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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.

168,742 papers · 148 categories

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4283125166 · May 202619922001200920172026
48 results for filtered invariants

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.

New algebra defined for Legendrian submanifolds, preserving key invariants.

problem Defining a new algebra to preserve invariants of Legendrian submanifolds.
method Combining string topology techniques with combinatorial methods to count holomorphic disks.
result The new algebra PDAPDA is a filtered, differential graded algebra that captures invariants of Legendrian submanifolds.

Knot lattice homology invariant is preserved under certain 3-manifold diffeomorphisms.

problem Preserving knot lattice homology invariants under 3-manifold diffeomorphisms.
method Examined filtered lattice chain homotopy types of negative-definite forests with one unframed vertex.
result Filtered lattice chain homotopy type is an invariant of the diffeomorphism type of resulting 3-manifolds.

The paper addresses instability in CNNs' first layer by proving max pooling's shift invariance.

problem Instability in CNNs' first layer, leading to sensitivity to small input shifts.
method Establishing conditions for max pooling's shift invariance and deriving a measure of stability.
result Max pooling approximates a nearly shift-invariant complex modulus under certain conditions.

Study shows Khovanov homology's relation to decomposable Lagrangian cobordisms.

problem Understanding the relationship between Khovanov homology and decomposable Lagrangian cobordisms.
method Utilized previously defined filtered invariants to give obstructions.
result Partial answer to Ekholm, Honda, and Kálmán's question about Khovanov homology and decomposable Lagrangian cobordisms.

We discuss the problem of adaptive discrete-time signal denoising in the situation where the signal to be recovered admits a "linear oracle" -- an unknown linear estimate that takes the form of convolution of observations with a time-invariant filter. It was shown by Juditsky and Nemirovski (2009) that when the $\ell_2…

2018-06-11abs ↗pdf ↗

Knot lattice homology invariant of smooth knot type in rational homology spheres.

problem Invariance of knot lattice homology in rational homology spheres.
method Proving knot lattice homology invariant through doubly-filtered homotopy type.
result Knot lattice homology invariant of smooth knot type in rational homology spheres.

We construct Hodge filtered cohomology groups for complex manifolds that combine the topological information of generalized cohomology theories with geometric data of Hodge filtered holomorphic forms. This theory provides a natural generalization of Deligne cohomology. For smooth complex algebraic varieties, we show th…

2012-12-10abs ↗pdf ↗

New method relaxes spatial invariance in locally connected layers, improving accuracy.

problem Improving classification accuracy with locally connected layers.
method Designing a low-rank locally connected layer with varying spatially varying combining weights.
result Relaxing spatial invariance improves classification accuracy over convolution and locally connected layers.

Recent work (Cohen & Welling, 2016) has shown that generalizations of convolutions, based on group theory, provide powerful inductive biases for learning. In these generalizations, filters are not only translated but can also be rotated, flipped, etc. However, coming up with exact models of how to rotate a 3 x 3 filter…

2019-05-12abs ↗pdf ↗

It is commonly agreed that the use of relevant invariances as a good statistical bias is important in machine-learning. However, most approaches that explicitly incorporate invariances into a model architecture only make use of very simple transformations, such as translations and rotations. Hence, there is a need for …

2017-10-31abs ↗pdf ↗

We construct a new invariant of transverse links in the standard contact structure on R^3. This invariant is a doubly filtered version of the knot contact homology differential graded algebra (DGA) of the link. Here the knot contact homology of a link in R^3 is the Legendrian contact homology DGA of its conormal lift i…

2010-10-03abs ↗pdf ↗

Safety filter for unknown discrete-time systems with learned models and noise covariance.

problem Ensuring safety for unknown discrete-time linear systems with Gaussian noise.
method Develops a learning-based safety filter using empirical model and noise covariance, optimizing control actions to stay within safety constraints.
result Minimally modifies nominal control actions to ensure safety with high probability, tightening constraints as more data is collected.

This paper introduces a new distance metric for filtered A-infinity categories, focusing on Lagrangian submanifolds.

problem Measuring the distance between filtered A-infinity categories associated with Lagrangian submanifolds.
method Developed a Gromov-Hausdorff distance to measure the difference between these categories.
result Established that the sequence of filtered A-infinity categories forms a Cauchy sequence in Gromov-Hausdorff distance.

We introduce a generalization of the Ozsváth-Szabó ττ-invariant to links by studying a filtered version of link grid homology. We prove that this invariant remains unchanged under strong concordance and we show that it produces a lower bound for the slice genus of a link. We show that this bound is sharp for torus lin…

2015-12-29abs ↗pdf ↗

The effectiveness of Convolutional Neural Networks stems in large part from their ability to exploit the translation invariance that is inherent in many learning problems. Recently, it was shown that CNNs can exploit other invariances, such as rotation invariance, by using group convolutions instead of planar convoluti…

2018-03-06abs ↗pdf ↗

We define an invariant of contact structures in dimension three from Heegaard Floer homology. This invariant takes values in the set Z0{}\mathbb{Z}_{\geq0}\cup\{\infty\}. It is zero for overtwisted contact structures, \infty for Stein fillable contact structures, non-decreasing under Legendrian surgery, and computable …

2016-03-08abs ↗pdf ↗

SC-Net learns interpretable filters for inverse problems, achieving optimal convergence and super-resolution.

problem Solving ill-posed inverse problems with effective regularization and interpretability.
method SC-Net operates in the spectral domain, learning a pointwise adaptive filter function based on signal-to-noise ratio.
result SC-Net achieves optimal convergence rate and zero-shot super-resolution, matching theoretical bounds.

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 ↗

Enhanced ensemble filters use machine learning to improve accuracy in filtering models.

problem Accuracy limitations of traditional ensemble Kalman filters.
method Introduces a measure neural mapping (MNM) to map joint predicted state and observation to updated state estimates.
result Superior root-mean-square-error performance compared to leading methods in filtering models.

The paper studies how geometric transformations affect semi-classical operators on specific Lie groups.

problem Analyzing the effects of diffeomorphisms on semi-classical pseudodifferential operators.
method Examined the pull-back of semi-classical pseudodifferential operators by diffeomorphisms preserving the filtration.
result The pull-back of a semi-classical pseudodifferential operator by a Pansu differentiable diffeomorphism has a semi-classical symbol that is expressed in terms of the Pansu differential.

In principle, Floer theory can be extended to define homotopy invariants of families of equivalent objects (e.g. Hamiltonian isotopic symplectomorphisms, 3-manifolds, Legendrian knots, etc.) parametrized by a smooth manifold B. The invariant of a family consists of a filtered chain homotopy type, which gives rise to a …

2003-08-12abs ↗pdf ↗

The paper develops Kalman filters for unknown systems with sample complexity bounds.

problem Designing Kalman filters for systems with unknown parameters and noise.
method Combines system identification with Kalman filter design, ensuring robustness and sub-optimality guarantees.
result Proves sub-optimality guarantees for both Certainty Equivalent and robust Kalman filters with sample complexity bounds.

A homological invariant of 3-manifolds is defined, using abelian Yang-Mills gauge theory. It is shown that the construction, in an appropriate sense, is functorial with respect to the families of 4-dimensional cobordisms. This construction and its functoriality are used to define several link invariants. The strongest …

2015-08-31abs ↗pdf ↗

Let X be a pseudomanifold. In this text, we use a simplicial blow-up to define a cochain complex whose cohomology with coefficients in a field, is isomorphic to the intersection cohomology of X, introduced by M. Goresky and R. MacPherson. We do it simplicially in the setting of a filtered version of face sets, also cal…

2012-05-31abs ↗pdf ↗

Filters in convolutional networks are typically parameterized in a pixel basis, that does not take prior knowledge about the visual world into account. We investigate the generalized notion of frames designed with image properties in mind, as alternatives to this parametrization. We show that frame-based ResNets and De…

2017-06-02abs ↗pdf ↗

Superior performance and ease of implementation have fostered the adoption of Convolutional Neural Networks (CNNs) for a wide array of inference and reconstruction tasks. CNNs implement three basic blocks: convolution, pooling and pointwise nonlinearity. Since the two first operations are well-defined only on regular-s…

2018-03-06abs ↗pdf ↗

Novel framework improves graph learning for out-of-distribution generalization.

problem Graph out-of-distribution generalization challenges in neural networks.
method Invariant Graph Learning based on Information bottleneck theory (InfoIGL).
result Achieves state-of-the-art performance in graph classification tasks under OOD generalization.

A geometric characterization of the Arf invariant of a knot in the 3-sphere is given in terms of two kinds of 4-dimensional bordisms, half-gropes and Whitney towers. These types of bordisms have associated complexities class and order which filter the condition of bordism by an embedded annulus, i.e. knot concordance, …

2003-10-20abs ↗pdf ↗

A new real-time method estimates system matrices and states using Kalman filter.

problem Real-time estimation of system matrices and states using Kalman filter.
method Estimation in an observation space, time-invariant interval, and online learning framework.
result Extraordinary performance in estimating matrices for damped oscillation model.

Bayesian inference for neural networks improves uncertainty quantification.

problem Improving predictive uncertainty in neural networks.
method Ensemble Kalman filter extensions and interacting particle systems.
result Effective methods for quantifying predictive uncertainty in neural networks.

We introduce a refinement of the Ozsvath-Szabo complex associated to a balanced sutured manifold (X,τ)(X,τ) by Juhasz. An algebra AτA_τ is associated to the boundary of a sutured manifold and a filtration of its generators by H2(X,X;Z)H^2(X,\partial X;\Z) is defined. For a fixed Spin^c structure ss over the manifold XX', which…

2011-12-15abs ↗pdf ↗