We construct new multivariate copulas on the basis of a generalized infinite partition-of-unity approach. This approach allows - in contrast to finite partition-of-unity copulas - for tail-dependence as well as for asymmetry. A possibility of fitting such copulas to real data from quantitative risk management is also p…
On-device research index
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.
169,051 papers · 148 categories
Trend · papers per month
31 results for “partition-of-unity”
Optimizes Lipschitz estimates for partitions of unity and characterizes spaces with Assouad-Nagata dimension.
problem Understanding the properties of partitions of unity and their Lipschitz bounds.
method Analyzes the standard partition of unity and its -generalizations, using the approximate midpoint property and Lebesgue number.
result Optimal Lipschitz bounds for partitions of unity and characterizes metric spaces with Assouad-Nagata dimension.
POUnets combine partitions of unity and monomials for efficient deep learning.
problem Efficiently approximating functions with deep neural networks in high dimensions.
method Integrates partitions of unity and monomials into neural network architecture.
result POUnets achieve hp-convergence for smooth functions and outperform MLPs for discontinuous functions.
In the paper, the author studies properties of three functions relating to the exponential function and the existence of partitions of unity, including accurate and explicit computation of their derivatives, analyticity, complete monotonicity, logarithmically complete monotonicity, absolute monotonicity, and the like.
We present a constructive and self-contained approach to data driven general partition-of-unity copulas that were recently introduced in the literature. In particular, we consider Bernstein-, negative binomial and Poisson copulas and present a solution to the problem of fitting such copulas to highly asymmetric data.
New copulas based on general partitions-of-unity and their applications to risk management (part II)q-fin.RM
We present a constructive and self-contained approach to data driven infinite partition-of-unity copulas that were recently introduced in the literature. In particular, we consider negative binomial and Poisson copulas and present a solution to the problem of fitting such copulas to highly asymmetric data in arbitrary …
The paper shows how to approximate continuous maps to smooth CW complexes.
problem Approximating continuous maps to smooth CW complexes.
method Whitney Approximation Theorem for continuous maps to smooth CW complexes.
result Topological CW complexes are homotopy equivalent to smooth CW complexes.
New copulas based on general partitions-of-unity (part III) - the continuous case (extended version)q-fin.RM
In this paper we discuss a natural extension of infinite discrete partition-of-unity copulas which were recently introduced in the literature to continuous partition of copulas with possible applications in risk management and other fields. We present a general simple algorithm to generate such copulas on the basis of …
Paper proves two cohomology maps are equivalent.
problem Proving equivalence of two cohomology maps.
method Using Mayer-Vietoris double complex and partition of unity.
result Two cohomology maps coincide.
This paper is devoted to dualization of paracompactness to the coarse category via the concept of -disjointness. Property A of G.Yu can be seen as a coarse variant of amenability via partitions of unity and leads to a dualization of paracompactness via partitions of unity. On the other hand, finite decomposition com…
Learning Theory of Transformers: Local-to-Global Approximation via Softmax Partition of Unitystat.ML
Paper studies Transformer learning theory for Euclidean and Riemannian domains.
problem Understanding and optimizing Transformer networks for regression tasks.
method Constructive approximation framework using softmax partition of unity and attention mechanism.
result Transformer can achieve uniform ε-approximation error with minimal parameters.
Enhances POU-Nets with probabilistic noise model for efficient spatial data clustering.
problem Improving the efficiency and accuracy of deep learning models for spatial data.
method Integrates Gaussian noise model into POU-Nets to enable gradient-based optimization and hierarchical refinement.
result Achieves sharp spatial partitions and higher-order polynomial approximation without regularizers.
A-manifolds and A-bundles are manifolds and vector bundles modelled on a projective finitely generated module over a topological algebra A. In this paper we investigate the conditions under which an A-bundle is provided with an A-valued hermitian structure and a compatible connection, in case A is a commutative complet…
Gromov \cite{Gr} and Dranishnikov \cite{Dr} introduced asymptotic and coarse dimensions of proper metric spaces via quite different ways. We define coarse and asymptotic dimension of all metric spaces in a unified manner and we investigate relationships between them generalizing results of Dranishnikov \cite{Dr…
For non-compact manifolds with boundary we prove that bounded geometry defined by coordinate-free curvature bounds is equivalent to bounded geometry defined using bounds on the metric tensor in geodesic coordinates. We produce a nice atlas with subordinate partition of unity on manifolds with boundary of bounded geomet…
Continuing the study of bounded geometry for Riemannian foliations, begun by Sanguiao, we introduce a chart-free definition of this concept. Our main theorem states that it is equivalent to a condition involving certain normal foliation charts. For this type of charts, it is also shown that the derivatives of the chang…
Differential chains are a proper subspace of de Rham currents given as an inductive limit of Banach spaces endowed with a geometrically defined strong topology. Boundary is a continuous operator, as are operators that dualize to Hodge star, Lie derivative, pullback and interior product. Partitions of unity exist in thi…
Generalized Stacey-Roberts lemma for Banach manifolds.
problem Constructing Lie groupoids of smooth mappings in infinite-dimensional geometry.
method Generalization of the Stacey-Roberts lemma to Banach manifolds with smooth partitions of unity.
result Remedied an error in the original proof for finite-dimensional setting.
Recent research in coarse geometry revealed similarities between certain concepts of analysis, large scale geometry, and topology. Property A of G.Yu is the coarse analog of amenability for groups and its generalization (exact spaces) was later strengthened to be the large scale analog of paracompact spaces using parti…
We propose a new model for pricing Quanto CDS and risky bonds. The model operates with four stochastic factors, namely: hazard rate, foreign exchange rate, domestic interest rate, and foreign interest rate, and also allows for jumps-at-default in the FX and foreign interest rates. Corresponding systems of PDEs are deri…
Researchers developed a rigorous mathematical formulation of functional integration for fields on paracompact manifolds.
problem Overcoming the problematic aspect of measures in the space of fields.
method Using Schwartz-Sobolev spaces, open coverings with subordinate partition-of-unity test functions, and convolution operations.
result Validated the basic assumption of differential geometry that fields live on differentiable manifolds.
In this paper we introduce the notion of a smooth structure on a stratified space, the notion of a Poisson smooth structure and the notion of a weakly symplectic smooth structure on a stratified symplectic space, refining the concept of a stratified symplectic Poisson algebra introduced by Sjamaar and Lerman. We show t…
Formalizes quantum path integrals using groupoids and differential forms.
problem Formalizing Feynman's path integral in quantum mechanics.
method Shifted focus to pair groupoid, using van Est map and piecewise linear structures.
result Developed a coordinate-free approach to integration of differential forms.
Localized signal representation on graph bundles using Fourier analysis.
problem Representing signals on graph bundles with twists.
method Partition of unity and product factorization over the base graph.
result Lifted bases for signal spaces of graph bundle components.
Pricing Derivatives under Multiple Stochastic Factors by Localized Radial Basis Function Methodsq-fin.CP
We propose two localized Radial Basis Function (RBF) methods, the Radial Basis Function Partition of Unity method (RBF-PUM) and the Radial Basis Function generated Finite Differences method (RBF-FD), for solving financial derivative pricing problems arising from market models with multiple stochastic factors. We demons…
Generative models learn manifold structure; new approach uses atlas and geodesic interpolation.
problem Challenges in representing manifolds with topology different from Euclidean space.
method Atlas Generative Models (AGMs) with hybrid latent spaces and geodesic interpolation.
result Geodesic interpolation can be extended to AGMs, improving manifold representation.
We introduce a representation theory for risk operations on locally compact groups in a partition of unity on a topological manifold for Markowitz-Tversky-Kahneman (MTK) reference points. We identify (1) risk torsion induced by the flip rate for risk averse and risk seeking behaviour, and (2) a structure constant or co…
CAMEL enhances manifold embedding and learning with curvature metrics.
problem High-dimensional data classification, dimension reduction, and visualization.
method CAMEL uses a Riemannian manifold with curvature metrics for enhanced expressibility and interpretability.
result CAMEL outperforms state-of-the-art methods on high-dimensional datasets.
A new geometric definition of integration for differential forms.
problem Standard integration definitions are coordinate-dependent and not suitable for certain contexts.
method Uses triangulations and cochains on the pair groupoid to define integration.
result Natural definition in Lie algebroids, stochastic integration, and quantum field theory.
Researchers resolve a SYZ conjecture for A_n singularities using quantum-corrected T-duality.
problem Resolving a mathematically precise SYZ conjecture for A_n singularities.
method Building a quantum-corrected T-duality between two singular torus fibrations.
result Constructing a parameter-dependent SYZ mirror fibration partner with matching singular loci and integral affine structure.
AMORE uses neural operators to efficiently predict multiple thermochemical states in stiff chemical kinetics.
problem Efficiently integrating stiff chemical kinetics systems to reduce computational cost.
method Developed AMORE, a framework of adaptive multi-output operator network with two adaptive loss functions.
result Demonstrated improved accuracy and efficiency in predicting thermochemical states from initial conditions.