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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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1122 · Feb 202019922001200920172026
34 results for multi-parameter

We study multi-parameter Carnot-Caratheodory balls, generalizing results due to Nagel, Stein, and Wainger in the single parameter setting. The main technical result is seen as a uniform version of the theorem of Frobenius. In addition, we study maximal functions associated to certain multi-parameter families of Carnot-…

2009-01-19abs ↗pdf ↗

MuRiT efficiently computes multi-parameter persistence barcodes.

problem Efficient computation of multi-parameter persistent homology.
method Vietoris-Rips transformation to reduce multi-parameter to single-parameter computation.
result MuRiT computes pathwise persistence barcodes for multi-filtered flag complexes.

Topological data analysis and its main method, persistent homology, provide a toolkit for computing topological information of high-dimensional and noisy data sets. Kernels for one-parameter persistent homology have been established to connect persistent homology with machine learning techniques. We contribute a kernel…

2018-09-26abs ↗pdf ↗

PS-VAE extracts multi-parameter MRI biomarkers with uncertainty quantification.

problem Uncertainty in inverse problems limits clinical acceptance of quantitative MRI methods.
method Physics-Structured Variational Autoencoder (PS-VAE) integrating physics simulator and self-supervised learning.
result PS-VAE provides full covariance of inter-parameter correlations and accelerates multi-parametric MRI quantification.

New framework discovers non-affine continuous symmetries in neural networks.

problem Lack of efficient methods for detecting non-affine continuous symmetries in neural networks.
method Computational framework for discovering infinitesimal generators of multi-parameter group actions.
result Framework can discover non-affine continuous symmetries in neural networks.

We consider 2-dimensional random simplicial complexes YY in the multi-parameter model. We establish the multi-parameter threshold for the property that every 2-dimensional simplicial complex SS admits a topological embedding into YY asymptotically almost surely. Namely, if in the procedure of the multi-parameter mod…

2019-12-09abs ↗pdf ↗

The calculus correspondence has been known to exist between generic pedal evolutions and generic wave front evolutions. In this paper, we first extend the known results on the calculus correspondence to evolutions with multi-parameters, and then give applications of calculus correspondence. Moreover, we discuss the pos…

2012-06-25abs ↗pdf ↗

A new method for optimal filtration learning in time-series data analysis.

problem Finding an optimal filtration for analyzing topological properties of discrete data.
method Formulated an optimization problem and proposed an algorithm for solving it.
result Derivation of the exact formula of the gradient of the loss function with respect to filtration parameters.

Uniformizes Hodge structures, proving Lyapunov exponents and log-Anosov monodromy.

problem Analyzing weight 3 variations of Hodge structures and their Lyapunov exponents.
method Developed uniformizations and used analytic properties to prove conjectures and properties of monodromy representations.
result Proved log-Anosov property and established strong Torelli theorem for the VHS.

We present new extensions to a method for constructing several families of solvable one-dimensional time-homogeneous diffusions whose transition densities are obtainable in analytically closed-form. Our approach is based on a dual application of the so-called diffusion canonical transformation method that combines smoo…

2009-07-16abs ↗pdf ↗

TM-VI uses flexible transformation models to approximate complex posteriors in Bayesian models.

problem Approximating complex posteriors in Bayesian models with limited flexibility.
method Transformation models for variational inference (TM-VI).
result TM-VI allows accurate approximation of complex posteriors in models with one parameter and works in a mean-field fashion for multi-parameter models.

Let (M,g)(M,g) be a compact Kähler-Einstein manifold with c1>0c_1 > 0. Denote by KMK\to M the canonical line-bundle, with total space XX, and X0X_0 the singular space obtained by blowing down XX along its zero section. We employ a construction by Page and Pope and discuss an interesting multi-parameter family of Poincaré-…

2007-09-10abs ↗pdf ↗

This paper describes a Dehn surgery approach to generating asymmetric hyperbolic manifolds with two distinct lens space fillings. Such manifolds were first identified in work of Dunfield-Hoffman-Licata as the result of a computer search of the SnapPy census, but the current work establishes a topological framework for …

2019-04-05abs ↗pdf ↗

Unified method to compute Laplace spectra on homogeneous principal bundles.

problem Computing the Laplace-Beltrami spectrum on homogeneous principal bundles.
method Unified representation-theoretic approach using generalized canonical variations and spectral branching criterion.
result Explicit formulas for the full spectra of several geometric families.

Improved regret bounds for structured linear contextual bandits with Gaussian noise.

problem Optimizing bandit learning algorithms for structured contexts with Gaussian perturbations.
method Proposed simple greedy algorithms for structured linear contextual bandits with Gaussian noise.
result Unified regret analysis for structured parameters with geometric quantities as bounds.

MAD framework learns operators from physics-embedded data efficiently.

problem Data-driven methods require costly labeled datasets and model-driven techniques face efficiency-accuracy trade-offs.
method Integrates physical laws with data-driven learning to generate physics-embedded analytical solutions and synthetic data.
result Eliminates dependence on experimental or simulated training data, enabling efficient operator learning across multi-parameter systems.

In the paper we discuss certain classes of vector distributions in the tangent bundles to manifolds, obtained by series of applications of the so-called generalized Cartan prolongations (gCp). The classical Cartan prolongations deal with rank-2 distributions and are responsible for the appearance of the Goursat distrib…

2009-11-13abs ↗pdf ↗

We consider a special family of occupation-time derivatives, namely proportional step options introduced by Linetsky in [Math. Finance, 9, 55--96 (1999)]. We develop new closed-form spectral expansions for pricing such options under a class of nonlinear volatility diffusion processes which includes the constant-elastic…

2013-02-15abs ↗pdf ↗

In this paper we present a new multi-asset pricing model, which is built upon newly developed families of solvable multi-parameter single-asset diffusions with a nonlinear smile-shaped volatility and an affine drift. Our multi-asset pricing model arises by employing copula methods. In particular, all discounted single-…

2011-10-21abs ↗pdf ↗

For many algorithms, parameter tuning remains a challenging and critical task, which becomes tedious and infeasible in a multi-parameter setting. Multi-penalty regularization, successfully used for solving undetermined sparse regression of problems of unmixing type where signal and noise are additively mixed, is one of…

2017-10-11abs ↗pdf ↗

Lagrangian data assimilation is a complex problem in oceanic and atmospheric modeling. Tracking drifters in large-scale geophysical flows can involve uncertainty in drifter location, complex inertial effects, and other factors which make comparing them to simulated Lagrangian trajectories from numerical models extremel…

2018-10-31abs ↗pdf ↗

PGBM creates probabilistic predictions efficiently.

problem Creating probabilistic predictions for large-scale data.
method Approximates leaf weights as random variables, learns moments via stochastic tree ensemble update equations.
result PGBM offers significant speedup and accuracy improvements over existing methods.

Adding domain knowledge to a learning system is known to improve results. In multi-parameter Bayesian frameworks, such knowledge is incorporated as a prior. On the other hand, various model parameters can have different learning rates in real-world problems, especially with skewed data. Two often-faced challenges in Op…

2020-02-04abs ↗pdf ↗

SigMA uses signatures and attention to estimate parameters in fBm-driven SDEs.

problem Estimating parameters in SDEs driven by fBm is challenging due to non-Markovian and semimartingale issues.
method SigMA integrates path signatures with multi-head self-attention, using convolutional and MLP layers.
result SigMA outperforms other methods in accuracy, robustness, and model compactness.