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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.

168,657 papers · 148 categories

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316394125 · Jun 202019922001200920172026
48 results for quantile-spline discretizations

New algorithms for efficient return distribution approximation in reinforcement learning.

problem Efficiently approximating unknown return distributions in reinforcement learning.
method Introduced novel distributional dynamic programming algorithms for arbitrary probabilistic reward mechanisms.
result Proved error bounds for the algorithms in Wasserstein and Kolmogorov--Smirnov distances.

New discrete models for constant mean curvature surfaces and tori.

problem Creating discrete models for constant mean curvature surfaces and tori.
method Integrable theory of discrete polarised curves and Darboux transforms.
result Closed-form discrete parametrisations of discrete isothermic cylinders, discrete constant mean curvature cylinders, and discrete isothermic tori.

Simple constructions of semi-discrete and discrete surfaces using Jacobi elliptic functions.

problem Constructing semi-discrete and discrete surfaces explicitly.
method Using Jacobi elliptic functions and τ-functions.
result Explicit constructions and periodicities of semi-discrete and discrete surfaces.

The study classifies singularities in discrete improper affine spheres.

problem Classifying singularities in discrete improper affine spheres.
method Analysis of discrete improper affine spheres based on asymptotic nets, distinguishing singular edges and vertices.
result First step in classifying singularities of discrete nets.

We introduce the discrete Einstein metrics as critical points of discrete energy on triangulated 3-manifolds, and study them by discrete curvature flow of second (fourth) order. We also study the convergence of the discrete curvature flow. Discrete curvature flow of second order is an analogue of smooth Ricci flow.

2013-12-03abs ↗pdf ↗

This paper explores geometric insights into discrete R-congruences and their envelopes.

problem Understanding the ambiguity in discrete R-congruences and their envelopes.
method Analyzes discrete R-congruences that are enveloped by specific types of surfaces and maps.
result Discovers a 2-parameter family of discrete enveloping surfaces for discrete R-congruences.

In this paper, we consider the discrete deformation of the discrete space curves with constant torsion described by the discrete mKdV or the discrete sine-Gordon equations, and show that it is formulated as the torsion-preserving equidistant deformation on the osculating plane which satisfies the isoperimetric conditio…

2013-11-18abs ↗pdf ↗

Study on discrete surfaces with constant principal curvature for nanocarbon applications.

problem Understanding discrete geometry properties of nanocarbon materials.
method Developed discrete surface theory on 3-ary oriented trees, defined discrete principal directions, constructed examples of discrete CPC surfaces.
result Construction of discrete constant principal curvature surfaces, including discrete CPC tori.

New method linearizes Darboux transformations of discrete curves.

problem Linearizing Darboux transformations of discrete curves.
method Expressing Darboux transformations as parallel sections of discrete connections in quaternionic formalism.
result Closed-form discrete parametrisations of all Darboux transforms and bicycle correspondences.

The paper introduces discrete Dirac structures for mechanics, simplifying dynamics.

problem Formulating discrete mechanics with constraints.
method Developed (±)(\pm)-discrete Dirac structures and induced Dirac structures.
result Discrete Lagrange--Dirac systems are equivalent to (±)(\pm)-discrete Lagrange--d'Alembert equations.

Paper proposes a new generative model for discrete distributions using flows on submanifolds.

problem Discretization issues and complex statistical dependencies in discrete data.
method Continuous normalizing flows on factorizing discrete measures, geodesic flow matching.
result Efficient training and broad applicability demonstrated through experiments.

Discretization of curves is an ancient topic. Even discretization of curves with an eye toward differential geometry is over a century old. However there is no general theory or methodology in the literature, despite the ubiquitous use of discrete curves in mathematics and science. There are conflicting definitions of …

2013-11-22abs ↗pdf ↗

Discrete analogues of ellipsoids with preserved circular cross sections.

problem Constructing discrete analogues of ellipsoids with preserved geometric properties.
method A novel discretization procedure to create discrete analogues of ellipsoids composed of planar quadrilaterals.
result Discrete analogues of ellipsoids have preserved circular cross sections and can be deformed.

Connections on principal bundles play a fundamental role in expressing the equations of motion for mechanical systems with symmetry in an intrinsic fashion. A discrete theory of connections on principal bundles is constructed by introducing the discrete analogue of the Atiyah sequence, with a connection corresponding t…

2005-08-18abs ↗pdf ↗

Study integrable discretizations of cyclic systems with circular coordinate lines.

problem Integrable discretizations of 3D cyclic systems with circular coordinate lines.
method Investigate circle congruences and flat connections in the context of discrete cyclic systems.
result Characterization of circle congruences and existence of certain flat connections.

Study on discrete Gaussian curvature for polyhedral surfaces.

problem Discretization of Gaussian curvature for polyhedral surfaces.
method Generalization of discrete conformal equivalence to define discrete Gaussian curvature and classify polyhedral surfaces.
result Existence of polyhedral surfaces with constant discrete Gaussian curvature in every discrete conformal class.

Geometric approach uses Bäcklund transformations to create integrable discrete analogs of surface nets.

problem Creating integrable discrete analogs of surface nets and conjugate nets.
method Interpreting classical differential geometry results through Bäcklund transformations and applying permutability properties.
result Integrable discrete analogs of asymptotic and conjugate nets are constructed.

Unified discrete diffusion for categorical data simplifies training and sampling.

problem Training and sampling in discrete diffusion models for categorical data.
method Mathematical simplifications and elegant unification of discrete-time and continuous-time discrete diffusion.
result Unified Simplified Discrete Denoising Diffusion (USD3) outperforms SOTA baselines.

Study discretizes Dirac and port-Hamiltonian systems using manifolds.

problem Discretization of Dirac and port-Hamiltonian systems.
method Retraction and discretization maps on manifolds for Dirac structures, applied to port-Hamiltonian systems.
result Numerical integrators for port-Hamiltonian systems derived from discretization techniques.

In this paper we propose a process of lagrangian reduction and reconstruction for nonholonomic discrete mechanical systems where the action of a continuous symmetry group makes the configuration space a principal bundle. The result of the reduction process is a discrete dynamical system that we call the discrete reduce…

2010-04-24abs ↗pdf ↗

We derive a discrete analogue of Morse-Bott theory on CW complexes and use this discrete Morse-Bott function to do some Conley theory analysis. It turns out that our discrete Morse-Bott theory is indeed a generalization of Forman's discrete Morse theory.

2017-11-29abs ↗pdf ↗

We present a definition of discrete channel surfaces in Lie sphere geometry, which reflects several properties for smooth channel surfaces. Various sets of data, defined at vertices, on edges or on faces, are associated with a discrete channel surface that may be used to reconstruct the underlying particular discrete L…

2018-09-05abs ↗pdf ↗

This work revisits, from a geometric perspective, the notion of discrete connection on a principal bundle, introduced by M. Leok, J. Marsden and A. Weinstein. It provides precise definitions of discrete connection, discrete connection form and discrete horizontal lift and studies some of their basic properties and rela…

2013-11-01abs ↗pdf ↗

Introduces flat discrete signatures for financial data analysis.

problem Representing financial data for machine learning without continuous transformation.
method Introduced flat discrete signatures and discrete signatures, generalizing flat discrete signatures.
result Flat discrete signatures can represent quadratic variation relevant in finance.

The paper introduces a new discretization of Gaussian curvature on surfaces.

problem Discretizing Gaussian curvature on surfaces with conic singularities.
method Discrete conformal theory and variational principles with constraints.
result Established a discrete uniformization theorem for surfaces with non-positive Euler number.

We discuss discretization of Koenigs nets (conjugate nets with equal Laplace invariants) and of isothermic surfaces. Our discretization is based on the notion of dual quadrilaterals: two planar quadrilaterals are called dual, if their corresponding sides are parallel, and their non-corresponding diagonals are parallel.…

2007-09-21abs ↗pdf ↗

Bäcklund transformations for smooth and ``space discrete'' Hashimoto surfaces are discussed and a geometric interpretation is given. It is shown that the complex curvature of a discrete space curve evolves with the discrete nonlinear Schrödinger equation (NLSE) of Ablowitz and Ladik, when the curve evolves with the Has…

2000-07-25abs ↗pdf ↗

A discrete conformality for hyperbolic polyhedral surfaces is introduced in this paper. This discrete conformality is shown to be computable. It is proved that each hyperbolic polyhedral metric on a closed surface is discrete conformal to a unique hyperbolic polyhedral metric with a given discrete curvature satisfying …

2014-01-18abs ↗pdf ↗