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.
In his study of Ricci flow, Perelman introduced a smooth-manifold invariant called lambda-bar. We show here that, for completely elementary reasons, this invariant simply equals the Yamabe invariant, alias the sigma constant, whenever the latter is non-positive. On the other hand, the Perelman invariant just equals + i…
In 2011 Enders, Müller and Topping showed that any blow up sequence of a Type I Ricci flow near a singular point converges to a non-trivial gradient Ricci soliton, leading them to conclude that for such flows all reasonable definitions of singular points agree with each other. We prove the analogous result for the harm…
Physically-based overland flow models are computationally demanding, hindering their use for real-time applications. Therefore, the development of fast (and reasonably accurate) overland flow models is needed if they are to be used to support flood mitigation decision making. In this study, we investigate the potential…
In this paper we propose a class of local definitions of weak lower scalar curvature bounds that is well defined for C0 metrics. We show the following: that our definitions are stable under greater-than-second-order perturbation of the metric, that there exists a reasonable notion of a Ricci flow starting from C0…
We present a particle flow realization of Bayes' rule, where an ODE-based neural operator is used to transport particles from a prior to its posterior after a new observation. We prove that such an ODE operator exists. Its neural parameterization can be trained in a meta-learning framework, allowing this operator to re…
We consider Ricci flow on a closed surface with cone points. The main result is: given a (nonsmooth) cone metric g_0 over a closed surface there is a smooth Ricci flow g(t) defined for (0,T], with curvature unbounded above, such that g(t) tends to g_0 as t tends to 0. This result means that Ricci flow provides a way fo…
Lossless compression methods shorten the expected representation size of data without loss of information, using a statistical model. Flow-based models are attractive in this setting because they admit exact likelihood optimization, which is equivalent to minimizing the expected number of bits per message. However, con…
In this paper we consider a class of weighted-volume preserving curvature flows acting on hypersurfaces that are trapped within two parallel hyperplanes and satisfy an orthogonal boundary condition. In the author's thesis the stability of cylinders under the flows was considered; it was found that they are stable provi…
We consider the Hele-Shaw flow that arises from injection of two-dimensional fluid into a point of a curved surface. The resulting fluid domains have and are more or less determined implicitly by a mean value property for harmonic functions. We improve on the results of Hedenmalm and Shimorin \cite{HS} and obtain essen…
Spin-glasses are universal models that can capture complex behavior of many-body systems at the interface of statistical physics and computer science including discrete optimization, inference in graphical models, and automated reasoning. Computing the underlying structure and dynamics of such complex systems is extrem…
We recall the construction of the Kontsevich graph orientation morphism γ↦Or(γ) which maps cocycles γ in the non-oriented graph complex to infinitesimal symmetries P˙=Or(γ)(P) of Poisson bi-vectors on affine manifolds. We reveal in particular why there alw…
In this short note, we prove that the space of all admissible piecewise linear metrics parameterized by length square on a triangulated manifolds is a convex cone. We further study Regge's Einstein-Hilbert action and give a much more reasonable definition of discrete Einstein metric than our former version in \cite{G}.…
The quest for biologically plausible deep learning is driven, not just by the desire to explain experimentally-observed properties of biological neural networks, but also by the hope of discovering more efficient methods for training artificial networks. In this paper, we propose a new algorithm named Variational Proba…
We attempt to explain stock market dynamics in terms of the interaction among three variables: market price, investor opinion and information flow. We propose a framework for such interaction and apply it to build a model of stock market dynamics which we study both empirically and theoretically. We demonstrate that th…