We deduce from the work of Chen, that the restriction morphism from closed free iterated integrals to closed iterated integrals on loops is onto. We use this to show that the module of higher order invariants of smooth functions is generated by free closed iterated integrals.
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.
Trend · papers per month
We develop a class of integrals on a manifold M called exponential iterated integrals, an extension of K. T. Chen's iterated integrals. It is shown that the matrix entries of any upper triangular representation of the fundamental group of M can be expressed via these new integrals. The ring of exponential iterated inte…
We give a definition of higher dimensional iterated integrals based on integration over membranes. We prove basic properties of this definition and formulate a conjecture which extends Chen's de Rham Theorem for iterated integrals to the membrane case.
The paper approximates financial derivatives using neural networks and iterated integrals.
Chen's iterated integrals are treated within synthetic differential geometry. The main result is that iterated integrals produce a subcomplex of the de Rham complex on the free path space as well as based path spaces.
We represent the coordinate ring of algebraic hulls (which are generalizations of the Malcev completions of nilpotent groups for solvable groups) of solvmanifolds by using Miller's exponential iterated integrals (which are extensions of Chen's iterated integrals) of invariant differential forms.
New method for curve comparison using iterated integrals and moving frames.
Basic elements of integral calculus over algebras of iterated differential forms, are presented. In particular, defining complexes for modules of integral forms are described and the corresponding berezinians and complexes of integral forms are computed. Various applications and the integral calculus over the algebra $…
This paper gives a new definition of the Contou-Carrere symbol in terms of an exponential of a Chen iterated integral and proves the corresponding reciprocity law.
New method uses iterated integrals to bridge geometric and homotopy information.
We introduce a novel class of rotation invariants of two dimensional curves based on iterated integrals. The invariants we present are in some sense complete and we describe an algorithm to calculate them, giving explicit computations up to order six. We present an application to online (stroke-trajectory based) charac…
Analyzes string topology operations using Chen's integrals and homotopy transfer.
Two EP frameworks ensure integrable beliefs in Bayesian estimation problems.
We give a rigorous construction of the path integral in N=1/2 supersymmetry as an integral map for differential forms on the loop space of a compact spin manifold. It is defined on the space of differential forms which can be represented by extended iterated integrals in the sense of Chen and Getzler-Jones-Petrack. Via…
Analyzes -harmonic forms on curved manifolds, proving integrability conditions.
We construct a parallel transport on higher loop spaces of a manifold in term of a higher dimensional generalization of iterated path integrals. Under mild assumptions, we define a de Rham complex on higher loop spaces and we recover a known result of Hain of a de Rham structure on higher homotopy groups of a manifold.…
Spherical T-duality for iterated sphere bundles
A De Rham model for string topology based on the theory of iterated integrals is presented.
Study spherical T-duality and Massey products in iterated sphere bundles.
Solves optimal stopping for Gauss-Markov bridges using time-space transformation.
The paper derives new gradient estimates for nonlinear elliptic equations under integral Ricci curvature bounds.
WaveFit uses fixed-point iteration to create high-quality neural vocoders.
We introduce a novel numerical approach for a class of stochastic dynamic programs which arise as discretizations of backward stochastic differential equations or semi-linear partial differential equations. Solving such dynamic programs numerically requires the approximation of nested conditional expectations, i.e., it…
We give a formula of the Upsilon invariant of any L-space cable knot using and . The integral value of the Upsilon invariant gives a -valued knot concordance invariant. We compute the integral values for L-space iterated cable knots.
Estimates complex Hessian integral for complex Monge-Ampère equations.
We construct bi-invariant total orderings of residually torsion-free nilpotent groups by using Chen's iterated integrals. This construction can be seen as a generalization of the Magnus ordering of the free groups, and equivalent to the classical construction which uses an iteration of central extensions. Our geometric…
This is the first in a series of papers where we prove a conjecture of Deser and Schwimmer regarding the algebraic structure of ``global confor- mal invariants"; these are defined to be conformally invariant integrals of geometric scalars. The conjecture asserts that the integrand of any such integral can be expressed …
Study of spaces of pure braids and string links using diagrams and integrals.
Within a statistical learning setting, we propose and study an iterative regularization algorithm for least squares defined by an incremental gradient method. In particular, we show that, if all other parameters are fixed a priori, the number of passes over the data (epochs) acts as a regularization parameter, and prov…
We use Chen's iterated integrals to integrate representations up to homotopy. That is, we construct an A_infty functor from the representations up to homotopy of a Lie algebroid to those of its infinity groupoid. This construction extends the usual integration of representations in Lie theory. We discuss several exampl…
Paper uses advanced math to embed complex shapes smoothly.
Improved image generation through iterative flow matching to reduce hallucinations.
We introduce a recent symplectic integration scheme derived for solving physically motivated systems with non-separable Hamiltonians. We show its relevance to Riemannian manifold Hamiltonian Monte Carlo (RMHMC) and provide an alternative to the currently used generalised leapfrog symplectic integrator, which relies on …
This paper is a continuation of Akahori-Barsotti-Imamura (2017) and where the authors i) showed that a payment at a random time, which we call timing risk, is decomposed into an integral of static positions of knock-in type barrier options, ii) proposed an iteration of static hedge of a timing risk by regarding the hed…
Researchers find the optimal exercise time for American options using a specific type of diffusion process.
Combines deep learning and iterative methods for robust phase retrieval.
Quantum speedup for Monte Carlo integration reduces integrand calls.
Any two equivalent discrete curves must have the same invariants at the corresponding points under an affine transformation. In this paper, we construct the moving frame and invariants for the discrete centroaffine curves, which could be used to discriminate the same discrete curves from different graphics, and estimat…
The paper uses Fourier integral theorem for estimating multivariate distributions.
Let be a closed hyperbolic surface and be weighted geodesic multicurves which are short on X. We show that the iterated grafting along and is close in the Teichmueller metric to grafting along a single multicurve which can be given explicitly in terms of and . Using this result, we study the h…
A new method reduces speckles in high contrast imaging.
We prove that Wilson loop expectation values for arbitrary simple closed contours obey an area law up to second order in perturbative two-dimensional Yang-Mills theory. Our analysis occurs within a general family of axial-like gauges, which include and interpolate between holomorphic gauge and the Wu-Mandelstam-Liebran…
Improved neural network reconstruction from sparse measurements with theoretical guarantees.
We use rational formality of configuration spaces and the bar construction to study the cohomology of the space of braids in dimension four or greater. We provide a diagram complex for braids and a quasi-isomorphism to the de Rham cochains on the space of braids. The quasi-isomorphism is given by a configuration space …
Proposes an INLA-based method for state and parameter estimation in nonlinear systems.
Paper tightens privacy and generalization bounds for iterative learning.
New recursion formula for non-orientable surfaces resolves divergences.
Neural networks enjoy widespread use, but many aspects of their training, representation, and operation are poorly understood. In particular, our view into the training process is limited, with a single scalar loss being the most common viewport into this high-dimensional, dynamic process. We propose a new window into …