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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.

168,695 papers · 148 categories

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54108161215 · Jun 202019922001200920172026
48 results for discrete concepts

Asymptotic net is an important concept in discrete differential geometry. In this paper, we show that we can associate affine discrete geometric concepts to an arbitrary non-degenerate asymptotic net. These concepts include discrete affine area, mean curvature, normal and co-normal vector fields and cubic form, and the…

2008-05-14abs ↗pdf ↗

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

Formalizes concepts as latent variables in hierarchical models for high-dimensional data.

problem Lack of formalization and theoretical insights for learning discrete concepts from high-dimensional data.
method Formalizes concepts as latent causal variables in a hierarchical model, formulates conditions for concept identification.
result Conditions for identifying latent hierarchical models in unsupervised data, handling complex structures and high-dimensional data.

Discretization of curves is an ancient topic. Even discretization of curves with an eye toward differential geometry is over a century old. However there is no general theory or methodology in the literature, despite the ubiquitous use of discrete curves in mathematics and science. There are conflicting definitions of …

2013-11-22abs ↗pdf ↗

This text is an exposition of a new approach into discrete differential geometry, called Script Geometry. In difference to classic approaches while scripts are based on complexes of cells we are not limited to simplicial complexes. One of the principal concepts of Script Geometry is the notion of tightness which is a m…

2019-11-16abs ↗pdf ↗

We explore non-acyclic GFlowNets in discrete settings.

problem Training and understanding non-acyclic GFlowNets in discrete environments.
method Relaxing acyclicity assumption, simpler theoretical framework, novel theoretical insights, experimental validation.
result Theoretical and experimental validation of non-acyclic GFlowNets in discrete environments.

The paper reviews and extends calibration concepts for classification and regression.

problem Formalizing compatibility between probabilistic predictions and outcomes.
method Review and extension of existing calibration concepts, introduction of new concepts.
result Hierarchical relations between calibration concepts for various data types.

Bayesian approach learns causal concepts from diverse social surveys.

problem Inferring causal concepts from heterogeneous data with sparse changes.
method Hierarchical Bayesian model with sequential Monte Carlo sampling.
result Model infers meaningful causal concepts and plausible relations.

This note demonstrates how both the concept of distance and the concept of holonomy can be constructed from a suitable network with directed edges (and no lengths). The number of different edge types depends on the signature of the metric and the dimension of the holonomy group. If the holonomy group is of dimension on…

2009-02-13abs ↗pdf ↗

The aim of the present article is to give an overview of spectral theory on metric graphs guided by spectral geometry on discrete graphs and manifolds. We present the basic concept of metric graphs and natural Laplacians acting on it and explicitly allow infinite graphs. Motivated by the general form of a Laplacian on …

2007-12-10abs ↗pdf ↗

The paper introduces discrete Dirac structures for mechanics, simplifying dynamics.

problem Formulating discrete mechanics with constraints.
method Developed (±)(\pm)-discrete Dirac structures and induced Dirac structures.
result Discrete Lagrange--Dirac systems are equivalent to (±)(\pm)-discrete Lagrange--d'Alembert equations.

The paper proves a discrete positive mass theorem for graphs.

problem Formulating and proving a discrete positive mass theorem for graphs.
method Introducing asymptotically flat graphs, defining ADM mass, and using discrete harmonic functions.
result An asymptotically flat graph with non-negative Ricci curvature is isomorphic to the standard grid graph.

The paper develops algorithms and topological invariants for distinguishing dynamic systems.

problem Distinguishing the topological type of surfaces and functions in dynamic systems.
method Construction of algorithms and topological invariants using discrete topological structures.
result The development of discrete topological structures for topological equivalence of dynamic systems.

This paper is devoted to dualization of paracompactness to the coarse category via the concept of RR-disjointness. Property A of G.Yu can be seen as a coarse variant of amenability via partitions of unity and leads to a dualization of paracompactness via partitions of unity. On the other hand, finite decomposition com…

2013-07-15abs ↗pdf ↗

We present and analyse three online algorithms for learning in discrete Hidden Markov Models (HMMs) and compare them with the Baldi-Chauvin Algorithm. Using the Kullback-Leibler divergence as a measure of generalisation error we draw learning curves in simplified situations. The performance for learning drifting concep…

2007-08-17abs ↗pdf ↗

In a discrete time and multiple-priors setting, we propose a new characterisation of the condition of quasi-sure no-arbitrage which has become a standard assumption. This characterisation shows that it is indeed a well-chosen condition being equivalent to several previously used alternative notions of no-arbitrage and …

2019-04-18abs ↗pdf ↗

New neural operators learn structured patterns efficiently.

problem Learning and representing complex, structured patterns in data.
method Sparse autoencoder neural operators (SAE-NOs) parameterize concepts as functions, enabling efficient and structured representation.
result SAE-FNOs learn localized patterns and generalize across different scales and discretizations.

In this paper we introduce the concept of Deligne cohomology of an orbifold. We prove that the third Deligne cohomology group of a smooth étale groupoid classify gerbes with connection over the groupoid. We argue that the BB-field and the discrete torsion in type II superstring theories are special kinds of gerbes wit…

2002-01-23abs ↗pdf ↗

Profile entropy measures learnability and compressibility of discrete distributions.

problem Understanding the learnability and compressibility of discrete distributions.
method Investigates profile entropy, showing its role in estimation, inference, and compression.
result Profile entropy is a fundamental measure unifying estimation, inference, and compression.

Defines discrete differential geometry concepts in homotopy type theory.

problem No existing definition of Euler characteristic for comparison.
method Type families on higher inductive types, simplicial complexes, principal bundles, connections, curvature, vector fields, index.
result Theorem relating total curvature and total index, key to proving Gauss-Bonnet and Poincaré-Hopf theorems.

The paper uses MDM theory to analyze multifiltering functions on simplicial complexes.

problem Understanding multifiltering functions through discrete Morse theory.
method Applying multiparameter discrete Morse theory to vector-valued multifiltering functions.
result Any multifiltering function can be approximated by a compatible MDM function.

The area distance to a convex plane curve is an important concept in computer vision. In this paper we describe a strong link between area distances and improper affine spheres. This link makes possible a better understanding of both theories. The concepts of the theory of affine spheres lead to a new definition of an …

2007-10-09abs ↗pdf ↗

The Vapnik-Chervonenkis (VC) dimension of a collection of subsets of a set is an important combinatorial concept in settings such as discrete geometry and machine learning. In this paper we prove that the VC dimension of the family of dd-dimensional cubes in Rd\mathbb R^d is (3d+1)/2\lfloor(3d+1)/2\rfloor.

2014-12-20abs ↗pdf ↗

We study the concept of coarse disjointness and large scale nn-to-11 functions. As a byproduct, we obtain an Ostrand-type characterization of asymptotic dimension for coarse structures. It is shown that properties like finite asymptotic dimension, coarse finitism, large scale weak paracompactness, ect. are all invari…

2015-08-12abs ↗pdf ↗

Paper analyzes symbolic-dynamics inspired Markov modeling for time-series data.

problem Capturing temporal patterns in sequential data for statistical learning.
method Two-step process: discretization of continuous attributes and estimation of temporal memory.
result Effective Markov modeling depends on accurate discretization and memory estimation.

In this paper we discuss some affine properties of convex equal-area polygons, which are convex polygons such that all triangles formed by three consecutive vertices have the same area. Besides being able to approximate closed convex smooth curves almost uniformly with respect to affine length, convex equal-area polygo…

2011-03-14abs ↗pdf ↗

New method finds minimum in noisy data, useful for model selection.

problem Finding the index of the minimum value in noisy observations.
method Developed an asymptotically normal test statistic integrating cross-validation and differential privacy.
result Achieves a favorable bias-variance trade-off in practical scenarios.

The more important difference between Riemann and pseudo-Riemann manifolds is the metric signature and its theoretical consequences. The practical application for Physics Theories becomes often impossible due to the signature consequences. Eg., some of the rich results in Riemann Geometry and Topology become invalid fo…

2017-10-17abs ↗pdf ↗

Extends Morse-Forman theory to vector-valued functions for multiparameter persistence.

problem Computing multiparameter persistence with new tools and methods.
method Adapting Forman's theory to vectorial setting and using combinatorial topological dynamics.
result Established more general result for sublevel sets and found a way to induce Morse decomposition.

This overview article concerns the notion of fractional smoothness of random variables of the form g(XT)g(X_T), where X=(Xt)t[0,T]X=(X_t)_{t\in [0,T]} is a certain diffusion process. We review the connection to the real interpolation theory, give examples and applications of this concept. The applications in stochastic finance main…

2010-04-20abs ↗pdf ↗