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.
Paper reinterprets ARP algorithm and improves its analysis and speed.
In this work we essentially reinterpreted the Sieczka-Hołyst (SH) model to make it more suited for description of real markets. For instance, this reinterpretation made it possible to consider agents as crafty. These agents encourage their neighbors to buy some stocks if agents have an opportunity to sell these stocks.…
Reinterprets Granger causality with causal Bayesian networks and Reichenbach's principles.
The renormalized volume is reinterpreted using isoperimetric profiles.
PA reinterpreted as SB problem, unifying thermodynamics and optimal transport.
Reinterprets DNF as a deep generative LDA model for complex data.
Reinterprets Schrödinger equation using Cartan connection for geometric investigation.
The paper reinterprets knot group invariants using affine transformations.
This paper reinterprets Khovanov-Sano symmetries using BV formalism.
This paper gives a new proof of a result of Geoff Mess that the linear holonomy group of a complete flat Lorentz 3-manifold cannot be cocompact in SO(2,1). The proof uses a signed marked Lorentzian length-spectrum invariant developed by G.Margulis, reinterpreted in terms of deformations of hyperbolic surfaces.
We reinterpret the proof of the Riemannian Penrose inequality by H. Bray. The modified argument turns out to have a nice feature so that the flow of Riemannian metrics appearing Bray's proof gives a Lorentzian metric of a spacetime. We also discuss a possible extension of our approach to charged black holes.
Given a group action, known by its infinitesimal generators, we exhibit a complete set of syzygies on a generating set of differential invariants. For that we elaborate on the reinterpretation of Cartan's moving frame by Fels and Olver (1999). This provides constructive tools for exploring algebras of differential inva…
We study contact structures on nonnegatively-graded manifolds equipped with homological contact vector fields. In the degree 1 case, we show that there is a one-to-one correspondence between such structures (with fixed contact form) and Jacobi manifolds. This correspondence allows us to reinterpret the Poissonization p…
Method estimates parameters for disease spread models robustly.
The standard interpretation of importance-weighted autoencoders is that they maximize a tighter lower bound on the marginal likelihood than the standard evidence lower bound. We give an alternate interpretation of this procedure: that it optimizes the standard variational lower bound, but using a more complex distribut…
Recently Kearton showed that any Seifert matrix of a knot is S--equivalent to the Seifert matrix of a prime knot. We show in this note that such a matrix is in fact S--equivalent to the Seifert matrix of a hyperbolic knot. This result follows from reinterpreting this problem in terms of Blanchfield pairings and by appl…
New research shows CI in few-shot learning is misleading due to sampling with replacement.
Dropout, a stochastic regularisation technique for training of neural networks, has recently been reinterpreted as a specific type of approximate inference algorithm for Bayesian neural networks. The main contribution of the reinterpretation is in providing a theoretical framework useful for analysing and extending the…
We reinterpreting the variational inference in a new perspective. Via this way, we can easily prove that EM algorithm, VAE, GAN, AAE, ALI(BiGAN) are all special cases of variational inference. The proof also reveals the loss of standard GAN is incomplete and it explains why we need to train GAN cautiously. From that, w…
We discuss a general framework for cutting constructions and reinterpret in this setting the work on non-Abelian symplectic cuts by Weitsman. We then introduce two analogous non-Abelian modification constructions for hyperkähler manifolds: one modifies the topology significantly, the other gives metric deformations. We…
We consider the problem of improving kernel approximation via randomized feature maps. These maps arise as Monte Carlo approximation to integral representations of kernel functions and scale up kernel methods for larger datasets. Based on an efficient numerical integration technique, we propose a unifying approach that…
Researchers reinterpret complex hyperbolic orbifolds using line arrangements.
Two architectures that generalize convolutional neural networks (CNNs) for the processing of signals supported on graphs are introduced. We start with the selection graph neural network (GNN), which replaces linear time invariant filters with linear shift invariant graph filters to generate convolutional features and r…
Optimal algorithm learns Gaussian under halfspace truncation with minimal samples.
Deligne and Mostow constructed a class of lattices in PU(2,1) using monodromy of hypergeometric functions. Later, Thurston reinterpreted them in terms of cone metrics on the sphere. In this spirit we construct a fundamental domain for all lattices with three fold symmetry in Deligne-Mostow list. This is a generalisatio…
Random Forests are reinterpreted as generative models to handle missing data and detect outliers.
Reinterprets quantization commutes with reduction using KK-theory.
We introduce multi-tribrackets, algebraic structures for region coloring of diagrams of knots and links with different operations at different kinds of crossings. In particular we consider the case of component multi-tribrackets which have different tribracket operations at single-component crossings and multi-componen…
The weight -sheaf helps us to reinterpret Morse-Novikov cohomologies via sheaf theory. We give several theorems of Künneth and Leray-Hirsch types. As applications, we prove that the -Lefschetz number is independent of and calculate the Morse-Novikov cohomologies of projective bu…
We reinterpret multiplicative noise in neural networks as auxiliary random variables that augment the approximate posterior in a variational setting for Bayesian neural networks. We show that through this interpretation it is both efficient and straightforward to improve the approximation by employing normalizing flows…
Generative models are reinterpreted in statistical terms, enabling better understanding and inference.
The notion of special symplectic connections is closely related to contact parabolic geometries due to the work of M. Cahen and L. Schwachhöfer. We remind their characterization and reinterpret the result in terms of generalized Weyl connections. The aim of this paper is to provide an alternative and more explicit cons…
Information Geometric Causal Inference (IGCI) is a new approach to distinguish between cause and effect for two variables. It is based on an independence assumption between input distribution and causal mechanism that can be phrased in terms of orthogonality in information space. We describe two intuitive reinterpretat…
We study the hypersymplectic geometry of the moduli space of solutions to Hitchin's harmonic map equations on a -bundle. This is the split-signature analogue of Hitchin's Higgs bundle moduli space. Due to the lack of definiteness, this moduli space is globally not well-behaved. However, we are able to construct a sm…
Paper introduces a geometric approach to model similar probability distributions.
New method uses DistRL to estimate entire payoff distribution for financial derivatives.
To each ribbon graph we assign a so-called L-space, which is a Lagrangian subspace in an even-dimensional vector space with the standard symplectic form. This invariant generalizes the notion of the intersection matrix of a chord diagram. Moreover, the actions of Morse perestroikas (or taking a partial dual) and Vassil…
Let X be a building of uniform thickness q+1. L^2-Betti numbers of X are reinterpreted as von-Neumann dimensions of weighted L^2-cohomology of the underlying Coxeter group. The dimension is measured with the help of the Hecke algebra. The weight depends on the thickness q. The weighted cohomology makes sense for all re…
This paper proposes a new geometric framework for asset pricing.
Study cobordism distances between 3-braid links and trefoil knots.
Generalized current algebras introduced by Alekseev and Strobl in two dimensions are reconstructed by a graded manifold and a graded Poisson brackets. We generalize their current algebras to higher dimensions. QP manifolds provide the unified structures of current algebras in any dimension. Current algebras give rise t…
We propose a semiparametric test to evaluate (i) whether different instruments induce subpopulations of compliers with the same observable characteristics on average, and (ii) whether compliers have observable characteristics that are the same as the full population on average. The test is a flexible robustness check f…
Given a compatible vector field on a compact connected almost-complex manifold, we show in this article that the multiplicities of eigenvalues among the zero point set of this vector field have intimate relations. We highlight a special case of our result and reinterpret it as a vanishing-type result in the framework o…
Legendrian contact homology (LCH) and its associated differential graded algebra are powerful non-classical invariants of Legendrian knots. Linearization makes the LCH computationally tractable at the expense of discarding nonlinear (and noncommutative) information. To recover some of the nonlinear information while pr…
We prove that the Khovanov-Lee complex of an oriented link, L, in a thickened annulus, A x I, has the structure of a bifiltered complex whose filtered chain homotopy type is an invariant of the isotopy class of L in A x I. Using ideas of Ozsvath-Stipsicz-Szabo as reinterpreted by Livingston, we use this structure to de…
We present a geometric formulation of the Multiple Kernel Learning (MKL) problem. To do so, we reinterpret the problem of learning kernel weights as searching for a kernel that maximizes the minimum (kernel) distance between two convex polytopes. This interpretation combined with novel structural insights from our geom…
We review the relations between compact complex manifolds carrying various types of Hermitian metrics (Kähler, balanced or {\it strongly Gauduchon}) and those satisfying the -lemma or the degeneration at of the Frölicher spectral sequence, as well as the behaviour of these properties under h…
We consider the Laplacian coflow of a -structure on warped products of the form with a compact 6-manifold endowed with an -structure. We give an explicit reinterpretation of this flow as a set of evolution equations of the differential forms defining the $\mat…