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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.

169,051 papers · 148 categories

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131263394525 · Jun 202019922001200920182026
48 results for infinitesimal perturbation analysis

The pentagram map's limit point is related to infinitesimal perturbations of polygons.

problem Understanding the limit point of the pentagram map and its relation to polygon perturbations.
method Interpreting Glick's operator as the infinitesimal monodromy of a polygon.
result Glick's operator measures the extent to which a perturbed polygon does not close up.

Estimates derivatives of max-stable fields for risk analysis.

problem Estimating derivatives of max-stable random fields.
method Two unbiased stochastic derivative estimation approaches: Likelihood Ratio Method (LRM) and Infinitesimal Perturbation Analysis (IPA).
result Proposes conditions for the validity of LRM and IPA in Brown--Resnick and Smith fields.

Proves infinitesimal rigidity of Hermitian gravitational instantons.

problem Understanding the moduli space of Hermitian gravitational instantons.
method Proof of infinitesimal rigidity and integrability using boundary conditions and conformal Kähler properties.
result Completes the understanding of Hermitian gravitational instantons, both compact and non-compact.

The paper proposes a method to compute higher infinitesimals in numerical and symbolic analysis.

problem Computing higher-order derivatives with higher infinitesimals.
method Automatic differentiation in terms of C-infinity rings and Weil algebras.
result A unifying theoretical framework for multivariate higher-order derivatives.

Using standard analysis only, we present an extension R{^\bullet\R} of the real field containing nilpotent infinitesimals. On the one hand we want to present a very simple setting to formalize infinitesimal methods in Differential Geometry, Analysis and Physics. On the other hand we want to show that these infinitesim…

2003-08-13abs ↗pdf ↗

We consider the Zermelo navigation problem on the ellipsoid of revolution (spheroid) in the presence of a perturbation WW determined by a mild velocity vector field, W<1|W|<1, with application of Finsler metric of Randers type in the context of the corresponding optimal control represented by a time-efficient ship's he…

2016-01-30abs ↗pdf ↗

New framework for higher-order singular-value derivatives of rectangular matrices.

problem Challenging to derive higher-order Fréchet derivatives of singular values in real rectangular matrices.
method Using Kato's analytic perturbation theory for self-adjoint operators and embedding rectangular matrices into block self-adjoint operators.
result Closed-form expressions for the nn-th order spectral variations of singular values.

Extends field theory foundations to infinitesimal spaces, simplifying complex concepts.

problem Develop rigorous foundations for field theory, especially for infinitesimal spaces.
method Formulates local Lagrangian field theory in a new category of thickened smooth sets.
result Establishes a firm foundation for field theory, including tangent bundles and perturbative considerations.

Cauchy used infinitesimals in differential geometry and integral geometry.

problem Applying infinitesimals in differential and integral geometry.
method Using infinitesimals as numbers in differential and integral geometry.
result Valid application of infinitesimals in geometric probability, differential geometry, elasticity, and Dirac delta functions.

On the one hand, we prove that the Clifford torus in C2\mathbb{C}^2 is unstable for Lagrangian mean curvature flow under arbitrarily small Hamiltonian perturbations, even though it is Hamiltonian FF-stable and locally area minimising under Hamiltonian variations. On the other hand, we show that the Clifford torus is r…

2018-02-05abs ↗pdf ↗

We show that every finite volume hyperbolic manifold of dimension greater or equal to 3 is stable under rescaled Ricci flow, i.e. that every small perturbation of the hyperbolic metric flows back to the hyperbolic metric again. Note that we do not need to make any decay assumptions on this perturbation. It will turn ou…

2010-04-12abs ↗pdf ↗

Study analyzes Lévy process structure on manifolds with conjugate points.

problem Microlocal analysis of Lévy processes on manifolds with conjugate points.
method Microlocal analysis, pseudodifferential operators, Fourier integral operators.
result Generator can be expressed as sum of pseudodifferential and Fourier integral operators.

We propose a simple approach to a problem introduced by Galatolo and Pollicott, consisting in perturbing a dynamical system in order for its absolutely continuous invariant measure to change in a prescribed way. Instead of using transfer operators, we observe that restricting to an infinitesimal conjugacy already yield…

2016-06-08abs ↗pdf ↗

In shape analysis, the concept of shape spaces has always been vague, requiring a case-by-case approach for every new type of shape. In this paper, we give a general definition for an abstract space of shapes in a manifold. This notion encompasses every shape space studied so far in the literature, and offers a rigorou…

2015-04-07abs ↗pdf ↗

Novel framework for learning infinitesimal generator of stochastic processes.

problem Challenges in learning infinitesimal generator due to unbounded nature and state space dimensionality.
method Introduces a novel framework based on energy functional, integrates physical priors, and uses reduced-rank estimator in RKHS.
result Learning bounds independent of state space dimension and non-spurious spectral estimation.

F.: Good morning Hermann, I would like to talk with you about infinitesimals. G.: Tell me Pierre. F.: I'm fed up of all these slanders about my attitude to be non rigorous, so I've started to study nonstandard analysis (NSA) and synthetic differential geometry (SDG). G.: Yes, I've read something ... F.: Ok, no problem …

2009-07-10abs ↗pdf ↗

New method discovers symmetries in differential equations from data.

problem Directly identifying Lie symmetries from scattered data without explicit equations.
method Numerical scheme using manifold learning and linear system construction.
result Accuracy and robustness demonstrated in various differential equations.

Generalized differential geometry uses infinitesimals to solve singularities in differential equations.

problem Understanding differential equations with singularities and nonlinearities.
method Introducing infinitesimals and infinities to handle singularities and nonlinearities rigorously.
result A Riemannian manifold can be embedded into a generalized manifold where singularities vanish and products of nonlinearities make sense.

Recently, the infinitesimal moduli space of heterotic G2G_2 compactifications was described in supergravity and related to the cohomology of a target space differential. In this paper we identify the marginal deformations of the corresponding heterotic nonlinear sigma model with cohomology classes of a worldsheet BRST …

2017-10-18abs ↗pdf ↗

DBPA assesses LLM perturbations using frequentist hypothesis testing.

problem Quantifying input perturbation impacts on LLM outputs.
method DBPA reformulates perturbation analysis as frequentist hypothesis testing, using Monte Carlo sampling for empirical null and alternative distributions.
result DBPA provides interpretable p-values and scalar effect sizes for LLM perturbations.

The paper presents a method for detecting jump sizes in crude oil prices.

problem Detecting jump sizes in crude oil price data.
method Sequential hypothesis testing using infinitesimal generators and super-solutions.
result The method improves the Barndorff-Nielsen and Shephard model for derivative and commodity market analysis.

New theory of sensitivity for unbiased estimators using Wasserstein geometry.

problem Estimating the instability of estimators under small perturbations.
method Developed a new theory based on Wasserstein geometry, analogous to classical Cramér-Rao theory.
result Wasserstein-Cramér-Rao lower bound for sensitivity of unbiased estimators.

The paper introduces extremal perturbations for better attribution analysis in deep networks.

problem Identifying input parts responsible for model outputs.
method Extremal perturbations, smooth masks, and technical innovations for computation.
result Demonstrates excellent sensitivity to spatial properties of deep neural networks.

Lyapunov's second theorem is an essential tool for stability analysis of differential equations. The paper provides an analog theorem for incremental stability analysis by lifting the Lyapunov function to the tangent bundle. The Lyapunov function endows the state-space with a Finsler structure. Incremental stability is…

2012-08-14abs ↗pdf ↗

New methods for estimating gradients of expectations using pairwise interactions.

problem Estimating gradients of expectations for complex models.
method Introducing new pairwise stochastic gradient estimators based on the log-derivative trick and reparameterisation.
result New estimators are unbiased and offer variance reduction compared to the log-derivative estimator.

In this paper, we establish an infinitesimal equivariant index formula in the noncommutative geometry framework using Greiner's approach to heat kernel asymptotics. An infinitesimal equivariant index formula for odd dimensional manifolds is also given. We define infinitesimal equivariant eta cochains, prove their regul…

2013-07-31abs ↗pdf ↗

The article reviews how gradient flow systems on hypergraphs connect to information geometry and nonequilibrium physics.

problem Understanding the geometry of perturbed gradient flow systems on hypergraphs.
method Formulating modern nonequilibrium principles within the framework of perturbed gradient flow systems on hypergraphs.
result New concepts like moduli spaces and thermodynamical area are introduced to understand speed limits.

Metric spaces with certain curvature properties are universally infinitesimally Hilbertian.

problem Analyzing the infinitesimal geometry of metric spaces with curvature bounds.
method Proving a metric space with a Gromov-Hausdorff tangent splitting property is universally infinitesimally Hilbertian.
result Metric spaces with curvature bounds are universally infinitesimally Hilbertian.

Improved online Lasso reduces regret in sparse linear contextual bandits.

problem Sparse linear contextual bandit problem with inefficient sampling.
method Perturbed adversary approach to alleviate sampling inefficiency.
result Online Lasso achieves O(kTlogd)\mathcal{O}(\sqrt{kT\log d}) regret bound.

In this paper, we prove that infinitesimal equivariant Chern-Connes characters are well-defined. We decompose an equivariant index as a pairing of infinitesimal equivariant Chern-Connes characters with the Chern character of an idempotent matrix. We compute the limit of infinitesimal equivariant Chern- Connes character…

2014-11-25abs ↗pdf ↗

Paper generalizes connections between Lie groups and affine connections.

problem Exploring properties of infinitesimal groups and affine connections.
method Introducing second-order infinitesimal groups and using them to define Lie brackets and connections.
result Generalized correspondence between symmetric and non-symmetric affine connections.

New analysis shows temperature guarantees generalization in stochastic training.

problem Analyzing the generalization gap in stochastic training algorithms.
method Analyzing Langevin dynamics with positive temperature and bounding the generalization gap.
result Bounding the generalization gap by √(βE[L(θ_0)] + log(1/δ))/√N with probability 1-δ.

Unified analysis of perturbation-based strategies in stochastic and adversarial bandit problems.

problem Optimality of perturbation-based strategies in multi-armed bandit problems.
method Unified regret analysis for stochastic and adversarial settings, using perturbations of sub-Weibull and bounded support.
result Unified bounds for perturbations in both stochastic and adversarial settings, with optimal perturbations of Frechet-type.

We study CR hypersurfaces in C^4 with constant rank Levi form and find their defining equations.

problem CR hypersurfaces in C^4 with constant rank Levi form and their defining equations.
method Obtained a complete normal form for models of real analytic uniformly 2-nondegenerate CR hypersurfaces in C^4.
result Found explicit formulas for infinitesimal symmetries of homogeneous 2-nondegenerate models.