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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.

169,181 papers · 148 categories

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3507001,0501,400 · Jun 202019922001200920182026
48 results for geometric data processing

The paper analyzes diffusion condensation for data geometry and topology.

problem Understanding the geometry and topology of high-dimensional data.
method Time-inhomogeneous diffusion process with geometric, spectral, and topological analysis.
result The condensation process defines intrinsic condensation homology and ambient persistent homology.

LightGCNet simplifies AI for soft sensors, reducing complexity and training time.

problem Complex and resource-intensive deep learning models for soft sensors.
method LightGCNet uses compact angle constraints and node pool strategy for efficient learning.
result LightGCNet achieves small network size, fast learning, and good generalization.

Develops geometric causal models for causal inference from dependent data.

problem Causal inference from structured, dependent data (e.g., spatial, network, molecular).
method Geometric causal models (GCMs) exploiting symmetries of data generating process, combining group theory, ergodic theory, and Bayesian inference.
result Establishes identification and estimation of causal effects from dependent data.

We study how resetting affects geometric Brownian motion, showing it becomes stationary but remains non-ergodic.

problem Effects of stochastic resetting on geometric Brownian motion.
method Analysis of geometric Brownian motion under stochastic resetting.
result Resetting makes geometric Brownian motion stationary but non-ergodic.

This study examines Gaussian processes on Riemannian manifolds and proves contraction rates.

problem Comparing intrinsic vs. extrinsic Gaussian processes on Riemannian manifolds.
method Proves optimal contraction rates for intrinsic Matérn Gaussian processes on compact Riemannian manifolds.
result Intrinsic Gaussian processes on Riemannian manifolds achieve better performance than extrinsic ones.

Study warranty costs using alternating geometric process models.

problem Evaluate warranty servicing costs with varying repair times and product ages.
method Model repair and operational times using alternating geometric processes and derive new results for finite horizon.
result New insights into warranty costs under different warranty types.

Active learning method for high-dimensional data using diffusion processes.

problem High-dimensional data labeling with limited labels.
method Learning intrinsic data geometries through diffusion processes on graphs, using diffusion distances to parametrize low-dimensional structures.
result The method achieves high-accuracy labelings with only a small number of carefully chosen labels.

New scalable geometric framework for SPD matrices.

problem Costly spectral computations in SPD matrix analysis.
method Efficient computation of extreme generalized eigenvalues through Hilbert and Thompson geometries of the semidefinite cone.
result Existence and uniqueness of a novel iterative mean of SPD matrices.

The paper proposes estimators for bid-ask spreads with and without serial dependence.

problem Estimating bid-ask spreads in financial markets with and without serial dependence.
method The authors propose moment-based estimators for bid-ask spreads, considering both geometric Brownian motion and geometric fractional Brownian motion for price dynamics, and Ornstein-Uhlenbeck process for microstructure noise.
result The estimators are consistent and asymptotically normal, and perform well compared to existing approaches on simulated data.

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.

Geometric framework for SPD matrices preserving subspace structures.

problem Processing SPD-valued data with preserved subspace structures.
method Thompson geometry of the semidefinite cone, extreme generalized eigenvalues, geodesic space structure.
result Novel inductive mean of SPD matrices based on Thompson geometry.

New approach to control diffusion processes with soft constraints.

problem Finding an optimal diffusion process with a target terminal distribution.
method Generalized Schrödinger bridge problem with soft constraints, solving for a geometric mixture of target and other distributions.
result The terminal distribution of the optimally controlled process is a geometric mixture of the target and another distribution.

This work proposes a geometric approach to equivariant message passing on Riemannian manifolds.

problem Efficiently processing data on Riemannian manifolds with equivariance.
method Geometric insight into equivariant message passing on Riemannian manifolds, using an equivariant embedding and diffusion process.
result A new class of equivariant GNNs on Riemannian manifolds.

Study explains Zipf's law using geometric mechanisms from a finite alphabet.

problem Explains Zipf's law in language without relying on linguistic elements.
method Uses the Full Combinatorial Word Model (FCWM) to generate geometric distributions of word lengths.
result Supports predictions of power-law rank-frequency curves, matching various languages.

Researchers study the geometric properties of a specific type of stable processes.

problem Understanding the information geometry of tempered stable processes.
method Derivation of α-divergence, Fisher information matrices, and α-connections.
result Obtained Fisher information matrices and α-connections for statistical manifolds.

Proposes IIKL for preserving geometric properties of non-Euclidean data.

problem Loss of geometric information in non-Euclidean data representation.
method IIKL method builds Riemannian manifold and isometrically induces metric.
result Preserves geometric structure of original data in 3D and high-dimensional datasets.

Paper develops novel privacy mechanism for Riemannian manifold data using geometric analysis and heat diffusion.

problem Privacy-preserving estimation of generalized Frechet mean on Riemannian manifolds.
method Characterizes Renyi divergence via Harnack inequalities, introduces mechanisms based on heat diffusion and Langevin process.
result Proposes mechanisms for nonnegative and general Riemannian manifolds with detailed utility analyses.

The paper introduces a new method to measure the shape relations between biological objects using r-parallel sets.

problem The influence of neighboring objects on the shape and function of biological objects.
method The authors develop a theory based on spatial point processes to measure the geometrical interaction between objects.
result The proposed measures provide detailed information about the shape of individual objects and their interactions.

Solves optimal liquidation problem for stock price following geometric Brownian motion.

problem Optimal liquidation problem for stock price process following geometric Brownian motion.
method Functional analysis tools; working in terms of cash.
result Explicit solution to the problem, extending to stochastic drift.

The paper proposes methods for volumetric parameterization of 3D solid manifolds.

problem Complex structure of solid manifolds makes conventional approaches ineffective.
method Incorporates models to preserve geometric structure, achieve density equalization, and balance distortions.
result Various 3D manifold parameterizations with different properties can be achieved.

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.

A new method for group invariant machine learning using geometric projections.

problem Supervised group invariant and equivariant machine learning.
method Geometric topology approach involving projection of input data into a geometric space parametrizing symmetry group orbits.
result Improvement in accuracy compared to existing methods.

We solve the Plateau problem for marginally outer trapped surfaces in general Cauchy data sets. We employ the Perron method and tools from geometric measure theory to force and control a blow-up of Jang's equation. Substantial new geometric insights regarding the lower order properties of marginally outer trapped surfa…

2007-11-27abs ↗pdf ↗

This work extends Tweedie's formulae to non-Gaussian processes for better diffusion model generation.

problem Limited exploration of non-Gaussian diffusion models and corresponding Tweedie's formulae.
method Extended Tweedie's formulae to geometric Brownian motion, squared Bessel, and Cox-Ingersoll-Ross processes.
result Demonstrated potential of non-Gaussian models in image and financial time series generation.

Proposes Gaussian process priors on graph sets with geometric structure.

problem Defining Gaussian process priors on sets of graphs with geometric structure.
method Defines priors respecting graph geometric structure, analogous to Euclidean isotropic processes.
result Efficient computational technique for evaluating priors' kernels, making them usable in toolboxes.

Study matches two noisy point clouds with geometric transformations and relabeling.

problem Matching two noisy point clouds with orthogonal transformations and relabeling.
method Information-theoretic results and Ping-Pong algorithm for computational alignment.
result The Ping-Pong algorithm retrieves the planted signal after one step.

Invites probabilistic approach to Kähler-Einstein metrics via random point processes.

problem Constructing Kähler-Einstein metrics on complex projective algebraic manifolds.
method Large N-limit from random point processes defined by algebro-geometric data; variational approach for positive Ricci curvature.
result Convergence of metrics to Kähler-Einstein metrics under specific conditions.

Paper studies long-run risk optimization with dyadic impulses for unbounded processes.

problem Long-run risk optimization problem with unbounded and non-uniformly ergodic processes.
method Adapting weight norm approach, combining geometric drift and local minorization property.
result Existence of solution to Bellman equation for risk-averse parameters.

Geometric approach to quantum thermodynamics models state spaces and processes.

problem Quantum thermodynamics in the regime of non-equilibrium states.
method Contact geometry and principal fiber bundles to model quantum state spaces and processes.
result Geometric formulation reveals the fundamental thermodynamic relations and unattainability of the third law.

We quantify Peter Scott's Theorem that surface groups are locally extended residually finite (LERF) in terms of geometric data. In the process, we will quantify another result by Scott that any closed geodesic in a surface lifts to an embedded loop in a finite cover.

2012-04-23abs ↗pdf ↗

A novel approach models rating transitions using Lie groups and Deep Learning.

problem Modeling rating transitions with geometric properties and stochastic processes.
method Introducing Itô-SDEs on Lie groups, using TimeGAN for calibration, and examining rating matrix properties.
result The geometric approach using Lie groups and Deep Learning generates a good fit for rating transitions.