Research
On-device research index

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.

168,695 papers · 148 categories

Trend · papers per month

113226338451 · Jun 202019922001200920172026
48 results for fundamental observers

The paper introduces a new method to characterize cosmological models using observer-based invariants.

problem Equivalence problem for cosmological models in four-dimensional gravity theories.
method Modified Cartan-Karlhede algorithm adapted to fundamental observers, including derivatives of the time-like vector field.
result A list of invariants that completely characterize cosmological models, independent of coordinates.

New findings on compactness and fundamental groups of certain spacetime manifolds.

problem Understanding the compactness and fundamental groups of ZxZ^x manifolds.
method Defined observer-refocusing spacetimes and used contact geometry to prove compactness and finite fundamental groups.
result Analytic ZxZ^x manifolds are YlxY^x_l manifolds for some l>0l>0.

We discuss the fundamental (relative) 3-classes of knots (or hyperbolic links), and provide diagrammatic descriptions of the push-forwards with respect to every link-group representation. The point is an observation of a bridge between the relative group homology and quandle homology from the viewpoints of Inoue--Kabay…

2016-09-19abs ↗pdf ↗

Lickorish has constructed large families of contractible 4--manifolds that have knotted embeddings in the 4--sphere and has also shown that every finitely presented perfect group with balanced presentation occurs as the fundamental group of the complement of a knotted contractible manifold. Here we make a few observati…

2001-11-06abs ↗pdf ↗

Investigates price dynamics of two assets with and without bubbles, deriving conditions for equilibrium prices.

problem Understanding price dynamics and bubbles in multi-asset markets.
method Derives sufficient and necessary conditions for average equilibrium price dynamics in a two-asset model.
result Assets with positive average dividends display hump-shaped bubbles, while those with constant fundamental values show misvaluation effects.

The `observer space' of a Lorentzian spacetime is the space of future-timelike unit tangent vectors. Using Cartan geometry, we first study the structure a given spacetime induces on its observer space, then use this to define abstract observer space geometries for which no underlying spacetime is assumed. We propose ta…

2012-09-28abs ↗pdf ↗

This paper establishes strong lower bounds for learning in revealing POMDPs.

problem Understanding the fundamental limits of reinforcement learning in revealing partially observable Markov Decision Processes (POMDPs).
method Develops strong PAC and regret lower bounds for learning in revealing POMDPs using multi-step revealing POMDPs as a case study.
result Strong polynomial lower bounds for learning in revealing POMDPs, achieving significantly smaller gaps against current upper bounds.

We are motivated by problems that arise in a number of applications such as Online Marketing and Explosives detection, where the observations are usually modeled using Poisson statistics. We model each observation as a Poisson random variable whose mean is a sparse linear superposition of known patterns. Unlike many co…

2015-01-21abs ↗pdf ↗

Final part of a series on nonlinear observers on Riemannian metrics, establishing conditions for convergence.

problem Ensuring convergence of nonlinear observers on Riemannian metrics.
method Analyzing the nullity of the second fundamental form of the output function and its relationship to the infinite gain margin property.
result Formulated sufficient and necessary conditions for the nullity of the second fundamental form, linking it to the infinite gain margin property.

We show, up to h-cobordism, that the existence and uniqueness of connected sum decompositions of oriented 4-dimensional manifolds is an invariant of homotopy equivalence, assuming that the fundamental group of each summand is "good" in the sense of Freedman and Quinn. On a separate note, we observe that the Borel Conje…

2009-07-02abs ↗pdf ↗

This paper sets fundamental limits for rank-one matrix estimation with varying noise levels.

problem Estimating a rank-one matrix from Gaussian observations with different noise levels across blocks.
method Novel reduction from heterogeneous noise to homogeneous noise, proving asymptotic error bounds.
result Asymptotically exact formulas for minimum mean-squared error in estimating rank-one matrix and factors.

Quantum ELMs use a quantum reservoir to learn from data, with limits on expressivity and scalability.

problem Understanding the limits of quantum ELMs for machine learning tasks.
method Decomposed QELM predictions into Fourier series to analyze expressivity and scalability.
result Expressivity of QELMs is limited by the number of Fourier frequencies and observables, and scalability is hindered by hardware noise and entanglement.

We show that a relatively hyperbolic group quasi-isometrically embeds in a product of finitely many trees if the peripheral subgroups do, and we provide an estimate on the minimal number of trees needed. Applying our result to the case of 3-manifolds, we show that fundamental groups of closed 3-manifolds have linearly …

2012-07-12abs ↗pdf ↗

We define the thin fundamental Gray 3-groupoid S3(M)S_3(M) of a smooth manifold MM and define (by using differential geometric data) 3-dimensional holonomies, to be smooth strict Gray 3-groupoid maps S3(M)C(H)S_3(M) \to C(H), where HH is a 2-crossed module of Lie groups and C(H)C(H) is the Gray 3-groupoid naturally constructed f…

2009-07-15abs ↗pdf ↗

Link prediction is one of the fundamental problems in network analysis. In many applications, notably in genetics, a partially observed network may not contain any negative examples of absent edges, which creates a difficulty for many existing supervised learning approaches. We develop a new method which treats the obs…

2013-01-29abs ↗pdf ↗

We study the computational tractability of PAC reinforcement learning with rich observations. We present new provably sample-efficient algorithms for environments with deterministic hidden state dynamics and stochastic rich observations. These methods operate in an oracle model of computation -- accessing policy and va…

2018-03-01abs ↗pdf ↗

In this paper, we present two observations about static spherically symmetric solutions of the Einstein-Klein-Gordon equations. The first is a comment extending the well-known result of the existence of static states (i.e. standing wave solutions) of the Einstein-Klein-Gordon equations. The second more important observ…

2012-12-27abs ↗pdf ↗

Study finds exact limits for sparse regression with fewer observations than usual.

problem Understanding sparse linear regression with sublinear sparsity.
method Adaptive interpolation method and modified AMP algorithm.
result Exact asymptotic expressions for mutual information and MMSE in sublinear sparsity.

The fundamental group ππ of a Kodaira fibration is, by definition, the extension of a surface group ΠbΠ_b by another surface group ΠgΠ_g, i.e. \[ 1 \rightarrow Π_g \rightarrow π\rightarrow Π_b \rightarrow 1. \] Conversely, we can inquire about what conditions need to be satisfied by a group of that sort in order to be…

2017-06-10abs ↗pdf ↗

We show that a complete flat pseudo-Riemannian homogeneous manifold with non-abelian linear holonomy is of dimension at least 14. Due to an example constructed in a previous article by Oliver Baues and the author, this is a sharp bound. Also, we give a structure theory for the fundamental groups of complete flat pseudo…

2012-05-15abs ↗pdf ↗

New taxonomy reveals different detection limits for various types of fraud.

problem Existing fraud detection treats all fraud as the same, ignoring its diverse forms.
method Introduced an observation-mechanism taxonomy with five fraud classes.
result Separate estimation by fraud class outperforms pooled estimation.

This paper is intended to explain, in simple terms, some of the mechanisms and agents common to multiagent financial market simulations. We first discuss the necessity to include an exogenous price time series ("the fundamental value") for each asset and three methods for generating that series. We then illustrate one …

2019-09-25abs ↗pdf ↗

Method estimates observation functions in state-space models without supervision.

problem Unsupervised learning of non-invertible observation functions in nonlinear state-space models.
method Nonparametric generalized moment method using constrained regression.
result Estimates function space of identifiability from state process.

We characterize value functions in partially observable MDPs as semi-algebraic sets.

problem Understanding feasible value functions in partially observable Markov decision processes.
method Characterization of feasible value functions as semi-algebraic sets defined by polynomial inequalities.
result The feasible set of value functions in POMDPs is a semi-algebraic set, not a polytope as in MDPs.

There are various results that frame left-orderability of a group as a geometric property. Indeed, the fundamental group of a 3-manifold is left-orderable whenever the first Betti number is positive; in the case that the first Betti number is zero this property is closely tied to the existence of certain nice foliation…

2010-09-21abs ↗pdf ↗

New method learns spatiotemporal dynamics from random point process observations.

problem Challenges in modeling spatiotemporal dynamics from randomly collected data.
method Integration of neural differential equations, neural point processes, implicit neural representations, and amortized variational inference.
result Significant improvements in predictive accuracy and computational efficiency compared to existing methods.

Paper explores limits of exact inference in structured prediction models.

problem Exact recovery of true labels in graph-based structured prediction models.
method Analyzes necessary and sufficient conditions for exact recovery using maximum likelihood estimation.
result Derives tight conditions for exact recovery, revealing a gap with computationally tractable methods.

Vector embedding is a foundational building block of many deep learning models, especially in natural language processing. In this paper, we present a theoretical framework for understanding the effect of dimensionality on vector embeddings. We observe that the distributional hypothesis, a governing principle of statis…

2018-03-01abs ↗pdf ↗

This research develops approximation theory for OOMs of infinite-dimensional processes.

problem Developing an approximation theory for OOMs of infinite-dimensional processes.
method Establishing an inner product structure and proving continuity of observable operators.
result A fundamental obstacle in making an infinite-dimensional space of future distributions into a Hilbert space is described.

Improved averaging method for noisy observations converges strongly.

problem Noisy observations from random dynamical systems require stable estimates.
method Introduced pp-EMA, a modified exponential moving average with subharmonic weight decay.
result Stochastic convergence guarantees for pp-EMA under mild assumptions.

We explore a model of dark matter called wave dark matter (also known as scalar field dark matter and boson stars) which has recently been motivated by a new geometric perspective by Bray. Wave dark matter describes dark matter as a scalar field which satisfies the Einstein-Klein-Gordon equations. These equations rely …

2013-11-24abs ↗pdf ↗

Testing whether a probability distribution is compatible with a given Bayesian network is a fundamental task in the field of causal inference, where Bayesian networks model causal relations. Here we consider the class of causal structures where all correlations between observed quantities are solely due to the influenc…

2017-01-03abs ↗pdf ↗

An algorithm detects anomalies based on human perception principles.

problem Anomaly detection in data.
method Inspired by Gestalt psychology and Helmholtz principle, the algorithm models anomalies as unexpected elements in random distributions.
result The algorithm efficiently detects anomalies with minimal user intervention and promising results on multivariate data.

Paper develops efficient Bayesian inference for enzymatic SRNs with LNA metamodel.

problem Bayesian inference for nonlinear SDE-based mechanistic models with partial observations and measurement errors.
method Interpretable Bayesian updating LNA metamodel and efficient posterior sampling.
result Proposed approach demonstrates promising performance in empirical studies.

One of the most fundamental problems in causal inference is the estimation of a causal effect when variables are confounded. This is difficult in an observational study, because one has no direct evidence that all confounders have been adjusted for. We introduce a novel approach for estimating causal effects that explo…

2014-06-02abs ↗pdf ↗