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.
First-order ODEs linked to flat surfaces, leading to integrability.
problem Integrating first-order ODEs.
method Defined Riemannian metrics on variable spaces, studied surface properties, and established connections between Jacobi fields and Lie point symmetries.
result Flat associated surfaces lead to integrable first-order ODEs.
Two classes of methods have been proposed for escaping from saddle points with one using the second-order information carried by the Hessian and the other adding the noise into the first-order information. The existing analysis for algorithms using noise in the first-order information is quite involved and hides the es…
For the implicit systems of first order ordinary differential equations on the plane there is presented the complete local classification of generic singularities of family of its phase curves up to smooth orbital equivalence. Besides the well known singularities of generic vector fields on the plane and the singularit…
We consider first order expansions of convex penalized estimators in high-dimensional regression problems with random designs. Our setting includes linear regression and logistic regression as special cases. For a given penalty function h and the corresponding penalized estimator β^, we construct a quantity η,…
First order discretizations of Langevin diffusion can achieve better generalization error with additional smoothness assumptions.
problem Analyzing generalization error for first order discretizations of Langevin diffusion.
method Providing a sufficient smoothness condition to show that first order methods can achieve arbitrarily runtime complexity for a given expected generalization error.
result First order methods can achieve arbitrarily runtime complexity with additional smoothness assumptions.
The aim of this paper is fourfold. Firstly, we introduce and study the f-ultra-harmonic maps. Secondly, we recall the geometric dynamics generated by a first order normal PDE system and we give original results regarding the geometric dynamics generated by other first order PDE systems. Thirdly, we determine the Gauss …
A geometric multisymplectic formulation of the classical BRST symmetry of constrained first-order classical field theories is described. To effect this we introduce graded analogues of the bundles and manifolds of the multisymplectic formulation of first-order field theories. The Lagrange-d'Alembert formalism is also d…
We analyse the structure of the first order operators in bimodules introduced by A. Connes. We apply this analysis to the theory of connections on bimodules generalizing thereby several proposals.
This paper presents a new methodology to compute first-order Greeks for barrier options under the framework of path-dependent payoff functions with European, Lookback, or Asian type and with time-dependent trigger levels. In particular, we develop chain rules for Wiener path integrals between two curves that arise in t…
We study first order local invariants of Vassiliev type for Lagrangian immersions with generic planar caustics. For this we produce some examples of 2-parameter families of Lagrangian maps and study their bifurcation diagrams.
We give different proofs and prove new results on the non complete solvability of some systems of complex first order p.d.e.'s, especially related to the analysis on CR manifolds.
We construct a lagrangian geometric formulation for first-order field theories using the canonical structures of first-order jet bundles, which are taken as the phase spaces of the systems in consideration. First of all, we construct all the geometric structures associated with a first-order jet bundle and, using them,…
A new first-order sampler improves diffusion probabilistic model sampling quality.
problem The belief that first-order methods are inherently slower for diffusion probabilistic model sampling.
method A novel training-free, first-order sampler that approximates the forward-value evaluation via a one-step lookahead predictor.
result The proposed sampler provably approximates the ideal forward-value trajectory while retaining first-order convergence and can improve sample quality under the same NFE budget.
We establish that first-order methods avoid saddle points for almost all initializations. Our results apply to a wide variety of first-order methods, including gradient descent, block coordinate descent, mirror descent and variants thereof. The connecting thread is that such algorithms can be studied from a dynamical s…
For a surface in the 3-dimensional real projective space, we define a Gauss map, which is a quadric in R4 and called the first-order Gauss map. It will be shown that the surface is a Demoulin surface if and only if the first-order Gauss map is conformal, and the surface is a projective minimal coincidence …
This paper is centred on solving differential equations by symmetry groups for first order ODEs and is in response to Starrett (2007). It also explores the possibility of averting the assumptions by Olver (2000) that, in practice finding the solutions of the linearized symmetry condition is usually a much more difficul…
A new method learns node embeddings for signed directed networks by capturing both first-order and high-order topologies.
problem Learning representative node embeddings for signed directed networks considering both first-order and high-order topologies.
method Proposes a decoupled variational embedding (DVE) method that leverages a specially designed auto-encoder structure to capture both first-order and high-order topologies.
result Extensive experiments on real-world datasets show the effectiveness of DVE in link sign prediction and node recommendation tasks.
We study the multiplicity sets of first order symbols associated with differential operators on two dimensional surfaces. This work is inspired by the phenomenon of conical refraction explained by the existence of singularities in the Fresnel hyper-surface for Maxwell's equations on an anisotropic crystal.