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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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21426283 · Jun 202019922001200920172026
48 results for nonlinear Perron-Frobenius

The development of a metric for structural data is a long-term problem in pattern recognition and machine learning. In this paper, we develop a general metric for comparing nonlinear dynamical systems that is defined with Perron-Frobenius operators in reproducing kernel Hilbert spaces. Our metric includes the existing …

2018-05-31abs ↗pdf ↗

Study on self-consuming generative models with diverse human curation, focusing on convergence and stability.

problem Analyzing self-consuming generative models with heterogeneous human curation.
method Investigates the asymptotic behavior of retraining dynamics using nonlinear Perron--Frobenius theory and Banach contraction mapping.
result Improves convergence results and provides stability and non-stability analyses for the model.

Stochastic discount factor (SDF) processes in dynamic economies admit a permanent-transitory decomposition in which the permanent component characterizes pricing over long investment horizons. This paper introduces an empirical framework to analyze the permanent-transitory decomposition of SDF processes. Specifically, …

2014-12-15abs ↗pdf ↗

Using an idea of Doug Lind, we give a lower bound for the Perron-Frobenius degree of a Perron number that is not totally-real. As an application, we prove that there are cubic Perron numbers whose Perron-Frobenius degrees are arbitrary large; a result known to Lind, McMullen and Thurston. A similar result is proved for…

2017-11-18abs ↗pdf ↗

Fixed points of nonnegative neural networks are analyzed using fixed point theory.

problem Analyzing fixed points in nonnegative neural networks.
method Fixed point theory, nonlinear Perron-Frobenius theory, monotonic and scalable mappings.
result Conditions for the existence of fixed points in nonnegative neural networks are provided.

Deep learning framework for kernel methods using RKHM and Perron-Frobenius operators.

problem Kernel methods in deep learning with potential overfitting issues.
method Combining RKHM and Perron-Frobenius operator to derive a new Rademacher bound and analyze deep kernel methods.
result Theoretical interpretation of benign overfitting and milder dependency on output dimension.

A pseudo-Anosov surface automorphism φφ has associated to it an algebraic unit λφλ_φ called the dilatation of φφ. It is known that in many cases λφλ_φ appears as the spectral radius of a Perron-Frobenius matrix preserving a symplectic form LL. We investigate what algebraic units could potentially appear as dilatatio…

2011-04-13abs ↗pdf ↗

Study of endperiodic maps on infinite graphs, proving homotopy and eigenvalue properties.

problem Understanding endperiodic maps on infinite graphs with finitely many ends.
method Adapting relative train track maps and combinatorial techniques to infinite type setting.
result Any generalized endperiodic map is homotopic to a relative train track map.

IGNN captures long-range graph dependencies using fixed-point equations.

problem Limited GNN ability to capture long-range graph dependencies.
method Fixed-point equilibrium equations involving implicitly defined state vectors, leveraging Perron-Frobenius theory and projected gradient descent.
result IGNN consistently captures long-range dependencies and outperforms state-of-the-art GNNs.

We prove that non-elementary hyperbolic groups grow exponentially more quickly than their infinite index quasiconvex subgroups. The proof uses the classical tools of automatic structures and Perron-Frobenius theory. We also extend the main result to relatively hyperbolic groups and cubulated groups. These extensions us…

2016-02-25abs ↗pdf ↗

This paper extends transfer operator theory to McKean-Vlasov equations.

problem Analyzing the behavior of complex dynamical systems using transfer operators.
method Extended dynamic mode decomposition and Galerkin projection.
result Finite-dimensional approximations of transfer operators computed.

Asset prices contain information about the probability distribution of future states and the stochastic discounting of those states as used by investors. To better understand the challenge in distinguishing investors' beliefs from risk-adjusted discounting, we use Perron-Frobenius Theory to isolate a positive martingal…

2014-11-28abs ↗pdf ↗

If (M,g)(M,g) is a compact real analytic Riemannian manifold, we give a necessary and sufficient condition for there to be a sequence of quasimodes of order o(λ)o(λ) saturating sup-norm estimates. In particular, it gives optimal conditions for existence of eigenfunctions satisfying maximal sup norm bounds. The condition is …

2013-11-15abs ↗pdf ↗

The paper estimates key metrics for linear models with Markov or hidden Markov sources.

problem Estimating free energy, mutual information, and MMSE for linear models with specific signal priors.
method Replica analysis in statistical physics, focusing on Markov and hidden Markov sources.
result The linear model with Markov or hidden Markov sources can be simplified into decoupled AWGN channels.

In this paper we develop the metric theory for the outer space of a free product of groups. This generalizes the theory of the outer space of a free group, and includes its relative versions. The outer space of a free product is made of GG-trees with possibly non-trivial vertex stabilisers. The strategies are the same…

2013-12-15abs ↗pdf ↗

RaNNDy uses randomized neural networks to learn transfer operators efficiently.

problem Efficiently learning transfer operators from data.
method Randomized neural network approach with randomly initialized hidden layers and trained output layer.
result Significant reduction in training time and resources with improved stability.

Data-driven methods link graphon limits to random walks and spectral clustering.

problem Clustering signals evolving over time with graphon limits.
method Transfer operators, Koopman and Perron-Frobenius, for estimating graphon from signal data.
result Spectral clustering can be extended to graphons, reconstructing transition densities and graphons.

Study of weighted nonlinear flags in symplectic geometry.

problem Understanding the geometry of weighted nonlinear flags.
method Generalizing weighted nonlinear Grassmannians to Frechet manifolds and using them to describe coadjoint orbits.
result Description of coadjoint orbits of Hamiltonian diffeomorphisms using weighted isotropic nonlinear flags.

For a system of second order differential equations we determine a nonlinear connection that is compatible with a given generalized Lagrange metric. Using this nonlinear connection, we can find the whole family of metric nonlinear connections that can be associated with a system of SODE and a generalized Lagrange struc…

2004-12-06abs ↗pdf ↗

A nonlinear flag is a finite sequence of nested closed submanifolds. We study the geometry of Frechet manifolds of nonlinear flags, in this way generalizing the nonlinear Grassmannians. As an application we describe a class of coadjoint orbits of the group of Hamiltonian diffeomorphisms that consist of nested symplecti…

2020-02-11abs ↗pdf ↗

Proposes a new method for nonlinear Bayesian updates using ensemble kernel regression.

problem Nonlinear and non-Gaussian Bayesian updates for complex systems.
method Combines Kalman filtering for observed components and kernel density estimation for unobserved components, with subsampling and clustering.
result Reduces estimation errors in highly nonlinear scenarios compared to standard linear updates.

Study solves inverse problems for equations with fractional nonlinearities.

problem Solving inverse problems for semilinear elliptic equations with fractional power nonlinearities.
method Higher order linearization method adapted for fractional order.
result Results of previous studies remain valid for general power nonlinearities.

Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations.

problem Understanding moduli of continuity for fully nonlinear parabolic equations.
method Proving moduli of continuity of viscosity solutions are subsolutions of one-dimensional parabolic equations.
result Sharp Lipschitz bounds and gradient estimates for fully nonlinear parabolic equations with bounded initial data.

New guarantees for uniquely identifying transport maps and vector fields from finite measure-valued data.

problem Unique recovery of transport maps and vector fields from finite measure-valued data.
method Use of Whitney and Takens embedding theorems to establish conditions for unique identification.
result New metric for comparing diffeomorphisms and analogous results in infinitesimal settings.

The paper introduces a fast algorithm for learning and forecasting nonlinear dynamics from noisy time series data.

problem Challenges in capturing nonlinear dynamics from noisy time series data.
method A projected nonlinear state-space model with kernel functions applied to projected lines.
result The model effectively learns and forecasts complex nonlinear dynamics with computational efficiency.

AdaKoop efficiently models nonlinear dynamics from nonstationary data streams.

problem Capturing nonlinear dynamics in nonstationary data streams with computational efficiency.
method Koopman operator theory and probabilistic framework for streaming data.
result AdaKoop outperforms state-of-the-art methods in real-time forecasting accuracy and efficiency.