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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.

168,742 papers · 148 categories

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2.7%5.4%8.0%10.7% · Nov 199719922001200920172026
48 results for nested Hilbert schemes

For each braid βBrnβ\in Br_n we construct a 22-periodic complex Sβ\mathbb{S}_β of quasi-coherent C×C\mathbb{C}^*\times \mathbb{C}^*-equivariant sheaves on the non-commutative nested Hilbert scheme Hilb1,nfreeHilb_{1,n}^{free}. We show that the triply graded vector space of the hypecohomology $ \mathbb{H}( \mathbb{S}_β\otimes \wed…

2016-08-10abs ↗pdf ↗

We introduce an efficient algorithmic framework for model selection in online learning, also known as parameter-free online learning. Departing from previous work, which has focused on highly structured function classes such as nested balls in Hilbert space, we propose a generic meta-algorithm framework that achieves o…

2017-12-30abs ↗pdf ↗

New conjectures link SU(r) Vafa-Witten invariants to Ramanujan's continued fractions.

problem Exploring new expressions for SU(r) Vafa-Witten partition functions.
method Combining S-duality, Gholampour-Thomas's theory, and Ramanujan's continued fractions.
result Conjectural expressions for SU(r) Vafa-Witten invariants in terms of theta functions and Seiberg-Witten invariants.

There is an increasing interest in estimating expectations outside of the classical inference framework, such as for models expressed as probabilistic programs. Many of these contexts call for some form of nested inference to be applied. In this paper, we analyse the behaviour of nested Monte Carlo (NMC) schemes, for w…

2016-12-03abs ↗pdf ↗

Characterizes Hilbert schemes and their geometric properties.

problem Understanding transverse Hilbert schemes and their geometric properties.
method Characterization through bi-Poisson structures and hyperkähler geometry.
result Characterization of transverse Hilbert schemes and description of their hyperkähler geometry.

We conjecture a formula for the refined SU(3)\mathrm{SU}(3) Vafa-Witten invariants of any smooth surface SS satisfying H1(S,Z)=0H_1(S,\mathbb{Z}) = 0 and pg(S)>0p_g(S)>0. The unrefined formula corrects a proposal by Labastida-Lozano and involves unexpected algebraic expressions in modular functions. We prove that our formula satisfi…

2018-08-09abs ↗pdf ↗

New methods for estimating complex causal effects in econometrics.

problem Estimating causal parameters in short panel data models using nested nonparametric instrumental variable regression.
method Introducing techniques to limit ill-posedness in nested NPIV, providing explicit mean square rates and efficient inference.
result Explicit mean square rates for nested NPIV and efficient inference for causal parameters.

Study of Hilbert schemes and Coulomb branches of hypertoric varieties.

problem Understanding the geometry and topology of Coulomb branches of hypertoric varieties.
method Investigation of transverse equivariant Hilbert schemes and Hamiltonian reductions, proposing new metrics.
result Coulomb branches of hypertoric varieties can be constructed as Hilbert schemes or Hamiltonian reductions.

We construct a categorification of the maximal commutative subalgebra of the type AA Hecke algebra. Specifically, we propose a monoidal functor from the (symmetric) monoidal category of coherent sheaves on the flag Hilbert scheme to the (non-symmetric) monoidal category of Soergel bimodules. The adjoint of this functo…

2016-08-25abs ↗pdf ↗

The paper analyzes Tikhonov regularization in Hilbert scales for statistical inverse problems.

problem Statistical inverse problems in Hilbert scales with general noise.
method Tikhonov regularization scheme with conditional stability estimates and high probability error bounds.
result Explicit rates of convergence for oversmoothing and regular cases over defined regularity classes.

Via the transverse Hilbert scheme construction, we associate a holomorphic completely integrable system to a surface SS endowed with a holomorphic symplectic form ωω and a projection onto C\mathbb{C}. We provide a full characterization of the completely integrable systems that arise in this way.

2017-06-06abs ↗pdf ↗

A new algorithm estimates VaR and ES for financial risks.

problem Estimating Value-at-Risk and Expected Shortfall for financial losses.
method Multilevel Stochastic Approximation (MLSA) scheme for nested stochastic approximation problems.
result Optimal complexities for VaR and ES estimation are derived.

New geometric structures on surfaces generalize complex and real Lie algebra properties.

problem Generalizing geometric structures associated with Lie algebras.
method Define and analyze generalizations of punctual Hilbert schemes for complex and real Lie algebras.
result Construct geometric structures homeomorphic to Hitchin components.

We represent algebraic curves via commuting matrix polynomials. This allows us to show that the Hilbert scheme of cohomologically stable twisted rational curves of degree dd in P3\P1{\Bbb P}^3\backslash {\Bbb P}^1 is isomorphic to a complexified hyperkähler quotient of an open subset of a vector space by a non-reductive …

2019-03-05abs ↗pdf ↗

An unobstructedness theorem is proved for deformations of compact holomorphic Poisson manifolds and applied to a class of examples. These include certain rational surfaces and Hilbert schemes of points on Poisson surfaces. We study in particular the Hilbert schemes of the projective plane and show that a generic deform…

2011-05-24abs ↗pdf ↗

The latent Dirichlet allocation (LDA) model is a widely-used latent variable model in machine learning for text analysis. Inference for this model typically involves a single-site collapsed Gibbs sampling step for latent variables associated with observations. The efficiency of the sampling is critical to the success o…

2016-08-02abs ↗pdf ↗

Geometrically computes sheaves linking HOMFLY-PT homology to Hilbert schemes.

problem Linking HOMFLY-PT homology to geometric structures on Hilbert schemes.
method Geometric sheaf theory, Hochschild homology formality, Hilbert schemes of points.
result Established formalism connecting HOMFLY-PT homology to coherent sheaves on Hilbert schemes.

We define a deformation of the triply graded Khovanov-Rozansky homology of a link LL depending on a choice of parameters ycy_c for each component of LL, which satisfies link-splitting properties similar to the Batson-Seed invariant. Keeping the ycy_c as formal variables yields a link homology valued in triply graded …

2017-12-11abs ↗pdf ↗

Aganagic and Shakirov propose a refinement of the SU(N) Chern-Simons theory for links in three manifolds with S^1-symmetry, such as torus knots in S^3, based on deformation of the S and T matrices, originally found by Kirillov and Cherednik. We relate the large N limit of the S matrix to the Hilbert schemes of points o…

2012-11-25abs ↗pdf ↗

Constructs a new geometric structure on surfaces to generalize Teichmüller theory.

problem Exploring new geometric structures in Teichmüller theory.
method Uses the punctual Hilbert scheme of the plane to construct a higher complex structure and explores its properties.
result Establishes a canonical diffeomorphism between the moduli space of higher complex structures and Hitchin's component.

Researchers develop Orlov-Schulman symmetries for self-dual conformal structures.

problem Developing symmetries for self-dual conformal structures.
method Explicit proof of compatibility with Lax-Sato flows, dressing scheme based on Riemann-Hilbert problem.
result Construction and proof of compatibility of Orlov-Schulman symmetries.

We describe a family of 3d topological B-models whose target spaces are Hilbert schemes of points in C2\mathbb{C}^2. The interfaces separating theories with different numbers of points correspond to braid strands. The Hilbert space of the picture of a closed braid is the HOMFLY-PT homology of the corresponding link.

2018-12-15abs ↗pdf ↗

Let H denote the standard one-point completion of a real Hilbert space. Given any non-trivial proper sub-set U of H one may define the so-called `Apollonian' metric d_U on U. When U \subset V \subset H are nested proper subsets we show that their associated Apollonian metrics satisfy the following uniform contraction p…

2011-02-21abs ↗pdf ↗

A new method combines quantile regression, cross-conformalization, and out-of-bag predictions for valid prediction sets.

problem Valid prediction sets for classification and regression without distributional assumptions.
method Nested conformal prediction framework, combining quantile regression, cross-conformalization, and out-of-bag predictions.
result QOOB algorithm performs best or close to best on all simulated and real datasets.

Seidel and Smith have constructed an invariant of links as the Floer cohomology for two Lagrangians inside a complex affine variety Y. This variety is the intersection of a semisimple orbit with a transverse slice at a nilpotent in the Lie algebra sl2m.sl_{2m}. We exhibit bijections between a set of generators for the Sei…

2004-10-31abs ↗pdf ↗

We study a stylized dynamic assortment planning problem during a selling season of finite length TT. At each time period, the seller offers an arriving customer an assortment of substitutable products and the customer makes the purchase among offered products according to a discrete choice model. The goal of the selle…

2018-06-27abs ↗pdf ↗

This paper presents a general coding method where data in a Hilbert space are represented by finite dimensional coding vectors. The method is based on empirical risk minimization within a certain class of linear operators, which map the set of coding vectors to the Hilbert space. Two results bounding the expected recon…

2010-02-03abs ↗pdf ↗

Paper proposes a new method to solve Schrödinger Bridge Problem using kernel regression.

problem Schrödinger Bridge Problem in the context of entropic optimal transport.
method Forward-reverse iterative Monte Carlo procedure using kernel regression.
result Developed a provably convergent algorithm for approximating Schrödinger potentials.

Paper establishes convergence rates for learning elliptic pseudo-differential operators.

problem Learning elliptic pseudo-differential operators in partial differential equations.
method Wavelet-Galerkin framework, structured infinite-dimensional regression problem, sparse estimator, matrix compression, nested-support strategy.
result Obtained convergence rates for the estimator and efficient Galerkin solver.