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.

168,742 papers · 148 categories

Trend · papers per month

137275412549 · Jun 202019922001200920172026
48 results for recursive computation

The paper explores generalizations of Mirzakhani's recursion and computes volumes for physical gravity models.

problem Computing volumes for physical gravity models.
method Topological recursion and physical two-dimensional gravity models.
result Derivation of Virasoro constraints and cut-and-join equations for generalized Mirzakhani's recursions.

LASER compresses recursive model activations by exploiting their low-dimensional structure.

problem Understanding and optimizing the geometric structure of recursive reasoning trajectories.
method Dynamic low-rank basis tracking via matrix-free subspace tracking with a fidelity-triggered reset mechanism.
result Recursive activations occupy a linear, low-dimensional subspace that can be compressed efficiently.

The paper computes a knot's Kauffman bracket polynomial using recursive concatenation of a 4-tangle shadow.

problem Computing the Kauffman bracket polynomial for complex knots.
method Recursive concatenation of a 4-tangle shadow, followed by a closure operation and polynomial computation.
result A method to compute the Kauffman bracket polynomial for knots formed from 4-tangle shadows.

We describe a method for recursively calculating Gromov-Witten invariants of all blowups of the projective plane. This recursive formula is different from the recursive formulas due to Göttsche and Pandharipande in the zero genus case, and Caporaso and Harris in the case of no blowups. We use tropical curves and a recu…

2014-11-20abs ↗pdf ↗

We investigate the special Kähler geometry of the base of the Hitchin integrable system in terms of spectral curves and topological recursion. The Taylor expansion of the special Kähler metric about any point in the base may be computed by integrating the g=0g = 0 Eynard-Orantin invariants of the corresponding spectral …

2017-07-17abs ↗pdf ↗

Greedy training of recursive partitioning estimators faces a computational barrier when the true function doesn't satisfy a specific property.

problem Computational inefficiency of greedy training for recursive partitioning estimators.
method Analysis of greedy training for sparse regression functions over binary features.
result Greedy training requires exponential samples when the true function doesn't satisfy a specific property (MSP), but only logarithmic samples when it does.

New invariant csmc_{sm} simplifies computing geometric invariants of recursive group orbits.

problem Computing geometric invariants of recursive group orbits is hard.
method Introduced new invariant csmc_{sm} and used it to compute invariants explicitly.
result Explicit formulas for local Euler obstructions and sectional Euler characteristics.

The paper uses LSM to solve complex monetary utility functions.

problem Computing dynamic monetary utility functions with high dimensions.
method Least Squares Monte Carlo (LSM) algorithm.
result LSM algorithm successfully applied to recursive Cost-of-Capital valuation.

Harer and Zagier proved a recursion to enumerate gluings of a 2d2d-gon that result in an orientable genus gg surface, in their work on Euler characteristics of moduli spaces of curves. Analogous results have been discovered for other enumerative problems, so it is natural to pose the following question: how large is t…

2018-12-31abs ↗pdf ↗

This work generalizes a formula linking Seiberg-Witten prepotential and topological recursion.

problem Analyzing the relationship between Seiberg-Witten curves and topological recursion.
method Analytical approach using Seiberg-Witten family of curves.
result A generalized formula relating Seiberg-Witten prepotential to the genus zero part of topological recursion on a Seiberg-Witten curve.

We introduce a recursive adaptive group lasso algorithm for real-time penalized least squares prediction that produces a time sequence of optimal sparse predictor coefficient vectors. At each time index the proposed algorithm computes an exact update of the optimal 1,\ell_{1,\infty}-penalized recursive least squares (R…

2011-01-29abs ↗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.

New ELM algorithms reduce computation time and complexity.

problem Efficient computation of extreme learning machine (ELM) algorithms.
method Developed inverse-free ELM algorithms using recursive matrix inverse and inverse LDL' factorization.
result Proposed algorithms significantly reduce computational complexity.

We show that the set SCLrpSCL^{rp} of stable commutator lengths on recursively presented groups equals the set of non-negative right-computable numbers. Hence all non-negative algebraic or computable numbers are in SCLrpSCL^{rp} and SCLrpSCL^{rp} is not closed under subtraction. We also show that every non-negative real number …

2019-09-03abs ↗pdf ↗

DiCoLa recursively decomposes causal structure learning for latent variables.

problem Learning causal structures in high-dimensional settings with latent variables.
method Recursive decomposition framework for divide-and-conquer causal discovery.
result Theoretical soundness and completeness of DiCoLa framework.

New estimator reduces nested expectation estimation costs.

problem Estimating repeatedly nested expectations is computationally expensive.
method Recursive Estimator for Arbitrary Depth (READ) using randomized multilevel Monte Carlo.
result Optimal computational cost of O(ε^(-2)) for every fixed D.

This paper develops efficient algorithms for multibody dynamics using screw and Lie group theory.

problem Efficient modeling and computation of multibody systems.
method Recursive algorithms and Lie group formulations for multibody dynamics.
result Derivation of efficient Newton-Euler and Lagrange equations for multibody systems.

We propose a general theory for constructing functorial assignments ΣΩΣE(Σ)Σ\longmapsto Ω_Σ \in E(Σ) for a large class of functors EE from a certain category of bordered surfaces to a suitable target category of topological vector spaces. The construction proceeds by successive excisions of homotopy classes of embedded pai…

2017-11-13abs ↗pdf ↗

TKFT models computation via smooth vector fields, simulating functions in a single dynamical step.

problem Modeling computation in a single step.
method Established Topological Kleene Field Theory (TKFT) as a new model of computation.
result Any computable function can be simulated in a single go of a dynamical system.

We extend topological recursion to twisted Higgs bundles with singularities.

problem Computing Taylor expansions of period matrices for twisted Higgs bundles.
method We introduce a twisted topological recursion on the spectral curve of a twisted Higgs bundle, encoding singularities and performing the recursion explicitly.
result The g=0g=0 twisted Eynard-Orantin differentials compute the Taylor expansion of the spectral curve's period matrix, independent of the ambient space.

New spin on Hurwitz theory connects to Gromov-Witten theory and topological recursion.

problem Counting ramified covers with sign from theta characteristics.
method Using polynomiality properties and spectral curves, proving equivalence to ELSV formula.
result Spin Hurwitz numbers are computed via ELSV formula involving Chiodo class.

We expose (without proofs) a unified computational approach to integrable structures (including recursion, Hamiltonian, and symplectic operators) based on geometrical theory of partial differential equations. We adopt a coordinate based approach and aim to provide a tutorial to the computations.

2011-10-20abs ↗pdf ↗

A new method optimizes diffusion models with recursive likelihood ratios.

problem Efficiently aligning pre-trained diffusion models for specific applications.
method Recursive Likelihood Ratio (RLR) optimizer for Half-Order (HO) fine-tuning.
result The RLR method achieves unbiased and lower-variance gradients, improving model performance.

We derive a recursive formula for arithmetic Asian option prices with finite observation times in semimartingale models. The method is based on the relationship between the risk-neutral expectation of the quadratic variation of the return process and European option prices. The computation of arithmetic Asian option pr…

2013-11-20abs ↗pdf ↗

Study adds investment gains and losses to recursive utility model, proving existence and uniqueness of utility process.

problem Existence and uniqueness of utility process in a recursive utility model with investment gains and losses.
method Generalized recursive utility model with constant elasticity of intertemporal substitution and relative risk aversion degree. Proved existence and uniqueness in a specific, finite-state Markovian setting.
result Utility process exists and is unique when agent derives nonnegative gain-loss utility, and non-existent or non-unique otherwise.

Counting lattice points in moduli space of Klein surfaces.

problem Count lattice points in moduli space of Klein surfaces.
method Introduced metric Möbius graphs, counted lattice points weighted by non-orientability measure, deduced recursion for volumes.
result Proved refined version of Norbury's recursion and computed refined Euler characteristic.

We introduce a recursive algorithm for performing compressed sensing on streaming data. The approach consists of a) recursive encoding, where we sample the input stream via overlapping windowing and make use of the previous measurement in obtaining the next one, and b) recursive decoding, where the signal estimate from…

2013-12-17abs ↗pdf ↗

Cardinality potentials are a generally useful class of high order potential that affect probabilities based on how many of D binary variables are active. Maximum a posteriori (MAP) inference for cardinality potential models is well-understood, with efficient computations taking O(DlogD) time. Yet efficient marginalizat…

2012-10-16abs ↗pdf ↗

We study recursive-cube-of-rings (RCR), a class of scalable graphs that can potentially provide rich inter-connection network topology for the emerging distributed and parallel computing infrastructure. Through rigorous proof and validating examples, we have corrected previous misunderstandings on the topological prope…

2013-05-09abs ↗pdf ↗

The class of Gaussian Process (GP) methods for Temporal Difference learning has shown promise for data-efficient model-free Reinforcement Learning. In this paper, we consider a recent variant of the GP-SARSA algorithm, called Sparse Pseudo-input Gaussian Process SARSA (SPGP-SARSA), and derive recursive formulas for its…

2018-11-17abs ↗pdf ↗

In this paper, we develop an approach to recursively estimate the quadratic risk for matrix recovery problems regularized with spectral functions. Toward this end, in the spirit of the SURE theory, a key step is to compute the (weak) derivative and divergence of a solution with respect to the observations. As such a so…

2012-05-07abs ↗pdf ↗

We use Kauffman's bracket polynomial to define a complex-valued invariant of virtual rational tangles that generalizes the well-known fraction invariant for classical rational tangles. We provide a recursive formula for computing the invariant, and use it to compute several examples.

2018-05-30abs ↗pdf ↗

Two new inverse-free ELM algorithms for incremental and decremental learning are proposed.

problem Efficiently updating and removing multiple hidden nodes in ELM.
method Improved inverse-free recursive algorithms for Tikhonov regularization.
result Inverse-free algorithms for ELM with multiple hidden nodes and redundant nodes.

Using methods of math.DG/0304245 and [I.S.Krasil'shchik and P.H.M.Kersten, Symmetries and recursion operators for classical and supersymmetric differential equations, Kluwer, 2000], we accomplish an extensive study of the N=1 supersymmetric Korteweg-de Vries equation. The results include: a description of local and non…

2003-05-15abs ↗pdf ↗

DESTRESS optimizes decentralized nonconvex optimization with optimal IFO complexity and efficient communication.

problem Decentralized nonconvex finite-sum optimization in multi-agent systems.
method DESTRESS uses stochastic recursive gradient updates, gradient tracking, and careful hyper-parameter choices to achieve optimal IFO complexity with efficient communication.
result DESTRESS matches the optimal IFO complexity of centralized algorithms while maintaining communication efficiency.