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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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12243547 · May 202619922001200920172026
48 results for multiparameter persistence

Unified framework connects deformation theory and derived categories for multiparameter persistence.

problem Algebraic complexity of multiparameter persistence modules hinders classification, stability, and interpretability.
method Combines deformation theory and derived categories to study multiparameter persistence geometrically.
result Unified conjecture relating interleaving distance to derived convolution metrics established.

Stable density-based clustering via multiparameter persistence.

problem Density-based clustering stability to data perturbations.
method Degree-Rips construction, correspondence-interleaving distance, multiparameter stability analysis.
result Persistable pipeline yields stable, consistent density-based clustering.

Extends Morse-Forman theory to vector-valued functions for multiparameter persistence.

problem Computing multiparameter persistence with new tools and methods.
method Adapting Forman's theory to vectorial setting and using combinatorial topological dynamics.
result Established more general result for sublevel sets and found a way to induce Morse decomposition.

CuMPerLay vectorizes CMP for deep learning, improving image analysis.

problem Complex multifiltration structures hinder using CMP in deep learning.
method Introduces a new algorithm for vectorizing MP homologies of cubical complexes.
result Differentiable vectorization enables robust topological feature vectors for deep learning.

Paper introduces stable vectorization for multiparameter PH using signed barcodes.

problem Lack of stable vectorization methods for multiparameter persistent homology.
method Signed barcodes as measures for stable vectorization of MPH.
result Stable feature vectors from signed barcodes improve performance in data science.

We establish multiparameter resolvent trace expansions for elliptic boundary value problems, polyhomogeneous both in the resolvent and the auxiliary parameter. The present analysis is rooted in the joint project with Matthias Lesch on multiparameter resolvent trace expansions on revolution surfaces with applications to…

2013-01-30abs ↗pdf ↗

The paper uses MDM theory to analyze multifiltering functions on simplicial complexes.

problem Understanding multifiltering functions through discrete Morse theory.
method Applying multiparameter discrete Morse theory to vector-valued multifiltering functions.
result Any multifiltering function can be approximated by a compatible MDM function.

We prove the existence of multiparameter isospectral deformations of metrics on SO(n) (n=9(n = 9 and n11)n\geq 11), SU(n) (n8)(n\geq 8), and Sp(n)Sp(n) (n4)(n\geq 4). For these examples, we follow a metric construction developed by Schueth who had given one-parameter families of isospectral metrics on orthogonal and unitary group…

2004-08-11abs ↗pdf ↗

We present Natural Gradient Boosting (NGBoost), an algorithm for generic probabilistic prediction via gradient boosting. Typical regression models return a point estimate, conditional on covariates, but probabilistic regression models output a full probability distribution over the outcome space, conditional on the cov…

2019-10-08abs ↗pdf ↗

This study explores how choosing noninformative priors affects Thompson Sampling in multiparameter bandit models.

problem The optimality of Thompson Sampling (TS) in multiparameter bandit models depends on the choice of priors, especially when models are complex.
method The study extends regret analysis to uniform distributions and proposes a modified TS policy, TS-T, to achieve asymptotic optimality.
result Changing noninformative priors can significantly affect the expected regret in multiparameter bandit models.

We develop a theory of tubular neighborhoods for the lower strata in manifold stratified spaces with two strata. In these topologically stratified spaces, manifold approximate fibrations and teardrops play the role that fibre bundles and mapping cylinders play in smoothly stratified spaces. Applications include the cla…

1998-08-27abs ↗pdf ↗

Given a Coxeter system (W,S)(W,S) and a positive real multiparameter $\bq$, we study the "weighted L2L^2-cohomology groups," of a certain simplicial complex ΣΣ associated to (W,S)(W,S). These cohomology groups are Hilbert spaces, as well as modules over the Hecke algebra associated to (W,S)(W,S) and the multiparameter qq. The…

2004-02-23abs ↗pdf ↗

Persistence landscapes map persistence diagrams into a function space, which may often be taken to be a Banach space or even a Hilbert space. In the latter case, it is a feature map and there is an associated kernel. The main advantage of this summary is that it allows one to apply tools from statistics and machine lea…

2018-10-11abs ↗pdf ↗

Proposes deep graph persistence to address neural persistence issues in deep learning.

problem Variance of weights and lack of spatial structure in deep neural networks impact neural persistence.
method Extends neural persistence to the whole network, considering interactions between layers.
result Deep graph persistence alleviates variance-related issues and captures persistent paths through the network.

This paper demonstrates the flaws of co-persistence theory proposed by Bollerslev and Engle (1993) which cause the theory can hardly be applied. With the introduction of the half-life of decay coefficient as the measure of the persistence, and both the weak definition of persistence and co-persistence in variance, this…

2011-12-06abs ↗pdf ↗

Optimizes wavelets for graph classification using spectral wavelet signatures and persistence diagrams.

problem Graph classification with geometric properties encoded in persistence diagrams.
method Optimizes spectral wavelets for graph datasets to capture best-suited features for classification.
result Competitive performance in graph classification problems compared to other persistence-based architectures.

This paper interprets critical scales in persistent homology for compact metric spaces.

problem Understanding critical scales in persistent homology for general compact metric spaces.
method Analyzing local minima of the distance function and their impact on persistence.
result Each decrease in zero-dimensional persistence and increase in one-dimensional persistence is induced by local minima of the distance function.

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.

This article analyzes the relationship between co-persistence and hedging which indicates co-persistence ratio is just the long-term hedging ratio. The new method of exhaustive search algorithm for deriving co-persistence ratio is derived in the article. And we also develop a new hedging strategy of combining co-persis…

2011-12-17abs ↗pdf ↗

Given a compact geodesic space XX we apply the fundamental group and alternatively the first homology group functor to the corresponding Rips or Čech filtration of XX to obtain what we call a persistence. This paper contains the theory describing such persistence: properties of the set of critical points, their preci…

2017-09-15abs ↗pdf ↗

A new method compares persistent cycles in topological data.

problem Comparing persistent homology representations of two spaces.
method Direct comparison of individual persistent cycles based on persistence intervals and spatial placement.
result Demonstrated the effectiveness of the method in topological inference.

Improved persistence spheres map measures to functions, stable under partial transport.

problem Representing and comparing measures in topological machine learning.
method Persistence spheres map measures to continuous functions on the sphere, stable under 1-Wasserstein partial transport.
result Persistence spheres provide a stable, parameter-free representation of measures, improving upon existing methods.

We introduce several geometric notions, including the width of a homology class, to the theory of persistent homology. These ideas provide geometric interpretations of persistence diagrams. Indeed, we give quantitative and geometric descriptions of the "life span" or "persistence" of a homology class. As a case study, …

2021-03-11abs ↗pdf ↗

This article addresses persistent tangles. These are tangles whose presence in a knot diagram forces that diagram to be knotted. We provide new methods for constructing persistent tangles. Our techniques rely mainly on the existence of non-trivial colorings for the tangles in question. Our main result in this article i…

2019-04-11abs ↗pdf ↗

Study introduces a new method for multiple parameter regularization in polynomial functional regression.

problem Handling varying regularization parameters in polynomial functional regression.
method Developed a theoretically grounded algorithm for multiple parameter regularization and model aggregation.
result Promising results from evaluations on synthetic and real-world data.

Study cosmic structures using Topological Data Analysis and Persistence Energy.

problem Investigate cosmic web evolution in ΛΛCDM cosmologies.
method Apply LITE method to embed persistence diagrams into vector spaces and analyze cosmic structures.
result Discover a correlation between Persistence Energy and redshift values.

The paper examines how long-memory dynamics, rough-volatility, and persistence affect equity volatility forecasting.

problem The study investigates how long-memory dynamics, rough-volatility, and persistence impact equity volatility forecasting.
method The paper combines semiparametric long-memory estimation, rough-volatility diagnostics, and structured forecasting regressions.
result Persistence measures improve out-of-sample volatility forecasts, particularly during periods of elevated market volatility and in volatility-managed portfolio applications.

This review explores TDA and TDL beyond persistent homology.

problem Limitations of persistent homology in capturing topological invariants and homotopic evolution.
method Spectral representations, sheaf theory, Mayer topology, interaction topology, differential topology, geometric topology.
result Review of topological tools for various data types.

Revises SWK for persistence diagrams using Figalli-Gigli distance.

problem Efficiently embedding persistence diagrams in a Hilbert space.
method Directly use Figalli-Gigli distance to build a positive definite kernel.
result SFGK shares properties with SWK and performs similarly on benchmarks.

New model predicts energy prices volatility by smoothing time variation and persistence.

problem Separate study of volatility's time variation and persistence.
method Dynamic persistence model that allows shocks with heterogeneous persistence to vary smoothly over time.
result Significantly improves volatility forecasts over state-of-the-art models.

Persistent homology reveals geometric features of metric spaces, especially geodesic circles.

problem Detecting geometric features in metric spaces using persistent homology.
method Analyzing algebraic elements (footprints) in persistent homology of metric spaces and subspace.
result Higher-dimensional persistent homology captures lower-dimensional geometric features.