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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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4589134178 · Jun 202019922001200920172026
48 results for simplex mapping

Study optimal transport on simplex boundary, proving transport map and potential regularity.

problem Regularity of transport map and potential on simplex boundary.
method Boundary regularity results for optimal transport maps, exploiting simplex symmetries.
result Regularity properties of transport map and its convex potential.

The paper triangulates Heisenberg groups with horizontal and straight simplexes.

problem Triangulating Heisenberg groups with specific regularity properties.
method Constructing triangulations with horizontal and straight simplexes on a polyhedral structure and extending to the whole Heisenberg group.
result Explicit examples of grid and triangulations provided.

We study a natural intrinsic definition of geometric simplices in Riemannian manifolds of arbitrary dimension nn, and exploit these simplices to obtain criteria for triangulating compact Riemannian manifolds. These geometric simplices are defined using Karcher means. Given a finite set of vertices in a convex set on t…

2014-06-14abs ↗pdf ↗

Neural networks exhibit simplex symmetry in their final and penultimate layers.

problem Understanding the symmetry in neural network layers.
method Analytical and numerical studies of toy models and deep neural networks.
result Neural networks map data points from the same class to a single point in a high-dimensional space, forming a simplex.

Spaces of convex and concave functions appear naturally in theory and applications. For example, convex regression and log-concave density estimation are important topics in nonparametric statistics. In stochastic portfolio theory, concave functions on the unit simplex measure the concentration of capital, and their gr…

2019-10-30abs ↗pdf ↗

Introduces a new geometric framework for probability distributions.

problem Developing a geometric framework for probability distributions.
method Introduces p\ell^p-information geometry and defines the 2\ell^2-probability simplex via the qq-root transform.
result Defines a noncanonical differentiable structure and qq-root map as an isometry.

Proposes a new method for multi-class classification with well-calibrated predictions.

problem Improving the accuracy and reliability of multi-class classification models.
method Trains data in a latent space induced by an (n1)(n-1)-dimensional simplex, then extends and fits a regression model.
result Demonstrates a well-calibrated classifier with improved prediction and calibration properties.

Let M be a closed 3-manifold which can be triangulated with N simplices. We prove that any map from M to a genus 2 surface has Hopf invariant at most C^N. Let X be a closed oriented hyperbolic 3-manifold with injectivity radius less than epsilon at one point. If there is a degree non-zero map from M to X, then we prove…

2007-09-09abs ↗pdf ↗

A multiobjective optimization problem is CrC^r simplicial if the Pareto set and the Pareto front are CrC^r diffeomorphic to a simplex and, under the CrC^r diffeomorphisms, each face of the simplex corresponds to the Pareto set and the Pareto front of a subproblem, where 0r0\leq r\leq \infty. In the paper titled "Topolo…

2019-12-19abs ↗pdf ↗

The Bezier simplex fitting is a novel data modeling technique which exploits geometric structures of data to approximate the Pareto front of multi-objective optimization problems. There are two fitting methods based on different sampling strategies. The inductive skeleton fitting employs a stratified subsampling from e…

2019-06-17abs ↗pdf ↗

A multiobjective optimization problem is simplicial if the Pareto set and front are homeomorphic to a simplex and, under the homeomorphisms, each face of the simplex corresponds to the Pareto set and front of a subproblem. In this paper, we show that strongly convex problems are simplicial under a mild assumption on th…

2019-04-07abs ↗pdf ↗

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…

2014-04-01abs ↗pdf ↗

A hyperbolic 3-simplex reflection group is a Coxeter group arising as a lattice in the isometry group of hyperbolic 3-space, with fundamental domain a geodesic simplex (possibly with some ideal vertices). The classification of these groups is known, and there are exactly 9 cocompact examples, and 23 non-cocompact examp…

2007-05-07abs ↗pdf ↗

We introduce the non-pure versions of simplicial balls and spheres with minimum number of vertices. These are a special type of non-homogeneous balls and spheres (NH-balls and NH-spheres) satisfying a minimality condition on the number of maximal simplices. The main result is that minimal NH-balls and NH-spheres are pr…

2014-06-25abs ↗pdf ↗

Minimal triangulations of spheres map almost linearly to boundaries of high-dimensional polytopes.

problem Finding the minimum number of vertices for triangulations of spheres that map to high-dimensional boundaries.
method Analyzing triangulations of nn-spheres and their maps to boundaries of (n+1)(n+1)-simplexes, focusing on h=n+12floorh=\lfloor\frac{n+1}2 floor.
result The function λ(n,d)hλ(n,d)^h is almost linear in dd as dod o\infty.

In 1973, J. Cheeger and J. Simons raised the following question that still remains open and is known as the Rational Simplex Problem: Given a geodesic simplex in the spherical 3-space so that all of its interior dihedral angles are rational multiples of ππ, is it true that its volume is a rational multiple of the volu…

2013-04-28abs ↗pdf ↗

We exhibit relations between van Kampen-Flores, Conway-Gordon-Sachs and Radon theorems, by presenting direct proofs of some implications between them. The key idea is an interesting relation between the van Kampen and the Conway-Gordon-Sachs numbers for restrictions of a map of (d+2)(d+2)-simplex to Rd\mathbb R^d to the $…

2017-04-02abs ↗pdf ↗

A faster Wasserstein k-means algorithm for histogram data reduces computation and maintains clustering quality.

problem Efficiently clustering histogram data with reduced computation time.
method Sparse simplex projection to reduce data samples, centroids, and ground cost matrix, dynamically removing lower-valued samples.
result Significant reduction in computational complexity without compromising clustering quality.

Proposes an accuracy-preserving calibration method for DNNs.

problem Calibration of deep neural networks (DNNs) to measure prediction reliability.
method Uses Concrete distribution on the probability simplex to calibrate DNNs without accuracy loss.
result The proposed method outperforms previous methods in accuracy-preserving calibration tasks.

On the probability simplex, we can consider the standard information geometric structure with the e- and m-affine connections mutually dual with respect to the Fisher metric. The geometry naturally defines submanifolds simultaneously autoparallel for the both affine connections, which we call {\em doubly autoparallel s…

2017-11-30abs ↗pdf ↗

The paper is devoted to modeling optimal exercise strategies of the behavior of investors and issuers working with convertible bonds. This implies solution of the problems of stock price modeling, payoff computation and min-max optimization. Stock prices (underlying asset) were modeled under the assumption of the geome…

2007-10-01abs ↗pdf ↗

We show an efficient algorithm for the following problem: Given uniformly random points from an arbitrary n-dimensional simplex, estimate the simplex. The size of the sample and the number of arithmetic operations of our algorithm are polynomial in n. This answers a question of Frieze, Jerrum and Kannan [FJK]. Our resu…

2012-11-09abs ↗pdf ↗

Algorithm learns latent simplex from perturbed points in input-sparsity time.

problem Learning a latent kk-vertex simplex from noisy data.
method Input-sparsity time algorithm using low-rank approximation and adaptive selection.
result Algorithm achieves O(extrmnnz(A))O( extrm{nnz}(A)) time complexity, avoiding kextrmnnz(A)k\cdot extrm{nnz}(A).

The mapping class group invariant ideal cell decomposition of the Teichmueller space of a punctured surface times an open simplex has been used in a number of computations. This paper answers a question about the asymptotics of this decomposition, namely, in a given cell of the decomposition, which curves can be short?…

2007-07-10abs ↗pdf ↗

New framework estimates staged tree models using hierarchical clustering on the probability simplex.

problem Estimating staged tree models with context-specific dependencies.
method Hierarchical clustering on the probability simplex, using simplex-based divergences and linkage methods.
result Total Variation divergence with Ward.D2 linkage produces staged trees with better model fit, structure recovery, and computational efficiency.

CAST predicts distribution-valued time series by stabilizing and transporting simplex-supported successors.

problem Forecasting distribution-valued time series with structural failure modes.
method CAST (Causal Anchored Simplex Transport) uses successors retrieved from causal context, stabilized with a persistence anchor, and locally transported on ordered supports.
result CAST outperforms baselines on eleven public and simulated benchmarks, achieving best average rank on both one-step KL and autoregressive rollout JSD.

We investigate the space C(X)C(X) of images of linearly embedded skeleta of simplices XX in Rn\mathbb R^n, for two families of codimension 2 complexes, each ranging over nn. In the first family, X=KX=K is the (n2)(n-2)-skeleton of the nn-simplex. In the second family, X=LX=L is the (n2)(n-2)-skeleton of the (n+1)(n+1)-simplex.…

2014-03-07abs ↗pdf ↗

A function is exponentially concave if its exponential is concave. We consider exponentially concave functions on the unit simplex. In a previous paper we showed that gradient maps of exponentially concave functions provide solutions to a Monge-Kantorovich optimal transport problem and give a better gradient approximat…

2016-05-19abs ↗pdf ↗

The paper explores trading off consistency and dimensionality in convex surrogates for multiclass classification.

problem Designing consistent surrogate losses for multiclass classification with high-dimensional outcomes.
method Investigates embedding outcomes into convex polytopes and examining consistency under low-noise assumptions.
result Consistency can be achieved with less than n1n-1 dimensions, but hallucination occurs for some distributions.

Investigates VaR behavior for sums of one-sided random variables, showing impossibilities and conditions for super-additivity.

problem Investigates the behavior of Value-at-Risk (VaR) for sums of one-sided random variables.
method Analyzes the extremal aggregation behavior of VaR, introduces structural conditions for super-additivity.
result Characterizes when VaR is fully super-additive and provides unified framework for various dependence structures.