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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.

168,742 papers · 148 categories

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6371,2731,9102,546 · Jun 202019922001200920172026
48 results for step and smooth decompositions

The paper tackles noisy combinations of continuous and step functions, providing conditions for their identification.

problem Recovering noisy observations as a combination of continuous and step functions.
method Topological and local properties of the functions are used to determine conditions for identification. A practical estimation algorithm is provided.
result Conditions for the identification of continuous and step functions based on their global and local properties.

We prove the existence of a local smooth Levi decomposition for smooth Poisson structures and Lie algebroids near a singular point. In the appendix of this paper, we show an abstract Nash-Moser normal form theorem, which generalizes our Levi decomposition result and which may be helpful in the study of other smooth nor…

2002-09-01abs ↗pdf ↗

A helical CR structure is a decomposition of a real Euclidean space into an even-dimensional horizontal subspace and its orthogonal vertical complement, together with an almost complex structure on the horizontal space and a marked vector in the vertical space. We prove an equivalence between such structures and step t…

2008-02-12abs ↗pdf ↗

We construct a decomposition of the identity operator on a Riemannian manifold MM as a sum of smooth orthogonal projections subordinate to an open cover of MM. This extends a decomposition of the real line by smooth orthogonal projection due to Coifman, Meyer and Auscher, Weiss, Wickerhauser, and a similar decomposit…

2018-03-09abs ↗pdf ↗

This study proposes methods for multi-step-ahead stock price prediction using decomposition and neural networks.

problem Inaccurate one-step-ahead forecasting limits stock market decision-making.
method Two novel methods: DCT-MFRFNN and VMD-MFRFNN.
result VMD-MFRFNN outperforms other methods in multi-step-ahead stock price prediction.

New examples of Calabi-Yau metrics on cones with irregular smooth links.

problem Finding new Calabi-Yau metrics on cones with irregular smooth links.
method Explicit computation of Reeb field and Minkowski decompositions of toric Calabi-Yau cones.
result Examples of complete Calabi-Yau metrics on cones with irregular smooth links.

A new algorithm solves constrained optimization problems with stochastic gradients.

problem Nonlinear equality constrained optimization with rank-deficient Jacobians.
method Step decomposition strategy combining normal and tangential steps.
result Convergence guarantees in rank-deficient Jacobian cases.

We present an approach for penalized tensor decomposition (PTD) that estimates smoothly varying latent factors in multi-way data. This generalizes existing work on sparse tensor decomposition and penalized matrix decompositions, in a manner parallel to the generalized lasso for regression and smoothing problems. Our ap…

2015-02-24abs ↗pdf ↗

The paper studies asymptotic dimensions of manifolds and spaces, proving key results about their geometric decompositions.

problem Understanding the asymptotic dimensions of manifolds and spaces with geometric decompositions.
method Analyzing the fundamental groups and using geometric decompositions to derive asymptotic dimension bounds.
result Asymptotic dimensions of certain manifolds and spaces are bounded and equal to specific values.

Paper proves Whitney stratified spaces can be given a conically smooth structure.

problem Proving Whitney stratified spaces can be given a conically smooth structure.
method Introduced conically smooth structure by Ayala, Francis, and Tanaka. Proved conjecture that any Whitney stratified space admits a canonical conically smooth structure.
result Established a connection between Whitney stratified spaces and conically smooth spaces.

New gradient methods solve multiscale optimization problems efficiently.

problem Minimizing functions with multiple non-interacting smooth, strongly convex components.
method Big-Step-Little-Step interleaving of standard methods.
result Complexity bound scales as product of square-roots of condition numbers of components, improving on accelerated gradient methods.

We show that every smooth closed oriented four-manifold admits a decomposition into two co- dimension zero submanifolds with common boundary. Each of these submanifolds carries a structure of a symplectic manifold with pseudo-convex boundary. This imply, in particular, that every smooth closed simply-connected four-man…

2000-10-16abs ↗pdf ↗

Improved state estimation in nonlinear models using amortized backward variational inference.

problem State estimation in general state-space models.
method Amortized backward variational inference with neural network parameters.
result Linear growth of variational approximation error in number of observations.

Gay and Kirby introduced the notion of a trisection of a smooth 4-manifold, which is a decomposition of the 4-manifold into three elementary pieces. Rubinstein and Tillmann later extended this idea to construct multisections of piecewise-linear (PL) manifolds in all dimensions. Given a PL manifold YY of dimension nn,…

2019-04-02abs ↗pdf ↗

On a compact, oriented, Riemannian manifold, the Hodge decomposition theorem associates a smooth primitive to any exact smooth form omega. In this paper, we show that given a smooth family of exact smooth forms omega(t), the family of associated primitives is also a smooth family with respect to t.

2009-11-16abs ↗pdf ↗

We propose inertial versions of block coordinate descent methods for solving non-convex non-smooth composite optimization problems. Our methods possess three main advantages compared to current state-of-the-art accelerated first-order methods: (1) they allow using two different extrapolation points to evaluate the grad…

2019-03-05abs ↗pdf ↗

Low rank tensor decompositions are a powerful tool for learning generative models, and uniqueness results give them a significant advantage over matrix decomposition methods. However, tensors pose significant algorithmic challenges and tensors analogs of much of the matrix algebra toolkit are unlikely to exist because …

2013-11-14abs ↗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.

Paper proves optimal decomposition for matrix fields, reducing convex integration steps.

problem Optimizing decomposition of symmetric matrix fields for convex integration.
method Algebraic geometry and topology applications to prove optimality.
result Optimal decomposition with fewer rank-one terms, improving Hölder regularity.

Sparse Polyak improves high-dimensional statistical estimation.

problem High-dimensional statistical estimation problems with growing problem dimension.
method Sparse Polyak modifies Polyak's adaptive step size to estimate restricted Lipschitz smoothness.
result Sparse Polyak achieves optimal statistical precision with fewer iterations.

Concerns decompositions of smooth 4-manifolds as the union of two handlebodies, each with handles of index <=2 (``Heegard'' decompositions).Sample result: Two 2-complexes are (up to 2-deformation) dual spines of a Heegard decomposition of the 4-sphere if and only if they satisfy the conclusions of the Alexander-Lefshet…

2000-09-27abs ↗pdf ↗

The paper studies foliations on smooth projective varieties and their properties.

problem Characterizing and understanding foliations on smooth projective varieties.
method Develops a structure theorem for smooth projective varieties with almost nef regular foliations, using a smooth morphism and MRC fibration.
result An almost nef regular foliation on a smooth projective variety can be decomposed into a numerically flat regular foliation and a smooth morphism.

A real 3-manifold is a smooth 3-manifold together with an orientation preserving smooth involution, called a real structure. In this article we study open book decompositions on smooth real 3-manifolds that are compatible with the real structure. We call them real open book decompositions. We show that each real open b…

2012-02-27abs ↗pdf ↗

We extend the theory of relative trisections of smooth, compact, oriented 44-manifolds with connected boundary given by Gay and Kirby to include 44-manifolds with an arbitrary number of boundary components. Additionally, we provide sufficient conditions under which relatively trisected 44-manifolds can be glued to o…

2017-03-16abs ↗pdf ↗

Let MM be a closed, oriented and smooth manifold of dimension dd. Let ŁMŁM be the space of smooth loops in MM. Chas and Sullivan introduced loop product, a product of degree d-d on the homology of LMLM. In this paper we show how for three manifolds the ``nontriviality'' of the loop product relates to the ``hyperbol…

2003-10-08abs ↗pdf ↗

Inverted file and asymmetric distance computation (IVFADC) have been successfully applied to approximate nearest neighbor search and subsequently maximum inner product search. In such a framework, vector quantization is used for coarse partitioning while product quantization is used for quantizing residuals. In the ori…

2019-03-25abs ↗pdf ↗

Step decay schedules improve convergence in non-convex optimization.

problem Improving convergence in non-convex optimization problems.
method Analyzing convergence rates of step decay schedules in non-convex, convex, and strongly convex problems.
result Step decay schedules achieve O(lnT/T)\mathcal{O}(\ln T/\sqrt{T}) convergence rates in various optimization scenarios.

Geometry arising from two diffusion operators (smooth semi-elliptic, second order differential operators) on different spaces but intertwined by a smooth map is described. Particular cases arise from Riemannian submersions when the operators are Laplace-Beltrami operators, from equivariant operators on the total space …

2008-10-13abs ↗pdf ↗

Study on spin random fields using chaos decomposition for cosmic microwave background modeling.

problem Modeling polarization of Cosmic Microwave Background using spin random fields.
method Explicit Wiener-Itô chaos decomposition of area measures of level sets.
result Reveals a clear difference between high frequency regime and zero spin case.

New SPS variant improves non-smooth optimization without small gradients.

problem Improving non-smooth optimization without small gradients.
method Safeguarded Stochastic Polyak Step Size (SPSsafe_{safe}) for non-smooth optimization.
result Rigorous convergence guarantees for non-smooth convex optimization without strong assumptions.

The paper shows how gradient flow on over-parametrized tensor decomposition behaves like deflation.

problem Understanding the training dynamics of gradient flow on tensor decomposition.
method Empirical observation and mathematical proof of gradient flow dynamics for orthogonally decomposable tensors.
result Gradient flow dynamics for orthogonally decomposable tensors follows a tensor deflation process, recovering all tensor components.

We propose a novel sparse tensor decomposition method, namely Tensor Truncated Power (TTP) method, that incorporates variable selection into the estimation of decomposition components. The sparsity is achieved via an efficient truncation step embedded in the tensor power iteration. Our method applies to a broad family …

2015-02-05abs ↗pdf ↗