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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.

168,694 papers · 148 categories

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219437656874 · Jun 202019922001200920172026
48 results for discrete sets

Soft Actor-Critic is a state-of-the-art reinforcement learning algorithm for continuous action settings that is not applicable to discrete action settings. Many important settings involve discrete actions, however, and so here we derive an alternative version of the Soft Actor-Critic algorithm that is applicable to dis…

2019-10-16abs ↗pdf ↗

The study finds discrete subgroups with full limit sets in higher rank Lie groups.

problem Finding discrete subgroups with full limit sets in higher rank Lie groups.
method Analyzing real semi-simple Lie groups of higher rank and providing criteria for discrete subgroups of G=SL(3,R)G = \operatorname{SL}(3,\mathbb{R}).
result Existence of discrete subgroups with full limit sets in higher rank Lie groups.

To date, attribute discretization is typically performed by replacing the original set of continuous features with a transposed set of discrete ones. This paper provides support for a new idea that discretized features should often be used in addition to existing features and as such, datasets should be extended, and n…

2018-02-09abs ↗pdf ↗

We present a definition of discrete channel surfaces in Lie sphere geometry, which reflects several properties for smooth channel surfaces. Various sets of data, defined at vertices, on edges or on faces, are associated with a discrete channel surface that may be used to reconstruct the underlying particular discrete L…

2018-09-05abs ↗pdf ↗

We study the limit set of discrete subgroups arising from Anosov representations. Specially we study the limit set of discrete groups arising from strictly convex real projective structures and Anosov representations from a finitely generated word hyperbolic group into a semisimple Lie group.

2012-12-04abs ↗pdf ↗

Study proves existence and convergence of discrete-time Kyle models with multiple insiders.

problem Existence and convergence of discrete-time Kyle models with multiple informed traders.
method Proves existence and convergence of discrete-time Kyle models with multiple informed traders using mathematical proofs.
result Equilibrium exists and converges to continuous-time equilibrium as the number of trading times increases.

Proves hardness of semi-discrete optimal transport and proposes regularization methods.

problem Computing Wasserstein distance between discrete and non-discrete probability measures.
method Proves hardness, introduces distributionally robust dual optimal transport, regularizes primal objective, uses stochastic gradient descent.
result Regularization schemes and improved convergence guarantees for semi-discrete optimal transport problems.

We provide an action for gauge theories discretized on simplicial meshes, inspired by finite element methods. The action is discretely gauge invariant and we give a proof of consistency. A discrete Noether's theorem that can be applied to our setting, is also proved.

2010-06-10abs ↗pdf ↗

Study the limits of discrete DPPs to continuous DPPs as set size grows.

problem Characterize the behavior of discrete DPPs as they approach continuous DPPs.
method Non-asymptotic characterization of the limit in terms of weak coherency.
result Sufficient conditions for weak coherency are identified.

An important question that discrete approaches to quantum gravity must address is how continuum features of spacetime can be recovered from the discrete substructure. Here, we examine this question within the causal set approach to quantum gravity, where the substructure replacing the spacetime continuum is a locally f…

2006-04-28abs ↗pdf ↗

Develops deep jump learning for continuous treatment OPE.

problem Estimating mean outcomes under new treatment rules using historical data from different rules.
method Adaptive deep discretization of continuous treatment space using deep learning and multi-scale change point detection.
result Validated method through theoretical results, simulations, and real application to Warfarin Dosing.

We study the set of critical exponents of discrete groups acting on regular trees. We prove that for every real number δδ between 00 and 12logq\frac{1}{2}\log q, there is a discrete subgroup ΓΓ acting without inversion on a (q+1)(q+1)-regular tree whose critical exponent is equal to δδ. Explicit construction of edge-index…

2018-07-04abs ↗pdf ↗

Given a finite set of points in Rn\mathbb R^n and a radius parameter, we study the Čech, Delaunay-Čech, Delaunay (or Alpha), and Wrap complexes in the light of generalized discrete Morse theory. Establishing the Čech and Delaunay complexes as sublevel sets of generalized discrete Morse functions, we prove that the four…

2013-12-04abs ↗pdf ↗

A new method reduces high-dimensional state space for dynamic choice models.

problem Estimation of dynamic discrete choice models is computationally intensive and infeasible in high-dimensional settings.
method Recursive partitioning algorithm to reduce dimensionality of high-dimensional state space.
result Our method reduces estimation bias and makes estimation feasible.

The paper studies singularities in discrete indefinite affine minimal surfaces.

problem Characterizing singularities in discrete indefinite affine minimal surfaces.
method Discretizing smooth curves and applying discrete Lelieuvre's formulas to study the resulting surfaces.
result The definition of singular edges and vertices in discrete asymptotic nets mirrors properties of smooth surfaces.

A Clifford algebra model for M"obius geometry is presented. The notion of Ribaucour pairs of orthogonal systems in arbitrary dimensions is introduced, and the structure equations for adapted frames are derived. These equations are discretized and the geometry of the occuring discrete nets and sphere congruences is disc…

1998-02-27abs ↗pdf ↗

The paper proves convergence of discrete maps to Riemann mappings for polyhedral surfaces.

problem Discrete conformal geometry of polyhedral surfaces.
method Establishing rigidity for hexagonal triangulations and estimating quasiconformal constants.
result Discrete conformal maps converge to Riemann mappings for Jordan domains.

Any discrete differential manifold MM (finite set endowed with an algebraic differential calculus) can be represented by appropriate polyhedron P(M){\cal P}(M). This representation demonstrates the adequacy of the calculus of discrete differential manifolds and links this approach with that based on finitary substitutes…

1996-02-27abs ↗pdf ↗

We investigate the systematic mechanism for designing fast mixing Markov chain Monte Carlo algorithms to sample from discrete point processes under the Dobrushin uniqueness condition for Gibbs measures. Discrete point processes are defined as probability distributions μ(S)exp(βf(S))μ(S)\propto \exp(βf(S)) over all subsets $S\in 2^…

2015-06-06abs ↗pdf ↗

We begin by showing that commensurators of Zariski dense subgroups of isometry groups of symmetric spaces of non-compact type are discrete provided that the limit set on the Furstenberg boundary is not invariant under the action of a (virtual) simple factor. In particular for rank one or simple Lie groups, Zariski dens…

2010-06-27abs ↗pdf ↗

Discrete connections on abelian Lie groups bundles are studied.

problem Understanding discrete connections on abelian Lie group principal bundles.
method Formalized discrete connections as singular cochains and proved a discrete holonomy formula.
result Discrete connections on abelian Lie group bundles have properties similar to continuous connections.

A new diffusion model uses efficient conditional estimators for discrete data.

problem Efficient estimation of conditional probabilities for discrete data.
method Discrete denoising diffusion framework with sample-efficient NeurISE conditional estimation.
result The method outperforms existing approaches in various metrics on binary and scientific data.

Study dynamics of automorphisms on cubic surfaces and their connection to Painlevé 6.

problem Dynamics of holomorphic automorphisms on cubic surfaces and their relation to Painlevé 6.
method Defined Julia and Fatou sets, studied locally discrete and non-discrete dynamics, and proved existence of non-empty Fatou and Julia sets.
result Existence of non-empty Fatou and Julia sets for the group action.

This paper develops a discrete theory of real Riemann surfaces using quad-graphs and linear discretization.

problem Constructing a discrete theory of real Riemann surfaces.
method Using quad-graphs and linear discretization of Cauchy-Riemann equations, constructing a symplectic homology basis.
result The discrete period matrix has the same canonical decomposition as in the smooth setting.

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.

Smooth fractal trees via analytic generators, preserving combinatorial and geometric properties.

problem Constructing smooth fractal trees from discrete models.
method Using analytic generator fields to integrate smooth vector fields in an internal state space, generating geometric curves as projections of generator trajectories.
result Analytic generators can represent any discrete tree specification and preserve the asymptotic limit geometry.

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.

New metrics produce discrete zero sets for nondegenerate harmonic forms.

problem Creating metrics to produce discrete zero sets for nondegenerate harmonic forms.
method Metric perturbation to produce new nondegenerate harmonic forms with discrete zero sets.
result Existence of metrics producing discrete zero sets for nondegenerate harmonic forms.

In this paper, we consider the problem of black box continuous submodular maximization where we only have access to the function values and no information about the derivatives is provided. For a monotone and continuous DR-submodular function, and subject to a bounded convex body constraint, we propose Black-box Contin…

2019-01-28abs ↗pdf ↗

BayesSum improves Bayesian quadrature for discrete domains, requiring fewer samples.

problem Estimating intractable expectations over discrete domains.
method BayesSum is a Bayesian quadrature extension for discrete domains, leveraging prior information through Gaussian processes.
result BayesSum requires fewer samples than Monte Carlo, achieving faster convergence rates.

Faster sampling in discrete diffusion models with predetermined transition time.

problem Efficiency in sampling discrete diffusion models.
method Discrete Non-Markov Diffusion Models (DNDM) with predetermined transition time.
result Significantly reduces the number of function evaluations for faster sampling.

The paper studies stability of discretized Anosov flows.

problem Global stability of discretized Anosov flows.
method Defined and proved equivalence with previous definitions, showed properties through C1C^1 openness and closedness, and established integrability and uniqueness of invariant foliations.
result Discretized Anosov flows are globally stable.

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.

We propose a natural discretisation scheme for classical projective minimal surfaces. We follow the classical geometric characterisation and classification of projective minimal surfaces and introduce at each step canonical discrete models of the associated geometric notions and objects. Thus, we introduce discrete ana…

2018-01-25abs ↗pdf ↗