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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.

168,657 papers · 148 categories

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143286428571 · Jun 202019922001200920172026
48 results for stochastic central extensions

The paper derives the QGS equations using stochastic central extensions.

problem Deriving the viscous quasi-geostrophic equations on the torus.
method Central extensions of Lie groups and Lie algebras, stochastic Lagrangian formulation, and Euler-Poincaré reduction.
result Stochastic perturbations to the central extension lead to solutions of the QGS equations.

The purpose of this paper is to show how central extensions of (possibly infinite-dimensional) Lie algebras integrate to central extensions of étale Lie 2-groups. In finite dimensions, central extensions of Lie algebras integrate to central extensions of Lie groups, a fact which is due to the vanishing of π_2 for each …

2012-04-25abs ↗pdf ↗

We construct some canonically defined central extensions of groups of symplectomorphisms. We show that this central extension is nontrivial in the case of a torus of dimension 6\ge 6 and in the case of a two-dimensional surface of genus 3\ge 3.

2004-06-10abs ↗pdf ↗

We present a geometric construction of central extensions of covering groups of the group of volume preserving diffeomorphisms, integrating central extensions of the Lie algebra of divergence free vector fields defined by Lichnerowicz cocycles. Certain covering spaces of non-linear Grassmannians can be realized as preq…

2010-07-31abs ↗pdf ↗

We show that the canonical central extension of the group of sections of a Lie group bundle over a compact manifold, constructed in [NW09], is universal. In doing so, we prove universality of the corresponding central extension of Lie algebras in a slightly more general setting.

2010-10-18abs ↗pdf ↗

Researchers solve a 25-year-old conjecture about vector fields.

problem Proving a 25-year-old conjecture about divergence-free vector fields.
method Analysis of a Leibniz algebra underlying these vector fields.
result Construction of the universal central extension for divergence-free vector fields and diffeomorphisms.

Compute central extension of mapping class group from stated skein algebra

problem Compute central extension of mapping class group from stated skein algebra
method Compute central extension of mapping class group from stated skein algebra
result Compute central extension of mapping class group from stated skein algebra

Classifies central extensions for area-preserving diffeomorphisms and shows they are fuzzy sphere limits.

problem Classifying central extensions for area-preserving diffeomorphisms.
method Classifying central extensions and showing they are fuzzy sphere limits of Kac-Moody cocycles.
result Central extensions are fuzzy sphere limits of Kac-Moody cocycles for large k.

New topological Riemann-Roch theorem for circle fibrations.

problem Topological Riemann-Roch theorem for complex line bundles on circle fibrations.
method Construction of central extensions and application to algebraic K-theory.
result Equality of specific cohomology elements in the third cohomology group.

Study optimal strategies for unwinding uncertain order flows in financial trading desks.

problem Optimizing strategies for handling uncertain order flows in financial trading desks.
method Modeling and solving the problem for a general class of in-flow processes, enabling an analytic solution.
result Optimal strategies depend on the autocorrelation of orders; only truth-telling flow is unwound myopically.

New insights into stochastic methods for solving variational inequalities.

problem Understanding convergence behaviors of stochastic algorithms in variational inequalities.
method Re-casting SEG/SGDA as Markov Chains to analyze their probabilistic structures.
result The average iterate is asymptotically normal with a unique invariant distribution for various VIPs.

Abstract: Connections between Lie algebras and symplectic nilmanifolds explored.

problem Understanding the relationship between Lie algebras and symplectic nilmanifolds.
method Central extensions of Lie algebras, dynamical systems, and symplectic nilmanifolds constructed.
result Covering Lie groups for symplectic nilmanifolds can have any rank as solvable Lie groups.

Paper examines constant stepsize in LSA for Markovian data inference.

problem Improving statistical inference with constant stepsize in LSA for Markovian data.
method Established CLT, used averaged LSA iterates, applied Richardson-Romberg extrapolation.
result Constant stepsize leads to better CI coverage, especially with limited data.

Stochastic gradient descent's long-term fluctuations are described by a diffusion limit.

problem Long-term behavior of stochastic gradient descent in non-smooth settings.
method Functional central limit theorem applied to rescaled trajectory of SGD.
result Characterization of long-term fluctuations around the minimizer.

Paper proposes a federated learning method for quantile inference with local differential privacy.

problem Federated learning of quantile inference under local differential privacy constraints.
method Local stochastic gradient descent with randomized mechanism for privacy and efficiency.
result Asymptotic normality and functional central limit theorem for the proposed estimator.

A central extension of the loop group of a Lie group is called transgressive, if it corresponds under transgression to a degree four class in the cohomology of the classifying space of the Lie group. Transgressive loop group extensions are those that can be explored by finite-dimensional, higher-categorical geometry ov…

2015-02-17abs ↗pdf ↗

We rigorously prove a central limit theorem for neural network models with a single hidden layer. The central limit theorem is proven in the asymptotic regime of simultaneously (A) large numbers of hidden units and (B) large numbers of stochastic gradient descent training iterations. Our result describes the neural net…

2018-08-28abs ↗pdf ↗

When a Lie group GG has a central U(1)U(1)-extension, there is a cocycle in the simplicial de Rham complex Ω3(NG)Ω^3(NG) which represents the Dixmier-Douady class. Mickelsson and Brylinski, McLaughlin constructed a central U(1)U(1)-extension LSU(2)^LSU(2)\widehat{LSU(2)} \rightarrow LSU(2) whose Dixmier-Douady class in Ω3(NLSU(2))Ω^3(NLSU(2)) is…

2013-10-17abs ↗pdf ↗

Let DD be a 2-dimensional closed unit disk and Symp(D,0)rel\rm{Symp}(D,0)_{\rm{rel}} the group of symplectomorphisms preserving the origin and the boundary D\partial D pointwise. We consider the R\mathbb{R}-valued flux homomorphism on Symp(D,0)rel\rm{Symp}(D,0)_{\rm{rel}} and define the central R\mathbb{R}-extension called the $\mathb…

2019-05-20abs ↗pdf ↗

In "The Yang-Mills equations over Riemann surfaces", Atiyah and Bott studied Yang-Mills functional over a Riemann surface from the point of view of Morse theory. We generalize their study to all closed, compact, connected, possibly nonorientable surfaces. We introduce the notion of "super central extension" of the fund…

2006-05-22abs ↗pdf ↗

Excessive computational cost for learning large data and streaming data can be alleviated by using stochastic algorithms, such as stochastic gradient descent and its variants. Recent advances improve stochastic algorithms on convergence speed, adaptivity and structural awareness. However, distributional aspects of thes…

2019-09-22abs ↗pdf ↗

New method for zeroth-order stochastic gradient algorithms provides confidence intervals.

problem Lack of inferential capabilities for zeroth-order stochastic gradient algorithms.
method Established central limit theorem and provided online estimators for asymptotic covariance matrix.
result Asymptotically valid confidence sets for parameter estimation and prediction.

Let MM be a manifold with a closed, integral (k+1)(k+1)-form ωω, and let GG be a Fréchet-Lie group acting on (M,ω)(M,ω). As a generalization of the Kostant-Souriau extension for symplectic manifolds, we consider a canonical class of central extensions of g\mathfrak{g} by R\mathbb{R}, indexed by Hk1(M,R)H^{k-1}(M,\mathbb{R})^*

2019-06-07abs ↗pdf ↗

The paper studies twisted Alexander polynomials for knot groups in various extensions.

problem Understanding twisted Alexander polynomials in knot groups for different extensions.
method Developed mod p formula for twisted Alexander polynomials and studied central extensions.
result Established formulas for twisted Alexander polynomials in knot groups for various extensions.

This paper is a rigorous study of the dual pair structure of the ideal fluid and the dual pair structure for the nn-dimensional Camassa-Holm (EPDiff) equation, including the proofs of the necessary transitivity results. In the case of the ideal fluid, we show that a careful definition of the momentum maps leads natura…

2010-07-08abs ↗pdf ↗

Study on statistical inference for nonlinear stochastic approximation with Markovian data.

problem Statistical inference for nonlinear stochastic approximation algorithms with Markovian data.
method Established a functional central limit theorem for the partial-sum process of the target parameter estimate, providing asymptotic pivotal statistics for constructing confidence intervals.
result Valid and efficient asymptotic inference method for nonlinear stochastic approximation algorithms with Markovian data.

We introduce differentiable stacks and explain the relationship with Lie groupoids. Then we study S1S^1-bundles and S1S^1-gerbes over differentiable stacks. In particular, we establish the relationship between S1S^1-gerbes and groupoid S1S^1-central extensions. We define connections and curvings for groupoid S1S^1-cent…

2006-05-27abs ↗pdf ↗