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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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226452678904 · Jun 202019922001200920172026
48 results for one-dimensional problem

The study examines different types of equilibria for stopping problems in one-dimensional diffusion processes.

problem Characterizing and comparing different types of equilibria for time-inconsistent stopping problems.
method Analyzes log sub-additive discount functions and one-dimensional diffusion processes to derive necessary and sufficient conditions for weak equilibria and other types of equilibria.
result Conditions for weak equilibria and their implications for other types of equilibria are provided.

Study one-dimensional topological theories with linear generating functions.

problem Understanding one-dimensional topological theories with defects.
method Construct bases of hom spaces for decorated unoriented one-dimensional cobordisms.
result Gram determinant and linear generating functions constructed.

In this paper we consider stochastic optimization problems for an ambiguity averse decision maker who is uncertain about the parameters of the underlying process. In a first part we consider problems of optimal stopping under drift ambiguity for one-dimensional diffusion processes. Analogously to the case of ordinary o…

2011-10-18abs ↗pdf ↗

This paper optimizes Gaussian mixture model learning with optimal sampling complexity.

problem Learning the number of components and mixing distribution in 1D Gaussian mixtures.
method Fourier-based approach to estimate model order and mixing distribution.
result The proposed method matches the optimal sampling complexity and outperforms conventional techniques.

We extend the Deep Image Prior (DIP) framework to one-dimensional signals. DIP is using a randomly initialized convolutional neural network (CNN) to solve linear inverse problems by optimizing over weights to fit the observed measurements. Our main finding is that properly tuned one-dimensional convolutional architectu…

2019-04-18abs ↗pdf ↗

Study of one-dimensional non-Hausdorff manifolds and their quotient to CW complexes.

problem Understanding and characterizing one-dimensional non-Hausdorff manifolds.
method Analyzing properties of connected non-Hausdorff manifolds and their quotient spaces to CW complexes.
result Existence of a quotient map from a connected non-Hausdorff manifold to an open one-dimensional CW complex.

Geodesic lines with specific boundaries found on a special type of manifold.

problem Existence of geodesic lines with prescribed asymptotic boundaries.
method Proper exponential map assumption, solution to the asymptotic Plateau problem.
result Existence of geodesic lines with Morse index ≤ n-1.

We prove that for compact, non-contractible, one dimensional geodesic spaces, a version of the marked length spectrum conjecture holds. For a compact one dimensional geodesic space X, we define a subspace Conv(X). When X is non-contractible, we show that X deformation retracts to Conv(X). If two such spaces X, Y have t…

2012-09-17abs ↗pdf ↗

Confidence intervals are a popular way to visualize and analyze data distributions. Unlike p-values, they can convey information both about statistical significance as well as effect size. However, very little work exists on applying confidence intervals to multivariate data. In this paper we define confidence interval…

2017-01-20abs ↗pdf ↗

Method estimates multivariate counterfactual distributions efficiently and accurately.

problem Estimating multivariate counterfactual distributions in causal models with correlation structures.
method Proposes a method leveraging a one-dimensional subspace to capture correlation structures and efficiently estimate multivariate counterfactual distributions.
result Demonstrates superior performance over existing methods on synthetic and real-world data.

New algorithm optimizes convex functions with noisy evaluations in one dimension.

problem Optimizing convex functions with noisy zero-order evaluations in one dimension.
method Proposed a computationally efficient algorithm achieving O(1/T)O(1/\sqrt{T}) convergence rate.
result Achieved the optimal O(1/T)O(1/\sqrt{T}) convergence rate, closing the gap in one dimension.

It is generally understood that a given one-dimensional diffusion may be transformed by Cameron-Martin-Girsanov measure change into another one-dimensional diffusion with the same volatility but a different drift. But to achieve this we have to know that the change-of-measure local martingale that we write down is a tr…

2019-10-25abs ↗pdf ↗

In this work we study the problem of existence of symplectic structures on free nilpotent Lie algebras. Necessary and sufficient conditions are given for even dimensional ones. The one dimensional central extension for odd dimensional free nilpotent Lie algebras is also considered.

2011-11-14abs ↗pdf ↗

In this paper we continue our studies of the one dimensional conformal metric flows, which were introduced in [8]. In this part we mainly focus on evolution equations involving fourth order derivatives. The global existence and exponential convergence of metrics for the 1-Q and 4-Q flows are obtained.

2007-10-23abs ↗pdf ↗

We study the problem of finding the one-dimensional structure in a given data set. In other words we consider ways to approximate a given measure (data) by curves. We consider an objective functional whose minimizers are a regularization of principal curves and introduce a new functional which allows for multiple curve…

2015-12-15abs ↗pdf ↗

Study shows one-dimensional location-scale-shape models are flat in Wasserstein geometry.

problem Investigating curvature in location-scale-shape models under Wasserstein metric.
method Introduced location-scale-shape model and investigated its geometry.
result Location-scale-shape model is intrinsically flat but extrinsically curved in Wasserstein geometry.

Paper develops methods for analyzing forms with synchronized singularities.

problem Analyzing forms with synchronized singularities.
method Exact reduction, analytic transfer, and geometric recomposition.
result Transfer of sparse domination principle to synchronized singular forms.

The paper analyzes how the one-dimensional Wasserstein distance captures pointwise density differences in finite samples.

problem Uncertainty in identifying density differences when supports overlap and densities have substantial pointwise differences.
method Analysis using the Poisson process and neural spike train decoding.
result The one-dimensional Wasserstein distance highlights meaningful density differences related to both rate and support.

Any two compact, complete, one-dimensional geodesic spaces with identical marked length spectrum have isometric π1π_1-hull. The present version contains errors, notably in Lemmas 2.2 and 2.3 (path cancellations can be more complicated), which then propagate through the paper. The main result is correct as stated, and a…

2003-01-26abs ↗pdf ↗

We prove that every homomorphism from the fundamental group of a planar Peano continuum to the fundamental group of a planar or one-dimensional Peano continuum is induced by a continuous map up to conjugation. This is then used to provide a family of uncountable many planar Peano continua with pairwise non-isomorphic f…

2013-05-18abs ↗pdf ↗

BOIDS optimizes high-dimensional problems by guiding optimization with one-dimensional lines.

problem Scaling Bayesian Optimization to high-dimensional problems.
method BOIDS uses a sequence of one-dimensional direction lines guided by an adaptive selection technique and incorporates subspace embedding for efficiency.
result BOIDS outperforms state-of-the-art methods on various synthetic and real-world problems.

Unique solutions found for diffusive martingale problems.

problem Finding unique solutions to Cauchy problems for diffusive real-valued strict local martingales.
method Provided sets of smooth functions under local Hölder and Engelbert-Schmidt conditions for unique classical and weak solutions.
result Unique solutions found for specific martingale models.

Study on the complexity of 1D ReLU neural networks, proving growth in linear regions.

problem Understanding the complexity and expressivity of 1D ReLU neural networks.
method Analyzing the number of linear regions in randomly initialized, fully connected 1D ReLU networks in the infinite-width limit.
result The expected number of linear regions grows as a function of the number of neurons in each layer.