Research
On-device research index

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

Trend · papers per month

127254381508 · Jun 202019922001200920172026
48 results for information projection

We present a number of conditions which are necessary for an n-dimensional projective structure (M,[nabla]) to include the Levi-Civita connection nabla of some metric on M. We provide an algorithm, which effectively checks if a Levi-Civita connection is in the projective class and, in the positive, which finds this con…

2010-03-07abs ↗pdf ↗

The paper studies projections of asset prices under equivalent martingale measures.

problem Understanding the impact of information on asset price bubbles and arbitrage opportunities.
method Analyzes optional projections of local martingales into a smaller filtration under equivalent martingale measures.
result Provides general results and specific examples like inverse Bessel process and stochastic volatility models.

We give a criterion for a projective surface to become a quotient of a fake projective plane. We also give a detailed information on the elliptic fibration of a (2,3)(2,3)-elliptic surface that is the minimal resolution of a quotient of a fake projective plane. As a consequence, we give a classification of Q{\mathbb Q}-h…

2010-10-02abs ↗pdf ↗

Paper proposes PPMM for fast estimation of large-scale OTM.

problem Estimation of large-scale optimal transport maps (OTM) is challenging due to the curse of dimensionality.
method Combines projection pursuit regression and sufficient dimension reduction to adaptively select projection directions.
result PPMM consistently estimates the most informative projection direction and weakly converges to the target OTM.

We propose a generic, Bayesian, information geometric approach to the exploration--exploitation trade-off in multi-armed bandit problems. Our approach, BelMan, uniformly supports pure exploration, exploration--exploitation, and two-phase bandit problems. The knowledge on bandit arms and their reward distributions is su…

2018-05-04abs ↗pdf ↗

Optimal persuasion involves projecting state vectors onto lower-dimensional 'optimal information manifolds'.

problem Optimal persuasion of another agent observing multi-dimensional data.
method Performing non-linear dimension reduction by projecting state vectors onto the 'optimal information manifold'.
result Optimal information design splits information into 'good' and 'bad' components, revealing only the direction of good information.

Develops accelerated methods for optimization using low-dimensional projected-gradient information.

problem Optimization with low-dimensional projected-gradient information and Nesterov acceleration.
method Randomized-subspace Nesterov accelerated gradient methods for smooth convex and strongly convex optimization.
result Established accelerated oracle-complexity guarantees and unified basis for comparing sketch families.

The paper solves portfolio selection using Rényi divergence and optimization.

problem Single-period portfolio selection under CRRA utility.
method Information-theoretic lens, Rényi divergence, Rényi entropy, Blahut-Arimoto-style alternating optimization.
result CRRA portfolio selection is equivalent to a Rényi information-projection problem.

We study the problem of supervised linear dimensionality reduction, taking an information-theoretic viewpoint. The linear projection matrix is designed by maximizing the mutual information between the projected signal and the class label (based on a Shannon entropy measure). By harnessing a recent theoretical result on…

2012-06-27abs ↗pdf ↗

InfoOT improves data alignment by maximizing mutual information.

problem Optimal transport's limitations in handling clusters, outliers, and new data.
method InfoOT extends optimal transport by maximizing mutual information while minimizing distances.
result InfoOT outperforms optimal transport in domain adaptation, cross-domain retrieval, and single-cell alignment.

The paper explores projective structures on curves and their applications in conformal geometry.

problem Finding qualitative information about solutions of Hill equations.
method Detailed description of projective structures and their isomorphism classes, correcting previous inaccuracies.
result The Yamabe problem for curves has no general solutions in a conformal/Möbius ambient space.

The curse of dimensionality is a longstanding challenge in Bayesian inference in high dimensions. In this work, we propose a projected Stein variational gradient descent (pSVGD) method to overcome this challenge by exploiting the fundamental property of intrinsic low dimensionality of the data informed subspace stemmin…

2020-02-09abs ↗pdf ↗

A new method optimizes projection directions for sliced Wasserstein distances.

problem Finding informative projecting directions for sliced Wasserstein distances is computationally expensive.
method Amortized projection optimization to predict directions efficiently.
result Proposed amortized models improve generative modeling performance.

New model estimates higher-order interactions in stochastic processes using lower-dimensional projections.

problem Estimating higher-order interaction effects in stochastic processes with limited data.
method Additive Poisson Process (APP) combines information geometry and generalized additive models to model intensity functions in lower dimensions.
result The model can estimate higher-order intensity functions with sparse data.

Physics-informed neural networks improve by measuring effective dimensionality of constraints.

problem Task interference in physics-informed neural networks due to shared parameter space.
method Introduce effective dimensionality (deffd_{eff}) as an operator invariant to quantify constraints.
result Effective dimensionality measures unconstrained parameter directions, independent of network architecture.

This paper tabulates prime knot projections up to eight double points.

problem Tabulating prime knot projections and their mirror images up to a certain number of double points.
method Systematic flypes and enumeration of tangles with at most four double points, using arrow diagrams.
result Complete table of prime knot projections with their mirror images up to eight double points.

A method to visualize multidimensional local subspaces using implicit differentiation.

problem Understanding the effect of multidimensional projection on local subspaces.
method Implicit function differentiation to analyze local subspaces shaped by multidimensional ellipses.
result Visualization of local subspaces provides insights into the global structure of data.

Random projections help in representing sparse graphs efficiently.

problem Efficiently representing sparse graphs of varying sizes and vertex sets.
method Random projection of adjacency matrices to retain graph functionality and properties.
result Random projections can accurately represent graphs of different sizes and vertex sets in the same space.

By considering the projectivized spectrum of the Jacobi operator, we introduce the concept of projective Osserman manifold in both the affine and in the pseudo-Riemannian settings. If M is an affine projective Osserman manifold, then the modified Riemannian extension metric on the cotangent bundle is both spacelike and…

2013-04-28abs ↗pdf ↗

We consider an important class of signal processing problems where the signal of interest is known to be sparse, and can be recovered from data given auxiliary information about how the data was generated. For example, a sparse Green's function may be recovered from seismic experimental data using sparsity optimization…

2012-12-05abs ↗pdf ↗

STAR improves equivariant and invariant representation learning by routing projection heads.

problem Redundant feature learning in equivariant and invariant representation learning.
method Soft Task-Aware Routing (STAR) for projection heads specialization.
result Lower canonical correlations between invariant and equivariant embeddings.

A new ensemble method using random projections for kNN classification.

problem Improving kNN classification accuracy through ensemble methods.
method Random projection of bootstrap samples into lower dimensions, using extended neighbourhood rule for base learners.
result Enhanced classification accuracy compared to traditional kNN and other ensembles.

Geometric theory of projection heads in self-supervised learning.

problem Dimensional collapse and information invariance trade-off in projection heads.
method Geometric modeling of projection heads as Riemannian metrics, analyzing Hessian eigenvalues, and tracking optimization geometry.
result Smooth nonlinear heads induce negative curvature, preventing collapse; linear and ReLU heads cannot.

Paper introduces a new project control method using Monte Carlo and statistical learning.

problem Project control under uncertainty.
method Integrates Earned Value Methodology with Monte Carlo simulation and statistical learning.
result Estimates probabilities of project success and duration.

We construct Hodge filtered cohomology groups for complex manifolds that combine the topological information of generalized cohomology theories with geometric data of Hodge filtered holomorphic forms. This theory provides a natural generalization of Deligne cohomology. For smooth complex algebraic varieties, we show th…

2012-12-10abs ↗pdf ↗

Exploits class similarity for better machine learning models with confidence labels and projective loss functions.

problem Poor model performance due to confusing similar classes.
method Exploits class similarity with confidence labels and projective loss functions.
result Improved model performance on noisy labels.

Researchers study spectral asymmetry using pseudodifferential projections on the massless Dirac operator.

problem Understanding spectral asymmetry for the massless Dirac operator.
method Constructing a negative order pseudodifferential asymmetry operator from spectral projections.
result Computed the principal symbol of the asymmetry operator, accounting for gauge invariance.