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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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48 results for infinite dimensional reduction

Symplectic method solves infinite-dimensional Schrödinger equations.

problem Solving Schrödinger equations on infinite-dimensional Hilbert spaces with unbounded Hamiltonians.
method Analytic vectors, manifolds modelled on normed spaces, symplectic differential geometry, Marsden--Weinstein reduction.
result Mapped tt-dependent Schrödinger equations onto projective spaces.

Develops robust methods for infinite-dimensional stochastic processes.

problem Measuring covariations in stochastic evolution equations in infinite dimensions.
method Asymptotic theory for jump robust measurement of covariations.
result Identifies scaling limits for realized covariations.

These notes give an introduction to Geometric Invariant Theory and symplectic reduction, with lots of pictures and simple examples. We describe their applications to moduli of bundles and varieties, and their infinite dimensional analogues in gauge theory and the theory of special metrics on algebraic varieties. Donald…

2005-12-17abs ↗pdf ↗

In this article, we give a theorem of reduction of the structure group of a principal bundle P with regular structure group G. Then, when G is in the classes of Lie groups defined by T.Robart [13], we define the closed holonomy group of a connection as the minimal closed Lie subgroup of G for which the previous theorem…

2002-12-11abs ↗pdf ↗

We study an infinite-dimensional hyperkähler reduction introduced by Donaldson and associated with the constant scalar curvature equation on a Riemann surface. It is known that the corresponding moment map equations admit special solutions constructed from holomorphic quadratic differentials. Here we obtain a more gene…

2019-05-23abs ↗pdf ↗

We present a theory for Euclidean dimensionality reduction with subgaussian matrices which unifies several restricted isometry property and Johnson-Lindenstrauss type results obtained earlier for specific data sets. In particular, we recover and, in several cases, improve results for sets of sparse and structured spars…

2014-02-17abs ↗pdf ↗

We introduce a data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space where ba…

2011-08-14abs ↗pdf ↗

This paper simplifies finding least favorable priors by reducing dimensionality.

problem Finding least favorable priors is challenging due to infinite-dimensional optimization.
method Develops a dimensionality reduction method using Bregman divergences.
result Allows use of gradient ascent algorithms for finding least favorable priors.

We revisit the geodesic approach to ideal hydrodynamics and present a related geometric framework for Newton's equations on groups of diffeomorphisms and spaces of probability densities. The latter setting is sufficiently general to include equations of compressible and incompressible fluid dynamics, magnetohydrodynami…

2020-01-05abs ↗pdf ↗

In this paper an extended CPR decomposition theorem for Finsler symmetric spaces of semi-negative curvature in the context of reductive structures is proven. This decomposition theorem is applied to give a geometric description of the complexification of some infinite dimensional homogeneous spaces.

2013-07-03abs ↗pdf ↗

In real algebraic geometry, Lojasiewicz's theorem asserts that any integral curve of the gradient flow of an analytic function that has an accumulation point has a unique limit. Lojasiewicz proved this result in the early 1960s as a consequence of his gradient inequality. Many problems in calculus of variations are que…

2014-02-20abs ↗pdf ↗

A new deep neural network tackles nonlinear functional regression with improved dimensionality reduction.

problem Nonlinear functional regression in infinite-dimensional functional data analysis.
method Functional deep neural network with adaptive kernel embedding and projection steps.
result Explicit rates of approximating nonlinear smooth functionals are derived, and the network is shown to be effective in both simulated and real datasets.

We survey the role of symmetry in diffeomorphic registration of landmarks, curves, surfaces, images and higher-order data. The infinite dimensional problem of finding correspondences between objects can for a range of concrete data types be reduced resulting in compact representations of shape and spatial structure. Th…

2014-12-23abs ↗pdf ↗

We discuss a natural extension of the Kähler reduction of Fujiki and Donaldson, which realises the scalar curvature of Kähler metrics as a moment map, to a hyperkähler reduction. Our approach is based on an explicit construction of hyperkähler metrics due to Biquard and Gauduchon. This extension is reminiscent of how o…

2018-11-05abs ↗pdf ↗

Uniform proof for ultradifferentiability in various classes and dimensions.

problem Generalizing ultradifferentiability conditions to multidimensional cases and infinite dimensional spaces.
method Uniform proof approach that works in all cases and dimensions, including infinite dimensional Banach spaces and convenient vector spaces.
result Characterization of ultradifferentiability for general analytic germs and functions.

The paper defines a critical value for a magnetic system and extends solutions beyond blow-up.

problem Analyzing blow-up behavior and extending solutions for a magnetic system.
method Formulated as a magnetic geodesic equation on an infinite-dimensional Lie group, computed Mañé's critical value, established Hopf-Rinow theorem.
result Computed Mañé's critical value for the magnetic two-component Hunter-Saxton system and extended solutions beyond blow-up.

The paper solves integrable systems of PDEs, including famous equations.

problem Constructing solutions for multicomponent integrable PDEs.
method Reduction to a finite-dimensional system, using Nijenhuis geometry.
result Animations of multi-component soliton and cnoidal solutions.

Normal forms for equivariant maps in infinite dimensions established.

problem Establishing normal forms for equivariant maps in infinite-dimensional manifolds.
method Inspired by Lyapunov-Schmidt reduction and Kuranishi method, uses Slice Theorem for Fréchet manifolds.
result Abstract moduli spaces of equivariant maps are locally modeled on quotient by a compact group.

A novel method reduces dimensionality for filtering SRNs with observed variables.

problem Challenges in estimating hidden state variables in SRNs with limited observations.
method Filtered Markovian Projection (Filtered MP) for dimensionality reduction in filtering.
result Filtered MP guarantees consistency and superior computational efficiency in high dimensions.

The popular cubic smoothing spline estimate of a regression function arises as the minimizer of the penalized sum of squares j(Yjμ(tj))2+λab[μ"(t)]2dt\sum_j(Y_j - μ(t_j))^2 + λ\int_a^b [μ"(t)]^2 dt, where the data are tj,Yjt_j,Y_j, j=1,...,nj=1,..., n. The minimization is taken over an infinite-dimensional function space, the space of all functions wi…

2011-11-08abs ↗pdf ↗

A new neural network model reduces features in high-dimensional sequential data.

problem Exponential growth in features of truncated signature transform in high-dimensional data.
method Proposes a neural network model inspired by Convolutional Neural Networks to address feature growth.
result Reduces the number of features efficiently in a data-dependent way.

Neural operators correct PDE residuals to improve BIP solutions.

problem Reducing error in infinite-dimensional Bayesian inverse problems with neural operators.
method Error correction using PDE residuals to improve neural operator approximation.
result Trained neural operators with error correction achieve a quadratic reduction in approximation error.

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 reformulate unsupervised dimension reduction problem (UDR) in the language of tempered distributions, i.e. as a problem of approximating an empirical probability density function by another tempered distribution, supported in a kk-dimensional subspace. We show that this task is connected with another classical prob…

2019-03-12abs ↗pdf ↗

4-manifolds have special topological properties which can be used to get a different view on quantum mechanics. One important property (connected with exotic smoothness) is the natural appearance of 3-manifold wild embeddings (Alexanders horned sphere) which can be interpreted as quantum states. This relation can be co…

2018-11-11abs ↗pdf ↗

We introduce a vector bundle version of the complex Monge-Ampere equation motivated by a desire to study stability conditions involving higher Chern forms. We then restrict ourselves to complex surfaces, provide a moment map interpretation of it, and define a positivity condition (MA positivity) which is necessary for …

2018-04-11abs ↗pdf ↗

Study on Higgs bundles and hyperpolygon spaces using Hitchin metrics.

problem Investigating the Hitchin metric on moduli spaces of Higgs bundles.
method Using Hitchin hyperkähler metric and parabolic Deligne-Hitchin moduli space.
result Rescaled Hitchin metric converges to hyperpolygon space's hyperkähler metric in the semiclassical limit.

We simplify Volterra process predictions by reducing dimensionality and using a tailored deep learning model.

problem Predicting the conditional law of Volterra processes with stochastic volatility is challenging due to high dimensionality and non-smoothness.
method We developed a stable dimension reduction technique onto a low-dimensional statistical manifold of non-positive curvature and introduced a sequentially deep learning model tailored to this geometry.
result Our model can approximate the conditional law of Volterra processes with approximation rates achievable only with very large networks.

Study on infinite-dimensional Heisenberg groups using hypoelliptic heat kernels.

problem Properties of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
method Construction and study of hypoelliptic heat kernels on infinite-dimensional reduced Heisenberg groups.
result Hypoelliptic logarithmic Sobolev inequalities on the space.