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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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20406080 · Nov 201919922001200920172026
48 results for filtered deformations

We determine the Killing superalgebras underpinning field theories with rigid unextended supersymmetry on Lorentzian four-manifolds by re-interpreting them as filtered deformations of Z\mathbb{Z}-graded subalgebras with maximum odd dimension of the N=1N{=}1 Poincaré superalgebra in four dimensions. Part of this calcula…

2016-05-03abs ↗pdf ↗

New methods for ZZ-transform inversion and Wiener-Hopf factorization.

problem Efficient numerical inversion of ZZ-transforms and factorization of functions.
method Sinh-deformations of contours, variable changes, and simplified trapezoid rule.
result High precision and speed in evaluating moments and constructing filters.

We study the algebraic structure of the Killing superalgebra of a supersymmetric background of 1111-dimensional supergravity and show that it is isomorphic to a filtered deformation of a Z\mathbb Z-graded subalgebra of the Poincaré superalgebra. We are able to map the classification problem for highly supersymmetric b…

2016-08-21abs ↗pdf ↗

The paper develops finite knot theory using ropelength-filtered Reidemeister graphs.

problem Understanding knot types in bounded ropelength sublevel spaces.
method Study thick representatives in bounded ropelength sublevel spaces through lifted Reidemeister graphs.
result Define characteristic Reidemeister patterns and finite recognition length.

Study cohomology rings of Grassmannians using Clifford algebras and symmetric spaces.

problem Understanding cohomology rings of Grassmannians over different fields.
method Explicit generators and relations for de Rham cohomology rings, filtered deformations related to Clifford algebras.
result Explicit generators and relations for the de Rham cohomology rings of Grassmannians.

Extends Killing superalgebras to higher dimensions and signatures.

problem Generalizing Killing superalgebras to higher dimensions and signatures.
method Definition of Killing superalgebras for connections on spinor bundles, sufficient conditions for existence, abstract study using Spencer cohomology.
result Existence of Killing superalgebras as filtered deformations of graded subalgebras of the Poincaré superalgebra.

Defines Killing (super)algebras for spin manifolds, including gauge transformations.

problem Understanding deformations of spin structures on manifolds.
method Introduces a new algebraic structure, studies its deformations using Spencer cohomology.
result Identifies subclasses of deformations and reconstructs supersymmetric backgrounds.

This study explores Kaluza-Klein reductions of new maximally supersymmetric backgrounds.

problem Exploring new maximally supersymmetric backgrounds in five dimensions.
method Classifying Kaluza-Klein reductions to four dimensions and determining preserved supersymmetry.
result Discovery of novel non-homogeneous four-dimensional Lorentzian spacetimes with N=1N=1 supersymmetry.

This study shows that certain cohomology groups of symplectic manifolds are always even-dimensional.

problem Understanding the cohomology structure of symplectic manifolds.
method Constructing and deforming a skew-adjoint operator to prove the vanishing property.
result The even dimensionality of even-degree cohomology groups in (4n+2)-dimensional symplectic manifolds.

The Euclidean scattering transform was introduced nearly a decade ago to improve the mathematical understanding of convolutional neural networks. Inspired by recent interest in geometric deep learning, which aims to generalize convolutional neural networks to manifold and graph-structured domains, we define a geometric…

2019-05-24abs ↗pdf ↗

We study symplectic (contact) structures on nilmanifolds that correspond to the filiform Lie algebras - nilpotent Lie algebras of the maximal length of the descending central sequence. We give a complete classification of filiform Lie algebras that possess a basis e_1, ..., e_n, [e_i,e_j]=c_{ij}e_{i{+}j} (N-graded Lie …

2002-05-06abs ↗pdf ↗

Develops formal moduli theory for splitting complex supermanifolds.

problem Tackles the splitting problem of complex supermanifolds.
method Constructs a filtered dg Lie algebra to control splittings and transfers the theory to a minimal filtered LL_\infty-model.
result Recover classical obstruction classes as leading terms of Maurer-Cartan representatives and proves the existence of higher obstructions.

We define a hierarchy of special classes of constrained Willmore surfaces by means of the existence of a polynomial conserved quantity of some type, filtered by an integer. Type 1 with parallel top term characterises parallel mean curvature surfaces and, in codimension 1, type 1 characterises constant mean curvature su…

2015-07-05abs ↗pdf ↗

First steps towards a mathematical theory of deep convolutional neural networks for feature extraction were made---for the continuous-time case---in Mallat, 2012, and Wiatowski and Bölcskei, 2015. This paper considers the discrete case, introduces new convolutional neural network architectures, and proposes a mathemati…

2016-05-26abs ↗pdf ↗

The Euclidean scattering transform was introduced nearly a decade ago to improve the mathematical understanding of the success of convolutional neural networks (ConvNets) in image data analysis and other tasks. Inspired by recent interest in geometric deep learning, which aims to generalize ConvNets to manifold and gra…

2018-12-15abs ↗pdf ↗

Where dealing with temporal sequences it is fair to assume that the same kind of deformations that motivated the development of the Dynamic Time Warp algorithm could be relevant also in the calculation of the dot product ("convolution") in a 1-D convolution layer. In this work a method is proposed for aligning the conv…

2019-11-05abs ↗pdf ↗

NAST generalizes scattering transform for non-stationary time series analysis.

problem Analyzing non-stationary time series data.
method Neural activation of scattering transform with various activation functions and high pass filters.
result Central and non-central limit theorems for NAST of Gaussian processes.

Informative and discriminative feature descriptors play a fundamental role in deformable shape analysis. For example, they have been successfully employed in correspondence, registration, and retrieval tasks. In the recent years, significant attention has been devoted to descriptors obtained from the spectral decomposi…

2011-10-23abs ↗pdf ↗

We recover the classification of the maximally supersymmetric bosonic backgrounds of eleven-dimensional supergravity by Lie algebraic means. We classify all filtered deformations of the Z\mathbb Z-graded subalgebras h=h2h1h0\mathfrak{h}=\mathfrak{h}_{-2}\oplus\mathfrak{h}_{-1}\oplus\mathfrak{h}_{0} of the Poincaré superalge…

2015-11-27abs ↗pdf ↗

This paper focuses on spectral filters on graphs, namely filters defined as elementwise multiplication in the frequency domain of a graph. In many graph signal processing settings, it is important to transfer a filter from one graph to another. One example is in graph convolutional neural networks (ConvNets), where the…

2019-01-29abs ↗pdf ↗

A new SOHP filter improves trend estimation in economic time series.

problem Improving trend estimation in nonlinear economic time series.
method Recursive application of one-sided HP filter on updated cyclical components, combined with an incremental HP filtering algorithm.
result Better performance of SOHP filter compared to other HP-type filters on real economic data.

Deep density methods improve filtering in high-dimensional systems.

problem Nonlinear filtering in high-dimensional systems.
method Two deep density methods based on Feynman-Kac formulas and neural networks.
result Logarithmic deep backward stochastic differential equation filter outperforms classical methods in high dimensions.

The sophisticated structure of Convolutional Neural Network (CNN) allows for outstanding performance, but at the cost of intensive computation. As significant redundancies inevitably present in such a structure, many works have been proposed to prune the convolutional filters for computation cost reduction. Although ex…

2018-10-12abs ↗pdf ↗

Gradient filters track moving parameters under noisy data and misspecification.

problem Tracking multidimensional time-varying parameters under noisy observations and model misspecification.
method Gradient-based filters update parameters using the gradient of a postulated objective function, evaluated at either the predicted or updated parameters.
result Novel sufficient conditions for exponential stability of the filtered parameter path, and finite-sample and asymptotic mean squared error bounds.

We simplify Bayesian filtering by framing it as optimization, making it practical for high-dimensional systems.

problem Bayesian filtering struggles in high-dimensional state spaces like neural networks.
method We frame Bayesian filtering as optimization, using gradient descent for nonlinear cases.
result Our method results in effective, robust, and scalable filters for high-dimensional systems.

Convolutional neural networks (CNNs) achieve state-of-the-art performance in a wide variety of tasks in computer vision. However, interpreting CNNs still remains a challenge. This is mainly due to the large number of parameters in these networks. Here, we investigate the role of compression and particularly pruning fil…

2017-11-07abs ↗pdf ↗

A novel method reduces dimensionality for filtering SRNs with observed variables.

problem Challenges in estimating hidden state variables in SRNs with limited observations.
method Filtered Markovian Projection (Filtered MP) for dimensionality reduction in filtering.
result Filtered MP guarantees consistency and superior computational efficiency in high dimensions.

New method filters large networks from financial data to reveal key subnetworks.

problem Filtering large dimensional networks to isolate key constituents.
method Exploits spectral properties of high-dimensional data networks, tuning for sparsity and consistency.
result Shows method can interpolate between zero and maximal filtering, preserving spectral properties.

Many nonlinear extensions of the Kalman filter, e.g., the extended and the unscented Kalman filter, reduce the state densities to Gaussian densities. This approximation gives sufficient results in many cases. However, this filters only estimate states that are correlated with the observation. Therefore, sequential esti…

2012-07-18abs ↗pdf ↗

Paper proves convergence of Kalman filter on Stiefel manifolds with measurement errors.

problem Filtering constant particle with measurement errors on Stiefel manifolds.
method Extended Kalman filter applied to Stiefel manifold-valued observations.
result Convergence of the extended Kalman filter proved for constant system process.

This work preserves linear invariants in ensemble filters for non-Gaussian data assimilation.

problem Maintaining critical invariants like mass, stoichiometric balance, and charge in non-Gaussian data assimilation.
method Introducing a novel class of nonlinear ensemble filters using measure transport theory.
result Recovery of a constrained Kalman filter for Gaussian settings and combination with regularization techniques.