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.

168,657 papers · 148 categories

Trend · papers per month

4488132176 · Jun 202019922001200920172026
48 results for quadratic distances

Study on Teichmüller rays' asymptotic behavior and distances.

problem Understanding the asymptotic behavior of Teichmüller rays.
method Explicit formula derivation for limiting Teichmüller distance under specific conditions.
result Two Teichmüller rays are asymptotic if their vertical measured foliations are modularly equivalent and their limit surfaces coincide.

This work characterizes, analytically and numerically, two major effects of the quadratic Wasserstein (W2W_2) distance as the measure of data discrepancy in computational solutions of inverse problems. First, we show, in the infinite-dimensional setup, that the W2W_2 distance has a smoothing effect on the inversion pro…

2019-11-15abs ↗pdf ↗

Using Blanchfield pairings, we show that two Alexander polynomials cannot be realized by a pair of matrices with Gordian distance one if a corresponding quadratic equation does not have an integer solution. We also give an example of how our results help in calculating the Gordian distances, algebraic Gordian distances…

2017-09-17abs ↗pdf ↗

We reconsider the problem of optimal trading in the presence of linear and quadratic costs, for arbitrary linear costs but in the limit where quadratic costs are small. Using matched asymptotic expansion techniques, we find that the trading speed vanishes inside a band that is narrower than in the absence of quadratic …

2015-11-23abs ↗pdf ↗

We propose an SDP relaxation for the Gromov-Wasserstein distance, providing globally optimal solutions.

problem Matching objects between incomparable spaces using the Gromov-Wasserstein distance.
method Semi-definite programming (SDP) relaxation of the GW distance.
result The SDP relaxation provides globally optimal solutions for the GW distance in some instances.

The Lorentzian length, which is one of the most significant functions in Lorentzian geometry, is a complex-valued function. Its square gives a real-valued non-degenerate quadratic function. In this paper, we define naturally extended mappings of Lorentzian distance-squared functions, wherein each component is a Lorentz…

2013-06-19abs ↗pdf ↗

Study connects curvature to graph theory and reveals differences.

problem Exploring differences between Quadratic Orthogonal Bisectional Curvature and Real Bisectional Curvature.
method Real (1,1)--forms and Weitzenböck curvature operator used to represent graph Dirichlet energy.
result Curvature differences illuminated between Quadratic Orthogonal Bisectional Curvature and Real Bisectional Curvature.

We propose a novel end-to-end non-minimax algorithm for training optimal transport mappings for the quadratic cost (Wasserstein-2 distance). The algorithm uses input convex neural networks and a cycle-consistency regularization to approximate Wasserstein-2 distance. In contrast to popular entropic and quadratic regular…

2019-09-28abs ↗pdf ↗

Recently used in various machine learning contexts, the Gromov-Wasserstein distance (GW) allows for comparing distributions whose supports do not necessarily lie in the same metric space. However, this Optimal Transport (OT) distance requires solving a complex non convex quadratic program which is most of the time very…

2019-05-24abs ↗pdf ↗

Study sharp convergence rates of empirical UOT for spatio-temporal point processes.

problem Statistical analysis of UOT for spatio-temporal point processes.
method Empirical plug-in estimators for Kantorovich-Rubinstein distance between intensity measures.
result Sharp convergence rates of empirical UOT in terms of intrinsic dimensions of measures.

Study shows neural networks trained with GD converge to Gaussian processes with polynomial decay.

problem Understanding convergence of neural networks to Gaussian processes during training.
method Explicit upper bounds on quadratic Wasserstein distance between trained networks and Gaussian approximations.
result Polynomial decay of approximation error with network width and training time.

SQFA learns features maximizing Fisher-Rao distance for better classification.

problem Improving classification accuracy through feature learning.
method SQFA learns linear features maximizing Fisher-Rao distance between class-conditional distributions.
result SQFA-H features achieve the best classification accuracy.

We present a new algorithm, trimed, for obtaining the medoid of a set, that is the element of the set which minimises the mean distance to all other elements. The algorithm is shown to have, under certain assumptions, expected run time O(N^(3/2)) in R^d where N is the set size, making it the first sub-quadratic exact m…

2016-05-23abs ↗pdf ↗

New formulations for comparing metric measure spaces with arbitrary positive measures.

problem Comparing metric measure spaces with arbitrary positive measures.
method Two novel formulations: a divergence and a conic lifting approach.
result Efficiently solvable formulations for comparing metric spaces with arbitrary positive measures.

Quantitative stability for nearly minimizing Yamabe metrics.

problem Understanding the stability of nearly minimizing metrics in Riemannian geometry.
method Proving quantitative closeness of nearly minimizing metrics to minimizing metrics in a specific sense.
result The distance between nearly minimizing metrics and minimizing metrics is controlled quadratically by the Yamabe energy deficit.

In this paper a new dissimilarity measure to identify groups of assets dynamics is proposed. The underlying generating process is assumed to be a diffusion process solution of stochastic differential equations and observed at discrete time. The mesh of observations is not required to shrink to zero. As distance between…

2008-09-23abs ↗pdf ↗

The Sinkhorn "distance", a variant of the Wasserstein distance with entropic regularization, is an increasingly popular tool in machine learning and statistical inference. However, the time and memory requirements of standard algorithms for computing this distance grow quadratically with the size of the data, making th…

2018-12-12abs ↗pdf ↗

We consider high-dimensional quadratic classifiers in non-sparse settings. The target of classification rules is not Bayes error rates in the context. The classifier based on the Mahalanobis distance does not always give a preferable performance even if the populations are normal distributions having known covariance m…

2015-03-16abs ↗pdf ↗

We consider the limit set in Thurston's compactification PMF of Teichmueller space of some Teichmueller geodesics defined by quadratic differentials with minimal but not uniquely ergodic vertical foliations. We show that a) there are quadratic differentials so that the limit set of the geodesic is a unique point, b) th…

2014-06-03abs ↗pdf ↗

Bounds neural network output distribution to Gaussian for random initialization.

problem Quantifying the distribution of randomly initialized deep neural networks.
method Quantitative Gaussian approximation using quadratic Wasserstein distance.
result Explicit inequalities show how network sizes affect Gaussian behavior.

Generalized distance-squared mappings are quadratic mappings of Rm\mathbb{R}^m into R\mathbb{R}^\ell of special type. In the case that matrices AA constructed by coefficients of generalized distance-squared mappings of R2\mathbb{R}^2 into R\mathbb{R}^\ell (3\ell \geq3) are full rank, the generalized distance-square…

2017-01-27abs ↗pdf ↗

We show that many graphs naturally associated to a connected, compact, orientable surface are hierarchically hyperbolic spaces in the sense of Behrstock, Hagen and Sisto. They also automatically have the coarse median property defined by Bowditch. Consequences for such graphs include a distance formula analogous to Mas…

2017-11-08abs ↗pdf ↗

Improved SHB method for faster convergence on strongly-convex quadratics.

problem Understanding and improving the theoretical and practical advantages of SHB.
method Noise-adaptive multi-stage algorithm for SHB with accelerated convergence.
result SHB can achieve accelerated convergence with larger mini-batch sizes.

New bounds on optimal transport regularization show faster convergence rates than previously known.

problem Understanding the localization rate of Quadratically Regularized Optimal Transport (QOT) optimizers.
method Established lower bounds and derived mean-squared deviation controls for QOT optimizers.
result Lower bound of support concentration rate ε1d+2\varepsilon^{\frac{1}{d+2}} in directed Hausdorff distance.

For a knot KK, Kakimizu introduced a simplicial complex whose vertices are all the isotopy classes of minimal genus spanning surfaces for KK. The first purpose of this paper is to prove the 1-skeleton of this complex has diameter bounded by a function quadratic in knot genus, whenever KK is atoroidal. The second pur…

2007-01-17abs ↗pdf ↗

New theory connects string theory to swampland distance conjecture.

problem Connecting string theory to swampland distance conjecture.
method Deformations of the heterotic superpotential, treating separately for large fluxes or large distances, integrating out fields to obtain a new field theory.
result New holomorphic theory defined, connects to swampland distance conjecture.

This tutorial explains Linear Discriminant Analysis (LDA) and Quadratic Discriminant Analysis (QDA) as two fundamental classification methods in statistical and probabilistic learning. We start with the optimization of decision boundary on which the posteriors are equal. Then, LDA and QDA are derived for binary and mul…

2019-06-01abs ↗pdf ↗

We derive lower bounds on the scalar curvature of complete non-compact gradient Yamabe solitons under some integral curvature conditions. Based on this, we prove that the corresponding potential functions have at most quadratic growth in distance. We also obtain a finite topological type property on complete shrinking …

2011-09-05abs ↗pdf ↗

This study compares different types of normalizing flows for generating complex distributions.

problem Comparing different types of normalizing flows for generating complex distributions.
method Real-valued non-Volume preserving (RealNVP), masked autoregressive flow (MAF), coupling rational quadratic spline (C-RQS), and autoregressive rational quadratic spline (A-RQS) were compared using statistical tests.
result A-RQS algorithm outperforms others in terms of accuracy and training speed.

The paper studies how hyperbolic surfaces degenerate along harmonic map rays.

problem The degeneration of hyperbolic surfaces along harmonic map rays.
method Using Teichmüller space and holomorphic quadratic differentials, the authors show convergence of rescaled distance functions to the intersection number with a vertical measured foliation.
result Hyperbolic surfaces along the ray converge to the dual R-tree of the vertical measured foliation in the sense of Gromov-Hausdorff.

The study examines lower and upper bounds of Wasserstein distances for affine transformations of random vectors.

problem Understanding Wasserstein distances for affine transformations of random vectors.
method Lower and upper bounds for affine transformations of random vectors in Rn\mathbb{R}^n are derived using Bures metric and compositions of affine maps.
result Concrete lower bounds and upper bounds for affine transformations are derived and applied to various distributions.

We study computational and statistical consequences of problem geometry in stochastic and online optimization. By focusing on constraint set and gradient geometry, we characterize the problem families for which stochastic- and adaptive-gradient methods are (minimax) optimal and, conversely, when nonlinear updates -- su…

2019-09-23abs ↗pdf ↗

SRRM improves recursive transport surrogates in the small-discrepancy regime.

problem Insufficient understanding of recursive partitioning methods' statistical behavior and resolution in the small-discrepancy regime.
method Introduced Selective Recursive Rank Matching (SRRM) to improve the resolution of Recursive Rank Matching (RRM).
result SRRM yields a higher-fidelity practical surrogate for the Wasserstein distance at moderate additional computational cost.