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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.

168,694 papers · 148 categories

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24497397 · Jun 202019922001200920172026
48 results for light paths

New system studies trapped light paths in Euclidean space.

problem Trapping of light paths in Euclidean space with negative refractive index.
method Introduces wind-tree tiling billiards system to study trajectories of rays in Euclidean space with rectangular obstacles.
result Almost every configuration of the system traps trajectories with initial vertical direction in an infinite strip.

In this paper we outline methodology to efficiently simulate (jump) diffusion bridge sample paths without discretisation error. We achieve this by considering the simulation of conditioned (jump) diffusion bridge sample paths in light of recent work developing a mathematical framework for simulating finite dimensional …

2015-05-12abs ↗pdf ↗

We provide a general construction of time-consistent sublinear expectations on the space of continuous paths. It yields the existence of the conditional G-expectation of a Borel-measurable (rather than quasi-continuous) random variable, a generalization of the random G-expectation, and an optional sampling theorem that…

2012-05-11abs ↗pdf ↗

Improved KL divergence estimators for normalizing flows lead to faster convergence and better approximations.

problem Estimating KL divergences for normalizing flows efficiently and accurately.
method Path-gradient estimators for reverse and forward KL divergences.
result Path-gradient estimators lead to faster convergence and better approximation results.

This work explores functional expansions to handle path dependence in various fields.

problem Path dependence and infinite-dimensional problems in non-Markovian systems.
method Generalizes Wiener series and functional Taylor expansion to handle static and dynamic functionals.
result Elegant separation of functionals from future trajectories in dynamic cases.

Study connects contact structures to cone geodesics and contactomorphisms.

problem Understanding contact structures on cone geodesics.
method Review and generalize cone geodesics to contact manifolds, establish correspondence with contactomorphisms.
result Established correspondence between contactomorphisms and cone structures.

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…

2016-01-18abs ↗pdf ↗

Sengupta's lower bound for the Yang-Mills action on smooth connections on a bundle over a Riemann surface generalizes to the space of connections whose action is finite. In this larger space the inequality can always be saturated. The Yang-Mills critical sets correspond to critical sets of the energy action on a space …

2000-02-10abs ↗pdf ↗

Parameter inference for stochastic differential equations is challenging due to the presence of a latent diffusion process. Working with an Euler-Maruyama discretisation for the diffusion, we use variational inference to jointly learn the parameters and the diffusion paths. We use a standard mean-field variational appr…

2018-02-09abs ↗pdf ↗

We propose to use deep neural networks for generating samples in Monte Carlo integration. Our work is based on non-linear independent components estimation (NICE), which we extend in numerous ways to improve performance and enable its application to integration problems. First, we introduce piecewise-polynomial couplin…

2018-08-11abs ↗pdf ↗

Novel approach embeds loss tunnels in neural networks, revealing insights into their structure.

problem Understanding the structure of neural network loss surfaces, especially low-loss tunnels.
method Directly embedding loss tunnels into the loss landscape of neural networks.
result Improved insights into the length and structure of loss tunnels, and better subspace inference in Bayesian neural networks.

One challenge impeding the analysis of terabyte scale x-ray scattering data from the Linac Coherent Light Source LCLS, is determining the number of clusters required for the execution of traditional clustering algorithms. Here we demonstrate that previous work using bi-cross validation (BCV) to determine the number of …

2019-08-10abs ↗pdf ↗

Using open source data, we observe the fascinating dynamics of nighttime light. Following a global economic regime shift, the planetary center of light can be seen moving eastwards at a pace of about 60 km per year. Introducing spatial light Gini coefficients, we find a universal pattern of human settlements across dif…

2013-03-12abs ↗pdf ↗

Study subjective perception of low light restored images and develop an unsupervised QA model.

problem Lack of subjective QA for low light restored images and challenges in collecting human opinion scores.
method Create a dataset, conduct subjective QA study, develop self-supervised contrastive learning technique to extract features.
result Unsupervised NR QA model achieves state-of-the-art performance for low light restored images.

Solves surface problem in 3D light cone.

problem Björling problem for zero mean curvature surfaces in the three-dimensional light cone.
method Solves the Björling problem for zero mean curvature surfaces in the three-dimensional light cone.
result Constructs and classifies all rotational zero mean curvature surfaces.

Paper extends previous result on hypersurfaces with degenerate light-like points.

problem Characterizing hypersurfaces with degenerate light-like points in Lorentzian manifolds.
method Analyzes C3C^3-differentiable hypersurfaces, extending previous C4C^4-differentiability result.
result Same conclusion holds for C3C^3-differentiable hypersurfaces as for C4C^4-differentiable ones.

The natural topological, differentiable and geometrical structures on the space of light rays of a given spacetime are discussed. The relation between the causality properties of the original spacetime and the natural structures on the space of light rays are stressed. Finally, a symplectic geometrical approach to the …

2015-10-28abs ↗pdf ↗

Consider a constant mean curvature immersion F:U(Rn)MF:U(\subset \boldsymbol{R}^n)\to M into an arbitrary Lorentzian (n+1)(n+1)-manifold MM. A point oUo\in U is called a light-like point if the first fundamental form ds2ds^2 of FF degenerates at oo. We denote by BFB_F the determinant function of the symmetric matrix associate…

2018-06-24abs ↗pdf ↗

In this paper, we are concerned with light-like extremal surfaces in curved spacetimes. It is interesting to find that under a diffeomorphic transformation of variables, the light-like extremal surfaces can be described by a system of nonlinear geodesic equations. Particularly, we investigate the light-like extremal su…

2013-05-04abs ↗pdf ↗

Transformer model removes noise from light curves efficiently.

problem Challenges in processing astrophysical light curves due to noise.
method Denoising Time Series Transformer (DTST) model trained with masked objective.
result DTST model excels at removing noise and outliers in time series datasets.

Predict missing and future data points in light curves using scalable Gaussian Processes.

problem Gappy time-series data from commercial cameras confound light curve prediction.
method MuyGPs, a scalable framework for hyperparameter estimation of Gaussian Processes using nearest neighbors sparsification and local cross-validation.
result MuyGPs enable accurate prediction of missing and future data points in light curves.

Accelerates pulsar light curve inference with learned representations and optimization.

problem Computational expense of Markov chain Monte Carlo methods for posterior inference.
method Combining U-Net latent representations with local simulator-guided optimization.
result 120x reduction in inference time (24 hours to 12 minutes) with accuracy preserved.

We introduce large scale analogues of topological monotone and light maps, which we call coarsely monotone and coarsely light maps respectively. We show that these two classes of maps constitute a factorization system on the coarse category. We also show how coarsely monotone maps arise from a reflection in a similar w…

2016-07-08abs ↗pdf ↗

On a time-oriented Lorentzian manifold (M,g)(M,g) with non-empty boundary satisfying a convexity assumption, we show that the topological, differentiable, and conformal structure of suitable subsets SMS\subset M of sources is uniquely determined by measurements of the intersection of future light cones from points in SS

2017-05-03abs ↗pdf ↗

There are many surprising and perhaps counter-intuitive properties of optimization of deep neural networks. We propose and experimentally verify a unified phenomenological model of the loss landscape that incorporates many of them. High dimensionality plays a key role in our model. Our core idea is to model the loss la…

2019-06-11abs ↗pdf ↗

We study the weighted light ray transform LL of integrating functions on a Lorentzian manifold over lightlike geodesics. We analyze LL as a Fourier Integral Operator and show that if there are no conjugate points, one can recover the spacelike singularities of a function ff from its the weighted light ray transform …

2019-07-04abs ↗pdf ↗

Given a Lorentzian manifold, the light ray transform of a function is its integrals along null geodesics. This paper is concerned with the injectivity of the light ray transform on functions and tensors, up to the natural gauge for the problem. First, we study the injectivity of the light ray transform of a scalar func…

2019-11-12abs ↗pdf ↗

It is well-known that a torsion-free linear connection on a light-like manifold (M,g)(M,g) compatible with the degenerate metric gg exists if and only if Rad(TM)Rad(TM) is a Killing distribution. In case of existence, there is an infinitude of connections with none distinguished. We propose a method to single out connections …

2007-01-31abs ↗pdf ↗

New distances for comparing multivariate normal distributions.

problem Comparing multivariate normal distributions efficiently and accurately.
method Approximated Fisher-Rao distance and pullback SPD cone distances.
result Efficient computation of distances between normal distributions.