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 create a smooth manifold of triangular meshes with a geodesically complete metric.
STM maps improve terrain perception for autonomous robots.
Two algorithms create high-quality triangular meshes for surfaces with guaranteed angles.
This work develops discrete Gaussian models for vector-valued data on triangular meshes.
In this note, we derive an approximation for the mean curvature normal vector on vertices of triangulated surface meshes from the Young-Laplace equation and the force balance principle. We then demonstrate that the approximation expression from our physics-based derivation is equivalent to the discrete Laplace-Beltrami…
New method for mesh denoising using TGV of normal vector field.
Discretizes Helfrich-type energies on surfaces using triangular complexes.
Polygonal meshes provide an efficient representation for 3D shapes. They explicitly capture both shape surface and topology, and leverage non-uniformity to represent large flat regions as well as sharp, intricate features. This non-uniformity and irregularity, however, inhibits mesh analysis efforts using neural networ…
A conservative discretization of incompressible Navier-Stokes equations is developed based on discrete exterior calculus (DEC). A distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product. The governing equatio…
In this paper, the author considers the numerical computation of CVA for large systems by Mote Carlo methods. He introduces two types of stochastic mesh methods for the computations of CVA. In the first method, stochastic mesh method is used to obtain the future value of the derivative contracts. In the second method, …
We will develop simple relations between the arc-lengths of a pair of geodesics that share common end-points. The two geodesics differ only by the requirement that one is constrained to lie in a subspace of the parent manifold. We will present two applications of our results. In the first example we explore the converg…
We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input observations are functions with domains on general graphs. The structure of thes…
This paper details the techniques and algorithms implemented in Kahler, a Python library that implements discrete exterior calculus on arbitrary Hermitian manifolds. Borrowing techniques and ideas first implemented in PyDEC, Kahler provides a uniquely general framework for computation using discrete exterior calculus. …
A mesh-free method solves continuum-marginal optimal transport problems.
The study examines numerical aspects of Karhunen-Loève expansions for stochastic processes.
Given a triangulated region in the complex plane, a discrete vector field assigns a vector to every vertex. We call such a vector field holomorphic if it defines an infinitesimal deformation of the triangulation that preserves length cross ratios. We show that each holomorphic vector field can b…
The paper uses MDM theory to analyze multifiltering functions on simplicial complexes.
The most recent update of financial option models is American options under stochastic volatility models with jumps in returns (SVJ) and stochastic volatility models with jumps in returns and volatility (SVCJ). To evaluate these options, mesh-based methods are applied in a number of papers but it is well-known that the…
Deep network improves electrical tomography across multiple frequencies.
Differentiable voxelization for 3D meshes with GPU acceleration.
In this article we propose a Weighted Stochastic Mesh (WSM) Algorithm for approximating the value of a discrete and continuous time optimal stopping problem. We prove that in the discrete case the WSM algorithm leads to semi-tractability of the corresponding optimal problems in the sense that its complexity is bounded …
Surface parameterizations and registrations are important in computer graphics and imaging, where 1-1 correspondences between meshes are computed. In practice, surface maps are usually represented and stored as 3D coordinates each vertex is mapped to, which often requires lots of storage memory. This causes inconvenien…
In this paper we study geometric, algebraic, and computational aspects of flexibility and infinitesimal flexibility of Kokotsakis meshes. A Kokotsakis mesh is a mesh that consists of a face in the middle and a certain band of faces attached to the middle face by its perimeter. In particular any 3x3-mesh made of quadran…
New method generates synthetic time series paths with more flexibility.
Paper presents a new triangular form for flat systems.
Generalized meshes for non-regular geometries, including fractures.
PolyGen models 3D meshes directly, predicting vertices and faces sequentially.
New method improves human mesh recovery for obese people.
Extends geometric decompositions to arbitrary meshes and forms.
The paper explores the topology of polygonal meshes and their properties.
Paper presents a new flat triangular form for systems.
Proposes a new CNN for meshes that can handle orientation.
AQFC method estimates mesh curvatures using quadratic surfaces.
Approximates smooth surfaces using Laguerre geometry meshes.
RFM simplifies generative modeling on complex geometries without simulation.
We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices, with applications in signal processing, linear algebra, and tensor decomposition.…
New findings on mesh group-planes validate Signature-inverse Theorem under specific conditions.
We construct a three-point compact finite difference scheme on a non-uniform mesh for the time-fractional Black-Scholes equation. We show that for special graded meshes used in finance, the Tavella-Randall and the quadratic meshes the numerical solution has a fourth-order accuracy in space. Numerical experiments are di…
The spectral geometry of mesh matrices of graphs is explored, leading to new formulas and eigenvalue estimates.
Introduces triangular transport for uncertain data.
Batch-splitting (data-parallelism) is the dominant distributed Deep Neural Network (DNN) training strategy, due to its universal applicability and its amenability to Single-Program-Multiple-Data (SPMD) programming. However, batch-splitting suffers from problems including the inability to train very large models (due to…
A novel algorithm for unbiased graph kernel estimation with subquadratic time complexity.
Solves problem of describing transformations for upper triangular Toeplitz operators.
Some methods based on simple regularizing geometric element transformations have heuristically been shown to give runtime efficient and quality effective smoothing algorithms for meshes. We describe the mathematical framework and a systematic approach to global optimization-based versions of such methods for mixed volu…
Triangular flows ensure statistical consistency and fast rates in generative modeling.
In this paper, we describe in detail a model of geometric-functional variability between fshapes. These objects were introduced for the first time by the authors in [Charlier et al. 2015] and are basically the combination of classical deformable manifolds with additional scalar signal map. Building on the aforementione…
Eliciting semantic similarity between concepts in the biomedical domain remains a challenging task. Recent approaches founded on embedding vectors have gained in popularity as they risen to efficiently capture semantic relationships The underlying idea is that two words that have close meaning gather similar contexts. …
A relatively recent advance in cognitive neuroscience has been multi-voxel pattern analysis (MVPA), which enables researchers to decode brain states and/or the type of information represented in the brain during a cognitive operation. MVPA methods utilize machine learning algorithms to distinguish among types of inform…