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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.

168,982 papers · 148 categories

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22456789 · Jun 202019922001200920172026
48 results for discontinuity handling

Cut-DeepONet handles discontinuities and sharp transitions in neural operators.

problem Neural operators struggle with discontinuities and sharp transitions in PDEs.
method Two-stage training framework that explicitly models discontinuities via a lifting strategy and input-dependent discontinuity prediction.
result Cut-DeepONet outperforms state-of-the-art methods on benchmark PDEs with low-resolution datasets.

We develop a novel multi-fidelity framework that goes far beyond the classical AR(1) Co-kriging scheme of Kennedy and O'Hagan (2000). Our method can handle general discontinuous cross-correlations among systems with different levels of fidelity. A combination of multi-fidelity Gaussian Processes (AR(1) Co-kriging) and …

2016-04-26abs ↗pdf ↗

New method handles complex systems with discontinuous, heavy-tailed noise.

problem Handling discontinuous, heavy-tailed Lévy noise in stochastic systems.
method Developed nonlocal Kramers-Moyal formulas for SDEs with multiplicative Lévy noise.
result Validated framework for discovering interpretable SDE models from data.

Develops LF-PPL for non-differentiable models with automatic boundary checks.

problem Handling non-differentiable models in probabilistic programming.
method Introduces LF-PPL with automatic boundary checks and a formalism ensuring measure zero discontinuities.
result Demonstrates efficient inference for non-differentiable models using DHMC.

Active learning improves GP regression on complex, high-dimensional data.

problem Improving Gaussian Process regression in high-dimensional spaces with discontinuous functions.
method Combines manifold learning with active learning to optimize data selection and reduce dimensionality.
result Superior performance over random learning in synthetic data experiments.

SMART combines decision trees and MARS for better regression modeling.

problem High variance in decision trees for continuous relationships, poor performance in MARS for discontinuities.
method SMART uses a decision tree to identify subsets with distinct continuous relationships, then applies MARS to fit these relationships independently.
result SMART improves regression performance over state-of-the-art methods in capturing discontinuities and continuous relationships.

This work uses diffusion models for accurate signal recovery from semi-parametric models.

problem Recovering signals from semi-parametric single index models with discontinuous link functions.
method Proposes an efficient reconstruction method using diffusion models that requires one round of sampling and inversion.
result Demonstrates more accurate reconstructions with fewer evaluations compared to competing methods.

Proves nonemptyness of domains for specific group actions.

problem Nonemptyness of domains of proper discontinuity for Anosov groups of affine Lorentzian transformations.
method Proof of nonemptyness of domains of proper discontinuity.
result Proves nonemptyness of domains for Anosov groups of affine Lorentzian transformations.

The square root of Fredholm determinants causes numerical instabilities in option pricing models.

problem Numerical instabilities in Fourier-based option pricing for the Volterra Stein-Stein model.
method Characterization of determinant crossing behavior, derivation of transform to handle crossings, efficient algorithms.
result Significant improvement in accuracy and reduction in computational cost for Fourier-based pricing.

Deep learning speeds up material property quantification using stress waves.

problem Quantifying material properties from stress waves in complex media.
method Surrogate deep learning FWI scheme trained on random sampled properties and local minima.
result Demonstrates feasibility of deep learning for high-accuracy material property estimation.

We consider the deformation of a discontinuous group acting on the Euclidean space by affine transformations. A distinguished feature here is that even a `small' deformation of a discrete subgroup may destroy proper discontinuity of its action. In order to understand the local structure of the deformation space of disc…

2006-03-14abs ↗pdf ↗

Study proves existence of equilibrium in incomplete economies with discontinuous volatility.

problem Existence of incomplete Radner equilibrium with nondegenerate endogenous volatility.
method Established existence of solution for Markovian quadratic BSDEs with discontinuous generators using unique continuation and backward uniqueness.
result Existence of incomplete Radner equilibrium with nondegenerate endogenous volatility.

New domains of discontinuity found for Anosov representations.

problem Understanding Anosov representations acting on homogeneous spaces.
method Constructing open domains of discontinuity for Anosov representations acting on specific homogeneous spaces.
result Describes the largest possible open domains of discontinuity for Zariski dense Anosov representations.

Study new symmetries in non-symmetric spaces and discontinuous groups.

problem Analyze symmetries in non-symmetric homogeneous spaces and discontinuous groups.
method Investigate discrete series, discontinuous groups, and analysis on pseudo-Riemannian spaces.
result New insights into symmetries of non-symmetric homogeneous spaces and discontinuous groups.

Donors who defer their donations volunteer less in the future.

problem Volunteer labor can be less beneficial to charities than its costs.
method Regression discontinuity design with a procedure to handle manipulation.
result Donor manipulation invalidates standard regression discontinuity design, but a new method provides partial identification bounds.

This article gives an up-to-date account of the theory of discrete group actions on non-Riemannian homogeneous spaces. As an introduction of the motifs of this article, we begin by reviewing the current knowledge of possible global forms of pseudo-Riemannian manifolds with constant curvatures, and discuss what kind of …

2006-03-14abs ↗pdf ↗

Paper analyzes error in stochastic approximation for discontinuous functions.

problem Estimating expected error in discontinuous stochastic approximation.
method Uses finite differences and O(n1/5)O(n^{-1/5}) error estimate for discontinuous functions.
result Achieves error estimate of O(n1/5)O(n^{-1/5}) for discontinuous stochastic representation.

Study proves rigid spectral properties of planets with metric discontinuities.

problem Establishing spectral rigidity for spherically symmetric planets with discontinuities.
method Novel trace formula applied to two wave types in spherically symmetric manifolds with boundary and interior interfaces.
result Spectral rigidity of spherically symmetric planets with discontinuities is proven.

This work models overnight rates with jumps and discontinuities, extending classical short-rate models.

problem Capturing the jump behavior and discontinuities in overnight rates for accurate modeling.
method Developed a term structure modeling framework based on overnight rates, accommodating stochastic discontinuities.
result Simple specifications can capture the jump behavior of overnight rates, and explicit valuation formulas are provided.

The study explores deformations of discrete subgroups in non-compact homogeneous spaces.

problem Addressing the proper discontinuity of discrete subgroups in non-compact homogeneous spaces.
method Classification results for deformations of standard discontinuous groups in pseudo-Riemannian homogeneous spaces.
result Conditions for local rigidity and Zariski-dense deformations in standard quotients.

Paper analyzes SGHMC for non-convex optimization with discontinuous gradients.

problem Training neural networks with ReLU activation.
method Non-asymptotic convergence analysis of SGHMC with discontinuous gradients.
result Explicit upper bounds for expected excess risk in non-convex optimization.

This paper tackles discontinuous neural networks for better approximation of piecewise continuous functions.

problem Limitation of neural networks in approximating piecewise continuous functions due to discontinuities.
method Proposes a decoupled two-step procedure to train a discontinuous deep neural network model.
result Provides approximation guarantees for the proposed model in piecewise continuous function spaces.

Framework uses deep learning and statistical models to solve PDEs with discontinuous coefficients.

problem Solving PDEs with discontinuous coefficients.
method Two-stage physics-informed deep learning and statistical mixture models.
result Framework achieves adaptability and accurate parameter identification.

In this article we study properly discontinuous actions on Hilbert manifolds giving new examples of complete Hilbert manifolds with nonnegative, respectively nonpositive, sectional curvature with infinite fundamental group. We also get examples of complete infinite dimensional Kähler manifolds with positive holomorphic…

2013-09-16abs ↗pdf ↗

Estimates discontinuous optimal transport maps between a discrete and continuous distribution.

problem Estimating discontinuous optimal transport maps between a discrete and continuous distribution.
method Entropic optimal transport estimator, computationally efficient.
result The estimator converges at the minimax-optimal rate n1/2n^{-1/2} in the semi-discrete setting.

RLGP model improves robustness and accuracy for discontinuous response surfaces.

problem Challenges in modeling abrupt jumps and discontinuities in response surfaces.
method Integrates adaptive nearest-neighbor selection with robustification mechanism.
result Consistently delivers high predictive accuracy and robustness in higher dimensions.

Motivated by the work of McCarthy and Papadopoulos for subgroups of mapping class groups, we construct domains of proper discontinuity in the compactified Outer space and in the projectivized space of geodesic currents for any "sufficiently large" subgroup of Out(FN)Out(F_N) (that is, a subgroup containing a hyperbolic iwip…

2009-02-25abs ↗pdf ↗

The paper compares inserting and stretching points for grid refinement near critical points.

problem Decreased accuracy of finite difference methods near discontinuities.
method Comparison of inserting and stretching points for grid refinement near critical points.
result Proposes a new fast and simple stretching function.