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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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87175262349 · Jun 202019922001200920172026
48 results for smoothing factors

The paper shows deep connections between exotic smoothings of small R^4, noncommutative algebras of foliations and quantization. At first, based on the close relation of foliations and noncommutative C*-algebras we show that cyclic cohomology invariants characterize some small exotic R^4. Certain exotic smooth R^4's de…

2010-01-06abs ↗pdf ↗

Deep weight factorization improves neural network training through smooth optimization of sparse penalties.

problem Challenges in applying sparse regularization in neural networks due to non-differentiability of penalties.
method Introduces deep weight factorization, decomposing weights into multiple factors for smooth optimization of L1L_1-penalized networks.
result Deep weight factorization outperforms shallow factorization and pruning methods consistently across various architectures and datasets.

GLSKF improves tensor completion by capturing both global and local variations.

problem Tensor completion with missing entries, especially in data with spatial or temporal side information.
method Integrates smoothness-constrained low-rank factorization with a locally correlated residual process.
result GLSKF achieves superior performance and scalability on real-world datasets.

Method regularizes Cholesky factors to detect nonstationarity in longitudinal data.

problem Detecting nonstationarity in large covariance matrices of longitudinal data.
method Fused-Lasso regularization on Cholesky factors.
result Regularization leads to smooth subdiagonals, indicating nonstationarity.

Factor graphs have recently gained increasing attention as a unified framework for representing and constructing algorithms for signal processing, estimation, and control. One capability that does not seem to be well explored within the factor graph tool kit is the ability to handle deterministic nonlinear transformati…

2019-03-21abs ↗pdf ↗

TATD predicts missing entries in time-evolving tensors by exploiting temporal dependency and sparsity.

problem Predict missing entries in time-evolving tensors with temporal dependency and sparsity issues.
method TATD (Time-Aware Tensor Decomposition) integrates temporal dependency and time-varying sparsity through a smoothing regularization with Gaussian kernel and alternating optimization.
result TATD achieves state-of-the-art accuracy for decomposing temporal tensors.

New RBF networks can approximate any continuous function.

problem Approximating any continuous function on a compact subset.
method Replacing smoothing factors with shifts in RBF networks and proving approximation under certain conditions.
result RBF networks can approximate any continuous function on any compact subset.

This short report establishes some basic properties of smooth vector fields on product manifolds. The main results are: (i) On a product manifold there always exists a direct sum decomposition into horizontal and vertical vector fields. (ii) Horizontal and vertical vector fields are naturally isomorphic to smooth famil…

2011-06-05abs ↗pdf ↗

In modeling multivariate time series, it is important to allow time-varying smoothness in the mean and covariance process. In particular, there may be certain time intervals exhibiting rapid changes and others in which changes are slow. If such time-varying smoothness is not accounted for, one can obtain misleading inf…

2012-10-07abs ↗pdf ↗

In the framework of Lorentzian warped products, we study the Friedmann-Robertson-Walker cosmological model to investigate non-smooth curvatures associated with multiple discontinuities involved in the evolution of the universe. In particular we analyze non-smooth features of the spatially flat Friedmann-Robertson-Walke…

2003-08-16abs ↗pdf ↗

We generalize a classical result concerning smooth germs of surfaces, by proving that monodromies on links of isolated complex surface singularities associated with reduced holomorphic map germs admit a positive factorization. As a consequence of this and a topological characterization of these monodromies by Anne Pich…

2020-01-22abs ↗pdf ↗

Deep ReLU networks can approximate and learn smooth functions efficiently.

problem Efficiently approximating and learning smooth functions using deep ReLU neural networks.
method Extending recent results to anisotropic and mixed smooth function classes, establishing approximation rates.
result Deep ReLU networks achieve minimax optimal rates up to logarithmic factors for various smooth function classes.

New methods optimize functions on hyperbolic and spherical spaces, matching Euclidean rates up to logarithmic factors.

problem Optimizing functions on non-Euclidean spaces like hyperbolic and spherical geometries.
method Introduced accelerated global first-order methods for LL-smooth and geodesically convex functions on hyperbolic and spherical spaces.
result Achieved the same rates as accelerated gradient descent in Euclidean space, up to logarithmic factors.

A smooth map between smooth manifolds is called a special generic map if it has only definite fold points as its singularities. In this paper, we give conditions for a special generic map into the 3-dimensional Euclidean space to be factored as the composition of an embedding and a projection for certain dimensions.

2016-03-15abs ↗pdf ↗

We consider actions of non-compact simple Lie groups preserving an analytic rigid geometric structure of algebraic type on a compact manifold. The structure is not assumed to be unimodular, so an invariant measure may not exist. Ergodic stationary measures always exist, and when such a measure has full support, we show…

2007-08-06abs ↗pdf ↗

Adaptive NN method improves matrix completion for non-smooth data.

problem Matrix completion with non-smooth non-linear functions under high missingness.
method Two-sided nearest neighbors with \Holder function class non-linearity.
result NN error rate matches oracle's for latent factors, non-trivial for wide range of missingness.

Building on the work of the fourth author in math.AG/9904074, we prove the weak factorization conjecture for birational maps in characteristic zero: a birational map between complete nonsingular varieties over an algebraically closed field K of characteristic zero is a composite of blowings up and blowings down with sm…

1999-04-23abs ↗pdf ↗

Lipschitz and horizontal maps from an nn-dimensional space into the (2n+1)(2n+1)-dimensional Heisenberg group $\H^n$ are abundant, while maps from higher-dimensional spaces are much more restricted. DeJarnette-Hajłasz-Lukyanenko-Tyson constructed horizontal maps from SkS^k to $\H^n$ which factor through nn-spheres and sh…

2012-10-25abs ↗pdf ↗

We propose algorithms for approximate filtering and smoothing in high-dimensional Factorial hidden Markov models. The approximation involves discarding, in a principled way, likelihood factors according to a notion of locality in a factor graph associated with the emission distribution. This allows the exponential-in-d…

2019-02-05abs ↗pdf ↗

Chirped sinosoids and interferometric phase plots are functions that are not periodic, but are the composition of a smooth function and a periodic function. These functions functions factor into a pair of maps: from their domain to a circle, and from a circle to their codomain. One can easily imagine replacing the circ…

2015-01-25abs ↗pdf ↗

Non-negative matrix factorization (NMF) approximates a non-negative matrix XX by a product of two non-negative low-rank factor matrices WW and HH. NMF and its extensions minimize either the Kullback-Leibler divergence or the Euclidean distance between XX and WTHW^T H to model the Poisson noise or the Gaussian noise.…

2012-07-14abs ↗pdf ↗

Paper develops a discounted algorithm for online convex optimization that adapts to unknown discount factors.

problem Developing an algorithm that can adapt to an unknown discount factor in online convex optimization.
method Smoothed Online Gradient Descent (SOGD) with Discounted-Normal-Predictor (DNP).
result Achieves a uniform O(logT/1λ)O(\sqrt{\log T/1-λ}) discounted regret across a continuous interval of discount factors.

High-dimensional models trained on smooth manifolds achieve optimal rates in Wasserstein metrics.

problem Training score-based generative models on complex, low-dimensional manifolds.
method Proves optimal rates for SGMs on smooth manifolds, separating into noise regimes and using ReLU nearest-projection coordinates.
result Optimal intrinsic Wasserstein rates are achieved, with polynomial ambient dependence for families with controlled geometry and density.

Study forward investment performance in semimartingale markets with stochastic factors.

problem Investigate forward investment performance in incomplete semimartingale markets with power risk preferences and stochastic integrated factors.
method Develop necessary and sufficient conditions for FIPP existence, use integral representations, and solve ill-posed HJB equations.
result Explicit constructions for time-monotone FIPPs in semimartingale models, generalizing from Brownian to semimartingale markets.

In this paper we study smooth orientation-preserving free actions of the cyclic group Z/m\mathbb Z/m on a class of (n1)(n-1)-connected 2n2n-manifolds, g(Sn×Sn)Σ\sharp g (S^n \times S^n)\sharp Σ, where ΣΣ is a homotopy 2n2n-sphere. When n=2n=2 we obtain a classification up to topological conjugation. When n=3n=3 we obtain a classi…

2019-11-29abs ↗pdf ↗

This article is about a natural distance function induced by smooth cobordisms between links. We show that the cobordism distance of torus links is determined by the profiles of their signature functions, up to a constant factor.

2010-11-03abs ↗pdf ↗

Isoperimetric regions in scaled product manifolds are products of regions in each factor.

problem Characterizing isoperimetric regions in anisotropically scaled product manifolds.
method Analyzing regions with smooth boundaries in scaled product manifolds.
result Isoperimetric regions in scaled product manifolds are products of regions in each factor.

The Schatten-pp norm (0<p<10<p<1) has been widely used to replace the nuclear norm for better approximating the rank function. However, existing methods are either 1) not scalable for large scale problems due to relying on singular value decomposition (SVD) in every iteration, or 2) specific to some pp values, e.g., $1/…

2016-11-25abs ↗pdf ↗

Matrix factorizations and their extensions to tensor factorizations and decompositions have become prominent techniques for linear and multilinear blind source separation (BSS), especially multiway Independent Component Analysis (ICA), NonnegativeMatrix and Tensor Factorization (NMF/NTF), Smooth Component Analysis (Smo…

2013-05-02abs ↗pdf ↗

In this paper we develop a Morse-like theory in order to decompose birational maps and morphisms of smooth projective varieties defined over a field of characteristic zero into more elementary steps which are locally étale isomorphic to equivariant flips, blow-ups and blow-downs of toric varieties. A crucial role in th…

1999-04-15abs ↗pdf ↗

Gradient descent solves asymmetric low-rank matrix factorization efficiently.

problem Optimizing asymmetric low-rank matrix factorization with non-convex and non-smoothness issues.
method Randomly initialized gradient descent with new symmetrization and perturbation techniques.
result Gradient descent converges to a global minimum of the asymmetric low-rank factorization problem.

A dynamical analog of the prime ideals for simple non-commutative rings is introduced. We prove a factorization theorem for the dynamical ideals. The result is used to classify the surface knots and links in the smooth 4-dimensional manifolds.

2019-12-05abs ↗pdf ↗

Improved guarantees for nonconvex matrix factorization with rank overparameterization.

problem Minimizing nonconvex objective over low-rank matrices.
method Overparameterized Burer--Monteiro approach, leveraging smoothness and strong convexity.
result Local optimization globally converges to global optimum under certain rank conditions.