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.
We propose an explicit construction of the deformation quantization of the general second-class constrained system, which is covariant with respect to local coordinates on the phase space. The approach is based on constructing the effective first-class constraint (gauge) system equivalent to the original second-class o…
We analyze a class of estimators based on convex relaxation for solving high-dimensional matrix decomposition problems. The observations are noisy realizations of a linear transformation X of the sum of an approximately) low rank matrix Θ⋆ with a second matrix Γ⋆ endowed with a complementary …
Gaia will obtain astrometry and spectrophotometry for essentially all sources in the sky down to a broad band magnitude limit of G=20, an expected yield of 10^9 stars. Its main scientific objective is to reveal the formation and evolution of our Galaxy through chemo-dynamical analysis. In addition to inferring position…
In this article, we introduce the notion of star-Ricci tensors in the real hypersurfaces of complex quadric Qm. It is proved that there exist no Hopf hypersurfaces in Qm,m≥3, with commuting star-Ricci tensor or parallel star-Ricci tensor. As a generalization of star-Einstein metric, star-Ricci solitons on M …
This paper is concerned with the interplay between statistical asymmetry and spectral methods. Suppose we are interested in estimating a rank-1 and symmetric matrix M⋆∈Rn×n, yet only a randomly perturbed version M is observed. The noise matrix $\mathbf{M}-\mathbf{M}^{\s…
We compare the star surgery operations introduced in [KS] to the generalized rational blow-down. We show that star surgery shares the properties that make rational blow-down useful for constructions of small exotic symplectic 4-manifolds. Then we show that star surgery operations provide a strictly more general class o…
We derive a closed formula for a star-product on complex projective space and on the domain SU(n+1)/S(U(1)×U(n)) using a completely elementary construction: Starting from the standard star-product of Wick type on Cn+1∖{0} and performing a quantum analogue of Marsden-Weinstein reduction, we ca…
Gravitational waves are predicted by the general theory of relativity. In [6] D. Christodoulou showed that gravitational waves have a nonlinear memory. We proved in [3] that the electromagnetic field contributes at highest order to the nonlinear memory effect of gravitational waves. In the present paper, we study this …
We analyze the structure of covariance matrices under graph constraints.
problem Analyzing the structure of covariance matrices under graph constraints.
method We explore the algebraic structure of the solution space of convex optimization problem Constrained Minimum Trace Factor Analysis (CMTFA) under a latent star topology.
result CMTFA can have either a rank 1 or a rank n-1 solution, with conditions for both.
The paper finds at least four prime closed characteristics on star-shaped hypersurfaces in 8D space.
problem Finding prime closed characteristics on compact star-shaped hypersurfaces in 8D space.
method Proved existence of at least four prime closed characteristics for non-degenerate C3 compact star-shaped hypersurfaces in R8 without prime closed characteristics of Maslov-type index -1.
result Existence of at least four prime closed characteristics on compact star-shaped hypersurfaces in R8.
We define the notion of a formal connection for a smooth family of star products with fixed underlying symplectic structure. Such a formal connection allows one to relate star products at different points in the family. This generalizes the formal Hitchin connection introduced by the first author. We establish a necess…
Stochastic gradient descent (SGD) has been found to be surprisingly effective in training a variety of deep neural networks. However, there is still a lack of understanding on how and why SGD can train these complex networks towards a global minimum. In this study, we establish the convergence of SGD to a global minimu…
The paper characterizes law-invariant star-shaped risk measures.
problem Understanding and characterizing law-invariant star-shaped risk measures.
method Developed characterizations for positively homogeneous and star-shaped functionals, derived Kusuoka-type representations, and offered representations of general law-invariant star-shaped functionals.
result Characterizations of law-invariant star-shaped functionals, including their connections to Value-at-Risk and Expected Shortfall.