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.
Enhances power of covariance matrix tests for high-dimensional data.
Testing independence is of significant interest in many important areas of large-scale inference. Using extreme-value form statistics to test against sparse alternatives and using quadratic form statistics to test against dense alternatives are two important testing procedures for high-dimensional independence. However…
Unified methodology for statistical inference in least squares and PCA via randomized sketching.
Several important families of computational and statistical results in machine learning and randomized algorithms rely on uniform bounds on quadratic forms of random vectors or matrices. Such results include the Johnson-Lindenstrauss (J-L) Lemma, the Restricted Isometry Property (RIP), randomized sketching algorithms, …
This paper classifies quadratic form parameters over integers and computes their Witt groups.
The paper classifies biharmonic quadratic maps between spheres, proving their energy density properties.
A correspondence between different -type structures on a compact surface and quadratic (linear) forms on its homology is constructed. Addition of structures is defined and expressed in terms of these quadratic forms.
New method uses binary quadratic forms to classify Seifert surfaces in 4-ball.
We introduce and study a canonical quadratic form, called the torsion quadratic form, of the determinant line of a flat vector bundle over a closed oriented odd-dimensional manifold. This quadratic form caries less information than the refined analytic torsion, introduced in our previous work, but is easier to construc…
The present paper provides a study of high-dimensional statistical arbitrage that combines factor models with the tools from stochastic control, obtaining closed-form optimal strategies which are both interpretable and computationally implementable in a high-dimensional setting. Our setup is based on a general statisti…
Novel link classification connects quadratic forms and knot theory.
Study quadratic one-forms on logarithmic Higgs bundles on pointed curves.
Homogenized SGD explains SGD dynamics in high dimensions.
New quadratic forms expand and rotate linear endomorphisms in geometric theory.
In this paper we develop proximal methods for statistical learning. Proximal point algorithms are useful in statistics and machine learning for obtaining optimization solutions for composite functions. Our approach exploits closed-form solutions of proximal operators and envelope representations based on the Moreau, Fo…
Proves non-positivity of Hirzebruch form on stable weights and connects to flat logarithmic connections.
Hurwitz transformations are defined as specific automorphisms of a Cayley-Dickson algebra. These transformations generate quadratic and nonquadratic forms. We investigate here the Hurwitz transformations corresponding to Cayley-Dickson algebras of dimensions 2m = 2, 4 and 8. The Hurwitz transformations which lead to qu…
Energy statistics was proposed by Sz\' ekely in the 80's inspired by Newton's gravitational potential in classical mechanics and it provides a model-free hypothesis test for equality of distributions. In its original form, energy statistics was formulated in Euclidean spaces. More recently, it was generalized to metric…
In this paper, we compute the covolume of the group of units of the quadratic form f_d^n(x) = x_1^2 + x_2^2 + . . . + x_n^2 - d x_{n+1}^2 with d an odd, positive, square-free integer. Mcleod has determined the hyperbolic Coxeter fundamental domain of the reflection subgroup of the group of units of the quadratic form f…
Quadratic points of a surface in the projective 3-space are the points which can be exceptionally well approximated by a quadric. They are also singularities of a 3-web in the elliptic part and of a line field in the hyperbolic part of the surface. We show that generically the index of the 3-web at a quadratic point is…
Geometrically describes the linear and quadratic forms for rational links.
We determine the center of a meta-nilpotent quotient of a mapping-torus group. As a corollary, we introduce two invariants, which are quadratic forms, of knots and of mapping classes.
An explicit (-1)^n-quadratic form over Z[Z^{2n}] representing the surgery problem E_8 x T^{2n} is obtained, for use in the Bryant-Ferry-Mio-Weinberger construction of 2n-dimensional exotic homology manifolds.
We consider a proximal operator given by a quadratic function subject to bound constraints and give an optimization algorithm using the alternating direction method of multipliers (ADMM). The algorithm is particularly efficient to solve a collection of proximal operators that share the same quadratic form, or if the qu…
The Samuelson condition is not satisfied by tangent lines of quadratic curves.
For a given lattice, we establish an equivalence involving a closed zone of the corresponding Voronoi polytope, a lamina hyperplane of the corresponding Delaunay partition and a quadratic form of rank 1 being an extreme ray of the corresponding L-type domain.
We generalize Conway's approach to integral binary quadratic forms on Q to study integral binary hermitian forms on quadratic imaginary extensions of Q. In Conway's case, an indefinite form that doesn't represent 0 determines a line ("river") in the spine T associated with SL(2,Z) in the hyperbolic plane. In our genera…
We present an extension of the ergodic, mixing, and Bernoulli levels of the ergodic hierarchy for statistical models on curved manifolds, making use of elements of the information geometry. This extension focuses on the notion of statistical independence between the microscopical variables of the system. Moreover, we e…
Study connects curvature to graph theory and reveals differences.
Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In statistics, the notion of sufficient statistic expresses the criterion for passing from one model to another without loss of information. Thi…
Unified view of surfaces in R^n using Gauss map, caustics, and quadratic forms.
Itô processes are the most common form of continuous semimartingales, and include diffusion processes. This paper is concerned with the nonparametric regression relationship between two such Itô processes. We are interested in the quadratic variation (integrated volatility) of the residual in this regression, over a un…
A new test method improves goodness-of-fit tests for copulas.
Consider a closed connected hypersurface in with constant signature (k,l) of the second quadratic form, and approaching a quadratic cone at infinity. This hypersurface divides into two pieces. We prove that one of them contains a k-dimensional subspace, and another contains a l-dimensional…
We give sufficient conditions for a noncompact Riemannian manifold, which has quadratic curvature decay, to have finite topological type with ends that are cones over spherical space forms.
Introduces -framings for surfaces, generalizing quadratic forms.
Paper classifies conic submanifolds in control systems.
We investigate classification results for general quadratic functions on torsion abelian groups. Unlike the previously studied situations, general quadratic functions are allowed to be inhomogeneous or degenerate. We study the discriminant construction which assigns, to an integral lattice with a distinguished characte…
New method solves constrained stochastic optimization problems efficiently.
The paper develops approximations for Pearson's chi-square statistic and applies them to confidence intervals.
We introduce a Bernstein-type inequality which serves to uniformly control quadratic forms of gaussian variables. The latter can for example be used to derive sharp model selection criteria for linear estimation in linear regression and linear inverse problems via penalization, and we do not exclude that its scope of a…
New derivation shows spacetime interval is quadratic without light.
Given a smooth function f on R^n and a submanifold M, we prove that the set of diagonal quadratic forms q such that the restriction of f+q to M is Morse is a dense set (in the n-dimensional space of diagonal quadratic forms). The standard transversality argument seems not to work and we need a more refined approach.
Closed-form polynomial approximations replace MLPs in transformers, enabling new interpretability methods.
The first part of this paper exposits a simple geometric description of the Kirby-Siebenmann invariant of a 4--manifold in terms of a quadratic refinement of its intersection form. This is the first in a sequence of higher-order intersection invariants of Whitney towers studied by the authors, particularly for the 4--b…
The main purpose of the paper is twofold: First, to extend a well known theorem of Ruh-Vilms in the Euclidean space to symmetric spaces and, secondly, to apply this result to extend Hoffman-Osserman-Schoen Theorem (HOS Theorem) to 3-dimensional symmetric spaces. Precisely, it is defined a Gauss map of a hypersurface M^…
We consider a quadratic form defined on the surfaces with parallel mean curvature vector of an any dimensional complex space form and prove that its -part is holomorphic. When the complex dimension of the ambient space is equal to we define a second quadratic form with the same property and then determine th…
Proposes QDF to improve multi-step time-series forecasting.