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.

168,742 papers · 148 categories

Trend · papers per month

4692137183 · May 202619922001200920172026
48 results for intrinsic walk stability

We construct a new type of quantum walks on simplicial complexes as a natural extension of the well-known Szegedy walk on graphs. One can numerically observe that our proposing quantum walks possess linear spreading and localization as in the case of the Grover walk on lattices. Moreover, our numerical simulation sugge…

2015-07-05abs ↗pdf ↗

On a sub-Riemannian manifold we define two type of Laplacians. The \emph{macroscopic Laplacian} ΔωΔ_ω, as the divergence of the horizontal gradient, once a volume ωω is fixed, and the \emph{microscopic Laplacian}, as the operator associated with a sequence of geodesic random walks. We consider a general class of rando…

2015-03-02abs ↗pdf ↗

We define the intrinsic scale at which a network begins to reveal its identity as the scale at which subgraphs in the network (created by a random walk) are distinguishable from similar sized subgraphs in a perturbed copy of the network. We conduct an extensive study of intrinsic scale for several networks, ranging fro…

2019-01-15abs ↗pdf ↗

The paper proves stability of the positive mass theorem using intrinsic flat convergence.

problem Stability of the positive mass theorem in mathematical relativity.
method Intrinsic flat convergence of points and applications to stability.
result Revisits and strengthens the stability results for graphical hypersurfaces of Euclidean space.

Stability of positive mass theorem for hyperbolic manifolds studied.

problem Stability of the positive mass theorem for asymptotically hyperbolic manifolds.
method Adapted intrinsic flat distance approach to show stability for a class of manifolds.
result Stability of the positive mass theorem for a class of asymptotically hyperbolic graphical manifolds.

Market activity scales near a constant of 0.632 in intrinsic time.

problem Understanding the stability of market scaling laws.
method Modeling market directional changes as a memoryless exponential hazard process and identifying the intrinsic time scaling constant.
result The intrinsic time scaling constant is 11/e=0.6321 - 1/e = 0.632.

We describe random walk boundaries (in particular, the Poisson--Furstenberg, or PF-boundary) for a vast family of groups in terms of the hyperbolic boundary of a special free subgroup. We prove that almost all trajectories of the random walk (with respect to an arbitrary nondegenerate measure on the group) converge to …

2007-07-07abs ↗pdf ↗

The paper proves stability of manifolds with boundary under volume and distance constraints.

problem Stability of manifolds with boundary under volume and distance constraints.
method Volume preserving intrinsic flat convergence of metrics with boundary constraints.
result The stability of manifolds with boundary under volume and distance constraints is proven.

Unsupervised Domain Adaptation (DA) is used to automatize the task of labeling data: an unlabeled dataset (target) is annotated using a labeled dataset (source) from a related domain. We cast domain adaptation as the problem of finding stable labels for target examples. A new definition of label stability is proposed, …

2017-06-16abs ↗pdf ↗

Model place cells as spatial embeddings for efficient path planning and cognitive map construction.

problem Encoding spatial navigation in the hippocampus.
method Model place cells using spectral decomposition of multi-step random walk transition kernels, inducing sparsity and adjacency.
result Place cells encode spatial information through non-negativity and inner-product structure, forming a cognitive map.

GANs can learn stylized facts of financial time series, but performance varies by architecture.

problem Capturing stylized facts of financial time series using GANs.
method Examination of GANs' ability to learn stylized facts of financial time series, focusing on univariate and multivariate data.
result GANs can capture stylized facts of financial time series, but performance varies by architecture.

Stabilization operation for high-dimensional contact manifolds, proving many links are non-simple.

problem Understanding the structure and properties of high-dimensional contact manifolds.
method Definition and proof of stabilization operation for codimension 2 contact submanifolds in dim5\dim \geq 5 contact manifolds.
result Many transverse links are non-simple.

In a previous paper we introduced a notion of "genericity" for countable sets of curves in the curve complex of a surface S, based on the Lebesgue measure on the space of projective measured laminations in S. With this definition we prove that for each fixed g > 1 the set of irreducible genus g Heegaard splittings of h…

2010-02-23abs ↗pdf ↗

In this paper we explain the wild fluctuations of financial prices from the intrinsic amplifying feedback of speculative supply and demand. Formally, we show that an asset return follows a multiplicative random growth with exogenous input, which is well-known to be a generic power-law generating process, and which coul…

2015-08-10abs ↗pdf ↗

New framework improves worst-case generalization bounds for stochastic optimization.

problem Challenges in providing generalization guarantees for stochastic optimization algorithms.
method Introduces random set stability and empirically relevant complexity measures to avoid intractable mutual information terms.
result Bounded worst-case generalization error in terms of random set stability and empirically relevant complexity measures.

We bound the locations of outermost minimal surfaces in geometrostatic manifolds whose ADM mass is small relative to the separation between the black holes and prove the Intrinsic Flat Stability of the Positive Mass Theorem in this setting.

2017-07-10abs ↗pdf ↗

Neumann eigenmaps improve landmark-based diffusion map embeddings.

problem Landmark-based diffusion map embeddings can be computationally inefficient and unstable.
method NeuMaps use a renormalized Neumann Laplacian for eigendecomposition, incorporating landmarks as a subgraph.
result NeuMaps offer a computationally efficient and stable embedding method.

eDCF estimates intrinsic dimension using local connectivity.

problem Challenges in estimating intrinsic dimension due to scale dependence.
method eDCF: a novel, scalable, and parallelizable method based on Connectivity Factor (CF).
result eDCF consistently matches leading estimators with comparable MAE and higher exact intrinsic dimension match rates.

Let ΓΓ be a relatively hyperbolic group and let μμ be an admissible symmetric finitely supported probability measure on ΓΓ. We extend Floyd-Ancona type inequalities up to the spectral radius of μμ. We then show that when the parabolic subgroups are virtually abelian, the Martin boundary of the induced random walk o…

2019-09-04abs ↗pdf ↗

This paper presents VEC-NBT, a variation on the unsupervised graph clustering technique VEC, which improves upon the performance of the original algorithm significantly for sparse graphs. VEC employs a novel application of the state-of-the-art word2vec model to embed a graph in Euclidean space via random walks on the n…

2017-08-26abs ↗pdf ↗

Stability of biharmonic maps in critical dimension proven.

problem Stability of biharmonic maps between manifolds in critical dimension.
method Generalization of Morse stability theory to biharmonic maps, development of strong energy quantization method.
result Strong energy quantization in a wide class of problems in geometric analysis.

We propose and analyze two new MCMC sampling algorithms, the Vaidya walk and the John walk, for generating samples from the uniform distribution over a polytope. Both random walks are sampling algorithms derived from interior point methods. The former is based on volumetric-logarithmic barrier introduced by Vaidya wher…

2017-10-23abs ↗pdf ↗

The paper introduces walks with jumps for modeling neuron activity in hyperbolic space.

problem Encoding neuron activity sequences in hyperbolic space.
method Introducing walks with jumps in hyperbolic geometry to model neuron activity.
result Endpoints of walks with jumps do not fully encode the sequence of jump times.

Unified view on random walk and Weisfeiler-Leman kernels, improving accuracy.

problem Improving graph kernel methods for better classification accuracy.
method Define and analyze walk-based node refinement methods, relate to Weisfeiler-Leman test, and introduce new walk-based kernels.
result Walk-based kernels are as expressive as Weisfeiler-Leman subtree kernel but support non-strict neighborhood comparison.

Local limit theorem for random walks on hyperbolic groups with parabolic subgroups.

problem Analyzing the behavior of random walks on relatively hyperbolic groups.
method Study of convergent random walks with finite derivative of Green function at spectral radius.
result Proves a local limit theorem for the probability of returning to the origin.