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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.

168,695 papers · 148 categories

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236472708944 · Jun 202019922001200920172026
48 results for geometric algorithm

New geometric SDEs and discretizations on Riemannian manifolds with error bounds.

problem Modeling diffusion processes on Riemannian manifolds with geometric SDEs.
method Introduced a new construction of geometric SDEs and provided non-asymptotic error bounds.
result First non-asymptotic error bound for geometric Euler-Murayama discretization.

Establishes geometric convergence of iterative optimization algorithms.

problem Analyzes convergence of iterative optimization algorithms under general assumptions.
method General framework for iterative optimization algorithms, proving asymptotic geometric convergence and providing convergence rates.
result Asymptotic geometric convergence of iterative optimization algorithms with exact rate.

To capture the inherent geometric features of many community detection problems, we propose to use a new random graph model of communities that we call a Geometric Block Model. The geometric block model generalizes the random geometric graphs in the same way that the well-studied stochastic block model generalizes the …

2017-09-16abs ↗pdf ↗

This work investigates a mixture of LMC and RMHMC with MMALA for geometric ergodicity.

problem Lack of geometric ergodicity study in Riemannian manifold and Lagrangian Monte Carlo methods.
method Investigates a mixture of LMC and RMHMC with MMALA to achieve geometric ergodicity.
result Demonstrates geometric ergodicity in the mixture of LMC and RMHMC with MMALA.

Adyan and Rabin showed that most properties of groups cannot be algorithmically recognized from a finite presentation alone. We prove that, if one is also given a solution to the word problem, then the class of fundamental groups of closed, geometric 3-manifolds is algorithmically recognizable. In our terminology, the …

2012-10-07abs ↗pdf ↗

Improved private geometric median estimation with nearly-linear time complexity.

problem Estimating the geometric median of a dataset while maintaining privacy.
method Improved algorithm using subsampling and geometric aggregation, achieving nearly-linear runtime.
result Achieves the same approximation quality as previous methods but with nearly-linear runtime.

The geometric intersection number of a curve on a surface is the minimal number of self-intersections of any homotopic curve, i.e. of any curve obtained by continuous deformation. Given a curve cc represented by a closed walk of length at most \ell on a combinatorial surface of complexity nn we describe simple algo…

2015-11-30abs ↗pdf ↗

This paper introduces online algorithms to estimate robust geometric median in large data streams.

problem Detecting outliers in large data sets using robust statistical measures.
method Online stochastic Newton methods for estimating the geometric median.
result Rates of convergence for online estimation of the geometric median.

We propose a geometric algorithm for topic learning and inference that is built on the convex geometry of topics arising from the Latent Dirichlet Allocation (LDA) model and its nonparametric extensions. To this end we study the optimization of a geometric loss function, which is a surrogate to the LDA's likelihood. Ou…

2016-10-27abs ↗pdf ↗

We construct the solution to the periodic Cauchy problem of the Schrödinger flow on the sphere. Such construction of solutions is formulated explicitly and therefore a geometric algorithm of solving this periodic Cauchy problem follows. Theoretical and experimental results will be discussed.

2019-05-15abs ↗pdf ↗

This thesis classifies pseudo-Anosov homeomorphisms using geometric Markov partitions.

problem Classifying pseudo-Anosov homeomorphisms up to topological conjugacy.
method Algorithmic approach using geometric Markov partitions.
result Geometric type is a complete invariant of conjugation.

Why and how that deep learning works well on different tasks remains a mystery from a theoretical perspective. In this paper we draw a geometric picture of the deep learning system by finding its analogies with two existing geometric structures, the geometry of quantum computations and the geometry of the diffeomorphic…

2017-10-30abs ↗pdf ↗

We construct geometric shrinkage priors for Kählerian signal filters. Based on the characteristics of Kähler manifolds, an efficient and robust algorithm for finding superharmonic priors which outperform the Jeffreys prior is introduced. Several ansätze for the Bayesian predictive priors are also suggested. In particul…

2014-08-28abs ↗pdf ↗

The geometric block model is a recently proposed generative model for random graphs that is able to capture the inherent geometric properties of many community detection problems, providing more accurate characterizations of practical community structures compared with the popular stochastic block model. Galhotra et al…

2019-11-15abs ↗pdf ↗

Unified framework for geometric computation of minimum-area homotopy.

problem Computing the minimum homotopy area of a closed curve.
method Unified combinatorial word approach combining geometric and algebraic methods.
result Unified geometric proof and constructive algorithm for minimum area homotopy.

New technique tracks geometric properties to correct base algorithms' poor performance.

problem Discrepancy between empirical performance and theoretical regret bounds in linear bandits.
method Data-driven technique that incorporates geometric information to formulate frequentist regret bound.
result Course-corrected algorithms achieve minimax optimal regret of ildeO(dT) ilde{\mathcal{O}}(d\sqrt{T}).

We give a recipe to compute the geometric intersection number of an integral lamination with a particular type of integral lamination on an n-times punctured disk. This provides a way to find the geometric intersection number of two arbitrary integral laminations when combined with an algorithm of Dynnikov and Wiest.

2012-06-22abs ↗pdf ↗

Viewing Dehn's algorithm as a rewriting system, we generalise to allow an alphabet containing letters which do not necessarily represent group elements. This extends the class of groups for which the algorithm solves the word problem to include nilpotent groups, many relatively hyperbolic groups including geometrically…

2007-06-20abs ↗pdf ↗

We introduce a new geometric approach that constructs a transition kernel of Markov chain. Our method always minimizes the average rejection rate and even reduce it to zero in many relevant cases, which cannot be achieved by conventional methods, such as the Metropolis-Hastings algorithm or the heat bath algorithm (Gib…

2011-06-17abs ↗pdf ↗

In this paper, we investigate the geometric structure of activation spaces of fully connected layers in neural networks and then show applications of this study. We propose an efficient approximation algorithm to characterize the convex hull of massive points in high dimensional space. Based on this new algorithm, four…

2019-04-02abs ↗pdf ↗

Braids can be represented geometrically as curve diagrams. The geometric complexity of a braid is the minimal complexity of a curve diagram representing it. We introduce and study the corresponding notion of geometric generating function. We compute explicitly the geometric generating function for the group of braids o…

2015-03-02abs ↗pdf ↗

We propose a low-rank approach to learning a Mahalanobis metric from data. Inspired by the recent geometric mean metric learning (GMML) algorithm, we propose a low-rank variant of the algorithm. This allows to jointly learn a low-dimensional subspace where the data reside and the Mahalanobis metric that appropriately f…

2018-06-14abs ↗pdf ↗

A new geometrical setting for classical field theories is introduced. This description is strongly inspired in the one due to Skinner and Rusk for singular lagrangians systems. For a singular field theory a constraint algorithm is developed that gives a final constraint submanifold where a well-defined dynamics exists.…

2002-02-07abs ↗pdf ↗

We give a more geometric approach to an algorithm for deciding whether two hyperbolic 3-manifolds are homeomorphic. We also give a more algebraic approach to the homeomorphism problem for geometric, but non-hyperbolic, 3-manifolds.

2012-11-01abs ↗pdf ↗

GeoAdaLer enhances geometric understanding of Adam for stochastic optimization.

problem Understanding geometric principles behind Adam's success in stochastic optimization.
method Introduces GeoAdaLer, an adaptive learning method based on geometric properties.
result Extends interpretability and effectiveness in complex optimization scenarios.

Randomized Geometric Algebra for Convex Neural Networks Optimizes Transfer Learning.

problem Training neural networks to global optimality via convex optimization.
method Randomized algorithms in Clifford's Geometric Algebra for hypercomplex vector spaces.
result Convex optimization and geometric algebra improve LLMs' robustness and reliability in transfer learning.

This paper presents a method to obtain geometric registrations between high-genus (g1g\geq 1) surfaces. Surface registration between simple surfaces, such as simply-connected open surfaces, has been well studied. However, very few works have been carried out for the registration of high-genus surfaces. The high-genus t…

2013-05-10abs ↗pdf ↗

The rate of convergence of weighted kernel herding (WKH) and sequential Bayesian quadrature (SBQ), two kernel-based sampling algorithms for estimating integrals with respect to some target probability measure, is investigated. Under verifiable conditions on the chosen kernel and target measure, we establish a near-geom…

2019-07-19abs ↗pdf ↗

Normal-bundle bootstrap generates new data preserving geometric structure.

problem Probabilistic models often exhibit salient geometric structure.
method NBB method decomposes probability measure into manifold and normal spaces, estimates manifold as density ridge, and generates new data by bootstrapping projection vectors.
result NBB generates new data that preserves the geometric structure of a given data set.