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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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48 results for stationary

New definition resolves ambiguity in non-stationary bandit classification.

problem Ambiguity in classifying non-stationary bandits using existing definitions.
method Introducing a formal definition that resolves ambiguity and provides a unified approach.
result Unified approach applicable to both Bayesian and frequentist formulations, resolves classification issues.

The method approximates stationary distributions of Markov models by truncating irrelevant states.

problem Computing the stationary distribution of complex Markov models is computationally challenging.
method A state-space lumping scheme that aggregates states in a grid structure, iteratively refining the state-space.
result The method provides a well-justified finite-state projection tailored to the stationary behavior of Markov models.

The paper classifies ruled surfaces in Lorentz-Minkowski space that are stationary for the moment of inertia.

problem Classifying ruled surfaces in Lorentz-Minkowski space that are stationary for the moment of inertia.
method Maximum principle applications, classification based on causal character of rulings.
result Planes are the only cylindrical stationary surfaces. For non-cylindrical surfaces, classification depends on the causal character of the rulings.

SmoothFBO tackles non-stationary functional bilevel optimization.

problem Current FBO methods are limited to static offline settings and perform poorly in online, non-stationary scenarios.
method SmoothFBO introduces a time-smoothed stochastic hypergradient estimator with a window parameter to handle non-stationarity.
result SmoothFBO achieves sublinear regret and outperforms existing methods in non-stationary hyperparameter optimization and model-based reinforcement learning.

A Hamiltonian stationary Lagrangian submanifold of a Kaehler manifold is a Lagrangian submanifold whose volume is stationary under Hamiltonian variations. We find a sufficient condition on the curvature of a Kaehler manifold of real dimension four that guarantees the existence of a family of small Hamiltonian stationar…

2008-11-18abs ↗pdf ↗

This is the second part of the investigation started in [Stationary solutions and asymptotic flatness I]. We prove here that Strongly Stationary ends having cubic volume growth are Weakly Asymptotically Flat. Combined with the results of the previous paper this shows that Strongly Stationary ends are Asymptotically Fla…

2013-10-01abs ↗pdf ↗

The paper improves energy decay estimates for Dir-stationary Q-valued functions and applies them to Liouville-type theorems and continuity.

problem Improving energy decay estimates for Dir-stationary Q-valued functions.
method Establishing improved decay estimates and applying them to derive Liouville-type theorems and continuity.
result Dir-stationary Q-valued functions exhibit the Lebesgue property and reside in a generalized Campanato-Morrey space.

Study on fake stationary Volterra Heston model for non-stationary processes.

problem Non-stationary nature of true Volterra equations.
method Weak notion of stationarity (fake stationary regime) for inhomogeneous affine Stochastic Volterra equations.
result Existence of limiting distributions in the long run, which may depend on initial state.

We study surfaces in TN that are area-stationary with respect to a neutral Kaehler metric constructed on TN from a riemannian metric g on N. We show that holomorphic curves in TN are area-stationary, while lagrangian surfaces that are area-stationary are also holomorphic and hence totally null. However, in general, are…

2006-11-22abs ↗pdf ↗

Two classification results for stationary surfaces of least moment of inertia.

problem Classifying stationary surfaces in Euclidean space based on their energy.
method Analyzing ruled and foliated surfaces, using critical point theory.
result Classification of stationary surfaces including vector planes, elongated helicoids, and specific types of surfaces.

The paper establishes a connection between minimal surfaces and a family of stationary surfaces via inversions.

problem The problem of finding minimal surfaces and their properties.
method Using inversions, the paper establishes a one-to-one correspondence between α\alpha-stationary surfaces and (α+4)-(\alpha+4)-stationary surfaces, focusing on 4-4-stationary surfaces which are minimal surfaces.
result The paper solves the Börling problem and provides results of uniqueness for 4-4-stationary surfaces.

Study geometric flow on curves with positive torsion, finding stationary solutions and their stability.

problem Analyzing geometric flow on curves with positive torsion.
method Evolution equation Xt=1τextbfBX_{t}=\frac{1}{\sqrtτ} extbf{B}, studying stationary solutions and linear stability.
result Explicit formula for stationary solutions of helices with constant curvature and torsion, proving stability.

We develop a general method of proving the ellipticity of boundary value problems for the stationary vacuum space time, by showing that the stationary vacuum field equations are elliptic subjected to a geometrically natural collection of boundary conditions in the projection formalism. Using this we prove the manifold …

2018-02-12abs ↗pdf ↗

The paper studies Gauss maps of space-like stationary surfaces in Lorentz-Minkowski space, focusing on ramification and unicity.

problem Value distribution properties of Gauss maps on space-like stationary surfaces.
method Investigation of ramification and unicity properties, considering rational graphic Gauss images.
result Obtained general conclusions similar to Euclidean space, extending to rational graphic Gauss images.

The study finds conditions for free boundary Hamiltonian stationary discs in complex 2-space.

problem Conditions for free boundary Hamiltonian stationary Lagrangian discs in complex 2-space.
method Established conditions for weakly conformal, branched ΩΩ-free boundary Hamiltonian stationary Lagrangian immersions of discs.
result If conditions are met, a disc is a free boundary minimal immersion.

Flexible GP model improves wind power prediction accuracy.

problem Accurate probabilistic prediction of wind power for grid stability.
method Heteroscedastic non-stationary Gaussian process with generalised spectral mixture kernel.
result The proposed model outperforms conventional GP models in wind power prediction.

Transformers achieve near-optimal dynamic regret in non-stationary reinforcement learning.

problem Understanding and handling non-stationary environments in reinforcement learning.
method Demonstrated that transformers can achieve nearly optimal dynamic regret bounds in non-stationary settings.
result Transformers can approximate and learn strategies for non-stationary environments, matching or outperforming existing expert algorithms.

New algorithm tackles non-stationary reinforcement learning with general function approximation.

problem Understanding non-stationary MDPs with function approximation.
method Dynamic Bellman Eluder (DBE) dimension for complexity, sliding window mechanism, confidence set design.
result Upper bound on dynamic regret for proposed SW-OPEA algorithm.

Extends geometric approach to model non-stationary extremal dependence.

problem Capturing evolving extremal dependence in multivariate data.
method Geometric framework for non-stationary multivariate extreme value modelling.
result Framework can capture various dependence forms and is robust to different model formulations.

The problem of time-series clustering is considered in the case where each data-point is a sample generated by a piecewise stationary ergodic process. Stationary processes are perhaps the most general class of processes considered in non-parametric statistics and allow for arbitrary long-range dependence between variab…

2019-06-26abs ↗pdf ↗

New definitions of ESP for quantum reservoir computing handle non-stationary systems.

problem Traditional ESP does not apply to non-stationary systems.
method Introduce two new categories of ESP: non-stationary ESP and subset/subspace ESP.
result Demonstrates correspondence between non-stationary ESP and QRC with NARMA tasks.

Study combines VICReg and TNC for better encoding of non-stationary seismic signals.

problem Ineffective self-supervised learning on non-stationary time series.
method Combines VICReg and Temporal Neighborhood Coding (TNC).
result Effective for self-supervised learning on non-stationary seismic signals.

We propose non-stationary spectral kernels for Gaussian process regression. We propose to model the spectral density of a non-stationary kernel function as a mixture of input-dependent Gaussian process frequency density surfaces. We solve the generalised Fourier transform with such a model, and present a family of non-…

2017-05-24abs ↗pdf ↗

New findings show Bregman proximal algorithms can get stuck near non-stationary points.

problem Bregman proximal algorithms can get stuck near non-stationary points, misleadingly suggesting convergence.
method Analysis of Bregman proximal algorithms and their behavior near non-stationary points.
result Bregman proximal algorithms can get stuck near spurious stationary points, even in convex problems.

New algorithm tackles non-stationary delayed feedback in recommender systems.

problem Challenges in learning from delayed feedback in non-stationary environments.
method Developed a UCRL-based algorithm for non-stationary, delayed bandits with intermediate observations.
result Sublinear regret guarantees for the proposed algorithm in non-stationary delayed environments.

The paper proves that certain stationary hypersurfaces in high dimensions are essentially flat.

problem Characterizing stationary hypersurfaces in high-dimensional spaces.
method Analyzing the Euler-Dierkes-Huisken functional to prove the flatness of hypersurfaces.
result Smooth, complete, connected, embedded stationary hypersurfaces in high dimensions are linear.

Stationary measures on hyperbolic surfaces with cusps are singular and stable under quasi-symmetries.

problem Understanding stationary measures on hyperbolic surfaces with cusps.
method Analyzing exponential decay of cusp excursions and proving quasi-symmetry stability.
result Stationary measures on hyperbolic surfaces with cusps are quasi-symmetrically stable and singular.

Algorithm adapts to non-stationary rewards without prior knowledge.

problem Optimizing decisions in non-stationary environments without prior knowledge of changes.
method Optimization-based algorithm that restarts when non-stationarity is detected.
result Achieves tighter dynamic regret bound and is nearly minimax optimal.

The paper provides exact multivariate amplitude distributions for non-stationary Gaussian or algebraic fluctuations.

problem Capturing the statistical properties of fluctuating correlations in non-stationary systems.
method Developed a random matrix model to average multivariate amplitude distributions from short time scales to large time scales.
result Explicit multivariate distributions for non-stationary correlation systems are provided, capturing the degree of non-stationarity.

Smooth solutions found for Hamiltonian stationary equations in low dimensions.

problem Finding smooth solutions to Hamiltonian stationary equations in low dimensions.
method Analyzing C1,1C^{1,1} solutions and deriving Ck,αC^{k,α} estimates.
result Smooth solutions exist for Hamiltonian stationary equations in dimensions n4n \leq 4.

Kernel-based tests detect dependencies in multivariate time series, including stationary and non-stationary data.

problem Detecting dependencies in multivariate time series data, especially non-stationary data.
method Kernel-based statistical tests of joint independence, extending dHSIC to handle both stationary and non-stationary processes.
result Robustly uncovers significant higher-order dependencies in synthetic and real-world data.

Study finds conditions for stationary spacelike surfaces in a generalized Robertson-Walker spacetime.

problem Characterize complete stationary spacelike surfaces in a generalized Robertson-Walker spacetime.
method Assume a natural inequality involving curvature and warping function, use parabolicity and superharmonic function properties.
result Non-compact complete stationary spacelike surfaces are totally geodesic under given conditions.

This paper develops the first method for the exact simulation of reflected Brownian motion (RBM) with non-stationary drift and infinitesimal variance. The running time of generating exact samples of non-stationary RBM at any time tt is uniformly bounded by O(1/γˉ2)\mathcal{O}(1/\barγ^2) where γˉ\barγ is the average drift of…

2013-12-23abs ↗pdf ↗

New method reduces computational cost for learning stationary diffusions.

problem Learning parameters of stationary diffusions efficiently.
method Stein-type discrepancy (SKDS) for estimating generator expectations.
result SKDS guarantees alignment with target stationary distribution.

Predictive sampling improves on Thompson sampling for non-stationary bandit environments.

problem Thompson sampling fails in non-stationary bandit environments.
method Proposes predictive sampling, which deprioritizes actions based on information loss rate.
result Predictive sampling outperforms Thompson sampling in all tested non-stationary environments.