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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.

168,695 papers · 148 categories

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3876113151 · Jun 202019922001200920172026
48 results for special orthogonal

Curious structure of special orthogonal, unitary, and symplectic groups as products of Grassmannians discovered.

problem Understanding the structure of special orthogonal, unitary, and symplectic groups.
method Expressing these groups as products of Grassmannians realized as involution matrices.
result Special orthogonal, special unitary, and symplectic groups can be expressed as products of their corresponding Grassmannians.

Special orthogonal representations from octonions have geometric properties linked to binary cubics.

problem Understanding geometric properties of special orthogonal representations from octonions.
method Using octonions and their derivations, spinors, and covariants to show geometric properties.
result Covariants and Mathews identities of these representations are related to the Fano plane and (Z2)3(\mathbb{Z}_2)^3.

An algorithm for efficient computation of equivariant neural network layers.

problem Efficiently computing with Brauer's group equivariant neural network layers.
method Category theoretic constructions and Kronecker product matrices.
result Significant reduction in computational cost compared to naive implementation.

Random convolutional networks can be fooled with adversarial examples.

problem Existence of adversarial examples for random convolutional networks.
method Utilizing isoperimetric inequalities on the special orthogonal group so(d)\mathbb{so}(d).
result Adversarial examples exist for various random convolutional networks.

We investigate the connections between the differential-geometric properties of the exponential map from the space of real skew symmetric matrices onto the group of real special orthogonal matrices and the manifold of real orthogonal matrices equipped with the Riemannian structure induced by the Frobenius metric.

2016-11-02abs ↗pdf ↗

The twistor space of the sphere S^{2n} is an isotropic Grassmannian that fibers over S^{2n}. An orthogonal complex structure on a subdomain of S^{2n} (a complex structure compatible with the round metric) determines a section of this fibration with holomorphic image. In this paper, we use this correspondence to prove t…

2009-05-22abs ↗pdf ↗

A new method for efficiently computing derivatives of skew-symmetric matrix exponentials.

problem Efficient computation of derivatives for skew-symmetric matrices.
method Characterization of invertibility, construction of nearby logarithm, and efficient implementation.
result Explicit formulae for differentiation and its inverse of skew-symmetric matrix exponentials.

We study the problem of approximating orthogonal matrices so that their application is numerically fast and yet accurate. We find an approximation by solving an optimization problem over a set of structured matrices, that we call extended orthogonal Givens transformations, including Givens rotations as a special case. …

2019-07-18abs ↗pdf ↗

Characterizes the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.

problem Characterizing the local diffeomorphism structure of the exponential in the set of skew-symmetric matrices.
method Introduce the diffeomorphic logarithm of special orthogonal matrices and an efficient algorithm.
result The region containing the principal logarithm has a special multiplicity structure.

New algorithm speeds up group equivariant neural networks computations.

problem Challenging computations in group equivariant neural networks.
method Diagrammatic framework based on category theory for matrix multiplication.
result Exponential improvement in time complexity for matrix multiplication.

In the multiple linear regression setting, we propose a general framework, termed weighted orthogonal components regression (WOCR), which encompasses many known methods as special cases, including ridge regression and principal components regression. WOCR makes use of the monotonicity inherent in orthogonal components …

2017-09-13abs ↗pdf ↗

We prove ultradifferentiable Chevelley restriction theorems for a wide range of ultradifferentiable classes. As a special case we find that isotropic functions, i.e., functions defined on the vector space of real symmetric matrices invariant under the action of the special orthogonal group by conjugation, possess some …

2019-12-19abs ↗pdf ↗

We construct natural Green forms for special cycles in orthogonal and unitary Shimura varieties, in all codimensions, and, for compact Shimura varieties of type O(p,2) and U(p,1), we show that the resulting local archimedean height pairings are related to special values of derivatives of Siegel Eisentein series. A conj…

2018-08-28abs ↗pdf ↗

A complete system of differential invariants for equivalence of curves in the nn-dimensional pseudo-euclidean space with respect to the action of each of the groups KnO(n,p,K)K^n \lhd O(n,p,K), KnSO(n,p,K)K^n \lhd SO(n,p,K), O(n,p,K)O(n,p,K), and SO(n,p,K)SO(n,p,K), where K=RK = \mathbf{R}, or K=CK = \mathbf{C}, and O(n,p,K)O(n,p,K) (\bigl(respectively, …

2012-04-18abs ↗pdf ↗

Characterizes group-equivariant neural networks for three groups.

problem Understanding equivariant neural networks for orthogonal, special orthogonal, and symplectic groups.
method Characterized all possible group-equivariant neural networks for three groups.
result Found spanning sets of matrices for learnable, linear equivariant layer functions.

OPAA estimates probability densities using functional analysis.

problem Estimating probability density functions efficiently and accurately.
method OPAA uses a parallelizable algorithm based on functional analysis to estimate probability distributions.
result OPAA provides an efficient method to estimate probability density functions and normalizing weights.

In this paper we derive a series expansion for the price of a continuously sampled arithmetic Asian option in the Black-Scholes setting. The expansion is based on polynomials that are orthogonal with respect to the log-normal distribution. All terms in the series are fully explicit and no numerical integration nor any …

2018-02-05abs ↗pdf ↗

Paper refines Alesker-Bernig-Schuster theorem, proving Hodge-Riemann relations for Euclidean balls.

problem Understanding translation-invariant valuations and their geometric implications.
method Explicit construction of highest weight vectors and analysis of natural operations on these vectors.
result Proof of Hodge-Riemann relations for Euclidean balls, extending geometric inequalities.

The paper creates a deformation retraction for homeomorphisms of the projective plane.

problem Deformation retraction of homeomorphisms of the projective plane.
method Equivariant strong deformation retraction from homeomorphism group to special orthogonal group.
result Induces a SO(3)-equivariant strong deformation retraction from projective plane homeomorphisms to SO(3).

We prove that a foliation (M,F)(M, F) of codimension qq on a nn-dimen\-sio\-nal pseudo-Riemannian manifold is pseudo-Riemannian if and only if any geodesic that is orthogonal at one point to a leaf is orthogonal to every leaf it intersects. We show that on the graph G=G(F)G = G(F) of a pseudo-Riemannian foliation there exis…

2016-11-27abs ↗pdf ↗

The paper analyzes and improves a deep learning optimization technique using matrix gradient orthogonality.

problem Improving deep learning training through more effective optimization methods.
method Develops a stochastic non-Euclidean trust-region gradient method for deep learning optimization.
result Proves state-of-the-art convergence results for the proposed algorithm in various scenarios.

For positive integers pp and qq let G:=PSO(p,q)G:=\textrm{PSO}(p,q) be the projective indefinite special-orthogonal group of signature (p,q)(p,q). We study counting problems in the Riemannian symmetric space XGX_G of GG and in the pseudo-Riemannian hyperbolic space Hp,q1\mathbb{H}^{p,q-1}. Let SXGS\subset X_G be a totally geodesic …

2018-12-03abs ↗pdf ↗

Formula derived for Laplace-Beltrami on Stiefel manifold.

problem Finding Laplace-Beltrami operator on Stiefel manifold.
method Using the general framework of Laplace operators on constraint manifolds, derived the explicit formula in terms of ambient Euclidean coordinates.
result Extended previously known formulas for sphere and special orthogonal group.

Proposes σσ-PCA to learn identifiable linear transformations without whitening.

problem Cannot identify axes with equal variances in PCA.
method Unified model for linear and nonlinear PCA, introducing a missing piece to eliminate rotational indeterminacy.
result Eliminates subspace rotational indeterminacy in PCA.

Develops a new framework to measure network connectedness across and within markets.

problem Lack of flexible methods to measure network connectedness and its evolution.
method Allows network nodes to be connected in clusters, with shocks orthogonal across clusters and correlated within clusters.
result Demonstrates the effectiveness of the new framework in a detailed empirical analysis of equity markets.

We derive an integral formula for the linking number of two submanifolds of the n-sphere S^n, of the product S^n x R^m, and of other manifolds which appear as "nice" hypersurfaces in Euclidean space. The formulas are geometrically meaningful in that they are invariant under the action of the special orthogonal group on…

2008-01-25abs ↗pdf ↗

The paper argues for using Neyman orthogonal score for balancing in debiased machine learning.

problem Debiased machine learning requires a proper approach to balance covariates.
method The paper advocates for using Riesz regression with basis functions of X for balancing.
result Covariate balancing is only valid when the score-relevant regression error is a function of covariates alone.

The paper constructs special hypersurfaces in complex space forms.

problem Constructing special hypersurfaces in complex space forms.
method Taking an arbitrary smooth curve in a totally geodesic submanifold and erecting an orthogonal ruling over each point.
result In the n=2n=2 case, the construction yields real-analytic hypersurfaces of cohomogeneity one.

We give new explicit formulas for the representations of the mapping class group of a genus one surface with one boundary component which arise from Integral TQFT. Our formulas allow one to compute the h-adic expansion of the TQFT-matrix associated to a mapping class in a straightforward way. Truncating the h-adic expa…

2009-08-19abs ↗pdf ↗

Paper addresses group synchronization with incomplete measurements and proves linear convergence of GPM.

problem Orthogonal group synchronization with incomplete measurements and additive noise.
method Generalized power method (GPM) with local error bound analysis.
result Linear convergence of GPM to a global maximizer under general additive noise model.

We study special almost Kaehler manifolds whose curvature tensor satisfies the second curvature condition of Gray. It is shown that for such manifolds, the torsion of the first canonical Hermitian is parallel. This enables us to show that every AK_2-manifold has parallel torsion. Some applications of this result, conce…

2003-01-21abs ↗pdf ↗

Efficient diffusion model for symmetric manifolds reduces training and computation costs.

problem Heat kernel computations for manifold diffusion models are computationally expensive and infeasible.
method Spatially-varying covariance diffusion model, efficient objective derived via Ito's Lemma.
result Our model reduces training time and arithmetic operations by orders of magnitude.

Special p-forms are forms which have components φ_{μ_1...μ_p} equal to +1,-1 or 0 in some orthonormal basis. A p-form φ\in Λ^p R^d is called democratic if the set of nonzero components {φ_{μ_1...μ_p}} is symmetric under the transitive action of a subgroup of O(d,Z) on the indices {1,...,d}. Knowledge of these symmetry …

2008-12-16abs ↗pdf ↗

Study spectral flow on a warped cylinder with special boundary conditions.

problem Analyzing spectral flow on a warped cylinder with specific boundary conditions.
method Complexifying the twisting bundle, diagonalizing the orthogonal twist, and regrouping conjugate and reflection-paired blocks.
result Explicit formula for RO(O(2))RO(O(2))-valued spectral flow, refining ordinary spectral flow.

Constructing eigenfunctions for finite-time singularities in Lagrangian mean curvature flow

problem Constructing eigenfunctions for finite-time singularities in Lagrangian mean curvature flow
method Constructing eigenfunctions for finite-time singularities in Lagrangian mean curvature flow
result Identifying the lowest eigenfunction with the scaling mode of the special Lagrangian desingularization