Speed bumps reduce but do not fully eliminate investment in fast trading technology.
arXiv research
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We consider the multi-bump solutions of the following fractional Nirenberg problem \begin{equation}\label{01} (-Δ)^s u=K(x)u^{\frac{n+2s}{n-2s}}, \;\;\;\;u>0\;\;\text{ in }\mathbb{R}^n, \end{equation} where and . If is a periodic function in some variables with , we pr…
The paper introduces a new method to find meaningful data subsets in multivariate probability density functions.
We show here that the Nielsen core of the bumping set of the domain of discontinuity of a Kleinian group is the boundary of the characteristic submanifold of the associated 3-manifold with boundary. Some examples of interesting characteristic submanifolds are given. We also give a construction of the characteristic…
We prove the following new characterization of (Lipschitz) smoothness in Banach spaces. An infinite-dimensional Banach space has a smooth (Lipschitz) bump function if and only if it has another smooth (Lipschitz) bump function such that for every point in the interior of the …
The level curves of an analytic function germ almost always have bumps at unexpected points near the singularity. This profound discovery of N. A'Campo is fully explored in this paper for $f(z,w)\in \C\{z,w\}$, using the Newton-Puiseux infinitesimals and the notion of gradient canyon. Equally unexpected is the Dirac ph…
Finite-precision learning of networks is limited by the Monte Carlo rate.
New supervised and unsupervised NFLTs for elliptical distributions.
Splat Regression Models use mixtures of bump functions to approximate complex data.
The study classifies geometrically finite polynomials on the boundary of Blaschke products.
New measures detect HFT activity, revealing its impact on stock prices.
Bayesian predictive inference analyzes a dataset to make predictions about new observations. When a model does not match the data, predictive accuracy suffers. We develop population empirical Bayes (POP-EB), a hierarchical framework that explicitly models the empirical population distribution as part of Bayesian analys…
Important information concerning a multivariate data set, such as clusters and modal regions, is contained in the derivatives of the probability density function. Despite this importance, nonparametric estimation of higher order derivatives of the density functions have received only relatively scant attention. Kernel …
We give a new and complete proof of Hamilton's injectivity radius estimate for sequences with bounded and almost nonnegative curvature operators, unbounded diameters, and bump-like origins. Such sequences arise in particular from dilations about a singularity of the Ricci flow on a 3-manifold.
In this paper, we study the topology of the boundaries of quasi-Fuchsian spaces. We first show for a given convergent sequence of quasi-Fuchsian groups, how we can know the end invariant of the limit group from the information on the behaviour of conformal structures at infinity of the groups. This result gives rise to…
The concept of subdifferentiability is studied in the context of Finsler manifolds (modeled on a Banach space with a Lipschitz bump function). A class of Hamilton-Jacobi equations defined on Finsler manifolds is studied and several results related to the existence and uniqueness of viscosity solutions…
In this note we give sufficient conditions to ensure that the weak Finsler structure of a complete Finsler manifold is determined by the normed algebra of all real-valued, bounded and smooth functions with bounded derivative defined on . As a consequence, we obtain: (i) the Finsler structu…
In this paper we construct a parametrix for the forward fundamental solution of the wave and Klein-Gordon equations on asymptotically de Sitter spaces without caustics. We use this parametrix to obtain asymptotic expansions for solutions of the inhomogeneous equation and to obtain a uniform L^p estimate for a family of…
Two methods use simulation to improve anomaly detection in particle physics.
Let be a hyperbolic 3-manifold and a component of the interior of , the space of marked hyperbolic 3-manifolds homotopy equivalent to . We will give topological conditions on sufficient to give such that for every small neighborhood of , is disconnected. This …
Robot learns to imitate human interactions through deep learning.
Recently, self-normalizing neural networks (SNNs) have been proposed with the intention to avoid batch or weight normalization. The key step in SNNs is to properly scale the exponential linear unit (referred to as SELU) to inherently incorporate normalization based on central limit theory. SELU is a monotonically incre…
In this paper we give a necessary and sufficient condition in which a sequence of Kleinian punctured torus groups converges. This result tells us that every exotically convergent sequence of Kleinian punctured torus groups is obtained by the method due to Anderson and Canary. Thus we obtain a complete description of th…
New study shows acceleration in hyperbolic spaces is impossible for strongly geodesically convex functions.
Novel power transform unifies various mathematical functions.
Principal Components Analysis is a widely used technique for dimension reduction and characterization of variability in multivariate populations. Our interest lies in studying when and why the rotation to principal components can be used effectively within a response-predictor set relationship in the context of mode hu…
Hedging methods to mitigate the exposure of variable annuity products to market risks require the calculation of market risk sensitivities (or "Greeks"). The complex, path-dependent nature of these products means these sensitivities typically must be estimated by Monte Carlo simulation. Standard market practice is to m…
This is supplementary material for the main Geodesics article by the authors. In Appendix A, we present some general results on the construction of Gaussian random fields. In Appendix B, we restate our Shape Theorem, specialized to the setting of this article. In Appendix C, we state some straightforward consequences o…
A fast Modal EM algorithm for Gaussian mixtures.
Study on optimal ReLU networks with weight decay for interpolation.
Develops nonparametric regression for non-smooth functions using fractional Laplacian.
The paper reduces xVA calculations by approximating sensitivities.
We analyze the disordered Riemannian geometry resulting from random perturbations of the Euclidean metric. We focus on geodesics, the paths traced out by a particle traveling in this quenched random environment. By taking the point of the view of the particle, we show that the law of its observed environment is absolut…
Bayesian nonparametric LABS model adapts to function smoothness in Besov spaces.
Traffic speed prediction is a critically important component of intelligent transportation systems (ITS). Recently, with the rapid development of deep learning and transportation data science, a growing body of new traffic speed prediction models have been designed, which achieved high accuracy and large-scale predicti…
Researchers find a class/cross-class structure in deep learning spectra.
Precisely forecasting wind speed is essential for wind power producers and grid operators. However, this task is challenging due to the stochasticity of wind speed. To accurately predict short-term wind speed under uncertainties, this paper proposed a multi-variable stacked LSTMs model (MSLSTM). The proposed method uti…
Exchanges acquire excess processing capacity to accommodate trading activity surges associated with zero-sum high-frequency trader (HFT) "duels." The idle capacity's opportunity cost is an externality of low-latency trading. We build a model of decentralized exchanges (DEX) with flexible capacity. On DEX, HFTs acquire …
ANODE uses neural density estimation for anomaly detection in physics.
This paper establishes for the first time the predictive performance of speed priors and their computational complexity. A speed prior is essentially a probability distribution that puts low probability on strings that are not efficiently computable. We propose a variant to the original speed prior (Schmidhuber, 2002),…
The paper characterizes surfaces where the speed of a ball is constant.
Model predicts traffic speed using urban incidents.
Speeds up training and inference by pruning entire channels before training.
Study shows convergence speed for Fekete points on specific sets.
Non-autoregressive method speeds up protein folding prediction 23 times.
In this paper, we applied the multifractal detrended fluctuation analysis to the daily means of wind speed measured by 119 weather stations distributed over the territory of Switzerland. The analysis was focused on the inner time fluctuations of wind speed, which could be more linked with the local conditions of the hi…
Paper speeds up tensor factorization algorithms.
New method improves traffic speed estimation from sparse data.