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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.

168,738 papers · 148 categories

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91182273364 · Jun 202019922001200920172026
48 results for order coefficient

A fundamental property of complex networks is the tendency for edges to cluster. The extent of the clustering is typically quantified by the clustering coefficient, which is the probability that a length-2 path is closed, i.e., induces a triangle in the network. However, higher-order cliques beyond triangles are crucia…

2017-04-12abs ↗pdf ↗

Study shows Dehn twist coefficients are consistent across different actions on surfaces.

problem Consistency of fractional Dehn twist coefficients under various actions.
method Analyzes left orderings of mapping class groups and uses cofinality properties.
result Fractional Dehn twist coefficients are independent of the underlying action for surfaces with genus > 1.

New quantum states capture more information, enabling advanced processing tasks.

problem Quantum information processing challenges with limited statistical information.
method Introducing Random-Coefficient Pure States (RCPS) and exploiting their higher-order statistics.
result RCPS provide richer information than density operators, enabling new quantum tasks.

New method improves DAG learning by using large coefficients for higher-order terms.

problem Recovering DAG structures from observational data is challenging due to combinatorial optimization.
method Proposes truncated matrix power iteration to approximate DAG constraints efficiently.
result Empirically outperforms previous methods by a factor of 3 or more in structural Hamming distance.

A representation of the Jacobi algebra h1su(1,1)\mathfrak{h}_1\rtimes \mathfrak{su}(1,1) by first order differential operators with polynomial coefficients on the manifold C×D1\mathbb{C}\times \mathcal{D}_1 is presented. The Hilbert space of holomorphic functions on which the holomorphic first order differential operators with …

2004-08-17abs ↗pdf ↗

Characterizes differential forms and vector fields with constant coefficients on manifolds.

problem Understanding constant coefficient differential forms and vector fields on manifolds.
method Analyzes differential forms and vector fields of specific degrees, proving obstructions and characterizing solutions to partial differential systems.
result Characterizes differential forms and vector fields with constant coefficients of various degrees on smooth manifolds.

Study heat content in sub-Riemannian structures, proving asymptotic series existence and coefficients.

problem Analyzing heat content in sub-Riemannian manifolds.
method Adapting Savo's technique to sub-Riemannian structures, computing coefficients up to order 5.
result Existence of full asymptotic series and explicit computation of coefficients up to order 5.

Abstract: Determines thermoelastic coefficients from boundary data.

problem Determining coefficients of thermoelastic system from boundary information.
method Explicit expression for thermoelastic Dirichlet-to-Neumann map with variable coefficients.
result Thermoelastic Dirichlet-to-Neumann map uniquely determines coefficients on the manifold.

We consider the class of differential equations that describe pseudo-spherical surfaces of the form u_t=F(u,u_x,u_xx)u\_t=F(u,u\_x,u\_{xx}) and u_xt=F(u,u_x)u\_{xt}=F(u, u\_x) given in Chern-Tenenblat \cite{ChernTenenblat} and Rabelo-Tenenblat \cite{RabeloTenenblat90}. We answer the following question: Given a pseudo-spherical surface determine…

2013-08-29abs ↗pdf ↗

The CGMY model's ATM call-price asymptotics are derived using characteristic function.

problem Deriving short-time asymptotics for the CGMY model's ATM call prices.
method Using the characteristic function, derived short-time asymptotics for the CGMY model's ATM call prices. Extracted higher-order coefficients by dynamic cutoff partitioning.
result Higher-order coefficients are derived for the CGMY model's ATM call prices.

Extends compactness theory to variable-coefficient pseudo-differential operators on manifolds.

problem Compensated compactness for pseudodifferential operators on vector bundles.
method Establishes a theorem for weakly convergent sequences of sections under a pseudo-differential operator.
result Quadratic form converges in distributional sense under certain conditions.

Improving the detection of relevant variables using a new bivariate measure could importantly impact variable selection and large network inference methods. In this paper, we propose a new statistical coefficient that we call the rank minrelation coefficient. We define a minrelation of X to Y (or equivalently a majrela…

2013-05-09abs ↗pdf ↗

We consider the asymptotic expansion of the heat kernel of a generalized Laplacian for t0+t\to 0^+ and characterize the coefficients aka_k of this expansion by a natural intertwining property. In particular we will give a closed formula for the infinite order jet of these coefficients on the diagonal in terms of the loc…

2001-05-17abs ↗pdf ↗

The behavior under conformal change of the renormalized volume coefficients associated to a pseudo-Riemannian metric is investigated. It is shown that they define second order fully nonlinear operators in the conformal factor whose algebraic structure is elucidated via the introduction of "extended obstruction tensors"…

2008-10-23abs ↗pdf ↗

We prove a universal recursive formulas for Branson's QQ-curvature of order eight in terms of lower-order QQ-curvatures, lower-order GJMS-operators and holographic coefficients. The results prove a special case of a conjecture in {arXiv:0905.3992}.

2009-12-11abs ↗pdf ↗

Abstract: Determines Lamé coefficients from boundary measurements.

problem Determining Lamé coefficients from elastic boundary measurements.
method Explicit symbol of elastic Dirichlet-to-Neumann map, partial derivatives determination.
result Elastic Dirichlet-to-Neumann map uniquely determines Lamé coefficients.

The conformal powers of the Laplacian of a Riemannian metric which are known as the GJMS-operators admit a combinatorial description in terms of the Taylor coefficients of a natural second-order one-parameter family (˝r;g)\H(r;g) of self-adjoint elliptic differential operators. (˝r;g)\H(r;g) is a non-Laplace-type perturbation …

2014-11-28abs ↗pdf ↗

Continuity of roots of hyperbolic polynomials with smooth coefficients.

problem Continuity of the solution map for hyperbolic polynomials.
method Proving continuity of the solution map from hyperbolic polynomials of degree d with C^d coefficients to their increasingly ordered roots.
result Continuity of the solution map for hyperbolic polynomials with C^d coefficients.

We consider regression scenarios where it is natural to impose an order constraint on the coefficients. We propose an order-constrained version of L1-regularized regression for this problem, and show how to solve it efficiently using the well-known Pool Adjacent Violators Algorithm as its proximal operator. The main ap…

2014-05-26abs ↗pdf ↗

New techniques solve Riccati equations on 3D manifolds, finding 4th order metric obstructions.

problem Solving Riccati-type equations with algebraic constraints on 3D Riemannian manifolds.
method Real algebraic geometry techniques, focusing on connection coefficients and Hessian equations.
result Obstruction to solving Riccati equations has order 4 in metric coefficients.

The loop invariants of Dimofte-Garoufalidis is a formal power series with arithmetically interesting coefficients that conjecturally appears in the asymptotics of the Kashaev invariant of a knot to all orders in 1/N1/N. We develop methods implemented in SnapPy that compute the first 6 coefficients of the formal power se…

2015-03-09abs ↗pdf ↗

In this paper we consider the cohomology of a closed arithmetic hyperbolic 3-manifold with coefficients in the local system defined by the even symmetric powers of the standard representation of SL(2,C). The cohomology is defined over the integers and is a finite abelian group. We show that the order of the 2nd cohomol…

2011-03-11abs ↗pdf ↗

The abstract discusses nonuniqueness results for specific Riemannian invariants.

problem Identifying conditions for nonhomothetic conformal rescalings with constant Riemannian invariants.
method Identifying sufficient conditions for finite and infinite geometrically distinct periodic conformal rescalings.
result Improves and establishes nonuniqueness results for various Riemannian invariants.

Existence of calibrated local stochastic volatility models proven for non-regular coefficients.

problem Existence of calibrated local stochastic volatility models in finance.
method Investigation of McKean--Vlasov equations with minimal continuity assumptions on coefficients, providing existence and propagation of chaos results.
result Existence of calibrated local stochastic volatility models for appropriate stochastic volatility parameters.

We prove (without using Federer's structure theorem) that a finite-mass flat chain over any coefficient group is rectifiable if and only if almost all of its 0-dimensional slices are rectifiable. This implies that every flat chain of finite mass and finite size is rectifiable. It also leads to a simple necessary and su…

1999-07-01abs ↗pdf ↗

The fused lasso is analyzed for high-dimensional piecewise-constant regression coefficients.

problem Estimation of high-dimensional piecewise-constant regression coefficients.
method Formulated a restricted isometry condition for the fused lasso estimator and derived estimation bounds.
result The estimation error can be dominated by either the lasso or the fused lasso rate, depending on the number of non-zero coefficients and piece-wise constant segments.

Estimates mixing coefficients of geometrically ergodic Markov processes from a single sample path.

problem Estimating mixing coefficients of geometrically ergodic Markov processes.
method Proposes methods to estimate β\beta-mixing coefficients from a single sample path under standard smoothness conditions.
result Obtains a rate of convergence of order \(\mathcal{O}(\log(n) n^{-[s]/(2[s]+2)})\) for the expected error of the estimator.

In this work, we consider a manufactory process which can be described by a multiple-instance logistic regression model. In order to compute the maximum likelihood estimation of the unknown coefficient, an expectation-maximization algorithm is proposed, and the proposed modeling approach can be extended to identify the…

2016-07-13abs ↗pdf ↗

We propose a novel procedure for outlier detection in functional data, in a semi-supervised framework. As the data is functional, we consider the coefficients obtained after projecting the observations onto orthonormal bases (wavelet, PCA). A multiple testing procedure based on the two-sample test is defined in order t…

2017-12-13abs ↗pdf ↗

We consider concepts and models for measuring inequality in the distribution of resources with a focus on how inequality varies as a function of covariates. Lorenz introduced a device for measuring inequality in the distribution of income that indicates how much the incomes below the uth^{th} quantile fall short of the…

2006-10-27abs ↗pdf ↗

Given a solution uu to a linear homogeneous second order elliptic equation with Lipschitz coefficients, we introduce techniques for giving improved estimates of the critical set $\Cr(u)\equiv \{x:|\nabla u|(x)=0\}$. The results are new even for harmonic functions on $\dR^n$. Given such a uu, the standard {\it first o…

2012-07-17abs ↗pdf ↗

Study solves inverse problems for real principal type operators using unique data sets and ray transforms.

problem Determining coefficients in real principal type equations from boundary data.
method Unique data sets, bicharacteristic ray transforms, and propagation of singularities.
result Global uniqueness results for determining coefficients in nonlinear real principal type equations.