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.
This article presents an improvement and extension of the heuristic first presented by Hougardy, Lutz, and Zelke in 2010 for realizing triangulated orientable surfaces with few vertices by a simplex-wise linear embedding. The improvement consists in the applicability to non-orientable surfaces (simplex-wise linear imme…
We study a natural intrinsic definition of geometric simplices in Riemannian manifolds of arbitrary dimension n, and exploit these simplices to obtain criteria for triangulating compact Riemannian manifolds. These geometric simplices are defined using Karcher means. Given a finite set of vertices in a convex set on t…
We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…
Spectral embedding is a procedure which can be used to obtain vector representations of the nodes of a graph. This paper proposes a generalisation of the latent position network model known as the random dot product graph, to allow interpretation of those vector representations as latent position estimates. The general…
We establish the second part of Milnor's conjecture on the volume of simplexes in hyperbolic and spherical spaces. A characterization of the closure of the space of the angle Gram matrices of simplexes is also obtained.
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…
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…
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 π, is it true that its volume is a rational multiple of the volu…
We investigate the space C(X) of images of linearly embedded skeleta of simplices X in Rn, for two families of codimension 2 complexes, each ranging over n. In the first family, X=K is the (n−2)-skeleton of the n-simplex. In the second family, X=L is the (n−2)-skeleton of the (n+1)-simplex.…
We formulate the Riemannian calculus of the probability set embedded with L2-Wasserstein metric. This is an initial work of transport information geometry. Our investigation starts with the probability simplex (probability manifold) supported on vertices of a finite graph. The main idea is to embed the probability m…
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…
Proposes Dirichlet Simplex Nest for probabilistic modeling of various data types.
problem Modeling and inference for diverse data types.
method Probabilistic models based on Dirichlet distribution and Voronoi tessellation, with fast and accurate inference algorithms exploiting convex geometry and simplicial structure.
result Inference algorithms achieve consistency and strong error bounds across various settings and data distributions.
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…
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…
We provide an elementary proof of a simple, efficient algorithm for computing the Euclidean projection of a point onto the probability simplex. We also show an application in Laplacian K-modes clustering.
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.
Define the complete n-complex on N vertices to be the n-skeleton of an (N-1)-simplex. We show that embeddings of sufficiently large complete n-complexes in R^{2n+1} necessarily exhibit complicated linking behaviour, thereby extending known results on embeddings of large complete graphs in R^3 (the case n=1) to higher d…