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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.

168,657 papers · 148 categories

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153306458611 · Jun 202019922001200920172026
48 results for rigorous existence

New method for rolling bodies on inclined planes, with applications to rescue operations.

problem Constructing solid bodies rolling along curves on inclined planes.
method Rigorous existence theorems and connections to maritime rescue operations.
result Comprehensive existence theorems for rolling bodies on inclined planes.

Paper revisits Black-Scholes model, proving solution existence and measuring market uncertainty.

problem Proving existence of solution in inverse Black-Scholes model.
method Rigorous proof and empirical study using finite element method.
result New measure of market uncertainty developed.

The geometrical features of the (non-convex) loss landscape of neural network models are crucial in ensuring successful optimization and, most importantly, the capability to generalize well. While minimizers' flatness consistently correlates with good generalization, there has been little rigorous work in exploring the…

2019-11-15abs ↗pdf ↗

RealStats detects fake images rigorously, combining multiple detectors for robustness.

problem Detecting AI-generated images remains challenging due to evolving generative models.
method Combines training-free statistics to compute p-values and aggregate them for a unified real-image distribution.
result Framework produces interpretable probability scores for robust fake image detection.

This work develops rigorous theoretical basis for the fact that deep Bayesian neural network (BNN) is an effective tool for high-dimensional variable selection with rigorous uncertainty quantification. We develop new Bayesian non-parametric theorems to show that a properly configured deep BNN (1) learns the variable im…

2019-12-03abs ↗pdf ↗

Study examines solutions to Jang equation on anti-de Sitter spacetimes.

problem Existence and properties of solutions to the generalized Jang equation.
method Rigorous analysis in asymptotically anti-de Sitter setting.
result Provides solutions for a broad class of asymptotic conditions.

We derive and study supergravity BPS flow equations for M5 or D3 branes wrapping a Riemann surface. They take the form of novel geometric flows intrinsically defined on the surface. Their dual field-theoretic interpretation suggests the existence of solutions interpolating between an arbitrary metric in the UV and the …

2011-09-16abs ↗pdf ↗

We provide a rigorous numerical computation method to validate periodic, homoclinic and heteroclinic orbits as the continuation of singular limit orbits for the fast-slow system x=f(x,y,ε),y=εg(x,y,ε)x' = f(x,y,ε), y' = εg(x,y,ε) with one-dimensional slow variable yy. Our validation procedure is based on topological tools called isolatin…

2015-07-06abs ↗pdf ↗

Conditional mean embeddings (CMEs) have proven themselves to be a powerful tool in many machine learning applications. They allow the efficient conditioning of probability distributions within the corresponding reproducing kernel Hilbert spaces (RKHSs) by providing a linear-algebraic relation for the kernel mean embedd…

2019-12-02abs ↗pdf ↗

Extends field theory foundations to infinitesimal spaces, simplifying complex concepts.

problem Develop rigorous foundations for field theory, especially for infinitesimal spaces.
method Formulates local Lagrangian field theory in a new category of thickened smooth sets.
result Establishes a firm foundation for field theory, including tangent bundles and perturbative considerations.

This work presents a technique for statistically modeling errors introduced by reduced-order models. The method employs Gaussian-process regression to construct a mapping from a small number of computationally inexpensive `error indicators' to a distribution over the true error. The variance of this distribution can be…

2014-05-20abs ↗pdf ↗

Paper introduces infinite-dimensional generative models using Doob's h-transform.

problem Defining generative models in infinite dimensions.
method Using Doob's h-transform to force a reference diffusion towards a target distribution.
result The forced process can be approximated by minimising a score-matching objective.

Consider a physical system for which a mathematically rigorous geometric quantization procedure exists. Now subject the system to a finite set of irreducible first class (bosonic) constraints. It is shown that there is a mathematically rigorous BRST quantization of the constrained system whose cohomology at ghost numbe…

2006-04-12abs ↗pdf ↗

A spin network is a cubic ribbon graph labeled by representations of SU(2)\mathrm{SU}(2). Spin networks are important in various areas of Mathematics (3-dimensional Quantum Topology), Physics (Angular Momentum, Classical and Quantum Gravity) and Chemistry (Atomic Spectroscopy). The evaluation of a spin network is an integ…

2009-02-18abs ↗pdf ↗

It is expected that matter composed of a perfect fluid cannot be at rest outside of a black hole if the spacetime is asymptotically flat and static (non-rotating). However, there has not been a rigorous proof for this expectation without assuming spheical symmetry. In this paper, we provide a proof of non-existence of …

2006-05-05abs ↗pdf ↗

Recently, a number of learning-based optimization methods that combine data-driven architectures with the classical optimization algorithms have been proposed and explored, showing superior empirical performance in solving various ill-posed inverse problems, but there is still a scarcity of rigorous analysis about the …

2019-05-15abs ↗pdf ↗

A rigorous formulation of Vessiot's vector field approach to the analysis of general systems of partial differential equations is provided. It is shown that this approach is equivalent to the formal theory of differential equations and that it can be carried through if, and only if, the given system is involutive. As a…

2009-09-25abs ↗pdf ↗

FA-HMC improves Bayesian federated learning with rigorous guarantees.

problem Parameter estimation and uncertainty quantification in non-iid distributed data.
method Federated Averaging stochastic Hamiltonian Monte Carlo (FA-HMC) with convergence guarantees.
result FA-HMC achieves better convergence and communication efficiency than existing methods.

sBayFDNN bridges deep learning and functional data analysis for complex, structured data.

problem Challenges in functional data analysis, especially for complex, continuously structured data.
method Sparse Bayesian functional deep neural network (sBayFDNN) that learns adaptive functional embeddings and interpretable region selection.
result First theoretical guarantees for a Bayesian deep functional model, ensuring reliability and statistical rigor.

This paper proposes a novel uncertainty quantification framework for computationally demanding systems characterized by a large vector of non-Gaussian uncertainties. It combines state-of-the-art techniques in advanced Monte Carlo sampling with Bayesian formulations. The key departure from existing works is the use of i…

2008-08-25abs ↗pdf ↗

Paper explores Fisher-Rao gradient flows and their kernel approximations.

problem Understanding and analyzing approximations of Fisher-Rao gradient flows.
method Rigorous investigation of Fisher-Rao and Wasserstein type gradient flows, focusing on kernel approximations.
result Proves evolutionary Γ-convergence for kernel-approximated Fisher-Rao flows, providing theoretical guarantees.

Let MM be a closed manifold and let NN be a connected manifold without boundary. For each kNk\in\mathbb{N} the set of kk times continuously differentiable maps between MM and NN has the structure of a smooth Banach manifold where the underlying manifold topology is the compact-open CkC^k topology. We provide a det…

2018-02-21abs ↗pdf ↗

For a given cusped 3-manifold MM admitting an ideal triangulation, we describe a method to rigorously prove that either MM or a filling of MM admits a complete hyperbolic structure via verified computer calculations. Central to our method are an implementation of interval arithmetic and Krawczyk's Test. These techni…

2013-10-12abs ↗pdf ↗

For simple and simply-connected complex algebraic group G, we conjecture the existence of a functor eta_G from the category of 2-bordisms to the category of holomorphic symplectic varieties with Hamiltonian action, such that gluing of boundaries corresponds to the holomorphic symplectic quotient with respect to the dia…

2011-06-28abs ↗pdf ↗

We discuss the existence of Killing tensors for certain (physically motivated) stationary and axially symmetric vacuum space-times. We show nonexistence of a nontrivial Killing tensor for a Tomimatsu-Sato metric (up to valence 7), for a C-metric (up to valence 9) and for a Zipoy-Voorhees metric (up to valence 11). The …

2016-02-29abs ↗pdf ↗

Adversarial examples have attracted significant attention in machine learning, but the reasons for their existence and pervasiveness remain unclear. We demonstrate that adversarial examples can be directly attributed to the presence of non-robust features: features derived from patterns in the data distribution that ar…

2019-05-06abs ↗pdf ↗

We study the problem of learning latent variables in Gaussian graphical models. Existing methods for this problem assume that the precision matrix of the observed variables is the superposition of a sparse and a low-rank component. In this paper, we focus on the estimation of the low-rank component, which encodes the e…

2017-06-27abs ↗pdf ↗

Machine learning improves official statistics but needs rigorous validation.

problem Lack of methodological robustness in machine learning for official statistics.
method Total Machine Learning Error (TMLE) framework to validate ML models.
result TMLE addresses representativeness and measurement errors in ML models.

New method estimates Gaussian copulas with missing data using EM algorithm.

problem Estimating Gaussian copulas with missing data and prior assumptions.
method Rigorous application of the Expectation Maximization (EM) algorithm for marginal distributions and dependence structure.
result Joint distribution learned is closer to the underlying distribution.

As machine learning systems become ubiquitous, there has been a surge of interest in interpretable machine learning: systems that provide explanation for their outputs. These explanations are often used to qualitatively assess other criteria such as safety or non-discrimination. However, despite the interest in interpr…

2017-02-28abs ↗pdf ↗

Mathematical framework for differential machine learning in finance.

problem Theoretical assumptions in financial models and their impact on machine learning algorithms.
method Rigorous mathematical framework for differential machine learning in finance.
result Theoretical grounding enhances the predictive capabilities of neural networks in financial applications.

New HMC method uses asymmetrical momentum distributions and improves performance.

problem Rigorous convergence guarantees for HMC with Gaussian momentum distributions.
method New convergence analysis for HMC with general asymmetrical momentum distributions, proposing AD-HMC.
result AD-HMC exhibits geometric convergence in Wasserstein distance under certain conditions.

New rigorous uncertainty bounds for Gaussian Process regression.

problem Need for frequentist uncertainty bounds in applications like learning-based control.
method Introduce new uncertainty bounds that are rigorous and practically useful.
result New bounds are less conservative and more useful for practical applications.

Goursat showed that in the presence of an intermediate integral, the problem of solving a second-order Monge-Ampere equation can be reduced to solving a first-order equation, in the sense that the generic solution of the first-order equation will also be a solution of the original equation. An attempt by Hermann to giv…

1998-04-06abs ↗pdf ↗