Research
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.

168,695 papers · 148 categories

Trend · papers per month

116232347463 · Jun 202019922001200920172026
48 results for projection parameters

Inference in general Ising models is difficult, due to high treewidth making tree-based algorithms intractable. Moreover, when interactions are strong, Gibbs sampling may take exponential time to converge to the stationary distribution. We present an algorithm to project Ising model parameters onto a parameter set that…

2014-07-03abs ↗pdf ↗

Recent years, transfer learning has attracted much attention in the community of machine learning. In this paper, we mainly focus on the tasks of parameter transfer under the framework of extreme learning machine (ELM). Unlike the existing parameter transfer approaches, which incorporate the source model information in…

2018-09-04abs ↗pdf ↗

The paper finds a unique curve minimizing Loewner energy among piecewise geodesic Jordan curves.

problem Finding a unique curve minimizing Loewner energy among piecewise geodesic Jordan curves.
method Defining a complex projective structure and using accessory parameters to characterize the curve.
result The accessory parameters are the residues of the quadratic differential comparing the projective structure to the trivial one.

A fast method for estimating radar amplitude density parameters.

problem Accurate estimation of amplitude density function parameters in radar applications.
method Projecting amplitude data onto horizontal and vertical axes, then using MLE for α\alpha-stale distribution parameters.
result The average of computed MLEs based on two projections is a fast and accurate estimator for amplitude distribution parameters.

We study the existence of natural and projectively equivariant quantizations for differential operators acting between order 1 vector bundles over a smooth manifold M. To that aim, we make use of the Thomas-Whitehead approach of projective structures and construct a Casimir operator depending on a projective Cartan con…

2006-01-21abs ↗pdf ↗

New method selects variables for GP regression using sparse projection.

problem Identifying environmental factors affecting metal corrosion.
method Sparse projection of input variables, gradient descent optimization, non-convex marginal likelihood.
result Proposed method outperforms benchmarks in variable selection accuracy.

We present an algorithm for converting an indoor spherical panorama into a photograph with a simulated overhead view. The resulting image will have an extremely wide field of view covering up to 4π steradians of the spherical panorama. We argue that our method complements the stereographic projection commonly used in t…

2012-06-10abs ↗pdf ↗

Holomorphic projective structures and bundles are studied on surfaces, revealing affine spaces of parameters.

problem Holomorphic projective structures and bundles on surfaces.
method Generalization of principal bundle of projective 2-frames to branched projective structures.
result Affine spaces of branched projective structures with given branching classes.

We present a novel algorithm for deciding whether a given planar curve is an image of a given spatial curve, obtained by a central or a parallel projection with unknown parameters. The motivation comes from the problem of establishing a correspondence between an object and an image, taken by a camera with unknown posit…

2013-03-14abs ↗pdf ↗

Paper studies PSGD for constrained optimization problems and its statistical properties.

problem Online inference for constrained optimization problems.
method Stochastic gradient descent with projection (PSGD) for constrained optimization.
result Limiting distribution of PSGD-based estimates under linear-equality constraints.

Bayesian deep learning avoids underfitting by projecting onto null space of generalized Gauss-Newton matrix.

problem Bayesian deep learning often underfits, leading to less accurate predictions than point estimates.
method Proposes a matrix-free algorithm to project onto the null space of the generalized Gauss-Newton matrix, ensuring Bayesian predictions do not underfit.
result The method scales to large models, including vision transformers with 28 million parameters, and avoids underfitting.

Markov chain Monte Carlo (MCMC) algorithms are simple and extremely powerful techniques to sample from almost arbitrary distributions. The flaw in practice is that it can take a large and/or unknown amount of time to converge to the stationary distribution. This paper gives sufficient conditions to guarantee that univa…

2014-11-05abs ↗pdf ↗

A natural parametrization of smooth projective plane curves which tolerates the presence of sextactic points is the Forsyth-Laguerre parametrization. On a closed projective plane curve, which necessarily contains sextactic points, this parametrization is, however, in general not periodic. We show that by the introducti…

2018-10-15abs ↗pdf ↗

We formulate a correspondence between affine and projective special Kähler manifolds of the same dimension. As an application, we show that, under this correspondence, the affine special Kähler manifolds in the image of the rigid r-map are mapped to one-parameter deformations of projective special Kähler manifolds in t…

2017-02-08abs ↗pdf ↗

This paper classifies geodesics of projectively flat sprays and introduces a method to determine sprays based on geodesics.

problem Classifying geodesics of projectively flat sprays and determining sprays based on geodesics.
method Introduction of a geodesic method to determine an n-dimensional spray based on a family of curves with 2(n-1) free parameters as geodesics.
result Classification of geodesics of projectively flat sprays and determination of sprays based on geodesics.

A new method for Bayesian inference in high dimensions using projected Stein variational gradient descent.

problem Bayesian inference challenges in high-dimensional data.
method Adapting Stein variational gradient descent to exploit intrinsic low dimensionality of data.
result pSVGD is more accurate and efficient than SVGD, especially in high-dimensional settings.

Efficiently solves heterogeneous QPs by reducing variables using instance-specific projections.

problem Solving high-dimensional quadratic programming problems efficiently.
method Data-driven framework with a graph neural network generating projections tailored to each QP instance.
result Produces high-quality solutions with reduced computation time, outperforming existing methods.

It is shown that a (curved) projective structure on a smooth manifold determines on the Poisson algebra of smooth, fiberwise-polynomial functions on the cotangent bundle a one-parameter family of graded star products. For a particular value of the parameter (corresponding to half-densities) the star product is symmetri…

2005-04-29abs ↗pdf ↗

PF-LaCG removes the need for knowing smoothness and strong convexity parameters for locally accelerated CG.

problem Locally accelerated CG requires knowledge of smoothness and strong convexity parameters.
method Parameter-Free Locally Accelerated CG (PF-LaCG) algorithm.
result PF-LaCG achieves local acceleration without requiring knowledge of smoothness and strong convexity parameters.

We consider equitorsion second type almost geodesic mappings of a non-symmetric affine connection space in this article. Using different computational methods, we obtained some invariants of these mappings. Last generalized Thomas projective parameter and Weyl projective tensor as invariants of a second type almost geo…

2016-09-23abs ↗pdf ↗

Adapts POD basis for parametric ROMs using pGP.

problem Updating POD basis for accurate system behavior over parameter space.
method Formulates problem as supervised statistical learning, uses pGP to learn mapping between parameter space and Grassmann manifold.
result Proposes pGP for optimal estimation of POD basis parameters and quantifies uncertainty.

Some of the most important classes of surfaces in projective 3-space are reviewed: these are isothermally asymptotic surfaces, projectively applicable surfaces, surfaces of Jonas, projectively minimal surfaces, etc. It is demonstrated that the corresponding projective "Gauss-Codazzi" equations reduce to integrable syst…

1999-03-25abs ↗pdf ↗

Model projection transfers convolutional network properties to feedforward networks.

problem Transferring properties between feedforward and convolutional networks.
method Unified node-level framework with tensor-valued activations, model projection.
result Projected CNN nodes inherit GFFN-style trainable structure.

A method for dynamic portfolio choice with uncertain parameters using Pontryagin projection.

problem Continuous-time CRRA portfolio choice in markets with estimated and uncertain coefficients.
method Simulation-based two-stage solver (DPO + Pontryagin projection) to maximize ex-ante objective.
result Projection stabilizes learning and accurately recovers analytic decisions, improving over model-free PPO.

A new method for Bayesian inference tackles high-dimensional problems.

problem Bayesian inference in high-dimensional settings with kernel density estimation issues.
method Projected Wasserstein gradient descent (pWGD) method to overcome curse of dimensionality.
result pWGD method effectively addresses high-dimensional Bayesian inference problems.

General invariants of a geometric mapping of a symmetric affine connection space are obtained in this paper. These invariants are generalizations of the previous obtained basic invariants (see [16]). Moreover, these invariants are related with the Thomas projective parameter and the Weyl projective tensor.

2017-06-06abs ↗pdf ↗

We develop in detail the theory of c-projective geometry, a natural analogue of projective differential geometry adapted to complex manifolds. We realise it as a type of parabolic geometry and describe the associated Cartan or tractor connection. A Kaehler manifold gives rise to a c-projective structure and this is one…

2015-12-14abs ↗pdf ↗

Study examines Hilbert area of inscribed polygons in projective geometry.

problem Understanding Hilbert area of inscribed polygons in projective geometry.
method Examined correspondence between Fock-Goncharov and Cartesian coordinates, analyzed degeneration and Hilbert area of inscribed quadrilaterals, developed microlocal condition.
result Sequence of strictly convex domains with bounded Hilbert area and divergent Goldman parameters.

We review some basic concepts related to convex real projective structures from the differential geometry point of view. We start by recalling a Riemannian metric which originates in the study of affine spheres using the Blaschke connection (work of Calabi and of Cheng-Yau) mentioning its relation with the Hilbert metr…

2014-06-27abs ↗pdf ↗

Several convex formulation methods have been proposed previously for statistical estimation with structured sparsity as the prior. These methods often require a carefully tuned regularization parameter, often a cumbersome or heuristic exercise. Furthermore, the estimate that these methods produce might not belong to th…

2012-09-07abs ↗pdf ↗

Learning models of artificial intelligence can nowadays perform very well on a large variety of tasks. However, in practice different task environments are best handled by different learning models, rather than a single, universal, approach. Most non-trivial models thus require the adjustment of several to many learnin…

2016-02-25abs ↗pdf ↗

In this paper we study Kaehler manifolds that are strongly not relative to any projective Kaehler manifold, i.e. those Kaehler manifolds that do not share a Kaehler submanifold with any projective Kaehler manifold even when their metric is rescaled by the multiplication by a positive constant. We prove two results whic…

2016-08-10abs ↗pdf ↗

This study is motivated by the researches in the field of invariants of geodesic and conformal mappings presented in (T. Y. Thomas, [22]) and (H. Weyl, [25]). The Thomas projective parameter and the Weyl projective tensor are generalized in this article. Generators for vector spaces of invariants of geometric mappings …

2016-09-21abs ↗pdf ↗

Projective simulation (PS) is a model for intelligent agents with a deliberation capacity that is based on episodic memory. The model has been shown to provide a flexible framework for constructing reinforcement-learning agents, and it allows for quantum mechanical generalization, which leads to a speed-up in deliberat…

2018-04-23abs ↗pdf ↗