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.
Can one reduce the size of a graph without significantly altering its basic properties? The graph reduction problem is hereby approached from the perspective of restricted spectral approximation, a modification of the spectral similarity measure used for graph sparsification. This choice is motivated by the observation…
With some transformations, we convert the problem of option pricing under state-dependent volatility into an initial value problem of the Fokker-Planck equation with a certain potential. By using the Lie symmetry analysis and similarity reduction method, we are able to reduce the dimensions of the partial differential …
Explicitly or implicitly, most of dimensionality reduction methods need to determine which samples are neighbors and the similarity between the neighbors in the original highdimensional space. The projection matrix is then learned on the assumption that the neighborhood information (e.g., the similarity) is known and f…
In this paper, partially invariant solutions (PISs) method is applied in order to obtain new four-dimensional Einstein Walker manifolds. This method is based on subgroup classification for the symmetry group of partial differential equations (PDEs) and can be regarded as the generalization of the similarity reduction m…
Unsupervised learning of time series data, also known as temporal clustering, is a challenging problem in machine learning. Here we propose a novel algorithm, Deep Temporal Clustering (DTC), to naturally integrate dimensionality reduction and temporal clustering into a single end-to-end learning framework, fully unsupe…
We give a systematic treatment of the stability theory for action of a real reductive Lie group G on a topological space. More precisely, we introduce an abstract setting for actions of non-compact real reductive Lie groups on topological spaces that admit functions similar to the Kempf-Ness function. The point of this…
We present local discriminative Gaussian (LDG) dimensionality reduction, a supervised dimensionality reduction technique for classification. The LDG objective function is an approximation to the leave-one-out training error of a local quadratic discriminant analysis classifier, and thus acts locally to each training po…
We describe first integrals of geostrophic equations, which are similar to the enstrophy invariants of the Euler equation for an ideal incompressible fluid. We explain the geometry behind this similarity, give several equivalent definitions of the Poisson structure on the space of smooth densities on a symplectic manif…
Similar to convolution neural networks, recurrent neural networks (RNNs) typically suffer from over-parameterization. Quantizing bit-widths of weights and activations results in runtime efficiency on hardware, yet it often comes at the cost of reduced accuracy. This paper proposes a quantization approach that increases…
Consider a compact prequantizable symplectic manifold M on which a compact Lie group G acts in a Hamiltonian fashion. The ``quantization commutes with reduction'' theorem asserts that the G-invariant part of the equivariant index of M is equal to the Riemann-Roch number of the symplectic quotient of M, provided the quo…
We investigate whether the standard dimensionality reduction technique of PCA inadvertently produces data representations with different fidelity for two different populations. We show on several real-world data sets, PCA has higher reconstruction error on population A than on B (for example, women versus men or lower-…
We propose a novel method of introducing structure into existing machine learning techniques by developing structure-based similarity and distance measures. To learn structural information, low-dimensional structure of the data is captured by solving a non-linear, low-rank representation problem. We show that this low-…
We recall the presentation of the generalized, complex structures by classical tensor fields, while noticing that one has a similar presentation and the same integrability conditions for generalized, paracomplex and subtangent structures. This presentation shows that the generalized, complex, paracomplex and subtangent…
This paper is devoted to obtain the one-dimensional group invariant solutions of the two-dimensional Ricci flow ((2D) Rf) equation. By classifying the orbits of the adjoint representation of the symmetry group on its Lie algebra, the optimal system of one-dimensional subalgebras of the ((2D) Rf) equation is obtained. F…
The fundamental theorem of the theory of optimal control, the Pontryagin maximum principle (PMP), is extended to the setting of almost Lie (AL) algebroids, geometrical objects generalizing Lie algebroids. This formulation of the PMP yields, in particular, a scheme comprising reductions of optimal control problems simil…
A good measure of similarity between data points is crucial to many tasks in machine learning. Similarity and metric learning methods learn such measures automatically from data, but they do not scale well respect to the dimensionality of the data. In this paper, we propose a method that can learn efficiently similarit…
JORC-UMAP improves UMAP by incorporating geometric and topological priors.
problem UMAP's local Euclidean distance assumption fails to capture intrinsic manifold geometry, leading to topological tearing and structural collapse.
method JORC-UMAP introduces Ollivier-Ricci curvature as a geometric prior and Jaccard similarity as a topological prior to reinforce edges and reduce redundant links.
result JORC-UMAP reduces tearing and collapse more effectively than standard UMAP and other DR methods, as measured by SVM accuracy and triplet preservation scores.