.
result There exists a version of the de Rham theorem for singular differentiable spaces with almost no restrictions.

Nous considérons un espace topologique qui est localement isomorphe au quotient de R^k par l'action d'un groupe discret et nous l'appelons quasi-variété de dimension k. Les quasi-variétés généralisent les variétés et les V-variétés et représentent le cadre naturel pour la réduction symplectique par rapport à l'action i…

1999-04-30abs ↗pdf ↗

This book, which is in Spanish, provides detailed descriptions, including over 550 mathematical formulas, for over 150 trading strategies across a host of asset classes (and trading styles). This includes stocks, options, fixed income, futures, ETFs, indexes, commodities, foreign exchange, convertibles, structured asse…

2019-11-14abs ↗pdf ↗