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.

168,742 papers · 148 categories

Trend · papers per month

25.0%50.0%75.0%100.0% · Jan 199419922001200920172026
48 results for projection schemes

Aggregates predictions from multiple regression models using random projections and kernel methods.

problem Combining predictions from multiple regression models to improve accuracy.
method Random projection of high-dimensional feature space, followed by kernel-based consensual aggregation.
result The aggregation scheme performs similarly to using the original high-dimensional features, with high probability.

In this article, we introduce symbol calculus on a projective scheme. Using holomorphic Poisson structures, we construct deformations of ring structures for structure sheaves on projective spaces.

2013-03-31abs ↗pdf ↗

The paper describes hyperkähler geometry of cotangent bundles using rank-1 projections.

problem Understanding hyperkähler geometry of cotangent bundles via algebraic methods.
method Algebraic description via the scheme of rank-1 projections, isometric embeddings, and generalizations.
result Explicit isometric embeddings and generalizations of hyperkähler geometry.

Low-rank structure have been profoundly studied in data mining and machine learning. In this paper, we show a dense matrix XX's low-rank approximation can be rapidly built from its left and right random projections Y1=XA1Y_1=XA_1 and Y2=XTA2Y_2=X^TA_2, or bilateral random projection (BRP). We then show power scheme can further…

2011-12-22abs ↗pdf ↗

We study codimension one holomorphic distributions on the projective three-space, analyzing the properties of their singular schemes and tangent sheaves. In particular, we provide a classification of codimension one distributions of degree at most 2 with locally free tangent sheaves, and show that codimension one distr…

2016-11-17abs ↗pdf ↗

We investigate Fano schemes of conditionally generic intersections, i.e. of hypersurfaces in projective space chosen generically up to additional conditions. Via a correspondence between generic properties of algebraic varieties and events in probability spaces that occur with probability one, we use the obtained resul…

2013-01-14abs ↗pdf ↗

Researchers find Busemann functions in Wasserstein space, enabling efficient projections and distances.

problem Defining Busemann functions in Wasserstein space for efficient data projections and distances.
method Investigated existence and computation of Busemann functions in Wasserstein space, establishing closed-form expressions for specific cases.
result Explicit projection schemes for probability distributions on \(\mathbb{R}\) enable novel Sliced-Wasserstein distances over Gaussian mixtures and labeled datasets.

Via the transverse Hilbert scheme construction, we associate a holomorphic completely integrable system to a surface SS endowed with a holomorphic symplectic form ωω and a projection onto C\mathbb{C}. We provide a full characterization of the completely integrable systems that arise in this way.

2017-06-06abs ↗pdf ↗

We propose a natural discretisation scheme for classical projective minimal surfaces. We follow the classical geometric characterisation and classification of projective minimal surfaces and introduce at each step canonical discrete models of the associated geometric notions and objects. Thus, we introduce discrete ana…

2018-01-25abs ↗pdf ↗

We present algorithms for topic modeling based on the geometry of cross-document word-frequency patterns. This perspective gains significance under the so called separability condition. This is a condition on existence of novel-words that are unique to each topic. We present a suite of highly efficient algorithms based…

2013-03-15abs ↗pdf ↗

We define and calculate signature and nullity invariants for complex schemes for curves in the real projective plane. We use an analog of the Murasugi-Tristram inequality to prohibit certain schemes from being realized by real algebraic curves. We give new formulas for Casson-Gordon invariants of graph manifolds, and s…

2015-10-21abs ↗pdf ↗

An unobstructedness theorem is proved for deformations of compact holomorphic Poisson manifolds and applied to a class of examples. These include certain rational surfaces and Hilbert schemes of points on Poisson surfaces. We study in particular the Hilbert schemes of the projective plane and show that a generic deform…

2011-05-24abs ↗pdf ↗

Unified theory and debiasing framework for random oblique projections in high dimensions.

problem Systematic statistical bias in random oblique projections induced by sampling.
method Unified non-asymptotic theory and debiasing framework.
result Sharp bias--variance characterizations and improved approximation accuracy.

The study classifies and analyzes two-dimensional holomorphic distributions on a four-dimensional projective space.

problem Classifying and analyzing two-dimensional holomorphic distributions on P4\mathbb{P}^4.
method Classification and investigation of distributions with specific properties, including tangent and conormal sheaves.
result The sheaves of distributions are split and the moduli spaces are irreducible quasi-projective varieties.

We construct an explicit scheme to associate to any potential symbol an operator acting between sections of natural bundles (associated to irreducible representations) for a so-called AHS-structure. Outside of a finite set of critical (or resonant) weights, this procedure gives rise to a quantization, which is intrinsi…

2009-04-21abs ↗pdf ↗

Network embedding, which learns low-dimensional vector representation for nodes in the network, has attracted considerable research attention recently. However, the existing methods are incapable of handling billion-scale networks, because they are computationally expensive and, at the same time, difficult to be accele…

2018-05-07abs ↗pdf ↗

We discuss some differential geometry pertaining to continuum mechanics and the route recently taken by D.N. Arnold, R.S. Falk, and R. Winther in deriving new improved finite element schemes in linear elasticity from constructions in projective geometry.

2010-05-12abs ↗pdf ↗

We consider projective varieties with degenerate Gauss image whose focal hypersurfaces are non-reduced schemes. Examples of this situation are provided by the secant varieties of Severi and Scorza varieties. The Severi varieties are moreover characterized by a uniqueness property.

2003-04-09abs ↗pdf ↗

In this paper, we study rational sections of the relative Picard scheme of a linear system on a smooth projective variety. We prove that if the linear system is basepoint-free and the locus of non-integral divisors has codimension at least two, then all rational sections of the relative Picard scheme come from restrict…

2017-06-28abs ↗pdf ↗

A simple and computationally efficient scheme for tree-structured vector quantization is presented. Unlike previous methods, its quantization error depends only on the intrinsic dimension of the data distribution, rather than the apparent dimension of the space in which the data happen to lie.

2008-05-09abs ↗pdf ↗

This paper develops quantization algorithms for random Fourier features, simplifying the process and improving performance.

problem Efficient quantization of random Fourier features for better performance and storage.
method Developed Lloyd-Max (LM) and LM2^2-RFF quantization schemes for random Fourier features.
result The marginal distribution of RFF is independent of the Gaussian kernel parameter γ, simplifying quantization design.

Study evaluates UK CDC schemes, finding intergenerational cross-subsidies in flat-accrual schemes and dynamic-accrual schemes can reduce but not eliminate them.

problem Intergenerational cross-subsidies in UK CDC schemes, particularly in flat-accrual schemes.
method Comparison of flat-accrual and dynamic-accrual CDC schemes, analysis of performance and level of cross-subsidies.
result Dynamic-accrual schemes can reduce but not eliminate intergenerational cross-subsidies, while flat-accrual schemes often have significant cross-subsidies.

Consider EE a holomorphic vector bundle over a projective manifold XX polarized by an ample line bundle LL. Fix kk large enough, the holomorphic sections H0(ELk)H^0(E\otimes L^k) provide embeddings of XX in a Grassmanian space. We define the \textit{balancing flow for bundles} as a flow on the space of projectively equ…

2014-11-11abs ↗pdf ↗

Study analyzes FIT schemes under market and regulatory uncertainty.

problem Tackles uncertainty in feed-in tariffs and their impact on investment thresholds.
method Uses semi-analytical real options framework to model and compare FIT schemes.
result Increasing regulatory uncertainty lowers investment thresholds for FIT schemes.

Distributed sensors compress and send features to a fusion center for linear regression.

problem Efficiently compress and transmit features from distributed sensors to a fusion center under varying communication constraints.
method Designs a distributed and adaptive feature compression scheme using optimal quantizers and simple adaptive strategies.
result Demonstrates improved inference performance through simulated experiments.

Feature hashing and other random projection schemes are commonly used to reduce the dimensionality of feature vectors. The goal is to efficiently project a high-dimensional feature vector living in Rn\mathbb{R}^n into a much lower-dimensional space Rm\mathbb{R}^m, while approximately preserving Euclidean norm. These sc…

2019-03-08abs ↗pdf ↗

In this paper we study the problem of recovering a structured but unknown parameter θ{\bfθ}^* from nn nonlinear observations of the form yi=f(xi,θ)y_i=f(\langle {\bf{x}}_i,{\bfθ}^*\rangle) for i=1,2,,ni=1,2,\ldots,n. We develop a framework for characterizing time-data tradeoffs for a variety of parameter estimation algorithms when…

2016-10-23abs ↗pdf ↗

Efficiently simulates the Heston model with large time steps using a novel method.

problem Challenges in simulating the Heston model with large time steps.
method Implicit integrated variance scheme exploiting the near-linear nature between stochastic driver and conditional integrated variance process.
result Achieves near-exact accuracy with coarse discretizations, efficient for large time steps.

An asymptotic formula for the Tian-Paul CM-line of a flat family blown-up at a flat closed sub-scheme is given. As an application we prove that the blow-up of a polarized manifold along a (relatively) Chow-unstable submanifold admits no (extremal) constant scalar curvature Kahler metrics in classes making the exception…

2008-10-30abs ↗pdf ↗

Let XSX \rightarrow S be a smooth projective surjective morphism, where XX and SS are integral schemes over complex numbers. Let L_0, L_1, .... L_{n-1}, L_{n} be line bundles over XX. There is a natural isomorphism of the Deligne pairing <L0,...,Ln><L_{0},...,L_{n}> with the determinant line bundle ${\rm Det}(\otimes_{i=0}^{…

2011-06-01abs ↗pdf ↗