Geometric Gaussian approximations capture any distribution.
problem Approximating complex probability distributions.
method Geometric Gaussian approximations through diffeomorphisms or exponential maps.
result Geometric Gaussian approximations are universal, capturing any distribution.
New geometric proof of convex function differentiability and approximation.
problem Second-order differentiability of convex functions and their approximations.
method Elementary geometric approach to prove classical and recent results.
result New proofs of Lusin approximation of convex functions and bodies by C1,1 functions. This paper develops a general method for constructing Poisson integrators.
problem Lack of a general theory for Poisson integrators due to geometric challenges.
method Adapting structural results about symplectic realizations to create geometric approximations.
result Developed a general approach for constructing geometric integrators on Poisson manifolds.
Flexible approach for normal approximations in geometric and topological statistics.
problem Normal approximation for complex statistics not expressible as sums of score functions.
method Flexible add-one cost operator combined with strong stabilization theory.
result Established normal approximation results for geometric and topological statistics.
Equivariant networks improve geometric prediction without scalar approximations.
problem Efficiently predicting geometric tensors in real-world scenarios.
method Equivariant networks for geometric prediction.
result Equivariant networks can generalize to unseen systems for geometric prediction.
The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.
problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.
Deep learning approximates geometric measures of planar curves.
problem Approximating differential invariants of planar curves.
method Utilizing deep neural networks to estimate geometric measures of planar curves.
result Deep neural networks can learn to overcome instabilities and sampling artifacts.
The paper studies geometric properties of quasi-trees and tree approximations.
problem Geometric properties and tree approximations of quasi-trees.
method Construction of a tree approximating quasi-trees, proving quasi-isometric properties.
result Every quasi-tree is (1,C)-quasi-isometric to a simplicial tree. There are many methods developed to approximate a cloud of vectors embedded in high-dimensional space by simpler objects: starting from principal points and linear manifolds to self-organizing maps, neural gas, elastic maps, various types of principal curves and principal trees, and so on. For each type of approximator…
Quasispheres can be approximated by smooth spheres.
problem Characterizing quasispheres using geometric conditions.
method Proving every quasisphere is a limit of smooth spheres and providing necessary and sufficient conditions for uniform quasispheres.
result Every quasisphere can be approximated by uniform quasispheres that satisfy specific geometric conditions.
Paper proposes a closed-form formula for geometric Istanbul call options.
problem Pricing geometric Istanbul call options under the Black-Scholes model.
method Second-order Taylor expansion to derive a closed-form approximation.
result The proposed formula accurately approximates GIC values compared to Monte-Carlo simulations.
Study topological quantum mechanics on orbifolds with geometric interpretation.
problem Quantum mechanical models on symplectic orbifolds.
method Explicit orbifold version of quantum HKR map and exact semi-classical approximation.
result Geometric and quantum field theoretic interpretation of orbifold algebraic index.
New approximative kernels improve PDE-G-CNNs for geometric deep learning.
problem Inaccurate approximations of exact kernels in PDE-G-CNNs.
method Developed new approximative kernels that work regardless of spatial anisotropy.
result New kernels provide better error estimates and maintain reflectional symmetries.
A new DL framework preserves geometric structures for causal predictions.
problem Designing deep learning models for geometrically structured data.
method Introduces a universal causal geometric DL framework.
result DL models can approximate any regular map between metric spaces.
Novel approach to financial derivatives pricing using rough path theory.
problem No-arbitrage conditions in financial markets necessitating precise integration methods.
method Developed a polynomial-based approximation class for rough path functionals, extending to non-geometric rough paths.
result Motivated a hypothesis for payoff functionals in financial markets, facilitating analysis.
We explore the connection between two problems that have arisen independently in the signal processing and related fields: the estimation of the geometric mean of a set of symmetric positive definite (SPD) matrices and their approximate joint diagonalization (AJD). Today there is a considerable interest in estimating t…
We consider the problem of efficiently approximating and encoding high-dimensional data sampled from a probability distribution ρ in RD, that is nearly supported on a d-dimensional set M - for example supported on a d-dimensional Riemannian manifold. Geometric Multi-Resolution Analysis (GM…
SRCA reduces high-dimensional data to lower dimensions while preserving geometric structures.
problem High-dimensional datasets with underlying geometric structures.
method Spherical Rotation Component Analysis (SRCA) incorporating geometric loss functions.
result SRCA provides a low-rank spherical representation of data with general theoretic guarantees.
Deep networks improve by progressively refining approximations at each layer.
problem Standard approximation theory doesn't explain the role of intermediate layers in deep neural networks.
method Developed a mixed-activation architecture with a geometric scale interpretation of depth.
result Each intermediate layer approximates the target function with a geometric rate.
Geometric GNNs improve graph discrimination through GWL.
problem Discriminating geometric graphs embedded in Euclidean space.
method Proposed a geometric version of the Weisfeiler-Leman test (GWL) for geometric graphs.
result Characterized the expressive power of geometric GNNs based on physical symmetries.
Survey discusses new ideas in geometric group theory and their applications.
problem Understanding geodesic metric spaces and their equivariant wall structures.
method Introduces and highlights the impact of injective metric spaces and cubical approximation theorem.
result Rich equivariant wall structures in various geodesic metric spaces.
We propose a new analytical approximation to the χ2 kernel that converges geometrically. The analytical approximation is derived with elementary methods and adapts to the input distribution for optimal convergence rate. Experiments show the new approximation leads to improved performance in image classification and …
New method approximates hyperbolic lattices using cube complexes.
problem Metric approximation of hyperbolic lattices by cubulations.
method Study of co-geodesic currents and their intersection number.
result Isometric actions of hyperbolic lattices can be approximated by geometric actions on CAT(0) cube complexes.
Stochastic approximation algorithms show exponential progress bounds.
problem Analyzing the convergence of stochastic approximation algorithms.
method Developed geometric ergodicity proofs to establish exponential concentration bounds.
result Proved faster convergence rates for specific algorithms.
Recent work by Jaffe and Scardicchio has expressed the optical approximation to the Casimir effect as a sum over geometric quantities. The first two authors have developed a technique which uses the complex geometry of the space of oriented affine lines in R3 to describe reflection of rays off a surface. Thi…
This work introduces a geometric approach to probability representation and option pricing.
problem Representing probability distributions geometrically for better understanding and approximation.
method Introducing a geometric representation of probability using implied volatility and geometric transformations.
result Any probability distribution on positive reals can be represented by a planar curve, facilitating approximation and analysis.
Geometrically reformulates the Laplace method for optimal transport.
problem Approximating integrals using the Laplace method without geometric interpretation.
method Introduces the Kim-McCann Riemannian metric to give a geometric formulation of the Laplace method.
result Expresses the first-order term of the Laplace method using geometric objects.
Billiard trajectories and geodesics are closely related geometrically.
problem Understanding the relationship between billiard trajectories and geodesics on surfaces.
method Establishing mutual approximation results for billiard trajectories and geodesic segments on surfaces.
result For Riemannian billiard tables, there are families of fold-type surfaces such that every sequence of geodesic segments on these surfaces has a subsequence that converges to a billiard trajectory.
These notes are intended to be an introduction to the use of approximately holomorphic techniques in almost contact and contact geometry. We develop the setup of the approximately holomorphic geometry. Once done, we sketch the existence of the two main geometric decompositions available for an almost contact or contact…
Any subset of the plane can be approximated by a set of square pixels. This transition from a shape to its pixelation is rather brutal since it destroys geometric and topological information about the shape. Using a technique inspired by Morse Theory, we algorithmically produce a PL approximation of the original shape …
Paper proves GDL models can approximate any continuous function on non-Euclidean data.
problem Processing non-Euclidean data with universal feedforward models.
method Introduces geometric deep learning framework for differentiable manifold geometries.
result GDL models can uniformly approximate any continuous function on compact sets.
Study optimal paths in Zermelo's navigation problem using geometric equations.
problem Optimal control paths in Zermelo's navigation problem.
method Geometric and differential equations approach to obtain precise ODE system.
result Obtained precise equations for optimal trajectories.
Optimal algorithms for Riemannian optimization with reduced complexity.
problem Stochastic optimization on Riemannian manifolds with limited data.
method Zeroth-order Riemannian Averaging Stochastic Approximation algorithms using Riemannian moving-average estimators and novel geometric conditions.
result Achieves optimal sample complexities for generating approximate first-order stationary solutions.
A new method for approximating softmax and Gaussian kernels with reduced error.
problem Approximating softmax and Gaussian kernels with low error.
method Simplex Random Features (SimRFs) and SimRFs+.
result SimRFs provide the smallest MSE among weight-independent geometrically-coupled PRF mechanisms.
For binary classification we establish learning rates up to the order of n−1 for support vector machines (SVMs) with hinge loss and Gaussian RBF kernels. These rates are in terms of two assumptions on the considered distributions: Tsybakov's noise assumption to establish a small estimation error, and a new geometr…
We propose a differentiable nonparametric algorithm, the Delaunay triangulation learner (DTL), to solve the functional approximation problem on the basis of a p-dimensional feature space. By conducting the Delaunay triangulation algorithm on the data points, the DTL partitions the feature space into a series of p-d…
In this paper, we apply the method of approximate transformation groups proposed by Baikov, Gaziziv and Ibragimov, to compute the first-order approximate symmetry for the Gardner equations with the small parameters. We compute the optimal system and analyze some invariant solutions of These types of equations. Particul…
This paper focuses on the pricing of continuous geometric Asian options (GAOs) under a multifactor stochastic volatility model. The model considers fast and slow mean reverting factors of volatility, where slow volatility factor is approximated by a quadratic arc. The asymptotic expansion of the price function is assum…
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.
We give an elementary derivation of the Montgomery phase formula for the motion of an Euler top, using only basic facts about the Euler equation and parallel transport on the 2-sphere (whose holonomy is seen to be responsible for the geometric phase). We also give an approximate geometric interpretation of the geometri…
Convex regression is a promising area for bridging statistical estimation and deterministic convex optimization. New piecewise linear convex regression methods are fast and scalable, but can have instability when used to approximate constraints or objective functions for optimization. Ensemble methods, like bagging, sm…
We use neural networks as control variates with geometric integration techniques.
problem Analytic integration of neural network approximations for variance reduction.
method Integration domain subdivision using computational geometry for MLPs with continuous piecewise linear activation functions.
result Neural networks can be used as control variates with geometric integration methods.
Quantum dynamics reveals hidden geometric structure in data.
problem Understanding complex, high-dimensional datasets through geometric structure.
method Introducing semiclassical and microlocal analysis to data analysis.
result First tractable algorithm for approximating wave dynamics and geodesics on data manifolds.
New game approximates mean curvature flow evolution.
problem Approximating geometric mean curvature flow evolution.
method Two-player zero-sum game with probabilistic elements.
result Value function approximates mean curvature flow.
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.
Geometric framework analyzes bias in variational inference for posterior functionals.
problem Analyzing the bias of posterior functionals under variational approximations.
method Developed a geometric framework to evaluate the bias of posterior functionals using the variational tangent space.
result The leading-order bias of a posterior functional is determined by its component orthogonal to the variational tangent space.
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.
We construct a binomial tree model fitting all moments to the approximated geometric Brownian motion. Our construction generalizes the classical Cox-Ross-Rubinstein, the Jarrow-Rudd, and the Tian binomial tree models. The new binomial model is used to resolve a discontinuity problem in option pricing.