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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.

169,341 papers · 148 categories

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134267401534 · Jun 202019922001200920182026
48 results for finite-length experiments

The paper explores when ML estimator outperforms MMSE in finite-length experiments.

problem When does maximum likelihood estimator outperform minimum mean square error estimator?
method Application-oriented optimal experiment design with end-performance metrics.
result ML estimator can outperform MMSE in certain finite-length experiments.

Study of manifolds with prime cyclic group actions and curvature properties.

problem Curvature properties of manifolds with Zp\mathbb{Z}_p-actions.
method Analysis of Zpr\mathbb{Z}_p^r-actions on positively curved manifolds, use of error-correcting codes.
result Improved symmetry-rank bounds for nn-manifolds with pp-actions, especially for small primes.

We generalize a class of groups introduced by Herbert Abels to produce examples of virtually torsion free groups that have Bredon-finiteness length m-1 and classical finiteness length n-1 for all 0 < m <= n. The proof illustrates how Bredon-finiteness properties can be verified using geometric methods and a version of …

2012-06-05abs ↗pdf ↗

We give an overview about finiteness properties of soluble S-arithmetic groups. Both, the number field case and the function field case are covered. The main result is: If B is a Borel subgroup in a Chevalley group and R is an S-arithmetic ring, then the group B(R) has finiteness length |S|-1 in the function field case…

2002-12-29abs ↗pdf ↗

We describe a procedure for constructing a generalized Thompson group out of a family of groups that is equipped with what we call a cloning system. The previously known Thompson groups F, V, Vbr and Fbr arise from this procedure using, respectively, the systems of trivial groups, symmetric groups, braid groups and pur…

2014-05-21abs ↗pdf ↗

The paper extends a theorem to number fields without infinite places.

problem Finiteness properties of arithmetic approximate lattices.
method Geometric and homological finiteness properties for countable approximate groups.
result The finiteness length is finite and can be computed explicitly.

Neural network outperforms traditional methods in chaotic dynamics classification.

problem Classifying chaotic and regular dynamics of the Chirikov standard map.
method Trained a convolutional neural network on finite-length trajectories compared to traditional Lyapunov exponent computation.
result Neural network outperforms traditional methods for short periods, converging faster and more robustly.

For a Jordan domain in the plane the length metric space of points connected to an interior point by a curve of finite length is a CAT(0)space and Gromov hyperbolic. With respect to the cone topology, that space plus its boundary at infinity is topologically the same as the original Jordan domain.

2005-12-28abs ↗pdf ↗

In a previous work we proved the uniqueness and functoriality of primary unfoldings on simple Thom-Mather spaces, which is a functor to the category of smooth manifolds. In this article we extend these results for any stratified Thom-Mather pseudomanifold with arbitary finite length, through a new kind of intermediate …

2009-10-04abs ↗pdf ↗

We propose a novel graphical model selection (GMS) scheme for high-dimensional stationary time series or discrete time process. The method is based on a natural generalization of the graphical LASSO (gLASSO), introduced originally for GMS based on i.i.d. samples, and estimates the conditional independence graph (CIG) o…

2014-10-05abs ↗pdf ↗

We describe a series of complexes that relate to the braid groups as the matching complexes relate to the symmetric groups. A modified construction applies as well to other complexes based on edge sets in graphs. We show that our constructions will yield Cohen-Macauley complexes provided the underlying complexes are Co…

2003-10-27abs ↗pdf ↗

The purpose of this note is to present a short elementary proof of a theorem due to Faltings and Laumon, saying that the global nilpotent cone is a Lagrangian substack in the cotangent bundle of the moduli space of G-bundles on a complex compact curve. This result plays a crucial role in the Geometric Langlands program…

1997-04-10abs ↗pdf ↗

Analyzes how quadratic differential trajectories change with variation, proving a wall-crossing formula.

problem Analyzing how the number of trajectories of quadratic differentials changes with variation.
method Proves an analytic wall-crossing formula using Fock-Goncharov coordinates and characterizes birational automorphisms.
result Characterizes certain birational automorphisms and computes Stokes automorphisms.

We propose a method for inferring the conditional indepen- dence graph (CIG) of a high-dimensional discrete-time Gaus- sian vector random process from finite-length observations. Our approach does not rely on a parametric model (such as, e.g., an autoregressive model) for the vector random process; rather, it only assu…

2013-11-13abs ↗pdf ↗

Paper proposes a method to learn cluster structured sparsity using adaptive reweighting.

problem Learning sparsity constraints from data without prior knowledge.
method Adapting IRL1 algorithm into a deep learning architecture with adaptive reweighting.
result Proposed method outperforms classical and learning-based algorithms on various tasks.

Let YY be a hyperbolic surface and let φφ be a Laplacian eigenfunction having eigenvalue 1/4τ2-1/4-τ^2 with τ>0τ>0. Let N(φ)N(φ) be the set of nodal lines of φφ. For a fixed analytic curve γγ of finite length, we study the number of intersections between N(φ)N(φ) and γγ in terms of ττ. When YY is compact and γγ a geode…

2011-08-11abs ↗pdf ↗

The scaling properties of oil price fluctuations are described as a non-stationary stochastic process realized by a time series of finite length. An original model is used to extract the scaling exponent of the fluctuation functions within a non-stationary process formulation. It is shown that, when returns are measure…

2008-09-06abs ↗pdf ↗

Unified approach to stability conditions on surfaces with quadratic differentials.

problem Identifying spaces of stability conditions on triangulated categories.
method Perverse schober and their global sections, mixed-angulations, flips, finite-length hearts, tilts.
result Identification of moduli spaces of quadratic differentials with arbitrary singularity types.

Method infers graph of conditional independence for high-dimensional uncorrelated time series.

problem Inferring conditional independence structure in high-dimensional, uncorrelated time series.
method Testing conditional variances of small subsets of components.
result Successful selection with high probability under certain sample size conditions.

Extended Birman-Series result to geodesics with infinitely many self-intersections.

problem Classifying geodesics with infinitely many self-intersections on hyperbolic surfaces.
method Defined a self-intersection function and extended the Birman-Series result to sets with bounded self-intersection functions.
result Same conclusion as Birman-Series for geodesics with self-intersection functions in o(l2)o(l^2).

We give conditions on a general stress-energy tensor T_{αβ} in a spherically symmetric black hole spacetime which are sufficient to guarantee that the black hole will contain a (spherically symmetric) marginally trapped tube which is eventually achronal, connected, and asymptotic to the event horizon. Price law decay p…

2007-02-19abs ↗pdf ↗

Study proves existence of expanding solutions for multiphase surfaces with regular junctions.

problem Existence of self-similar expanding solutions for multiphase surfaces with regular junctions.
method Proves existence of solutions for a multiphase surface with regular junctions using mean curvature flow.
result Multiple self-similar expanding solutions exist for the initial condition of a multiphase surface with regular junctions.

Study on estimating unstable open-loop matrices from state trajectories.

problem System identification for stochastic continuous-time dynamics.
method Employing randomized control inputs to estimate unstable open-loop matrix.
result Estimation error decays with trajectory length, signal-to-noise ratio, and excitability.

The main goal of this article is to understand how the length spectrum of a random surface depends on its genus. Here a random surface means a surface obtained by randomly gluing together an even number of triangles carrying a fixed metric. Given suitable restrictions on the genus of the surface, we consider the number…

2014-09-18abs ↗pdf ↗

H-holomorphic maps are a parameter version of J-holomorphic maps into contact manifolds. They have arisen in efforts to prove the existence of higher--genus holomorphic open book decompositions and efforts to prove the existence of finite energy foliations and the Weinstein conjecture, as well as in folded holomorphic …

2009-04-09abs ↗pdf ↗

NFM models time-series data directly in the Fourier domain, achieving state-of-the-art performance.

problem Traditional time-series analysis focuses on the time domain, limiting flexibility.
method NFM models time-series data in the Fourier domain, using frequency extrapolation and interpolation.
result NFM achieves state-of-the-art performance on various time-series tasks.

We investigate the presence of residual multifractal background for monofractal signals which appears due to the finite length of the signals and (or) due to the long memory the signals reveal. This phenomenon is investigated numerically within the multifractal detrended fluctuation analysis (MF-DFA) for artificially g…

2011-08-09abs ↗pdf ↗

Study meromorphic open-string vertex algebras and modules over Riemannian manifolds.

problem Characterize meromorphic open-string vertex algebras and their modules over Riemannian manifolds.
method Explicitly determine bases for meromorphic open-string vertex algebras and their modules, using parallel tensors and eigenfunctions of the Laplace-Beltrami operator.
result Every irreducible module of a specific type is completely reducible if every composition factor is generated by eigenfunctions of eigenvalue p(p1)Kp(p-1)K for some pZ+p\in \mathbb{Z}_+.

Three new efficient algorithms project vectors onto weighted l1 ball.

problem Sparse system identification and feature selection.
method Projected gradient descent algorithms with linear or highly competitive quadratic worst case complexities.
result Efficient tools for machine learning methods like compress sensing and feature selection.

End-to-end learning of codes for secure BPSK communication in Gaussian wiretap channel.

problem Secure communication in the presence of an adversary for BPSK modulation.
method Learning finite-length codes using deep neural networks (DNNs) with mutual information estimation.
result Learned codes achieve near-optimal security performance, as demonstrated by numerical results.

Recurrent models can produce infinite sequences, causing bias; new methods prevent this.

problem Inconsistency in decoding infinite-length sequences from recurrent language models.
method Defined and proved inconsistency of common decoding algorithms; proposed remedies.
result Proposed methods prevent inconsistency in practice.