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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.

169,181 papers · 148 categories

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48 results for dimensional extensions

The purpose of this paper is to show how central extensions of (possibly infinite-dimensional) Lie algebras integrate to central extensions of étale Lie 2-groups. In finite dimensions, central extensions of Lie algebras integrate to central extensions of Lie groups, a fact which is due to the vanishing of π_2 for each …

2012-04-25abs ↗pdf ↗

Dimensionality reduction methods are very common in the field of high dimensional data analysis. Typically, algorithms for dimensionality reduction are computationally expensive. Therefore, their applications for the analysis of massive amounts of data are impractical. For example, repeated computations due to accumula…

2015-11-03abs ↗pdf ↗

This paper presents a new method for dimensionality reduction and out-of-sample extension.

problem Dimensionality reduction and out-of-sample extension in high-dimensional data.
method Adaptive non-linear embedding using positive semi-definite kernel eigenvectors.
result The embedding method is more robust to outliers compared to spectral embedding.

Paper analyzes mathematical theory behind out-of-sample DR extensions.

problem Developing a solid mathematical foundation for out-of-sample DR extensions.
method Utilizes RKHS theory to treat DR extension as an extension of the identity on RKHS defined on X.
result Shows Nyström-type DR extension as an orthogonal projection and provides conditions for exact DR extension.

Compute central extension of mapping class group from stated skein algebra

problem Compute central extension of mapping class group from stated skein algebra
method Compute central extension of mapping class group from stated skein algebra
result Compute central extension of mapping class group from stated skein algebra

In this paper we deal with symplectic Lie algebras. All symplectic structures are determined for dimension four and the corresponding Lie algebras are classified up to equivalence. Symplectic four dimensional Lie algebras are described either as solutions of the cotangent extension problem or as symplectic double exten…

2004-07-28abs ↗pdf ↗

Researchers solve a 25-year-old conjecture about vector fields.

problem Proving a 25-year-old conjecture about divergence-free vector fields.
method Analysis of a Leibniz algebra underlying these vector fields.
result Construction of the universal central extension for divergence-free vector fields and diffeomorphisms.

Classifies connections on central extensions and finds vanishing obstruction classes.

problem Classifying connections on central extensions of Lie groups.
method Introducing a new connective structure on the lifting gerbe and proving a vanishing result for Neeb's obstruction classes.
result Admissible connections correspond to parallel trivializations of the lifting gerbe and vanishing obstruction classes.

Non-linear manifold learning enables high-dimensional data analysis, but requires out-of-sample-extension methods to process new data points. In this paper, we propose a manifold learning algorithm based on deep learning to create an encoder, which maps a high-dimensional dataset and its low-dimensional embedding, and …

2015-06-25abs ↗pdf ↗

We construct some canonically defined central extensions of groups of symplectomorphisms. We show that this central extension is nontrivial in the case of a torus of dimension 6\ge 6 and in the case of a two-dimensional surface of genus 3\ge 3.

2004-06-10abs ↗pdf ↗

Enhances supervised visualization for unseen data using autoencoders and random forest.

problem Lack of generalization to unseen test sets in supervised dimensionality reduction.
method Combines autoencoder and random forest proximities for out-of-sample extension.
result 40% reduction in training time with 10% of training data, achieving consistent quality.

We show that every paracomplex space form is locally isometric to a modified Riemannian extension and give necessary and sufficient conditions so that a modified Riemannian extension is Einstein. We exhibit Riemannian extension Osserman manifolds of signature (3,3) whose Jacobi operators have non-trivial Jordan normal …

2009-01-12abs ↗pdf ↗

Unified treatment of gauge theories and Yang-Mills theory duality.

problem Unified treatment of gauge theories and Yang-Mills theory duality.
method Cohomological localization techniques and Atiyah-Singer index theorem.
result Unified framework and simplified derivations of localization formulas.

The paper classifies coverings and non-Hausdorff extensions of Misner spacetime.

problem Classifying coverings and non-Hausdorff extensions of Misner spacetime.
method Covering constructions of the punctured Minkowski plane, quotient spacetimes, and explicit embeddings.
result A natural family of spacetimes including the Hawking--Ellis extension and its universal-cover analogue.

We establish a criterion for when an abelian extension of infinite-dimensional Lie algebras integrates to a corresponding Lie group extension G^\hat{G} of GG by AA, where GG is a connected, simply connected Lie group and AA is a quotient of its Lie algebra by some discrete subgroup. When GG is non-simply connected…

2006-11-14abs ↗pdf ↗

In "The Yang-Mills equations over Riemann surfaces", Atiyah and Bott studied Yang-Mills functional over a Riemann surface from the point of view of Morse theory. We generalize their study to all closed, compact, connected, possibly nonorientable surfaces. We introduce the notion of "super central extension" of the fund…

2006-05-22abs ↗pdf ↗

A central extension of the loop group of a Lie group is called transgressive, if it corresponds under transgression to a degree four class in the cohomology of the classifying space of the Lie group. Transgressive loop group extensions are those that can be explored by finite-dimensional, higher-categorical geometry ov…

2015-02-17abs ↗pdf ↗

We extend rectified flow to infinite-dimensional Hilbert space.

problem Extending rectified flow to infinite-dimensional spaces.
method Established a rigorous functional formulation using the superposition principle for continuity equations.
result Demonstrated superior performance compared to existing models.

Study on flux homomorphism and its extension in symplectic group of a disk.

problem Understanding the flux homomorphism and its extension in symplectic group.
method Defined and analyzed the flux homomorphism and its extension, determined the Euler class, and investigated its relation to group 2-cocycle and Calabi invariant.
result Determined the Euler class of the flux extension and investigated its relation to group 2-cocycle and Calabi invariant.

Study on a specific type of Riemannian manifolds constructed from 2D space-forms.

problem Characterizing and understanding new types of Riemannian manifolds.
method Constructed as a product of a real line and a 2-dimensional Riemannian space-form, with metrics derived from cone and hyperbolic extensions.
result Characterized and studied in terms of their curvature properties.

We present an explicit realization of abelian extensions of infinite dimensional Lie groups using abelian extensions of path groups, by generalizing Mickelsson's approach to loop groups and the approach of Losev-Moore-Nekrasov-Shatashvili to current groups. We apply our method to coupled cocycles on current Lie algebra…

2007-03-12abs ↗pdf ↗

In this work we study the problem of existence of symplectic structures on free nilpotent Lie algebras. Necessary and sufficient conditions are given for even dimensional ones. The one dimensional central extension for odd dimensional free nilpotent Lie algebras is also considered.

2011-11-14abs ↗pdf ↗

We prove that functions defined on a lattice in a finite dimensional torus with bounded finite differences can be smoothly extended to the whole torus, and relate the bounds on the extension's derivatives with bounds on the original function's finite differences.

2008-11-26abs ↗pdf ↗

We review (non-abelian) extensions of a given Lie algebra, identify a 3-dimensional cohomological obstruction to the existence of extensions. A striking analogy to the setting of covariant exterior derivatives, curvature, and the Bianchi identity in differential geometry is spelled out. In the new version references ad…

2000-05-04abs ↗pdf ↗

The paper extends Hawking--Page solutions to various spacetimes with singularities.

problem Understanding the extensions of Hawking--Page solutions with different types of singularities.
method Kaluza--Klein reduction and Christodoulou's methods.
result Extensions of Lorentzian Hawking--Page solutions with null, spacelike singularities, and Cauchy horizons of Taub--NUT type are proven.

The paper solves conditions for non-singular extensions of fold maps.

problem Conditions for the existence of non-singular extensions of horizontal stable fold maps.
method Defined a combinatorial object called a pairing map to prove equivalence of existence.
result Existence of non-singular extensions is equivalent to the existence of a pairing map.

Manifold learning has been successfully applied to a variety of medical imaging problems. Its use in real-time applications requires fast projection onto the low-dimensional space. To this end, out-of-sample extensions are applied by constructing an interpolation function that maps from the input space to the low-dimen…

2013-03-22abs ↗pdf ↗

We study the geometry of determinant line bundles associated to Dirac operators on compact odd dimensional manifolds. Physically, these arise as (local) vacuum line bundles in quantum gauge theory. We give a simplified derivation of the commutator anomaly formula using a construction based on noncyclic trace extensions…

2002-05-14abs ↗pdf ↗

We classify all of the 4-dimensional linear Poisson structures of which the corresponding Lie algebras can be considered as the extension by a derivation of 3-dimensional unimodular Lie algebras. The affine Poisson structures on R^3 are totally classified.

2007-07-19abs ↗pdf ↗

Proposes an EM algorithm for high-dimensional Markov-switching VAR models.

problem Estimating regime shifts in high-dimensional time series data.
method Approximate EM algorithm for Markov-switching VAR models.
result Established consistency of the proposed EM algorithm in high dimensions.

If q : P -> M is a principal K-bundle over the compact manifold M, then any invariant symmetric V-valued bilinear form on the Lie algebra k of K defines a Lie algebra extension of the gauge algebra by a space of bundle-valued 1-forms modulo exact forms. In the present paper we analyze the integrability of this extensio…

2007-11-21abs ↗pdf ↗

The paper develops optimal strategies for high-dimensional statistical arbitrage using factor models and stochastic control.

problem Optimal strategies for high-dimensional statistical arbitrage in a factor model setting.
method Combines factor models with stochastic control to derive optimal strategies.
result Closed-form optimal strategies for market-neutral portfolios in a high-dimensional setting.

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 ↗