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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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133266398531 · Jun 202019922001200920172026
48 results for sample rearrangement

Method calibrates basket options using rearranged samples from constituent processes.

problem Calibrate basket options with non-linear dependency structure.
method Propose a method to extract dependency structure from market data through systematic sampling rearrangement, then calibrate a local volatility model.
result Efficiently calibrates basket options with near-perfect accuracy.

This note proves a Gaussian version of a Pólya-Szegö conjecture using rearrangement techniques.

problem Finding the domain with the minimum Gaussian principal frequency when the Gaussian torsional rigidity is fixed.
method Adapted Kohler-Jobin rearrangement technique to the Gauss space, considering a modified torsional rigidity and rearranging layers to half-spaces.
result The Gaussian principal frequency is minimized for the half-space when the Gaussian torsional rigidity is fixed.

In this paper we show how, under surprisingly weak assumptions, one can split a planar curve into three arcs and rearrange them (matching tangent directions) to obtain a closed curve. We also generalize this construction to curves split into kk arcs and comment what can be achieved by rearranging arcs for a curve in h…

2020-02-13abs ↗pdf ↗

The paper proves a Moser-Trudinger inequality on metric spaces with curvature-dimension conditions.

problem Proving a Moser-Trudinger inequality on metric measure spaces.
method Rearrangement of functions on CD(k,n)-spaces satisfying a Polya-Szegö type inequality.
result Characterization of manifolds with lower bounded Ricci curvature admitting a Moser-Trudinger inequality.

The paper extends geometric inequalities from Euclidean space to Riemannian manifolds.

problem Proving geometric inequalities on smooth oriented Riemannian manifolds.
method Introducing symmetric decreasing rearrangement inequalities and testing their applicability to Riemannian manifolds.
result Smooth co-area formula and re-formulated geometric inequalities on Riemannian manifolds.

Study fine Pólya-Szegő inequalities in metric spaces with applications.

problem Fine Pólya-Szegő rearrangement inequalities in metric spaces.
method Theory of Sobolev and BV functions, synthetic Ricci bounds, isoperimetric inequality.
result New geometric and functional inequalities under Ricci lower bounds.

This paper presents relations between several types of closedness of a law-invariant convex set in a rearrangement invariant space X\mathcal{X}. In particular, we show that order closedness, σ(X,Xn)σ(\mathcal{X},\mathcal{X}_n^\sim)-closedness and σ(X,L)σ(\mathcal{X},L^\infty)-closedness of a law-invariant convex set in $\mathc…

2018-10-24abs ↗pdf ↗

Paper compares solutions of Poisson equations on Riemannian manifolds with Robin boundary.

problem Comparing solutions of Poisson equations on Riemannian manifolds with Robin boundary.
method Using Schwarz rearrangement and isoperimetric inequalities.
result Extends results on Poisson equations with Ric(n1)κRic\geq (n-1)κ.

New framework for learning KR maps from data, ensuring stable generalization.

problem Learning monotone triangular transport maps efficiently and accurately.
method General framework using invertible transformations of smooth functions, ensuring no spurious local minima.
result Unique global minimizer corresponds to the KR map under certain conditions.

In this paper, we explore several Fatou-type properties of risk measures. The paper continues to reveal that the strong Fatou property, which was introduced in [17], seems to be most suitable to ensure nice dual representations of risk measures. Our main result asserts that every quasiconvex law-invariant functional on…

2018-05-14abs ↗pdf ↗

Study Hamiltonian diffeomorphisms on symplectic manifolds and properties of invariant convex functions.

problem Properties of invariant convex functions under Hamiltonian diffeomorphisms.
method Analysis of the adjoint action and properties of invariant convex functions.
result Continuous convex functions invariant under Hamiltonian diffeomorphisms are also invariant under strict rearrangements.

We build a new probability measure on closed space and plane polygons. The key construction is a map, given by Knutson and Hausmann using the Hopf map on quaternions, from the complex Stiefel manifold of 2-frames in n-space to the space of closed n-gons in 3-space of total length 2. Our probability measure on polygon s…

2012-06-14abs ↗pdf ↗

Machine learning models simulate molecular spectra and reactions in solvents.

problem Accurate simulation of molecular spectra and reactions in solvent environments.
method Introduced FieldSchNet, a deep neural network for modeling molecular interactions with external fields.
result Demonstrated significant lowering of Claisen rearrangement reaction activation barrier using FieldSchNet.

An affine rearrangement inequality is established which strengthens and implies the recently obtained affine Pólya--Szegö symmetrization principle for functions on Rn\mathbb{R}^n. Several applications of this new inequality are derived. In particular, a sharp affine logarithmic Sobolev inequality is established which i…

2009-08-11abs ↗pdf ↗

Management of systemic risk in financial markets is traditionally associated with setting (higher) capital requirements for market participants. There are indications that while equity ratios have been increased massively since the financial crisis, systemic risk levels might not have lowered, but even increased. It ha…

2019-05-15abs ↗pdf ↗

Optimal DP mechanisms for vector queries are found to be staircase distributions.

problem Designing optimal additive mechanisms for vector-valued queries under differential privacy.
method Reduction to radially symmetric distributions and convex rearrangement theory.
result Staircase mechanisms are optimal for any norm and cost function.

We equip many non compact non simply connected surfaces with smooth Riemannian metrics whose isoperimetric profile is smooth, a highly non generic property. The computation of the profile is based on a calibration argument, a rearrangement argument, the Bol-Fiala curvature dependent inequality, together with new result…

2007-01-07abs ↗pdf ↗

Autoregressive networks can achieve promising performance in many sequence modeling tasks with short-range dependence. However, when handling high-dimensional inputs and outputs, the huge amount of parameters in the network lead to expensive computational cost and low learning efficiency. The problem can be alleviated …

2019-09-06abs ↗pdf ↗

Link concordance equals homotopy for high-dimensional spheres.

problem Understanding when immersions of high-dimensional spheres are homotopically trivial.
method Developed stratified Morse theory for generic immersions, using gradient-like vector fields and Cerf theory.
result Every link of high-dimensional spheres is homotopically trivial, resolving a long-standing conjecture.

The calculation of minimum energy paths for transitions such as atomic and/or spin re-arrangements is an important task in many contexts and can often be used to determine the mechanism and rate of transitions. An important challenge is to reduce the computational effort in such calculations, especially when ab initio …

2017-03-30abs ↗pdf ↗

This note proves sharp affine Gagliardo-Nirenberg inequalities which are stronger than all known sharp Euclidean Gagliardo-Nirenberg inequalities and imply the affine LpL^{p}-Sobolev inequalities. The logarithmic version of affine LpL^{p}-Sobolev inequalities is verified. Moreover, An alternative proof of the affine Mo…

2009-08-14abs ↗pdf ↗

Point clouds provide a flexible and natural representation usable in countless applications such as robotics or self-driving cars. Recently, deep neural networks operating on raw point cloud data have shown promising results on supervised learning tasks such as object classification and semantic segmentation. While mas…

2019-01-24abs ↗pdf ↗

We prove that an embedded cobordism between manifolds with boundary can be split into a sequence of right product and left product cobordisms, if the codimension of the embedding is at least two. This is a topological counterpart of the algebraic splitting theorem for embedded cobordisms of the first author, A. Nemethi…

2013-10-08abs ↗pdf ↗

The paper characterizes risk measures with the Fatou property in function spaces.

problem Investigating the Fatou property of law-invariant risk measures in function spaces.
method Characterization of the Fatou property using the AOCEA property and dual representations.
result Risk measures with the Fatou property exist under the AOCEA property in most classical model spaces.

The Kneser-Poulsen conjecture says that if a finite collection of balls in a Euclidean (spherical or hyperbolic) space is rearranged so that the distance between each pair of centers does not increase, then the volume of the union of these balls does not increase as well. We give new results about central sets of subse…

2015-11-25abs ↗pdf ↗

Many signals on Cartesian product graphs appear in the real world, such as digital images, sensor observation time series, and movie ratings on Netflix. These signals are "multi-dimensional" and have directional characteristics along each factor graph. However, the existing graph Fourier transform does not distinguish …

2017-12-21abs ↗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 study two systems of tangle equations that arise when modeling the action of the Integrase family of proteins on DNA. These two systems--direct and inverted repeats--correspond to two different possibilities for the initial DNA sequence. We present one new class of solutions to the tangle equations. In the case of i…

2004-12-23abs ↗pdf ↗

Sharp stability of Alexandrov's theorem for C1C^1 domains in the small-excess regime

problem Stability of Alexandrov's theorem for C1C^1 domains in the small-excess regime
method Combines a BVBV version of Fuglede's spectral-gap argument, a star-shaped rearrangement for sets of finite perimeter, quantitative estimates for the part of the boundary contained in the tentacles, and a polyhedral approximation argument for the non-graphical region
result Sharp stability estimate in a genuinely non-parametric regime

Frank and Lieb gave a new, rearrangement-free, proof of the sharp Hardy-Littlewood-Sobolev inequalities by exploiting their conformal covariance. Using this they gave new proofs of sharp Sobolev inequalities for the embeddings Wk,2(Rn)L2nn2k(Rn)W^{k,2}(\mathbb{R}^n)\hookrightarrow L^{\frac{2n}{n-2k}}(\mathbb{R}^n). We show that their …

2019-10-31abs ↗pdf ↗

Motivated by a geometric problem, we introduce a new non-convex graph partitioning objective where the optimality criterion is given by the sum of the Dirichlet eigenvalues of the partition components. A relaxed formulation is identified and a novel rearrangement algorithm is proposed, which we show is strictly decreas…

2013-08-22abs ↗pdf ↗

Paper derives inequalities for eigenvalues of Witten-Laplacian under fixed volume constraint.

problem Eigenvalue inequalities of Witten-Laplacian on bounded domains.
method Rearrangement technique and trial functions under fixed weighted volume constraint.
result Several isoperimetric inequalities for eigenvalues of Witten-Laplacian.

Generative adversarial nets (GANs) are widely used to learn the data sampling process and their performance may heavily depend on the loss functions, given a limited computational budget. This study revisits MMD-GAN that uses the maximum mean discrepancy (MMD) as the loss function for GAN and makes two contributions. F…

2018-12-24abs ↗pdf ↗