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

51102153204 · Jun 202019922001200920172026
48 results for intrinsic formulation

In this contribution we present an intrinsic description of time-variant Port Hamiltonian systems as they appear in modeling and control theory. This formulation is based on the splitting of the state bundle and the use of appropriate covariant derivatives, which guarantees that the structure of the equations is invari…

2012-07-19abs ↗pdf ↗

Generally accepted depreciation methods do not compute the intrinsic value of an asset, as they do not factor for the Time Value of Money, a key principle within financial theory. This is disadvantageous, as knowing the intrinsic value of an asset can assist with making effective purchase and sale decisions. By applyin…

2016-04-30abs ↗pdf ↗

Intrinsic formulation of noncommutative geometry for quantum gravity.

problem Formalizing noncommutative differential geometry for quantum gravity.
method Geometric definitions and proofs of noncommutative Ricci curvatures and Bianchi identities.
result Quantum fluctuations and curvatures of (pseudo-) Riemannian metrics are renormalizable.

The mathematical problem concerning intrinsic storage optimisation is formulated and solved by means of variational analysis. The solution, though obtained in implicit form, still sheds light on many important features of the optimal exercise strategy. It is shown how the solution depends on different constraint types …

2015-06-22abs ↗pdf ↗

We present an intrinsic formulation of the kinematic problem of two nn-dimensional manifolds rolling one on another without twisting or slipping. We determine the configuration space of the system, which is an n(n+3)2\frac{n(n+3)}2-dimensional manifold. The conditions of no-twisting and no-slipping are decoded by means of …

2010-08-11abs ↗pdf ↗

A new multi-objective RL framework improves intrinsic exploration performance.

problem Sub-optimal exploration performance due to ad-hoc handling of intrinsic exploration.
method A multi-objective RL framework where both exploration and exploitation are optimized as separate objectives.
result EMU-Q method outperforms classic and other intrinsic RL methods on benchmarks.

We prove directly without using a density theorem that (i) the ADM mass defined in the usual way on an asymptotically flat manifold is equal to the mass defined intrinsically using Ricci tensor; (ii) the Hamiltonian formulation of center of mass and the center of mass defined intrinsically using Ricci tensor are the sa…

2014-08-18abs ↗pdf ↗

New approach to Lagrangian systems using intrinsic geometry.

problem Developing a new framework for Lagrangian systems.
method Direct reformulation of Hamiltonian formalism, introduction of spatial equation and spatial-gauge symmetry.
result Covariant and non-covariant canonical variational principles demonstrated for Maxwell equations.

We discuss intrinsic aspects of Krupka's approach to finite-order variational sequences. We give intrinsic isomorphisms of the quotient subsheaves of the short finite-order variational sequence with sheaves of forms on jet spaces of suitable order, obtaining a new finite-order (short exact) variational sequence which i…

2000-01-05abs ↗pdf ↗

A non-Euclidean generalization of conditional expectation is introduced and characterized as the minimizer of expected intrinsic squared-distance from a manifold-valued target. The computational tractable formulation expresses the non-convex optimization problem as transformations of Euclidean conditional expectation. …

2017-10-16abs ↗pdf ↗

Develop intrinsic consensus-based optimization framework on Riemannian manifolds with bounded curvature.

problem Nonconvex optimization on manifolds
method Intrinsic consensus-based optimization on Riemannian manifolds with bounded curvature
result Global convergence of the mean-field equation toward a global minimizer of the objective function.

Let M2M^2 be an oriented 2-manifold and f:M2R3f:M^2\to R^3 a CC^\infty-map. A point pM2p\in M^2 is called a singular point if ff is not an immersion at pp. The map ff is called a front (or wave front), if there exists a unit CC^\infty-vector field νν such that the image of each tangent vector df(X)df(X) (XTM2)(X\in TM^2) is …

2007-04-21abs ↗pdf ↗

Weyl's intrinsic volumes converge to the Euler characteristic of the base manifold under certain metrics.

problem Convergence of intrinsic volumes on Riemannian manifolds.
method Defined a new metric and used it to study the convergence of intrinsic volumes.
result Intrinsic volumes converge to the Euler characteristic of the base manifold.

We take advantage of different generalizations of the tangent manifold to the context of graded manifolds, together with the notion of super section along a morphism of graded manifolds, to obtain intrinsic definitions of the main objects in supermechanics such as, the vertical endomorphism, the canonical and the Carta…

1997-03-24abs ↗pdf ↗

Unified geometric framework for Brownian motion on various manifolds.

problem Modeling Brownian motion on complex Riemannian manifolds.
method Constructing stochastic differential equations with noise and drift terms aligned with Laplace-Beltrami operators.
result Geometrically transparent and mathematically consistent foundation for diffusion processes.

In many sequential decision making tasks, it is challenging to design reward functions that help an RL agent efficiently learn behavior that is considered good by the agent designer. A number of different formulations of the reward-design problem, or close variants thereof, have been proposed in the literature. In this…

2018-04-17abs ↗pdf ↗

We define the notion of characteristic classes for supermanifolds endowed with a homological vector field QQ. These take values in the cohomology of the Lie derivative operator LQL_Q acting on arbitrary tensor fields. We formulate a classification theorem for intrinsic characteristic classes and give their explicit de…

2006-12-20abs ↗pdf ↗

Dirac structures are geometric objects that generalize both Poisson structures and presymplectic structures on manifolds. They naturally appear in the formulation of constrained mechanical systems. In this paper, we show that the evolution equa- tions for nonequilibrium thermodynamics admit an intrinsic formulation in …

2017-04-12abs ↗pdf ↗

In the present work we define the rolling of one pseudo-Riemannian manifold over another without slipping and twisting. We compare the definition of the rolling without slipping and twisting of two manifolds isometrically embedded into a pseudo-Euclidean space with the rolling defined only by the intrinsic data, namely…

2012-10-11abs ↗pdf ↗

We propose networked exponential families to jointly leverage the information in the topology as well as the attributes (features) of networked data points. Networked exponential families are a flexible probabilistic model for heterogeneous datasets with intrinsic network structure. These models can be learnt efficient…

2019-05-22abs ↗pdf ↗

For negatively curved manifolds, a condition is found for intrinsic ultracontractivity of heat semigroups.

problem Investigating intrinsic ultracontractivity for domains in negatively curved manifolds.
method Using volume doubling property, Poincaré inequality, and Li-Yau Gaussian estimate for the Dirichlet heat kernel.
result The reciprocal of the bottom of the spectrum and the supremum of the torsion function are comparable with the square of the capacitary width for small capacitary width.

We study the role of intrinsic motivation as an exploration bias for reinforcement learning in sparse-reward synergistic tasks, which are tasks where multiple agents must work together to achieve a goal they could not individually. Our key idea is that a good guiding principle for intrinsic motivation in synergistic ta…

2020-02-12abs ↗pdf ↗

A generalization of the classical one-dimensional Darboux transformation to arbitrary n-dimensional oriented Riemannian manifolds is constructed using an intrinsic formulation based on the properties of twisted Hodge Laplacians. The classical two-dimensional Moutard transformation is also generalized to non-compact ori…

1996-12-10abs ↗pdf ↗

The paper defines and studies the category of Z-graded manifolds, including their intrinsic structure and formal properties.

problem Understanding the categorical properties and intrinsic structure of Z-graded manifolds.
method Describing local models, explaining formality, and formulating analogues of theorems.
result Proper definitions of objects and morphisms in the category of Z-graded manifolds, and formulation of Batchelor's theorem.

Unified framework for singular statistical models using observable charts.

problem Non-identifiability and breakdown of classical asymptotic theory in singular models.
method Invariant framework based on observable charts to define local coordinate systems in model space.
result Observable order provides a lower bound on KL divergence vanishing rate in singular models.

Geometric mechanics approach to constrained and floating multibody systems using Hamel's equations.

problem Analytical mechanics of constrained and floating multibody systems.
method Geometric approach using bundle structures and connections, with Hamel's equations as a universal non-holonomic formulation.
result Achieved intrinsic splitting and inertial decoupling of reduced Euler-Lagrange equations.

A novel approach to computing barycenters on graph-supported probability measures.

problem Computing weighted averages of measures on graphs.
method Dynamic optimal transport formulation on the simplex, gradient descent on the probability simplex.
result Intrinsic gradient descent provides a coherent framework for synthesizing and analyzing measures on graphs.

Universal AI seeks high-optionality states through empowerment and curiosity.

problem Understanding and optimizing AI behavior in uncertain environments.
method Unified framework combining AIXI and variational empowerment, showing how universal AI agents balance goal-directed behavior with uncertainty reduction curiosity.
result Self-AIXI asymptotically converges to AIXI performance and exhibits power-seeking behavior due to intrinsic motivations.

The aim of this paper is to propose an unambiguous intrinsic formalism for higher-order field theories which avoids the arbitrariness in the generalization of the conventional description of field theories, which implies the existence of different Cartan forms and Legendre transformations. We propose a differential-geo…

2009-06-02abs ↗pdf ↗

The aim of the present paper is to investigate intrinsically the notion of a concircular ππ-vector field in Finsler geometry. This generalizes the concept of a concircular vector field in Riemannian geometry and the concept of a concurrent vector field in Finsler geometry. Some properties of concircular ππ-vector fie…

2012-08-14abs ↗pdf ↗

New Riemannian optimization improves variance estimation in mixed models.

problem Challenges in estimating variance parameters in linear mixed models due to constraints.
method Formulated as an optimization problem on a Riemannian manifold, using Riemannian gradient and Hessian.
result Yields higher quality variance parameter estimates compared to existing methods.

Internal Lagrangians derived from variational principles.

problem Reproducing the principle of stationary action in variational geometry.
method Introducing stationary points of internal Lagrangians, establishing connections with symmetries and conservation laws, and investigating relations between non-degenerate and internal Lagrangians.
result Noether's theorem reformulated in terms of internal Lagrangians.

We discuss a recently proposed variational principle for deriving the variational equations associated to any Lagrangian system. The principle gives simultaneously the Lagrange and the variational equations of the system. We define a new Lagrangian in an extended configuration space ---which we call D'Alambert's--- com…

2001-07-08abs ↗pdf ↗

Introduces intrinsic Hopf-Lax semigroup linking to intrinsic slope.

problem Understanding intrinsic Hopf-Lax semigroup and its relation to intrinsic slope.
method Introduces and proves the link between intrinsic Hopf-Lax semigroup and intrinsic slope.
result Intrinsic Hopf-Lax semigroup is a subsolution of Hamilton-Jacobi type equality.

Let ΩRnΩ\subset \mathbb{R}^n be open and let R\mathcal{R} be a partial frame on ΩΩ, that is a set of mm linearly independent vector fields prescribed on ΩΩ (mnm\leq n). We consider the issue of describing the set of all maps F:ΩRnF:Ω\to\mathbb{R}^n with the property that each of the given vector fields is an eigenvecto…

2017-09-21abs ↗pdf ↗

Curiosity-Critic improves world model training by focusing on cumulative prediction error.

problem Training world models with intrinsic rewards that consider cumulative prediction error.
method Curiosity-Critic uses a surrogate reward based on the difference between current and asymptotic prediction errors, estimated online by a co-trained critic.
result Curiosity-Critic outperforms other methods in training speed and final world model accuracy.

A fundamental problem in differential geometry is to characterize intrinsic metrics on a two-dimensional Riemannian manifold M2{\mathcal M}^2 which can be realized as isometric immersions into R3\R^3. This problem can be formulated as initial and/or boundary value problems for a system of nonlinear partial differential…

2008-05-16abs ↗pdf ↗

We give an elegant formulation of the structure equations (of Cartan) and the Bianchi identities in terms of exterior calculus without reference to a particular basis and without the exterior covariant derivative. This approach allows both structure equations and the Bianchi identities to be expressed in terms of forms…

2015-01-06abs ↗pdf ↗