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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.

168,657 papers · 148 categories

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89178267356 · Jun 202019922001200920172026
48 results for linear indeterminacy

The paper explores indeterminacy in latent factor projections and its implications for data representation.

problem Indeterminacy in latent factor projections and its implications for data representation.
method Analyzes the fundamental problem of indeterminacy in latent factor projections and discusses its implications for data representation.
result Latent factor determinacy across all facets is achieved when the feature-dimension grows to infinity.

System tackles indeterminacies in automated audio captioning.

problem Word selection and sentence length indeterminacies in automated audio captioning.
method Solves caption generation and sub-indeterminacy problems through multi-task learning to estimate keywords and sentence length.
result Model achieved 20.7 SPIDEr score, significantly outperforming baseline.

Proposes σσ-PCA to learn identifiable linear transformations without whitening.

problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.

The fuzzy ROC extends Receiver Operating Curve (ROC) visualization to the situation where some data points, falling in an indeterminacy region, are not classified. It addresses two challenges: definition of sensitivity and specificity bounds under indeterminacy; and visual summarization of the large number of possibili…

2019-03-04abs ↗pdf ↗

New framework identifies strongly identifiable models from flexible generators.

problem Indeterminacies in generative models that prevent unique latent codes.
method Theoretical framework for analyzing latent variable models, excluding certain indeterminacies.
result Strong identifiability possible even with flexible nonlinear generators.

The paper concerns the tree invariants of string links, introduced by Kravchenko and Polyak and closely related to the classical Milnor linking numbers also known as μˉ\barμ--invariants. We prove that, analogously as for μˉ\barμ--invariants, certain residue classes of tree invariants yield link homotopy invariants of c…

2016-02-20abs ↗pdf ↗

The paper shows that certain learned representations are identifiable in function space.

problem Identifiability of learned representations in deep neural networks.
method Using recent advances in nonlinear ICA, the paper shows that a large family of discriminative models are identifiable in function space, up to a linear indeterminacy.
result Many models for representation learning are identifiable in function space, including text, images, and audio.

New method identifies latent causal variables from observed data, overcoming indeterminacies.

problem Identifying latent causal variables from observed data, especially when latent variables are weight-variant.
method Introduces a novel identifiability condition for latent causal models, proposing SuaVE method.
result Identifies latent causal variables up to trivial permutation and scaling, demonstrating consistency and efficacy.

The paper proves inequalities linking Wasserstein distances and eigenfunctions in RCD(K,∞) spaces.

problem Estimating Wasserstein distances and their bounds in RCD(K,∞) spaces.
method Similar techniques used to prove inequalities involving pp-Wasserstein distances and Laplace eigenfunctions.
result Proves a conjectured lower bound on pp-Wasserstein distance between positive and negative parts of Laplace eigenfunctions.

Two-cycle GEILA equilibria are OLG equilibria and vice versa, with applications to indeterminacy and bubbles.

problem Relationship between GEILA and OLG models.
method Proof of equilibrium equivalence and application to indeterminacy and bubbles.
result GEILA and OLG models are equivalent under certain conditions.

On the framework of the Linear Farmer's Model, we approach the indeterminacy of agents' behaviour by associating with each agent an unconditional probability for her to be active at each time step. We show that Pareto tailed returns can appear even if value investors are the only strategies on the market and give a pro…

2001-07-06abs ↗pdf ↗

We discuss price variations distributions in foreign exchange markets, characterizing them both in calendar and business time frameworks. The price dynamics is found to be the result of two distinct processes, a multi-variance diffusion and an error process. The presence of the latter, which dominates at short time sca…

1999-06-23abs ↗pdf ↗

We use an action, of 2l-component string links on l-component string links, defined by the first author and Xiao-Song Lin, to lift the indeterminacy of finite type link invariants. The set of links up to this new indeterminacy is in bijection with the orbit space of the restriction of this action to the stabilizer of t…

2008-04-22abs ↗pdf ↗

We prove the existence of (branched) conformal immersions F: S^2 -> R^3 with mean curvature H > 0 arbitrarily prescribed up to a 3-dimensional affine indeterminacy. A similar result is proved for the space forms S^3, H^3 and partial results for surfaces of higher genus.

2012-04-23abs ↗pdf ↗

We present a clear-cut example of the importance of the functorial approach of gauge-natural bundles and the general theory of Lie derivatives for classical field theory, where the sole correct geometrical formulation of Einstein (-Cartan) gravity coupled with Dirac fields gives rise to an unexpected indeterminacy in t…

2002-01-24abs ↗pdf ↗

In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the series are fully explicit and no numerical integration nor any …

2018-02-05abs ↗pdf ↗

The closure of a braid in a closed orientable surface ΣΣ is a link in Σ×S1Σ\times S^1. We classify such closed surface braids up to isotopy and homeomorphism (with a small indeterminacy for isotopy of closed sphere braids), algebraically in terms of the surface braid group. We find that in positive genus, braids close t…

2019-03-05abs ↗pdf ↗

Khovanov homology is a recently introduced invariant of oriented links in R3\mathbb{R}^3. It categorifies the Jones polynomial in the sense that the (graded) Euler characteristic of the Khovanov homology is a version of the Jones polynomial for links. In this paper we study torsion of the Khovanov homology. Based on ou…

2004-05-25abs ↗pdf ↗

New method recovers causal DAGs from general environments without strict assumptions.

problem Recovering causal DAGs from real-world data with varying distributions.
method Formalizes desiderata for causal representation learning in general environments, leveraging sufficient change conditions up to third-order derivatives.
result Fully recovers latent DAG and identifies latent variables up to minor indeterminacies under nonparametric mixing.

Let nn be a positive integer, and let >1\ell>1 be square-free odd. We classify the set of equivariant homeomorphism classes of free CC_\ell-actions on the product S1×SnS^1 \times S^n of spheres, up to indeterminacy bounded in \ell. The description is expressed in terms of number theory. The techniques are various appl…

2014-05-04abs ↗pdf ↗

Paper establishes identifiability conditions for a model with two latent vectors and auxiliary data.

problem Identifying conditions for a statistical model with two latent vectors and auxiliary data.
method Proposes a statistical model with two latent vectors and auxiliary data, establishing various identifiability conditions.
result Identifiability conditions reveal a dimensionality relation and link model indeterminacies to maximum link weights.

New method identifies latent variables without strong assumptions.

problem Recovering latent variables from observational data without strong assumptions.
method Diverse dictionary learning, using set-theoretic intersections, complements, and symmetric differences.
result Identifiability of latent variables up to appropriate indeterminacies without strong assumptions.

J.P. Levine introduced a clover link to investigate the indeterminacy of the Milnor invariants of a link. It is shown that for a clover link, the Milnor numbers of length at most 2k+12k+1 are well-defined if those of length at most kk vanish, and that the Milnor numbers of length at least 2k+22k+2 are not well-defined if …

2015-07-06abs ↗pdf ↗

Consider a smooth manifold MM. Let GG be a compact Lie group which acts on MM with cohomogeneity one. Let QQ be a singular orbit for this action. We study the gradient Ricci soliton equation $\Hess(u)+\Ric(g)+\fracε{2}g=0$ around QQ. We show that there always exists a solution on a tubular neighbourhood of QQ for…

2011-01-02abs ↗pdf ↗

An obstruction theory for representing homotopy classes of surfaces in 4-manifolds by immersions with pairwise disjoint images is developed, using the theory of non-repeating Whitney towers. The accompanying higher-order intersection invariants provide a geometric generalization of Milnor's link-homotopy invariants, an…

2012-10-19abs ↗pdf ↗

We study the eta-invariant, defined by Atiyah-Patodi-Singer a real valued invariant of an oriented odd-dimensional Riemannian manifold equipped with a unitary representation of its fundamental group. When the representation varies analytically, the corresponding eta-invariant may have an integral jump, known also as th…

1994-07-20abs ↗pdf ↗

We formulate and solve a tensor model using a latent-variable approach.

problem Parameter inference for Poisson canonical polyadic tensor models.
method Latent-variable formulation, Expectation-Maximization algorithms, Fisher information matrices.
result Derivation of Fisher information for PCP models, insights into model well-posedness.

In the 1950's Milnor defined a family of higher order invariants generalizing the linking number. Even the first of these new invariants, the triple linking number, has received and fruitful study since its inception. In the case that LL has vanishing pairwise linking numbers, this triple linking number gives an integ…

2019-01-16abs ↗pdf ↗

LANCA uses ANM to learn latent causal factors without supervision.

problem Learning latent causal factors without supervision.
method LANCA employs a deterministic Wasserstein Auto-Encoder coupled with a differentiable ANM Layer.
result LANCA outperforms baselines on physics and photorealistic environments.

Paper presents a new VMBQC model with fewer parameters for better generative modeling.

problem Limited generative power of VMBQC due to more parameters than unitary models.
method Introduces a restricted VMBQC model with a single additional trainable parameter.
result Minimal extension of VMBQC model generates distributions not learnable by unitary models.

Geometric regularisation improves statistical models by avoiding degeneracy loci.

problem Non-identifiability, singular information, and moment indeterminacy in statistical models.
method Develops the geometric regularisation of distribution-kernel pairs (T,φ)(T, \varphi) using Whitney, Thom, and Mather theorems.
result Finite-dimensional weak transversality theorem for generic kernels, avoiding degeneracy strata of high codimension.

Little is known about the global structure of the basins of attraction of Newton's method in two or more complex variables. We make the first steps by focusing on the specific Newton mapping to solve for the common roots of P(x,y)=x(1x)P(x,y) = x(1-x) and Q(x,y)=y2+BxyyQ(x,y) = y^2+Bxy-y. There are invariant circles S0S_0 and S1S_1 within t…

2006-01-10abs ↗pdf ↗

New classifier combines locally linear kernels for fast and accurate non-linear classification.

problem Developing a fast and accurate non-linear classifier.
method Combines locally linear classifiers using a 1\ell_1 Multiple Kernel Learning (MKL) problem with scalable MKL training for streaming kernels.
result The resulting classifier achieves high accuracy with fast inference time.

Analyzes neural networks using linear models to understand their behavior.

problem Understanding multi-layer neural networks through linear models.
method Recalls and reviews four models: linear regression with concentrated features, kernel ridge regression, random feature model, and neural tangent model.
result Highlights limitations of linear theory and discusses approaches to overcome them.