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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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48 results for nonlinearity

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.

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.

JULIA combines multi-linear and nonlinear models for tensor completion.

problem Complex patterns in real-world tensors require a unified model.
method JULIA unifies multi-linear and nonlinear models with flexible component assignment and efficient alternating optimization.
result JULIA outperforms existing methods in large-scale tensor completion.

Bayesian filtering approach identifies nonlinear restoring forces in dynamic systems.

problem Identification of nonlinear dynamic systems in engineering.
method Modeling the nonlinear restoring force as a Gaussian process, converting it to a state-space model, and inferring internal states and the nonlinear restoring force through filtering and smoothing.
result The approach effectively identifies nonlinear restoring forces in both simulated and experimental datasets.

Unified analysis for nonlinear parametric models in Bayesian optimization.

problem Limited theoretical guarantees for nonlinear parametric models in Bayesian optimization.
method Kernel-based framework for analyzing regularized nonlinear parametric models trained on adaptively collected data.
result Unified convergence guarantees for nonlinear acquisition and surrogate models.

The paper develops adaptive deep learning methods for nonlinear time series models.

problem Estimating mean functions of non-stationary and nonlinear time series models.
method Develops non-penalized and sparse-penalized DNN estimators for general non-stationary time series, derives minimax lower bounds, and shows the sparse-penalized DNN estimator is adaptive and optimal.
result Sparse-penalized DNN estimator achieves minimax optimal rates for many nonlinear AR models.

This paper tackles efficient optimization for nonlinear embeddings in similarity learning.

problem Learning similarity with nonlinear embeddings is challenging due to the large number of pairs.
method Detailed derivations and efficient optimization methods for nonlinear embeddings are developed.
result Efficient optimization methods for nonlinear embeddings are shown to be highly effective.

The development of algorithms for unsupervised pattern recognition by nonlinear clustering is a notable problem in data science. Markov clustering (MCL) is a renowned algorithm that simulates stochastic flows on a network of sample similarities to detect the structural organization of clusters in the data, but it has n…

2019-12-27abs ↗pdf ↗

Constructs differential characters on nonlinear Graßmannians.

problem No specific problem stated; focuses on mathematical construction.
method Using a nonlinear version of the tautological bundle, a transgression map is constructed from MM to nonlinear Graßmannians of submanifolds of fixed type.
result Obtains prequantum circle bundles and central Lie group extensions.

Stock networks, constructed from stock price time series, are a well-established tool for the characterization of complex behavior in stock markets. Following Mantegna's seminal paper, the linear Pearson's correlation coefficient between pairs of stocks has been the usual way to determine network edges. Recently, possi…

2018-04-26abs ↗pdf ↗

The paper introduces a framework to assess nonlinear causality in financial markets.

problem Identifying and quantifying co-dependence between financial instruments.
method Transfer entropy and convergent cross-mapping methods to assess linear and nonlinear causality.
result Stock indices exhibit significant nonlinear causality, and correlation underestimates causality.

Paper connects contrastive learning to MI maximization and establishes robust methods for nonlinear ICA and subspace estimation.

problem Understanding and improving unsupervised representation learning and density ratio estimation.
method The paper connects contrastive learning to MI maximization, establishes new recovery conditions for nonlinear ICA, and proposes a practical outlier-robust method for nonlinear subspace estimation.
result The proposed methods can be seen as maximizing MI, performing nonlinear ICA, or estimating nonlinear subspaces, and are robust to outliers.

Non-Markovian point process shows power-law scaling, similar to nonlinear Markovian process.

problem Understanding the scaling behavior of non-Markovian point processes.
method Analyzed a confined fractional Brownian motion-driven point process and compared it to a nonlinear Markovian process.
result A nonlinear Markovian process can reproduce the power-law scaling behavior of a non-Markovian point process.

Paper accelerates nonlinear mapping in online systems with lower time complexity.

problem Speeding up nonlinear mapping in online systems.
method Integrates an acceleration module into Dendrite Net (DD) to reduce time complexity.
result DD with AC has lower time complexity while maintaining nonlinear mapping and system identification properties.

New framework IIA identifies innovations in general nonlinear vector autoregressive processes.

problem Limited generality of NVAR models due to additive innovation assumption.
method Independent Innovation Analysis (IIA) framework, assuming mutual independence and modulation by an auxiliary variable.
result Guarantees identifiability of innovations with arbitrary nonlinearities, up to permutation and component-wise invertible nonlinearities.

Study on signal-plus-noise decomposition in nonlinear spiked random matrices.

problem Nonlinear spiked random matrix models with rank-one signal and noise.
method Signal-plus-noise decomposition and phase transition analysis.
result Identified precise phase transitions in signal components at critical thresholds.

Optimistic estimate predicts best fitting performance of nonlinear models.

problem Evaluating the potential of nonlinear models in fitting.
method Proposes an optimistic estimate to quantify the smallest sample size for fitting nonlinear models.
result Predicts specific subsets of targets that can be fitted at overparameterization.

Solves geometric problems using fully nonlinear equations and Morse theory.

problem Geometric problems, specifically Loewner-Nirenberg and Yamabe problems.
method Investigates structure of fully nonlinear equations and applies Morse theory techniques.
result Constructs admissible metrics under weak conditions and demonstrates topological obstructions.

Private method measures nonlinear correlations between data hosted across two entities.

problem Measuring nonlinear correlations between sensitive data hosted across multiple parties while preserving privacy.
method Differentially private estimator of distance correlation.
result First private estimator of nonlinear correlations in a multi-party setup.

Independent Component Analysis (ICA) aims to find a coordinate system in which the components of the data are independent. In this paper we construct a new nonlinear ICA model, called WICA, which obtains better and more stable results than other algorithms. A crucial tool is given by a new efficient method of verifying…

2020-01-13abs ↗pdf ↗

ADMM algorithm solves nonlinear matrix decompositions efficiently.

problem Nonlinear matrix decompositions for various applications.
method Alternating Direction Method of Multipliers (ADMM) for nonlinear matrix factorization.
result The method efficiently solves diverse nonlinear matrix decompositions.

Paper presents a new backward deep BSDE method for solving nonlinear FBSDE problems.

problem Nonlinear Forward Backward Stochastic Differential Equations (FBSDE) with terminal conditions.
method Backward deep BSDE method applied to FBSDE with nonlinear generators and random initial conditions.
result Derives exact and Taylor-based approximations for time-stepping nonlinear BSDEs.

Paper quantifies neural operators' efficiency for solving nonlinear parabolic PDEs.

problem Quantifying the efficiency of neural operators for solving nonlinear parabolic PDEs.
method Deriving approximation rates by transferring PDEs to integral equations and leveraging Picard's iteration.
result Neural operators can efficiently approximate solution operators of nonlinear PDEs without exponential complexity growth.

Stochastic VB improves nonlinear model inference speed and accuracy.

problem Bayesian inference of nonlinear models from noisy data.
method Stochastic Variational Bayesian (VB) inference for nonlinear models.
result Stochastic VB achieves comparable parameter recovery to analytical solution but is faster.

The paper studies frequency monotonicity for solutions of nonlinear equations under Ricci flow.

problem Frequency monotonicity for positive solutions of nonlinear equations under Ricci flow.
method Obtained parabolic frequency monotonicity for solutions of two nonlinear parabolic equations with bounded Ricci curvature.
result Established integral type Harnack inequalities using parabolic frequency monotonicity.

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

problem Proving gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.
method Using Souplet-Zhang type estimates and properties of Bakry-Emery Ricci tensor and weighted mean curvature.
result Gradient estimates for nonlinear parabolic equations on smooth metric measure spaces with Dirichlet boundary condition.