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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.

168,657 papers · 148 categories

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23466891 · May 202619922001200920172026
48 results for diagonal coordinates

Study on diagonal and separating coordinates for symmetric spaces of rank 1.

problem Existence and nonexistence of diagonal and separating coordinates for symmetric spaces of rank 1.
method Generalization of results by Gauduchon and Moroianu, 2020, and analysis of constant sectional curvature and orthogonal separation of variables.
result Diagonal coordinates exist if and only if the symmetric space has constant sectional curvature.

In integrable hydrodynamic systems, coordinates exist where generators and symmetries are simple.

problem Existence of Riemannian invariants for integrable systems of hydrodynamic type.
method Finding coordinates where the generator and all symmetries are diagonal.
result In integrable hydrodynamic systems, there exist coordinates where the generator and all symmetries are diagonal.

A new method solves diagonally constrained SDPs quickly and accurately.

problem Solving large-scale diagonally constrained SDPs efficiently.
method Combines momentum from convex optimization with coordinate descent and matrix factorization.
result Local linear convergence and first-order critical point convergence proved.

It is shown that, in four dimensions, it is possible to introduce coordinates so that an analytic metric locally takes block diagonal form. i.e. one can find coordinates such that gαβ=0g_{αβ} = 0 for (α,β)S(α, β) \in S where S=(1,3),(1,4),(2,3),(2,4)S = {(1, 3), (1, 4), (2, 3), (2, 4)}. We call a coordinate system in which the metric takes this for…

2008-09-19abs ↗pdf ↗

Study hyperplanes in abelian groups and their signatures for manifold identification.

problem Identifying manifolds based on their homology groups and coordinate hyperplanes.
method Investigates isomorphisms preserving coordinate hyperplanes in products of cyclic groups.
result Recovering coordinate hyperplanes from their union and applying to manifold identification.

We introduce the notion of Haantjes algebra: It consists of an assignment of a family of operator fields on a differentiable manifold, each of them with vanishing Haantjes torsion. They are also required to satisfy suitable compatibility conditions. Haantjes algebras naturally generalize several known interesting geome…

2017-10-12abs ↗pdf ↗

Adaptive gradient approaches that automatically adjust the learning rate on a per-feature basis have been very popular for training deep networks. This rich class of algorithms includes Adagrad, RMSprop, Adam, and recent extensions. All these algorithms have adopted diagonal matrix adaptation, due to the prohibitive co…

2019-05-26abs ↗pdf ↗

Let G be a simply connected, simple, complex Lie group of rank 2. We give explicit Fock-Goncharov coordinates for configurations of triples and quadruples of affine flags in G. We show that the action on triples by orientation preserving permutations corresponds to explicit quiver mutations, and that the same holds for…

2016-05-26abs ↗pdf ↗

Randomized block-diagonal preconditioning improves parallel learning convergence.

problem Improving convergence of gradient-based optimization methods in parallel settings.
method Randomization of coordinates during optimization to repartition tasks.
result Randomization significantly improves convergence of block-diagonal preconditioned methods.

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for t0+t\to 0^+ and characterize the coefficients aka_k of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

2001-05-17abs ↗pdf ↗

This work analyzes Adam's preconditioning effect on quadratic functions and quantifies its impact on condition number.

problem Understanding and quantifying the preconditioning effect of Adam to alleviate ill-conditioning in gradient descent.
method Detailed analysis of Adam's preconditioning effect for quadratic functions, including empirical evidence.
result Adam can mitigate the condition number but at a dimension-dependent cost, with specific bounds for different types of Hessians.

Improved modeling of chaotic systems using time-delay embeddings and Frenet-Serret frame.

problem Identifying effective coordinate systems for nonlinear dynamical systems.
method Developed a new algorithm to identify more stable and accurate models from less data, leveraging the connection between HAVOK and Frenet-Serret frame.
result The sub- and super-diagonal entries of the linear model correspond to intrinsic curvatures in Frenet-Serret frame.

We give an elaborated treatment of discrete isothermic surfaces and their analogs in different geometries (projective, Möbius, Laguerre, Lie). We find the core of the theory to be a novel projective characterization of discrete isothermic nets as Moutard nets. The latter belong to projective geometry and are nets with …

2006-10-13abs ↗pdf ↗

We present new definitions for and give a comprehensive treatment of the canonical compactification of configuration spaces due to Fulton-MacPherson and Axelrod-Singer in the setting of smooth manifolds, as well as a simplicial variant of this compactification initiated by Kontsevich. Our constructions are elementary a…

2003-06-26abs ↗pdf ↗

Study of manifolds with flat connections and diagonal metrics leading to vanishing Euler characteristic.

problem Understanding the geometry and topology of affine-orthogonal manifolds.
method Deformation of flat connections into Levi-Civita connections and analysis of Euler characteristic.
result Deformations force the Euler characteristic to vanish, supporting Chern's conjecture.

Independent Component Analysis (ICA) - one of the basic tools in data analysis - aims to find a coordinate system in which the components of the data are independent. In this paper we present Multiple-weighted Independent Component Analysis (MWeICA) algorithm, a new ICA method which is based on approximate diagonalizat…

2019-05-31abs ↗pdf ↗

The Einstein equations in wave map gauge are a geometric second order system for a Lorentzian metric. To study existence of solutions of this hyperbolic quasi diagonal system with initial data on a characteristic cone which are not zero in a neighbourhood of the vertex one can appeal to theorems due to Cagnac and Dossa…

2010-12-02abs ↗pdf ↗

We consider the moduli space M_r of polygons with fixed side lengths in five-dimensional eucledian space. We analyze the local structure of its singularities and exhibit a real-analytic equivalence between M_r and a weighted quotient of the n-fold product of the quaternionic projective line HP^1 by the diagonal PSL(2,H…

2002-02-17abs ↗pdf ↗

Canonical parametrisations of classical confocal coordinate systems are introduced and exploited to construct non-planar analogues of incircular (IC) nets on individual quadrics and systems of confocal quadrics. Intimate connections with classical deformations of quadrics which are isometric along asymptotic lines and …

2019-08-02abs ↗pdf ↗

In this paper, we study two classes of planar self-similar fractals TεT_\varepsilon with a shifting parameter ε\varepsilon. The first one is a class of self-similar tiles by shifting xx-coordinates of some digits. We give a detailed discussion on the disk-likeness ({\it i.e., the property of being a topological disk}…

2017-01-05abs ↗pdf ↗

We solve continuous-time latent SDE identifiability using diffusion shifts.

problem Identifiability of latent SDEs in continuous-time time series.
method Environment-induced shifts in diffusion covariance for additive-noise latent SDEs.
result Two diagonal diffusion regimes with distinct variance ratios identify latent coordinates up to permutation and scaling.

Improved Bayesian uncertainty quantification using variational bagging.

problem Inefficient and underestimating uncertainty in mean-field variational Bayes.
method Integrates bagging with variational Bayes for improved inference.
result Bagged variational posterior provides proper uncertainty quantification.

Diagonal linear networks converge to lasso regularization path during training.

problem Understanding the regularization behavior of diagonal linear networks.
method Analyzing the training trajectory of diagonal linear networks and comparing it to the lasso regularization path.
result The training trajectory of diagonal linear networks is closely related to the lasso regularization path.

We show that a basis of a semisimple Lie algebra of compact type, for which any diagonal left-invariant metric has a diagonal Ricci tensor, is characterized by the Lie algebraic condition of being "nice". Namely, the bracket of any two basis elements is a multiple of another basis element. This extends the work of Laur…

2019-12-29abs ↗pdf ↗