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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.

168,695 papers · 148 categories

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113226338451 · Jun 202019922001200920172026
48 results for random affine transformations

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.

Training only BatchNorm parameters achieves surprisingly high performance in deep networks.

problem Understanding the role and expressive power of affine parameters in BatchNorm.
method Investigating performance when training only BatchNorm parameters and freezing all other weights.
result BatchNorm achieves high performance by learning to disable around a third of random features.

Formula found for probability of random triangles on flat tori being homotopically trivial.

problem Calculating the probability of random triangles on flat tori being homotopically trivial.
method Reduced problem to new invariant of measurable sets in the plane unchanged by area-preserving affine transformations.
result Probability is minimized on rectangular tori and maximized on regular hexagonal tori.

Calculates affine transformations for specific homogeneous spaces.

problem Computing groups of affine transformations on homogeneous spaces.
method Analyzes conditions for affine connections and uses them to establish group isomorphisms.
result Groups of affine transformations are locally isomorphic under specified conditions.

We state and prove a simple Theorem that allows one to generate invariant quantities in Metric-Affine Geometry, under a given transformation of the affine connection. We start by a general functional of the metric and the connection and consider transformations of the affine connection possessing a certain symmetry. We…

2019-11-11abs ↗pdf ↗

We give a characterization of flat affine connections on manifolds by means of a natural affine representation of the universal covering of the Lie group of diffeomorphisms preserving the connection. From the infinitesimal point of view, this representation is determined by the 1-connection form and the fundamental for…

2019-10-09abs ↗pdf ↗

This research studies affine invariance in continuous-domain convolutional neural networks.

problem Recognizing patterns and features under affine transformations in continuous domains.
method Introduces a new criterion for assessing affine invariance, embeds images into the affine Lie group, and analyzes convolution over this group.
result Extends the scope of geometrical transformations that deep-learning pipelines can handle.

Change detection in heterogeneous multitemporal satellite images is an emerging and challenging topic in remote sensing. In particular, one of the main challenges is to tackle the problem in an unsupervised manner. In this paper we propose an unsupervised framework for bitemporal heterogeneous change detection based on…

2019-09-07abs ↗pdf ↗

In this paper we exhibit a family of flat left invariant affine structures on the double Lie group of the oscillator Lie group of dimension 4, associated to each solution of classical Yang-Baxter equation given by Boucetta and Medina. On the other hand, using Koszul's method, we prove the existence of an immersion of L…

2017-10-04abs ↗pdf ↗

Proves nonemptyness of domains for specific group actions.

problem Nonemptyness of domains of proper discontinuity for Anosov groups of affine Lorentzian transformations.
method Proof of nonemptyness of domains of proper discontinuity.
result Proves nonemptyness of domains for Anosov groups of affine Lorentzian transformations.

Extend classical theory of affine processes to path-dependent setting

problem Path-dependent affine processes
method Introduce path-dependent coefficients and provide analytic formulas for their Fourier--Laplace transform
result Define path-dependent affine processes through their exponential-affine Fourier--Laplace transform and establish a characterization theorem

FineMorphs models smooth transformations for multivariate regression.

problem Efficiently modeling complex transformations for multivariate regression.
method Optimal control of affine and diffeomorphic transformations using smooth vector fields.
result FineMorphs can reduce dimensionality and adapt to large datasets.

New findings on how certain functionals behave in random variable spaces.

problem Understanding when law-invariant convex functionals simplify to the mean.
method Analyzing a broad class of random variable spaces and mild semicontinuity assumptions.
result The expectation functional is the only law-invariant convex functional that collapses to the mean under certain conditions.

This paper deals essentially with affine or projective transformations of Lie groups endowed with a flat left invariant affine or projective structure. These groups are called flat affine or flat projective Lie groups. Our main results determine Lie groups admitting flat bi-invariant affine or projective structures. Th…

2014-08-31abs ↗pdf ↗

Normalizing flows attempt to model an arbitrary probability distribution through a set of invertible mappings. These transformations are required to achieve a tractable Jacobian determinant that can be used in high-dimensional scenarios. The first normalizing flow designs used coupling layer mappings built upon affine …

2020-01-15abs ↗pdf ↗

An (flat) affine 33-manifold is a 33-manifold with an atlas of charts to an affine space R3{\mathbf R}^3 with transition maps in the affine transformation group Aff(R3)Aff({\mathbf R}^3). Equivalently an affine 33-manifold is a 33-manifold with a flat torsion-free affine connection. We show that a closed affine 33-mani…

2014-07-16abs ↗pdf ↗

Classification of cubics (that is, third order planar curves in the R2R^2 up to certain transformations is interested since Newton, and treated by several authors. We classify cubics up to affine transformations, in seven class, and give a complete set of representatives of the these classes. This result is complete an…

2005-07-19abs ↗pdf ↗

Fine-tuning normalization layers can reconstruct smaller networks.

problem Understanding the expressive power of fine-tuning normalization layers.
method Random ReLU networks and sparsified networks were fine-tuned to reconstruct target networks.
result Fine-tuning normalization layers can reconstruct networks that are O(extwidth)O(\sqrt{ ext{width}}) times smaller.

We give characterizations of affine transformations and affine vector fields in terms of the spray. By utilizing the Jacobi type equation that characterizes affine vector fields, we prove some rigidity theorems of affine vector fields on compact or forward complete non-compact Finsler manifolds with non-positive total …

2018-11-22abs ↗pdf ↗

The goal of this survey article is to explain and elucidate the affine structure of recent models appearing in the rough volatility literature, and show how it leads to exponential-affine transform formulas.

2018-12-20abs ↗pdf ↗

Weil algebra morphism induce natural transformations between Weil bundles. In some well known cases, a natural transformation is endowed with a canonical structure of affine bundle. We show that this structure arises only when the Weil algebra morphism is surjective and its kernel has null square. Moreover, in some cas…

2009-01-28abs ↗pdf ↗

Algorithm learns affine transformations robustly from corrupted samples.

problem Learning affine transformations from corrupted samples.
method New geometric certificate and iterative improvement method.
result Total variation distance of O(ε)O(ε) between learned and original distributions.

Geodesically complete affine manifolds are quotients of the Euclidean space through a properly discontinuous action of a subgroup of affine Euclidean transformations. An equivalent definition is that the tangent bundle of such a manifold admits a flat, symmetric and complete connection. If the completeness assumption i…

2005-11-11abs ↗pdf ↗

Clarifies relation for solving control-affine Schrödinger bridge problems.

problem Solving control-affine Schrödinger bridge problems via Hopf-Cole transform.
method Applies Hopf-Cole transform to conditions of optimality, resulting in nonlinear PDEs.
result Generic control-affine Schrödinger bridge requires further algorithmic development.

The paper studies third-order PDEs invariant under affine transformations and connects them to the Fubini-Pick invariant.

problem Investigating third-order PDEs invariant under affine transformations.
method Using a general method introduced in [D.V. Alekseevsky, J. Gutt, G. Manno, and G. Moreno: A general method to construct invariant PDEs on homogeneous manifolds].
result Derives third-order PDEs from the Fubini-Pick invariant.

Yau's Affine Normal Descent optimizes smooth unconstrained problems with geometrically adapted directions.

problem Optimizing smooth unconstrained problems with geometrically adapted directions.
method Yau's Affine Normal Descent (YAND) uses the equi-affine normal of level-set hypersurfaces as search directions.
result YAND converges globally under standard smoothness assumptions and locally quadratically near nondegenerate minimizers.

Affine manifolds are called integral if there is an atlas such that all transition maps are affine transformations with integer matrices of linear parts. In this paper we describe all complete integral affine structures on compact three-dimensional manifolds up to a finite-sheeted covering. Also a complete list of inte…

2018-12-23abs ↗pdf ↗

New method calculates geometric Brownian motion with affine drift and its integral.

problem Calculating the distribution of geometric Brownian motion with affine drift and its integral.
method Laplace transform approach and Heun differential equation.
result Joint distribution of geometric Brownian motion with affine drift and its integral can be determined.

To any connected and simply connected nilpotent Lie group N, one can associate its group of affine transformations Aff(N). In this paper, we study simply transitive actions of a given nilpotent Lie group G on another nilpotent Lie group N, via such affine transformations. We succeed in translating the existence questio…

2007-11-30abs ↗pdf ↗

This work studies formal utility and privacy guarantees for a simple multiplicative database transformation, where the data are compressed by a random linear or affine transformation, reducing the number of data records substantially, while preserving the number of original input variables. We provide an analysis frame…

2009-01-10abs ↗pdf ↗

Gromov showed that for fixed, arbitrarily large C, any uniformly C-Lipschitz affine action of a random group in his graph model on a Hilbert space has a fixed point. We announce a theorem stating that more general affine actions of the same random group on a Hilbert space have a fixed point. We discuss some aspects of …

2017-05-07abs ↗pdf ↗

There are exactly two different types of bi-dimensional improper affine spheres: the non-convex ones can be modeled by the center-chord transform of a pair of planar curves while the convex ones can be modeled by a holomorphic map. In this paper, we show that both constructions can be generalized to arbitrary even dime…

2012-12-19abs ↗pdf ↗