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.
A new method for classifying naturally reductive spaces is presented. This method relies on the structure theory of naturally reductive spaces developed in \cite{Storm2018a} and the new construction of naturally reductive spaces in \cite{Storm2018}. We obtain the classification of all naturally reductive spaces in dime…
We extend the theorems concerning the equivariant symplectic reduction of the cotangent bundle to contact geometry. The role of the cotangent bundle is taken by the cosphere bundle. We use Albert's method for reduction at zero and Willett's method for non-zero reduction. We provide examples for both cases.
The reduction of nonholonomic systems is formulated in terms of Dirac reduction. An optimal reduction method for a class of nonholonomic systems is formulated. Several examples are studied in detail.
The diverse world of machine learning applications has given rise to a plethora of algorithms and optimization methods, finely tuned to the specific regression or classification task at hand. We reduce the complexity of algorithm design for machine learning by reductions: we develop reductions that take a method develo…
Nonlinear dimensionality reduction methods are a popular tool for data scientists and researchers to visualize complex, high dimensional data. However, while these methods continue to improve and grow in number, it is often difficult to evaluate the quality of a visualization due to a variety of factors such as lack of…
In this paper, we study randomized reduction methods, which reduce high-dimensional features into low-dimensional space by randomized methods (e.g., random projection, random hashing), for large-scale high-dimensional classification. Previous theoretical results on randomized reduction methods hinge on strong assumptio…
This report concerns the problem of dimensionality reduction through information geometric methods on statistical manifolds. While there has been considerable work recently presented regarding dimensionality reduction for the purposes of learning tasks such as classification, clustering, and visualization, these method…
A reduction method of ODEs not possessing Lie point symmetries makes use of the so called λ-symmetries (C. Muriel and J. L. Romero, \emph{IMA J. Appl. Math.} \textbf{66}, 111-125, 2001). The notion of covering for an ODE Y is used here to recover λ-symmetries of Y as nonlocal symmetries. In …
We propose a greedy mixture reduction algorithm which is capable of pruning mixture components as well as merging them based on the Kullback-Leibler divergence (KLD). The algorithm is distinct from the well-known Runnalls' KLD based method since it is not restricted to merging operations. The capability of pruning (in …
This paper gives a review and synthesis of methods of evaluating dimensionality reduction techniques. Particular attention is paid to rank-order neighborhood evaluation metrics. A framework is created for exploring dimensionality reduction quality through visualization. An associated toolkit is implemented in R. The to…
A new method of singular reduction is extended from Poisson to Dirac manifolds. Then it is shown that the Dirac structures on the strata of the quotient coincide with those of the only other known singular Dirac reduction method.
We introduce a novel data-driven order reduction method for nonlinear control systems, drawing on recent progress in machine learning and statistical dimensionality reduction. The method rests on the assumption that the nonlinear system behaves linearly when lifted into a high (or infinite) dimensional feature space wh…
Dimensionality reduction methods are very common in the field of high dimensional data analysis. Typically, algorithms for dimensionality reduction are computationally expensive. Therefore, their applications for the analysis of massive amounts of data are impractical. For example, repeated computations due to accumula…