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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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96192287383 · Jun 202019922001200920172026
48 results for discrete precision operator

Transforms game optimization dynamics into frequency domain for precise hyperparameter analysis.

problem Analyzing convergence of hyperparameters in game optimization.
method Frequency-domain framework using High-Resolution Differential Equations (HRDEs) and Laplace transforms.
result Derives precise convergence criteria for the Lookahead algorithm.

The paper constructs and analyzes self-similar blowup solutions for a wave map equation.

problem Existence and stability of self-similar blowup solutions for a wave map equation.
method Construction of self-similar solutions, detailed nonlinear stability analysis, spectral analysis of linearized operators.
result Sharp semigroup bounds and nonlinear stability of all discretely self-similar profiles in all dimensions.

Derives EoM for DNNs to describe GD dynamics precisely.

problem Gaps between differential equations and actual DNN learning dynamics due to discretization error.
method Starts from GF, derives counter term to cancel discretization error, obtains EoM.
result EoM precisely describes GD dynamics of DNNs, highlights differences between continuous and discrete GD.

New neural stack and Turing Machine architectures prove stability and computational power.

problem Designing stable neural network architectures for Turing Machine simulation.
method Introducing neural stack and Turing Machine architectures, proving stability and computational equivalence.
result Differentiable nnTM with bounded neurons can simulate Turing Machine in real-time and is equivalent to UTM.

Study identifies and analyzes three types of errors in learning Fourier operators.

problem Statistical, discretization, and truncation errors in learning Fourier operators.
method Analysis of a Discrete Fourier Transform (DFT) based least squares estimator.
result Established upper and lower bounds on statistical, discretization, and truncation errors.

This work revisits, from a geometric perspective, the notion of discrete connection on a principal bundle, introduced by M. Leok, J. Marsden and A. Weinstein. It provides precise definitions of discrete connection, discrete connection form and discrete horizontal lift and studies some of their basic properties and rela…

2013-11-01abs ↗pdf ↗

Develops a framework for learning nonlinear operators using Mercer kernels.

problem Learning nonlinear operators between infinite-dimensional spaces.
method Stochastic approximation framework with Mercer operator-valued kernels.
result Establishes dimension-free polynomial convergence rates for nonlinear operator learning.

High-dimensional inference for sparse spectral precision matrices

problem Inference on the spectral precision matrix at a fixed frequency
method Full likelihood-based inference using neighboring discrete Fourier transforms
result Simultaneous control of regularization, finite-sample truncation, and smoothing biases

Random Gaussian fields on 4D Riemannian manifolds with conformal invariance.

problem Characterizing and analyzing Gaussian fields on 4D Riemannian manifolds.
method Constructing and analyzing co-biharmonic Gaussian fields with covariance kernels defined by the Paneitz operator.
result Rigorous derivation of quantum Liouville measure for γ<8|γ|<\sqrt8.

We define a discrete Laplace-Beltrami operator for simplicial surfaces. It depends only on the intrinsic geometry of the surface and its edge weights are positive. Our Laplace operator is similar to the well known finite-elements Laplacian (the so called ``cotan formula'') except that it is based on the intrinsic Delau…

2005-03-11abs ↗pdf ↗

This research proves that quadratic regularized optimal transport can approximate the Laplace-Beltrami operator on smooth manifolds.

problem Approximating the Laplace-Beltrami operator using optimal transport with quadratic regularization.
method Deriving first-order optimal potentials and analyzing the convergence of discrete Laplace operators.
result The discrete Laplace operators converge to the Laplace-Beltrami operator on smooth manifolds.

We analyze convergence of Fermat distances and their application in clustering.

problem Understanding convergence properties of Fermat distances on Riemannian manifolds.
method Geometric and statistical arguments in percolation theory, leveraging novel arguments for non-uniform densities and curved domains.
result Discrete, sample-based Fermat distances converge to their continuum analogues with a precise rate dependent on intrinsic dimensionality.

We propose simple conditions equivalent to the discreteness of the spectrum of the Laplace-Beltrami operator on a class of Riemannian manifolds close to warped products. For this class of manifolds we establish a relationship between discreteness of the spectrum and stochastic incompleteness.

2007-01-20abs ↗pdf ↗

State of the art deep learning models have made steady progress in the fields of computer vision and natural language processing, at the expense of growing model sizes and computational complexity. Deploying these models on low power and mobile devices poses a challenge due to their limited compute capabilities and str…

2018-10-25abs ↗pdf ↗

Develops combinatorial theory of vector bundles on simplicial complexes.

problem Creating a discrete theory for vector bundles and connections on simplicial complexes.
method Introduces discrete exterior covariant derivative and applies it to various geometric objects.
result Flat discrete connections yield a cochain complex computing twisted de Rham cohomology.

Study on Lawson surfaces' first Laplace eigenvalue using symmetry and algebraic methods.

problem Yau's conjecture on first eigenvalue of minimal hypersurfaces in the sphere.
method Symmetry-based approach exploiting discrete reflection symmetries and algebraic structure of reflection groups.
result Equality λ1(ξ_{m,k})=2 for Lawson surfaces with m and k even.

New STH distance finds patterns in event timeseries without resampling.

problem Lack of efficient analysis methods for event and state timeseries.
method Define STE-ts, propose STH, leveraging both time and state duration.
result Improved precision and computation time compared to resampled metrics.

In differential geometry of surfaces the Dirac operator appears intrinsically as a tool to address the immersion problem as well as in an extrinsic flavour (that comes with spin transformations to comformally transfrom immersions) and the two are naturally related. In this paper we consider a corresponding pair of disc…

2018-02-17abs ↗pdf ↗

NOs can learn any finite collection of classes in functional data.

problem Learning finite collections of classes in infinite-dimensional spaces.
method Proved sample-based neural operators can learn any finite collection of classes in an infinite-dimensional reproducing kernel Hilbert space.
result NOs can learn any finite collection of classes in an infinite-dimensional reproducing kernel Hilbert space, even when the classes are not convex or connected.

In this work, we consider the hedging error due to discrete trading in models with jumps. Extending an approach developed by Fukasawa [In Stochastic Analysis with Financial Applications (2011) 331-346 Birkhäuser/Springer Basel AG] for continuous processes, we propose a framework enabling us to (asymptotically) optimize…

2011-08-30abs ↗pdf ↗

The purpose of this paper is to describe geometrically discrete Lagrangian and Hamiltonian Mechanics on Lie groupoids. From a variational principle we derive the discrete Euler-Lagrange equations and we introduce a symplectic 2-section, which is preserved by the Lagrange evolution operator. In terms of the discrete Leg…

2005-06-15abs ↗pdf ↗

In this paper higher order mimetic discretizations are introduced which are firmly rooted in the geometry in which the variables are defined. The paper shows how basic constructs in differential geometry have a discrete counterpart in algebraic topology. Generic maps which switch between the continuous differential for…

2011-11-18abs ↗pdf ↗

Transformers can predict new tokens based on any number of context tokens, approximating continuous mappings with fixed resources.

problem Handling an arbitrarily large number of context tokens in transformers.
method Mathematical analysis of transformer's expressivity using Wasserstein distance and continuous mappings.
result Deep transformers are universal and can approximate continuous in-context mappings to arbitrary precision, uniformly over compact token domains.

In this paper we propose and study a family of continuous wavelets on general domains, and a corresponding stochastic discretization that we call Monte Carlo wavelets. First, using tools from the theory of reproducing kernel Hilbert spaces and associated integral operators, we define a family of continuous wavelets by …

2019-03-15abs ↗pdf ↗

Generalized Precision Matrix for scalable estimation of nonparametric Markov networks.

problem Estimating conditional independence structure in general distributions for all data types.
method Generalized Precision Matrix (GPM) for mixed-type variables, regularized score matching framework for scalability.
result Validated theoretical results and demonstrated scalability in various settings.

Study discrete analog of zeta-determinant maximization on triangulated surfaces.

problem Maximizing zeta-determinant for discrete Laplacian on triangulated surfaces.
method Analogous to Osgood, Phillips, and Sarnak's theorem, study stationary points of determinants for discrete cotan-Laplacian.
result Discrete metrics of constant discrete Gaussian curvature are stationary points of the determinant, suggesting minima.

We introduce a new family of deep neural network models. Instead of specifying a discrete sequence of hidden layers, we parameterize the derivative of the hidden state using a neural network. The output of the network is computed using a black-box differential equation solver. These continuous-depth models have constan…

2018-06-19abs ↗pdf ↗

This work is thought as an operative guide to discrete exterior calculus (DEC), but at the same time with a rigorous exposition. We present a version of (DEC) on cubic cell, defining it for discrete manifolds. An example of how it works, it is done on the discrete torus, where usual Gauss and Stokes theorems are recove…

2019-06-17abs ↗pdf ↗

GLAD improves latent graph generation by quantizing discrete latent space.

problem Latent space graph generative models lack performance and make unnatural assumptions.
method Adapting diffusion bridges to a discrete latent space, avoiding data space decompositions.
result GLAD achieves competitive performance on graph benchmark datasets.

Unified approach to discrete and smooth isoperimetric inequalities of arbitrary order.

problem Finding higher order isoperimetric inequalities for both discrete and smooth curves.
method Unified approach via Fourier analysis of linear operators.
result Unified upper and lower bounds for isoperimetric deficit in smooth curves.

Low precision operations can provide scalability, memory savings, portability, and energy efficiency. This paper proposes SWALP, an approach to low precision training that averages low-precision SGD iterates with a modified learning rate schedule. SWALP is easy to implement and can match the performance of full-precisi…

2019-04-26abs ↗pdf ↗

Neural networks learn discrete tasks on continuous data via emergent geometry.

problem Understanding how neural networks perform discrete computations on continuous data.
method Analysis of Riemannian pullback metric across neural network layers.
result Neural networks learn to discretize continuous inputs and perform logical operations on these discretized variables.