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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.

168,742 papers · 148 categories

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86173259345 · Jun 202019922001200920172026
48 results for simple paths

Given two points on a soup can or conical cup with lid, we find and classify all paths of minimal length connecting them. When the number of minimal paths is finite, there are at most four on a can and three on a cup. At worst, minimal paths are piece-wise smooth with three components, each of which is a classical geod…

2004-01-09abs ↗pdf ↗

The paper classifies path structures on 3D Lie groups and reduces non-flat ones to Z/2Z-structures.

problem Classifying and reducing path structures on 3D Lie groups.
method Analyzes curvature and automorphism groups to reduce path structures to simpler forms.
result Automorphism groups of non-flat path structures are maximal dimension 3.

Let M be a compact Riemannian manifold without boundary and let H be a self-adjoint generalized Laplace operator acting on sections in a bundle over M. We give a path integral formula for the solution to the corresponding heat equation. This is based on approximating path space by finite dimensional spaces of geodesic …

2007-03-09abs ↗pdf ↗

Introduces q-paths for generalizing geometric annealing paths in machine learning.

problem Limited applicability of existing path methods in machine learning.
method Develops a family of paths derived from a generalized mean, including geometric and arithmetic mixtures.
result Empirical gains in Bayesian inference and generative model evaluation.

A hyperlink is a finite set of non-intersecting simple closed curves in R×R3\mathbb{R} \times \mathbb{R}^3. We compute the Wilson Loop observable using a path integral with an Einstein-Hilbert action. Using axial-gauge fixing, we can write this path integral as the limit of a sequence of Chern-Simons integrals, studied e…

2017-01-11abs ↗pdf ↗

Let SS be an nn-punctured sphere, with n3n \geq 3. We prove that (n3)\binom{n}{3} is the maximum size of a family of pairwise non-homotopic simple arcs on SS joining a fixed pair of distinct punctures of SS and pairwise intersecting at most twice. On the way, we show that a square annular diagram AA has a corner on …

2019-06-14abs ↗pdf ↗

URGE improves diffusion model quality without gradients or Hessian.

problem Improving sample quality in diffusion models without gradient evaluations.
method Path-wise importance reweighting via Girsanov change of measure.
result URGE achieves better generation quality than existing methods.

Complexity measures for neural nets with general activations using path-based norms.

problem Control complexity of neural networks with arbitrary activation functions.
method Approximate general activations with ReLU networks and derive path-based norms for complexity control.
result Preliminary analyses of function spaces and regularized estimators.

While the equality of differential signatures (Calabi et al, Int. J. Comput. Vis. 26: 107-135, 1998) is known to be a necessary condition for congruence, it is not sufficient (Musso and Nicolodi, J. Math Imaging Vis. 35: 68-85, 2009). Hickman (J. Math Imaging Vis. 43: 206-213, 2012, Theorem 2) claimed that for non-dege…

2019-12-20abs ↗pdf ↗

An efficient computational algorithm to price financial derivatives is presented. It is based on a path integral formulation of the pricing problem. It is shown how the path integral approach can be worked out in order to obtain fast and accurate predictions for the value of a large class of options, including those wi…

2002-02-08abs ↗pdf ↗

This work develops a generic framework, called the bag-of-paths (BoP), for link and network data analysis. The central idea is to assign a probability distribution on the set of all paths in a network. More precisely, a Gibbs-Boltzmann distribution is defined over a bag of paths in a network, that is, on a representati…

2013-02-27abs ↗pdf ↗

Paper explores rough path theory for frictionless markets, linking NCFL to unbiased rough integrators.

problem Tackles the limits of rough path theory in frictionless markets.
method Investigates the capacity of rough path theory to support No Free Lunch markets.
result Establishes a 'Rough Kreps-Yan' theorem linking NCFL to unbiased rough integrators.

In this paper, we introduce a new approach to constructing unbiased estimators when computing expectations of path functionals associated with stochastic differential equations (SDEs). Our randomization idea is closely related to multi-level Monte Carlo and provides a simple mechanism for constructing a finite variance…

2012-07-10abs ↗pdf ↗

We present a simple, yet effective, approach to Semi-Supervised Learning. Our approach is based on estimating density-based distances (DBD) using a shortest path calculation on a graph. These Graph-DBD estimates can then be used in any distance-based supervised learning method, such as Nearest Neighbor methods and SVMs…

2012-02-14abs ↗pdf ↗

Let MkM_k be the complete, simply connected, Riemannian 2-manifold of constant curvature k0k \le 0. Let EE be a closed, simply connected subspace of MkM_k with the property that every two points in EE is connected by a rectifiable path in EE. We show that under the induced path metric, EE is a complete CAT(kk) spa…

2010-01-14abs ↗pdf ↗

AdaPID optimizes diffusion-based samplers by dynamically adjusting schedules.

problem Optimizing the intermediate-time dynamics in diffusion-based samplers.
method Develops a time-varying stiffness schedule using Piece-Wise-Constant (PWC) parametrizations and a hierarchical refinement approach.
result QoS-driven PWC schedules consistently improve sampling fidelity and accuracy.

We study adaptive regret bounds in terms of the variation of the losses (the so-called path-length bounds) for both multi-armed bandit and more generally linear bandit. We first show that the seemingly suboptimal path-length bound of (Wei and Luo, 2018) is in fact not improvable for adaptive adversary. Despite this neg…

2019-01-29abs ↗pdf ↗

We present, for the first time, a novel deep neural network architecture called \dcn with a dual-path connection between the input image and output class label for mammogram image processing. This architecture is built upon U-Net, which non-linearly maps the input data into a deep latent space. One path of the \dcnn, t…

2019-03-01abs ↗pdf ↗

Closed-form formulas for path-independent options in a specific Lévy model.

problem Valuation of path-independent options in the exponential NIG model.
method Closed-form pricing formulas derived using a factorized representation in Mellin space and complex analysis.
result Valid closed-form formulas with quickly convergent series for various options.

Q-learning is a simple and powerful tool in solving dynamic problems where environments are unknown. It uses a balance of exploration and exploitation to find an optimal solution to the problem. In this paper, we propose using four basic emotions: joy, sadness, fear, and anger to influence a Qlearning agent. Simulation…

2016-09-06abs ↗pdf ↗