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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

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4079119158 · Jun 202019922001200920172026
48 results for latent simplex

Algorithm learns latent simplex from perturbed points in input-sparsity time.

problem Learning a latent kk-vertex simplex from noisy data.
method Input-sparsity time algorithm using low-rank approximation and adaptive selection.
result Algorithm achieves O(extrmnnz(A))O( extrm{nnz}(A)) time complexity, avoiding kextrmnnz(A)k\cdot extrm{nnz}(A).

Proposes a new method for multi-class classification with well-calibrated predictions.

problem Improving the accuracy and reliability of multi-class classification models.
method Trains data in a latent space induced by an (n1)(n-1)-dimensional simplex, then extends and fits a regression model.
result Demonstrates a well-calibrated classifier with improved prediction and calibration properties.

A new model integrates covariates with grade of membership analysis for better latent structure recovery.

problem Improving latent structure recovery in multivariate categorical data analysis.
method Covariate-assisted grade of membership model exploiting shared low-rank simplex geometry.
result Auxiliary covariates can provably improve latent structure recovery, leading to faster convergence rates.

Simple Deep LDA models achieve accuracy competitive with softmax baselines.

problem Training Deep LDA models by maximum likelihood estimation leads to overlapping or collapsed class clusters.
method Proposed a constrained Deep LDA formulation with geometric constraints to fix class means and covariance.
result MLE becomes stable under geometric constraints, yielding well-separated class clusters.

New method identifies latent components in nonlinear mixtures without stringent assumptions.

problem Unraveling latent components in nonlinearly mixed data.
method Constrained autoencoder-based algorithm for identifiability under relaxed assumptions.
result Comprehensive sample complexity results and new identifiability conditions.

CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.

problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.

We propose a new topic modeling procedure that takes advantage of the fact that the Latent Dirichlet Allocation (LDA) log likelihood function is asymptotically equivalent to the logarithm of the volume of the topic simplex. This allows topic modeling to be reformulated as finding the probability simplex that minimizes …

2019-04-03abs ↗pdf ↗

The paper triangulates Heisenberg groups with horizontal and straight simplexes.

problem Triangulating Heisenberg groups with specific regularity properties.
method Constructing triangulations with horizontal and straight simplexes on a polyhedral structure and extending to the whole Heisenberg group.
result Explicit examples of grid and triangulations provided.

Study optimal transport on simplex boundary, proving transport map and potential regularity.

problem Regularity of transport map and potential on simplex boundary.
method Boundary regularity results for optimal transport maps, exploiting simplex symmetries.
result Regularity properties of transport map and its convex potential.

We present a novel method named Latent Semantic Imputation (LSI) to transfer external knowledge into semantic space for enhancing word embedding. The method integrates graph theory to extract the latent manifold structure of the entities in the affinity space and leverages non-negative least squares with standard simpl…

2019-05-21abs ↗pdf ↗

The Bezier simplex fitting is a novel data modeling technique which exploits geometric structures of data to approximate the Pareto front of multi-objective optimization problems. There are two fitting methods based on different sampling strategies. The inductive skeleton fitting employs a stratified subsampling from e…

2019-06-17abs ↗pdf ↗

A hyperbolic 3-simplex reflection group is a Coxeter group arising as a lattice in the isometry group of hyperbolic 3-space, with fundamental domain a geodesic simplex (possibly with some ideal vertices). The classification of these groups is known, and there are exactly 9 cocompact examples, and 23 non-cocompact examp…

2007-05-07abs ↗pdf ↗

We introduce the non-pure versions of simplicial balls and spheres with minimum number of vertices. These are a special type of non-homogeneous balls and spheres (NH-balls and NH-spheres) satisfying a minimality condition on the number of maximal simplices. The main result is that minimal NH-balls and NH-spheres are pr…

2014-06-25abs ↗pdf ↗

In 1973, J. Cheeger and J. Simons raised the following question that still remains open and is known as the Rational Simplex Problem: Given a geodesic simplex in the spherical 3-space so that all of its interior dihedral angles are rational multiples of ππ, is it true that its volume is a rational multiple of the volu…

2013-04-28abs ↗pdf ↗

We propose new algorithms for topic modeling when the number of topics is unknown. Our approach relies on an analysis of the concentration of mass and angular geometry of the topic simplex, a convex polytope constructed by taking the convex hull of vertices representing the latent topics. Our algorithms are shown in pr…

2017-10-09abs ↗pdf ↗

A faster Wasserstein k-means algorithm for histogram data reduces computation and maintains clustering quality.

problem Efficiently clustering histogram data with reduced computation time.
method Sparse simplex projection to reduce data samples, centroids, and ground cost matrix, dynamically removing lower-valued samples.
result Significant reduction in computational complexity without compromising clustering quality.

Proposes an accuracy-preserving calibration method for DNNs.

problem Calibration of deep neural networks (DNNs) to measure prediction reliability.
method Uses Concrete distribution on the probability simplex to calibrate DNNs without accuracy loss.
result The proposed method outperforms previous methods in accuracy-preserving calibration tasks.

On the probability simplex, we can consider the standard information geometric structure with the e- and m-affine connections mutually dual with respect to the Fisher metric. The geometry naturally defines submanifolds simultaneously autoparallel for the both affine connections, which we call {\em doubly autoparallel s…

2017-11-30abs ↗pdf ↗

The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and min-max optimization. Stock prices (underlying asset) were modeled under the assumption of the geome…

2007-10-01abs ↗pdf ↗

We show an efficient algorithm for the following problem: Given uniformly random points from an arbitrary n-dimensional simplex, estimate the simplex. The size of the sample and the number of arithmetic operations of our algorithm are polynomial in n. This answers a question of Frieze, Jerrum and Kannan [FJK]. Our resu…

2012-11-09abs ↗pdf ↗

New framework estimates staged tree models using hierarchical clustering on the probability simplex.

problem Estimating staged tree models with context-specific dependencies.
method Hierarchical clustering on the probability simplex, using simplex-based divergences and linkage methods.
result Total Variation divergence with Ward.D2 linkage produces staged trees with better model fit, structure recovery, and computational efficiency.

New method identifies latent components in PNL mixtures without strong assumptions.

problem Identifying latent components in PNL mixtures under unknown nonlinear functions.
method Carefully designed UML criterion to identify a null space associated with the mixing system.
result Identification/removal of unknown nonlinearity under minimal conditions.

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

problem Investigates the behavior of Value-at-Risk (VaR) for sums of one-sided random variables.
method Analyzes the extremal aggregation behavior of VaR, introduces structural conditions for super-additivity.
result Characterizes when VaR is fully super-additive and provides unified framework for various dependence structures.

We study a natural intrinsic definition of geometric simplices in Riemannian manifolds of arbitrary dimension nn, and exploit these simplices to obtain criteria for triangulating compact Riemannian manifolds. These geometric simplices are defined using Karcher means. Given a finite set of vertices in a convex set on t…

2014-06-14abs ↗pdf ↗

Paper studies weighted Fermat-Frechet problem for simplex edge lengths.

problem Finding optimal edge lengths for simplex deformations.
method Isometric embedding techniques for KK-Space.
result New variational method to solve weighted Fermat-Frechet problem.

Researchers correct earlier work on surgeries of Gieseking's hyperbolic simplex manifold.

problem Incorrectly identified Gieseking's manifold as orbifolds, leading to a conflict with known theorems.
method Revised and completed the analysis of Dehn surgeries on Gieseking's manifold, identifying them as cone manifolds.
result Corrected the understanding of Gieseking's manifold, identifying it as cone manifolds and derived new orbifold series.