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.
Natural gradient simplification for deep learning networks.
Simplifies residual flows to make flow-based modeling more practical.
We introduce a new method to calculate the credit exposure of Bermudan, discretely monitored barrier and European options. Core of the approach is the application of the dynamic Chebyshev method of Glau et al. (2019). The dynamic Chebyshev method delivers a closed form approximation of the option prices along the paths…
This note has an experimental nature and contains no new theorems. We introduce certain moves for classical knot diagrams that for all the very many examples we have tested them on give a monotonic complete simplification. A complete simplification of a knot diagram D is a sequence of moves that transform D into a diag…
We establish a full principle (close, relative, parametric) for the simplification of singularities of Lagrangian and Legendrian fronts. More precisely, we prove that if there is no homotopy theoretic obstruction to simplifying the singularities of tangency of a Lagrangian or Legendrian submanifold with respe…
We prove that any arc-presentation of the unknot admits a monotonic simplification by elementary moves; this yields a simple algorithm for recognizing the unknot. We obtain similar results for split links and composite links.
Constructs simplified or complexified simplicial complexes.
In this paper, we propose an efficient method to estimate the Weingarten map for point cloud data sampled from manifold embedded in Euclidean space. A statistical model is established to analyze the asymptotic property of the estimator. In particular, we show the convergence rate as the sample size tends to infinity. W…
It is generally accepted that all models are wrong -- the difficulty is determining which are useful. Here, a useful model is considered as one that is capable of combining data and expert knowledge, through an inversion or calibration process, to adequately characterize the uncertainty in predictions of interest. This…
In the present paper a criteria for a rectangular diagram to admit a simplification is given in terms of Legendrian knots. It is shown that there are two types of simplifications which are mutually independent in a sense. A new proof of the monotonic simplification theorem for the unknot is given. It is shown that a mi…
Recent work on stable minimal hypersurface singularities.
This paper simplifies deep ReLU networks into local linear models for better interpretability.
The second author previously discussed how classical complexity separation conjectures, we call them "axioms", have implications in three manifold topology: polynomial length stings of operations which preserve certain Jones polynomial evaluations cannot produce exponential simplifications of link diagrams. In this pap…
Unified geometric flows improve deep learning efficiency and simplify neural network topologies.
New method simplifies data analysis.
In a recent work "Arc-presentation of links: Monotonic simplification" Ivan Dynnikov showed that each rectangular diagram of the unknot, composite link, or split link can be monotonically simplified into a trivial, composite, or split diagram, respectively. The following natural question arises: Is it always possible t…
AST provides a method to validate safe autonomy without unsafe simplifications.
Two smooth manifolds M and N are called R-diffeomorphic if their product with the real line are diffeomorphic. We consider the following simplification problem: does R-diffeomorphism imply diffeomorphism or homeomorphism? For compact manifolds, analysis of this problem relies on some of the main achievements of the the…
Simplifies RF predictions by focusing on a subset of nearest neighbors.
Ring-reservoir networks simplify graph embeddings efficiently.
We define a new combinatorial complex computing the hat version of link Floer homology over Z/2Z, which turns out to be significantly smaller than the Manolescu-Ozsvath-Sarkar one.
Both classical and virtual knots arise as formal Gauss diagrams modulo some abstract moves corresponding to Reidemeister moves. If we forget about both over/under crossings structure and writhe numbers of knots modulo the same Reidemeister moves, we get a dramatic simplification of virtual knots, which kills all classi…
New method simplifies optimization landscapes by transforming saddle points.
We propose a simple yet effective technique to simplify the training and the resulting model of neural networks. In back propagation, only a small subset of the full gradient is computed to update the model parameters. The gradient vectors are sparsified in such a way that only the top-k elements (in terms of magnitude…
We give a new algorithm to simplify a given triangulation with respect to a given curve. The simplification uses flips together with powers of Dehn twists in order to complete in polynomial time in the bit-size of the curve.
Eliashberg simplifies singularities in geometry.
New diagonal move simplifies knots and links efficiently.
Search-based methods for hard combinatorial optimization are often guided by heuristics. Tuning heuristics in various conditions and situations is often time-consuming. In this paper, we propose NeuRewriter that learns a policy to pick heuristics and rewrite the local components of the current solution to iteratively i…
We describe a simplification of Donaldson's arguments for the construction of symplectic hypersurfaces or Lefschetz pencils that makes it possible to avoid any reference to Yomdin's work on the complexity of real algebraic sets.
The traditional Sznajd model, as well as its Ochrombel simplification for opinion spreading, are applied to marketing with the help of advertising. The larger the lattice is the smaller is the amount of advertising needed to convince the whole market
Simplified Khovanov-Rozansky calculus for bipartite knots.
Morphology in unbalanced languages remains a big challenge in the context of machine translation. In this paper, we propose to de-couple machine translation from morphology generation in order to better deal with the problem. We investigate the morphology simplification with a reasonable trade-off between expected gain…
We present a simplification of Neumann's formula for the universal Cheeger-Chern-Simons class of the second Chern polynomial. Our approach is completely algebraic, and the final formula can be applied directly on a homology class in the bar complex.
New method simplifies causal inference with tiered background knowledge.
This is a survey of some of the recent developments in the theory of complex Monge-Ampere equations. The topics discussed include refinements and simplifications of classical a priori estimates, methods from pluripotential theory, variational methods for big cohomology classes, semiclassical constructions of solutions …
Paper proposes a new sparse Bayesian neural network for simpler, more efficient DNNs.
We give a proof that the geometric K-homology theory for finite CW-complexes defined by Baum and Douglas is isomorphic to Kasparov's K-homology. The proof is a simplification of more elaborate arguments which deal with the geometric formulation of equivariant K-homology theory.
In this paper, we analyze the effects of depth and width on the quality of local minima, without strong over-parameterization and simplification assumptions in the literature. Without any simplification assumption, for deep nonlinear neural networks with the squared loss, we theoretically show that the quality of local…
Banks must manage their trading books, not just value them. Pricing includes valuation adjustments collectively known as XVA (at least credit, funding, capital and tax), so management must also include XVA. In trading book management we focus on pricing, hedging, and allocation of prices or hedging costs to desks on an…
This paper surveys large-scale machine learning methods for efficient data analysis.
Simplified proofs and new distributions on anti-quasi-Sasakian manifolds.
The purpose of this short note is to relate a representation formula due to the Author and P. Romon for Lagrangian surfaces (see math.DG/0009202) to a more general Weierstrass representation type formula found by Konopelchenko for surfaces in 4-dimensional space (see math.DG/9807129). Simplifications are pointed out.
Simplified proof of gluing formula for analytic torsion forms.
Simplified presentations for non-orientable surface mapping class groups.
We describe the Polyak-Viro arrow diagram formulas for the coefficients of the Conway polynomial. As a consequence, we obtain the Conway polynomial as a state sum over some subsets of the crossings of the knot diagram. It turns out to be a simplification of a special case of Jaeger's state model for the HOMFLY polynomi…
Improved lattice field theory simulations with local-Autoregressive Conditional Normalizing Flow.
Explains partial duality for ribbon graphs in simple terms.
This is an exposition of a proof of the Madsen-Weiss Theorem, which asserts that the homology of mapping class groups of surfaces, in a stable dimension range, is isomorphic to the homology of a certain infinite loopspace that arises naturally when one applies the "scanning method". The proof given here utilizes simpli…