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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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12.5%25.0%37.5%50.0% · Mar 199319922001200920172026
48 results for phase harmonic covariance

New phase harmonic covariance models capture non-Gaussian properties of stationary processes.

problem Capturing non-Gaussian properties of stationary processes using Fourier phase.
method Introduce phase harmonic covariance moments and maximum entropy models conditioned by these moments.
result Maximum entropy models from phase harmonic covariances improve image synthesis of turbulent flows.

A major issue in harmonic analysis is to capture the phase dependence of frequency representations, which carries important signal properties. It seems that convolutional neural networks have found a way. Over time-series and images, convolutional networks often learn a first layer of filters which are well localized i…

2018-10-29abs ↗pdf ↗

The covariant phase space of a Lagrangian field theory is the solution space of the associated Euler-Lagrange equations. It is, in principle, a nice environment for covariant quantization of a Lagrangian field theory. Indeed, it is manifestly covariant and possesses a canonical (functional) "presymplectic structure" w …

2008-09-24abs ↗pdf ↗

Introduces a new phase space for 2D supersymmetric sigma models.

problem Developing a new Hamiltonian formulation for 2D supersymmetric sigma models.
method Introduces a phase space with spinorial momenta and derives a covariant Hamiltonian formulation.
result Shows the existence of additional supersymmetries in the new formulation.

New non-separable covariance kernels for spatiotemporal data derived from harmonic oscillator physics.

problem Capturing complex spatiotemporal dependencies in Gaussian processes.
method Hybrid spectral method based on the harmonic oscillator, deriving explicit covariance kernels.
result Explicit non-separable covariance kernels with space-time interactions.

Analyzes Berry phases and connection matrices on Siegel-Jacobi spaces.

problem Understanding Berry phases and connection matrices on Siegel-Jacobi spaces.
method Examines the Siegel-Jacobi disk and upper half-plane, calculates connection matrices and covariant derivatives.
result Calculates the connection matrix and covariant derivatives on the extended Siegel-Jacobi upper half-plane.

Revisits Gaussian process model with spherical harmonics for scalable deep learning.

problem Scaling Gaussian process models to large input dimensions with high frequency learning.
method Introduces new kernels related to deep models, variational learning of spherical harmonic phases, and sparseness in eigenbasis.
result Enables scaling to larger input dimensions and learning of high frequency variations.

Study shows how anisotropic data affects learning dynamics in phase retrieval.

problem Understanding learning dynamics in phase retrieval with anisotropic Gaussian inputs.
method Developed a tractable reduction to reveal a three-phase trajectory and derived scaling laws.
result Found that anisotropy leads to a three-phase trajectory: fast escape, slow convergence, and spectral-tail learning.

In this article we consider asymptotically harmonic manifolds which are simply connected complete Riemannian manifolds without conjugate points such that all horospheres have the same constant mean curvature hh. We prove the following equivalences for asymptotically harmonic manifolds XX under the additional assumpti…

2013-07-02abs ↗pdf ↗

Lyons and Sullivan have shown how to discretize harmonic functions on a Riemannian manifold MM whose Brownian motion satisfies a certain recurrence property called \ast-recurrence. We study analogues of this discretization for tensor fields which are harmonic in the sense of the covariant Laplacian. We show that, un…

2016-03-28abs ↗pdf ↗

We develop the notion of renormalized energy in CR geometry, for maps from a strictly pseudoconvex pseudohermitian manifold to a Riemannian manifold. This energy is a CR invariant functional, whose critical points, which we call CR-harmonic maps, satisfy a CR covariant subelliptic partial differential equation. The cor…

2018-11-07abs ↗pdf ↗

Using geometric quantization procedure, the quantization of algebra of observables for physical system with Ricci-flat phase space is obtained. In the classical case the appointed physical system is reduced to harmonic oscillator when the one real parameter is vanished.

1999-02-18abs ↗pdf ↗

The problem of image restoration in cryo-EM entails correcting for the effects of the Contrast Transfer Function (CTF) and noise. Popular methods for image restoration include `phase flipping', which corrects only for the Fourier phases but not amplitudes, and Wiener filtering, which requires the spectral signal to noi…

2016-02-22abs ↗pdf ↗

DPI quantifies phase differences in 1D and multidimensional signals using Riesz transform.

problem Quantifying phase differences in signals of varying dimensions.
method Riesz transform framework for harmonic analysis.
result DPI detects hypersynchronization and subtle changes in images and artworks.

SpecGD mitigates misalignment in phase retrieval models with anisotropic inputs.

problem Misalignment during gradient descent in phase retrieval models with anisotropic inputs.
method Spectral gradient descent modifies gradient updates to preserve directional information and remove spike amplification.
result SpecGD removes spike amplification, leading to stable alignment and accelerated noise contraction.

PLS-SVD struggles with missing data in multimodal datasets, showing a phase transition in performance.

problem Missing data in PLS-SVD for multimodal datasets.
method Replica-symmetric analysis of spiked rectangular random matrices with missing entries.
result PLS-SVD performance transitions from uninformative to informative singular vectors at a critical signal-to-noise threshold.

The paper constructs new non-trivial harmonic maps into higher-dimensional target manifolds.

problem Existence of non-trivial harmonic maps into higher-dimensional target manifolds.
method Perturbative argument, refined neck-analysis, energy identity, min-max problems.
result Construction of an infinite family of new null-homotopic nn-harmonic nn-spheres.

We demonstrate that it is conceptually and computationally favorable to regard spin-weighted spherical harmonics as vector valued functions on the total space SO(3)SO(3) of the Hopf bundle, satisfying a covariance condition with respect to the gauge group U(1)U(1) of this bundle. A key role is played by the invariant connec…

2014-03-03abs ↗pdf ↗

The paper proves conditions for the triviality of L2L^2-harmonic forms on Riemannian manifolds.

problem Conditions for the triviality of L2L^2-harmonic forms on Riemannian manifolds.
method Study of a covariant Schrödinger operator HX,VH_{X,V} and its L2L^2-kernel.
result Sufficient conditions for the triviality of the L2L^2-kernel of HX,VH_{X,V}.

Study reveals how attention helps in signal recovery from sequence models using random matrix theory.

problem Signal recovery from sequence models with attention mechanisms.
method Analysis of sample covariance matrices constructed from pooled sequence representations with attention weights.
result Optimal attention weights maximize signal-to-noise ratio and improve signal recovery.

Canonical transformation plays a fundamental role in simplifying and solving classical Hamiltonian systems. We construct flexible and powerful canonical transformations as generative models using symplectic neural networks. The model transforms physical variables towards a latent representation with an independent harm…

2019-09-30abs ↗pdf ↗

DRCS selects a subset of data to minimize worst-case test error under covariate shift.

problem Selecting a subset of data that performs well across different deployment scenarios when data distributions differ.
method DRCS derives an upper bound for the worst-case test error assuming covariate shift and selects instances to minimize this bound.
result DRCS achieves distributionally robust training instance selection.

We provide a method to prepare covariance matrices for quantum datasets.

problem No concrete protocol for preparing covariance matrices for quantum datasets.
method Amplitude encoding of data, exploiting global phase symmetry to center the dataset.
result Covariance matrix can be prepared for arbitrary quantum datasets or centered classical datasets.

We analyze the stock prices of the S&P market from 1987 until 2012 with the covariance matrix of the firm returns determined in time windows of several years. The eigenvector belonging to the leading eigenvalue (market) exhibits in its long term time dependence a phase transition with an order parameter which can be in…

2013-06-11abs ↗pdf ↗

Early approaches to multiple-output Gaussian processes (MOGPs) relied on linear combinations of independent, latent, single-output Gaussian processes (GPs). This resulted in cross-covariance functions with limited parametric interpretation, thus conflicting with the ability of single-output GPs to understand lengthscal…

2017-09-05abs ↗pdf ↗

The paper explores using historical data to improve clinical trial analysis by optimizing covariate weights.

problem Limited covariates in small clinical trials reduce the effectiveness of analysis.
method Leverage historical data to pre-specify covariate weights as a composite covariate.
result A composite covariate improves the cost/benefit ratio and reduces overfitting in small clinical trials.

A new model for generating point processes with complex geometries.

problem Difficulties in modeling point processes with large numbers of particles and complex geometries.
method Gradient descent algorithm applied to a phase harmonic operator on wavelet transforms of point patterns.
result The model allows for fast sampling of new configurations that match the statistics of observed point processes.

Better signal detection in undersampled data using joint and cross covariances.

problem Detecting shared signals in high-dimensional data with limited samples.
method Analysis of three covariance matrices: individual, cross, and joint.
result Joint and cross covariance matrices detect signals earlier than individual covariances.

New analysis of Muon and SignSGD on matrix-valued least squares problems.

problem Understanding the behavior of Muon and SignSGD on matrix-valued least squares problems.
method Derive explicit deterministic dynamics to study learning behavior of Muon and SignSGD.
result Muon and SignSGD exhibit different optimal learning rates and convergence characteristics based on batch size and data covariance.

We present a generally covariant approach to quantum mechanics in which generalized positions, momenta and time variables are treated as coordinates on a fundamental "phase-spacetime." We show that this covariant starting point makes quantization into a purely geometric flatness condition. This makes quantum mechanics …

2017-09-13abs ↗pdf ↗

In the theory of so called "Covariant Quantum Mechanics" a basic role is played by Hermitian vector fields on a complex line bundle in the frameworks of Galilei and Einstein spacetimes. In fact, it has been proved that the Lie algebra of Hermitian vector fields is naturally isomorphic to a Lie algebra of "special funct…

2005-04-15abs ↗pdf ↗