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.
In this article we present a natural generalization of Newton's Second Law valid in field theory, i.e., when the parameterized curves are replaced by parameterized submanifolds of higher dimension. For it we introduce what we have called the geodesic k-vector field, analogous to the ordinary geodesic field and which …
A field theory is constructed in the context of parameterized absolute parallelism geometry. The theory is shown to be a pure gravity one. It is capable of describing the gravitational field and a material distribution in terms of the geometric structure of the geometry used (the parallelization vector fields). Three t…
The importance of Einstein's geometrization philosophy, as an alternative to the least action principle, in constructing general relativity (GR), is illuminated. The role of differential identities in this philosophy is clarified. The use of Bianchi identity to write the field equations of GR is shown. Another similar …
Chas and Sullivan have defined an intersection-type product on the homology of the free loop space LM of an oriented manifold M. In this paper we show how to extend this construction to a topological conformal field theory of degree d. In particular, we get operations on the homology of LM which are parameterized by th…
We consider four-dimensional gravity coupled to a non-linear sigma model whose scalar manifold is a non-compact geometrically finite surface Σ endowed with a Riemannian metric of constant negative curvature. When the space-time is an FLRW universe, such theories produce a very wide generalization of two-field α-att…
In the past decade, deep neural networks (DNNs) came to the fore as the leading machine learning algorithms for a variety of tasks. Their raise was founded on market needs and engineering craftsmanship, the latter based more on trial and error than on theory. While still far behind the application forefront, the theore…
Deep neural networks (DNNs) have demonstrated dominating performance in many fields; since AlexNet, networks used in practice are going wider and deeper. On the theoretical side, a long line of works has been focusing on training neural networks with one hidden layer. The theory of multi-layer networks remains largely …
New scaling framework for MoE architectures ensures stability and optimal performance at scale.
problem Lack of principled understanding of how hyperparameters should scale in MoE architectures.
method Developed a novel Dynamical Mean Field Theory (DMFT) for three scaling regimes of MoE architectures.
result Derived Maximally Scale-Stable Parameterization (MSSP) for SGD and Adam, providing robust learning rate transfer and monotonic improvement with scale.
New bounds show BBVI's gradient variance matches SGD conditions, improving parameterization efficiency.
problem Understanding and improving the convergence of black-box variational inference (BBVI).
method Showed BBVI satisfies matching gradient variance bounds corresponding to the ABC condition for smooth and quadratically-growing log-likelihoods.
result Proven BBVI's gradient variance matches SGD conditions, with superior dimensional dependence for mean-field parameterization.
Conformal surface parameterization is useful in graphics, imaging and visualization, with applications to texture mapping, atlas construction, registration, remeshing and so on. With the increasing capability in scanning and storing data, dense 3D surface meshes are common nowadays. While meshes with higher resolution …
A parameterization that is a modified version of a previous work is proposed for the returns and correlation matrix of financial time series and its properties are studied. This parameterization allows easy introduction of non-stationarity and it shows several of the characteristics of the true, observed realizations, …
The class of non-rigid registration methods proposed in the framework of PDE-constrained Large Deformation Diffeomorphic Metric Mapping is a particularly interesting family of physically meaningful diffeomorphic registration methods. PDE-constrained LDDMM methods are formulated as constrained variational problems, wher…
This is a survey of the theory of complex projective (CP^1) structures on compact surfaces. After some preliminary discussion and definitions, we concentrate on three main topics: (1) Using the Schwarzian derivative to parameterize the moduli space (2) Thurston's parameterization of the moduli space using grafting (3) …
Let G be a compact Lie group. By work of Chataur and Menichi, the homology of the space of free loops in the classifying space of G is known to be the value on the circle in a homological conformal field theory. This means in particular that it admits operations parameterized by homology classes of classifying spaces o…
The paper explores how over-parameterized linear regression models generalize without violating learning theory principles.
problem Understanding how over-parameterized linear regression models generalize without violating learning theory principles.
method The paper uses the predictive normalized maximum likelihood (pNML) learner to investigate the minimum norm solution of over-parameterized linear regression models.
result The model generalizes well when the test sample lies in a subspace spanned by eigenvectors associated with large eigenvalues of the training data.
This paper presents a method to compute the {\it quasi-conformal parameterization} (QCMC) for a multiply-connected 2D domain or surface. QCMC computes a quasi-conformal map from a multiply-connected domain S onto a punctured disk DS associated with a given Beltrami differential. The Beltrami differential, which me…
Surface parameterizations have been widely used in computer graphics and geometry processing. In particular, as simply-connected open surfaces are conformally equivalent to the unit disk, it is desirable to compute the disk conformal parameterizations of the surfaces. In this paper, we propose a novel algorithm for the…
We describe the sample paths of the stochastic field F=Ft(v,x,q) of aggregate utilities parameterized by Pareto weights v and total cash amounts x and stocks' quantities q in an economy. We also describe the sample paths of the stochastic field G=Gt(u,y,q), which is conjugate to F with respect to the …
Numerous methods for computing conformal mesh paramterizations has been developed due to the vast applications in the field of geometry processing. Spectral conformal parameterization (SCP) is one of these methods to computing a quality conformal parameterization based on the spectral technique. SCP focus on a generali…
Determinantal point processes (DPPs), which arise in random matrix theory and quantum physics, are natural models for subset selection problems where diversity is preferred. Among many remarkable properties, DPPs offer tractable algorithms for exact inference, including computing marginal probabilities and sampling; ho…