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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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25.0%50.0%75.0%100.0% · Sep 199219922001200920172026
48 results for directional differentiability

Paper discusses directional differentiability of interval-valued functions on Riemannian manifolds.

problem Equivalence of directional differentiability of interval-valued functions and their components.
method Analyzes directional differentiability of interval-valued functions on Riemannian manifolds.
result Directional differentiability of interval-valued functions is not equivalent to the directional differentiability of their components.

Quaternionic differential geometry expands geometric concepts using quaternions.

problem Generalizing geometric concepts to quaternionic constraints.
method Generalizing curves and surfaces, curvature, torsion, differential forms, and directional derivatives to quaternionic constraints.
result Quaternionic formalism provides a suitable language for differential geometry.

The study bounds the complexity of meromorphic differentials' directions.

problem Understanding the descriptive complexity of meromorphic differentials.
method Geometric lemma and topological analysis of saddle connections.
result Sharp upper bound on the Cantor-Bendixson rank of meromorphic differentials.

In this paper we investigate the strict convexity and the differentiability properties of the stable norm, which corresponds to the homogenized surface tension for a periodic perimeter homogenization problem (in a regular and uniformly elliptic case). We prove that it is always differentiable in totally irrational dire…

2012-05-07abs ↗pdf ↗

In this note we prove some results in flat and differential KK-theory. The first one is a proof of the compatibility of the differential topological index and the flat topological index by a direct computation. The second one is the explicit isomorphisms between Bunke-Schick differential KK-theory and Freed-Lott diff…

2012-03-24abs ↗pdf ↗

Efficient inference for adaptive data with directional stability condition.

problem Efficient inference on scalar targets after adaptive data collection.
method Introduces directional stability, a weaker condition than i.i.d. data, and shows asymptotic normality and efficiency of estimators.
result Estimators remain asymptotically normal and semiparametrically efficient under directional stability.

In this article we are interested in the differential geometric properties of certain higher direct images of exterior powers of the sheaf of relative differentials twisted with a line bundle. We obtain explicit curvature formulas, especially in case where the said line bundle satisfies a natural curvature assumption. …

2017-04-07abs ↗pdf ↗

New method recovers transportable DAG structures from different datasets.

problem Inference of DAG structures is computationally expensive and lacks transportability.
method Introduces D-Struct, a differentiable architecture that recovers transportable DAG structures.
result D-Struct recovers transportable DAG structures from different datasets.

We introduce a program aimed to studying problems arising from the theory of complex networks with differential geometric means. We study the propagation of influences on manifolds assuming that at each point only a finite number of propagation velocities are allowed. This leads to the computation of the volume of the …

2015-07-03abs ↗pdf ↗

In these expository notes we draw together and develop the ideas behind some recent progress in two directions: the treatment of finite type partial differential operators by prolongation, and a class of differential complexes known as detour complexes. This elaborates on a lecture given at the IMA Summer Programme ``S…

2006-12-21abs ↗pdf ↗

The group of direct isometries of the real n-dimensional hyperbolic space is G=SOo(n,1). This isometric action admits many differentiable compactifications into an action on the closed ball. We prove that all such compactifications are topologically conjugate but not necessarily differentiably conjugate. We give the cl…

2005-06-08abs ↗pdf ↗

Privacy subsidy found in market trading with noisy direction signals.

problem Analyzing welfare and bid-ask spread in a market with privacy mechanisms.
method Closed-form derivation of bid-ask spread and welfare under flip-noise direction observation.
result Privacy subsidy of μηΔμηΔ from liquidity pool to traders, robust across models.

In this paper, we study the problem of precision matrix estimation when the dataset contains sensitive information. In the differential privacy framework, we develop a differentially private ridge estimator by perturbing the sample covariance matrix. Then we develop a differentially private graphical lasso estimator by…

2019-09-06abs ↗pdf ↗

We discuss certain aspects of the combinatorial approach to the differential geometry of non-abelian gerbes, due to W. Messing and the author (arXiv:math.AG/0106083), and give a more direct derivation of the associated cocycle equations. This leads us to a more restrictive definition of the corresponding coboundary rel…

2008-02-13abs ↗pdf ↗

This is the second of three papers about the Compression Theorem. We give proofs of Gromov's theorem on directed embeddings [M Gromov, Partial differential relations, Springer--Verlag (1986); 2.4.5 C'] and of the Normal Deformation Theorem [The compression theorem I; 4.7], arxiv:math.GT/9712235.

2000-03-03abs ↗pdf ↗

Variational Optimization forms a differentiable upper bound on an objective. We show that approaches such as Natural Evolution Strategies and Gaussian Perturbation, are special cases of Variational Optimization in which the expectations are approximated by Gaussian sampling. These approaches are of particular interest …

2018-09-13abs ↗pdf ↗

The paper examines differentiability of horizons along their generators in Lorentz manifolds.

problem Analyzing the differentiability of horizons along their generators in Lorentz manifolds.
method Using a result that every mathematical horizon locally coincides with a Cauchy horizon, the paper proves conditions for differentiability of horizons.
result Horizons are either continuously differentiable or have differentiability jumping points.

This article is dedicated to solve the equivalence problem for two third order differential operators on the line under general fiber--preserving transformation using the Cartan method of equivalence. We will do three versions of the equivalence problems: first via the direct equivalence problem, second equivalence pro…

2011-01-17abs ↗pdf ↗

Paper solves equivalence problems for fifth-order differential operators using Cartan's method.

problem Equivalence problem for fifth-order differential operators under fiber-preserving transformations.
method Cartan's method of equivalence applied to solve two versions of the equivalence problem.
result Sufficient and necessary conditions for fiber-preserving transformations between fifth-order differential operators.

In present paper, the equivalence problem for fourth order differential operators with one variable under general fiber-preserving transformation using the Cartan method of equivalence is applied. Two versions of equivalence problems are considered. First, the direct equivalence problem and second equivalence problem i…

2014-05-24abs ↗pdf ↗

Uniform bounds are developed for derivatives of solutions of the 22-dimensional constant negative curvature equation and the Weil-Petersson metric for the Teichmüller and moduli spaces. The dependence of the bounds on the geometry of the underlying Riemann surface is studied. The comparisons between the C0C^0, $C^{2,α…

2015-03-02abs ↗pdf ↗

New algorithm optimizes nonlinear SDEs online with convergence guarantees.

problem Optimizing nonlinear stochastic differential equations (SDEs) is computationally challenging.
method Forward propagation algorithm that solves an SDE derived using forward differentiation.
result Convergence theorem for nonlinear dissipative SDEs with bounds on stochastic fluctuations.

An analytic approach and description are presented for the moduli cotangent sheaf for suitable stable curve families including noded fibers. For sections of the square of the relative dualizing sheaf, the residue map at a node gives rise to an exact sequence. The residue kernel defines the vanishing residue subsheaf. F…

2012-04-17abs ↗pdf ↗

In this paper we introduce flat grafting as a deformation of quadratic differentials on a surface of finite type that is analogous to the grafting map on hyperbolic surfaces. Flat grafting maps are generic in the strata structure and preserve parallel measured foliations. We use flat grafting to construct paths connect…

2018-03-27abs ↗pdf ↗

Motivated by the study of billiards in polygons, we prove fine results for the distribution of gaps of directions of saddle connections on translation surfaces. As an application we prove that for almost every holomorphic differential ωω on a Riemann surface of genus g2g \geq 2 the smallest gap between saddle connecti…

2010-12-20abs ↗pdf ↗

The study characterizes and analyzes spacelike surfaces with a canonical normal null direction in Minkowski 4-space.

problem Characterizing and analyzing spacelike surfaces with a specific null direction in Minkowski space.
method Using geometric properties, Gauss map, and a nonlinear partial differential equation, the study characterizes and analyzes these surfaces.
result Characterizations and properties of spacelike surfaces with a canonical normal null direction are obtained.

The paper studies how hyperbolic surfaces degenerate along harmonic map rays.

problem The degeneration of hyperbolic surfaces along harmonic map rays.
method Using Teichmüller space and holomorphic quadratic differentials, the authors show convergence of rescaled distance functions to the intersection number with a vertical measured foliation.
result Hyperbolic surfaces along the ray converge to the dual R-tree of the vertical measured foliation in the sense of Gromov-Hausdorff.

Differential privacy mechanism design has traditionally been tailored for a scalar-valued query function. Although many mechanisms such as the Laplace and Gaussian mechanisms can be extended to a matrix-valued query function by adding i.i.d. noise to each element of the matrix, this method is often suboptimal as it for…

2018-01-02abs ↗pdf ↗