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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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13253850 · Jun 202619922001200920172026
48 results for dual simplex

We introduce the non-pure versions of simplicial balls and spheres with minimum number of vertices. These are a special type of non-homogeneous balls and spheres (NH-balls and NH-spheres) satisfying a minimality condition on the number of maximal simplices. The main result is that minimal NH-balls and NH-spheres are pr…

2014-06-25abs ↗pdf ↗

Study optimal transport on simplex boundary, proving transport map and potential regularity.

problem Regularity of transport map and potential on simplex boundary.
method Boundary regularity results for optimal transport maps, exploiting simplex symmetries.
result Regularity properties of transport map and its convex potential.

On the probability simplex, we can consider the standard information geometric structure with the e- and m-affine connections mutually dual with respect to the Fisher metric. The geometry naturally defines submanifolds simultaneously autoparallel for the both affine connections, which we call {\em doubly autoparallel s…

2017-11-30abs ↗pdf ↗

This work generalizes a geometric Laplacian determinant description to higher dimensions.

problem Defining and understanding the Laplacian determinant in higher dimensions with non-Delaunay triangulations.
method Geometric description of the Laplacian determinant in higher dimensions, relating it to volume quantities derived from simplex geometry.
result Generalizes geometric Laplacian determinant description to higher dimensions, showing negative semidefiniteness and kernel of constants.

Geometrically interprets cup products and defines combinatorial Pin structures.

problem Understanding Steenrod's cup products and their geometric interpretation.
method Constructs vector fields and combinatorial frames to interpret cochain-level formulas.
result Geometrically interprets cup products and defines Pin structures combinatorially.

High dimensional sparse learning has imposed a great computational challenge to large scale data analysis. In this paper, we are interested in a broad class of sparse learning approaches formulated as linear programs parametrized by a {\em regularization factor}, and solve them by the parametric simplex method (PSM). O…

2017-04-04abs ↗pdf ↗

Dual explanation method using convex hulls and example-based vectors.

problem Local and global explanation of complex models.
method Dual representation of instances as convex combinations, generating new dual dataset, training linear surrogate model, computing feature importance.
result Effective example-based and local/global explanation of complex models.

The abstract proves a conjecture about geometric structures in Calabi-Yau orbifolds.

problem Proving a conjecture about geometric structures in Calabi-Yau orbifolds.
method Using the Koopman--von Neumann formulation of Landau--Ginzburg theory and a Lagrangian torus fibration.
result The base of the SYZ fibration is a Monge--Ampère domain (the open simplex) for all Berglund--Hübsch--Krawitz mirror pairs.

We introduce canonical measures on a locally finite simplicial complex KK and study their asymptotic behavior under infinitely many barycentric subdivisions. We also compute the face polynomial of the asymptotic link and dual block of a simplex in the dthd^{th} barycentric subdivision Sdd(K)Sd^d(K) of KK, d0d\gg0. It is a…

2017-06-07abs ↗pdf ↗

This reports on the fundamental objects revealed by Ross Street, which he called `orientals'. Street's work was in part inspired by Robert's attempts to use N-category ideas to construct nets of C*-algebras in Minkowski space for applications to relativistic quantum field theory: Roberts' additional challenge was that …

2010-08-10abs ↗pdf ↗

The paper triangulates Heisenberg groups with horizontal and straight simplexes.

problem Triangulating Heisenberg groups with specific regularity properties.
method Constructing triangulations with horizontal and straight simplexes on a polyhedral structure and extending to the whole Heisenberg group.
result Explicit examples of grid and triangulations provided.

A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. In a previous paper we showed that gradient maps of exponentially concave functions provide solutions to a Monge-Kantorovich optimal transport problem and give a better gradient approximat…

2016-05-19abs ↗pdf ↗

The Bezier simplex fitting is a novel data modeling technique which exploits geometric structures of data to approximate the Pareto front of multi-objective optimization problems. There are two fitting methods based on different sampling strategies. The inductive skeleton fitting employs a stratified subsampling from e…

2019-06-17abs ↗pdf ↗

A hyperbolic 3-simplex reflection group is a Coxeter group arising as a lattice in the isometry group of hyperbolic 3-space, with fundamental domain a geodesic simplex (possibly with some ideal vertices). The classification of these groups is known, and there are exactly 9 cocompact examples, and 23 non-cocompact examp…

2007-05-07abs ↗pdf ↗

New geometric structures defined on SPD matrices for better understanding.

problem Understanding SPD matrices and their geometric properties.
method Introducing Finslerian and dual information-geometric structures on James' bicone domain.
result Geodesics correspond to straight lines in coordinate systems, and new dissimilarities generalize existing ones.

In 1973, J. Cheeger and J. Simons raised the following question that still remains open and is known as the Rational Simplex Problem: Given a geodesic simplex in the spherical 3-space so that all of its interior dihedral angles are rational multiples of ππ, is it true that its volume is a rational multiple of the volu…

2013-04-28abs ↗pdf ↗

Deep nets exhibit 'Neural Collapse' during training's final phase, simplifying decision-making.

problem Understanding and optimizing deep learning training phases.
method Direct measurements on three deepnet architectures across seven datasets.
result Deep nets exhibit 'Neural Collapse' during training's final phase, simplifying decision-making.

A faster Wasserstein k-means algorithm for histogram data reduces computation and maintains clustering quality.

problem Efficiently clustering histogram data with reduced computation time.
method Sparse simplex projection to reduce data samples, centroids, and ground cost matrix, dynamically removing lower-valued samples.
result Significant reduction in computational complexity without compromising clustering quality.

Proposes an accuracy-preserving calibration method for DNNs.

problem Calibration of deep neural networks (DNNs) to measure prediction reliability.
method Uses Concrete distribution on the probability simplex to calibrate DNNs without accuracy loss.
result The proposed method outperforms previous methods in accuracy-preserving calibration tasks.

The paper proves a new discrete Laplacian for 3D meshes and shows its superiority over primal construction.

problem Developing a more accurate discrete Laplacian for 3D meshes.
method Proves the Euler-Lagrange equation for the Dirichlet energy using the associated discrete Laplacian of the dual construction.
result The associated discrete Laplacian is optimal in R3\mathbb{R}^3 compared to the primal construction.

A new geometry-preserving method for interpreting compositional data.

problem Statistical challenges in high-dimensional compositional data.
method Geometry-preserving framework for dimension reduction of compositional data.
result Identification of a central compositional subspace for compositional predictors.

We propose a new approach to graph compression by appeal to optimal transport. The transport problem is seeded with prior information about node importance, attributes, and edges in the graph. The transport formulation can be setup for either directed or undirected graphs, and its dual characterization is cast in terms…

2019-05-29abs ↗pdf ↗

A generalized cusp CC is diffeomorphic to [0,)[0,\infty) times a closed Euclidean manifold. Geometrically CC is the quotient of a properly convex domain by a lattice, ΓΓ, in one of a family of affine groups G(ψ)G(ψ), parameterized by a point ψψ in the (dual closed) Weyl chamber for SL(n+1,R)SL(n+1,\mathbb{R}), and ΓΓ determi…

2017-10-09abs ↗pdf ↗

The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and min-max optimization. Stock prices (underlying asset) were modeled under the assumption of the geome…

2007-10-01abs ↗pdf ↗

We show an efficient algorithm for the following problem: Given uniformly random points from an arbitrary n-dimensional simplex, estimate the simplex. The size of the sample and the number of arithmetic operations of our algorithm are polynomial in n. This answers a question of Frieze, Jerrum and Kannan [FJK]. Our resu…

2012-11-09abs ↗pdf ↗

Algorithm learns latent simplex from perturbed points in input-sparsity time.

problem Learning a latent kk-vertex simplex from noisy data.
method Input-sparsity time algorithm using low-rank approximation and adaptive selection.
result Algorithm achieves O(extrmnnz(A))O( extrm{nnz}(A)) time complexity, avoiding kextrmnnz(A)k\cdot extrm{nnz}(A).

New framework estimates staged tree models using hierarchical clustering on the probability simplex.

problem Estimating staged tree models with context-specific dependencies.
method Hierarchical clustering on the probability simplex, using simplex-based divergences and linkage methods.
result Total Variation divergence with Ward.D2 linkage produces staged trees with better model fit, structure recovery, and computational efficiency.

CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.

problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.

New algorithm solves saddle point problems in Banach spaces.

problem Solving saddle point problems in real reflexive Banach spaces.
method Stochastic Bregman Primal-Dual Splitting Algorithm with relative smoothness and strong convexity assumptions.
result Almost sure convergence to saddle points under various conditions.

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

problem Investigates the behavior of Value-at-Risk (VaR) for sums of one-sided random variables.
method Analyzes the extremal aggregation behavior of VaR, introduces structural conditions for super-additivity.
result Characterizes when VaR is fully super-additive and provides unified framework for various dependence structures.