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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 strong couplings

Global solutions found for a wave-Klein-Gordon system with strong couplings in divergence form.

problem Global well-posedness of a wave-Klein-Gordon system with strong couplings in divergence form.
method Constructed an auxiliary system with shifted primitives to handle the strong couplings.
result Established global well-posedness theorem for the wave-Klein-Gordon system.

Defines coupled embeddability for maps on products of spaces, generating examples and nonexamples.

problem Understanding when maps on products of spaces can be embedded.
method Uses known results for nonsingular biskew and bilinear maps, studies genericity properties, extends Whitney embedding theorems, and relates to Z/2\mathbb{Z}/2-coindex of embedding spaces.
result Generates strong obstructions to coupled embeddability in terms of combinatorics of triangulations.

Mathematical structures link Gromov-Witten to Donaldson-Thomas invariants.

problem Understanding non-perturbative topological string theory.
method Borel summation of Gromov-Witten potential and analysis of Stokes phenomena.
result Stokes phenomena encode Donaldson-Thomas invariants of the resolved conifold.

C2^2VAE learns disentangled and coupled representations without prior knowledge.

problem Learning disentangled and coupled representations in latent space.
method Introduces C2^2VAE, a self-supervised VAE that factorizes posterior and uses Gaussian copula for dependencies.
result Demonstrates strong effect in enhancing disentangled representation learning.

The variational calculus for the Faddeev-Hopf model on a general Riemannian domain, with general Kaehler target space, is studied in the strong coupling limit. In this limit, the model has key similarities with pure Yang-Mills theory, namely conformal invariance in dimension 4 and an infinite dimensional symmetry group…

2006-05-18abs ↗pdf ↗

Wilson loops in N=4{\cal N}=4 supersymmetric Yang-Mills theory correspond at strong coupling to extremal surfaces in AdS5AdS_5. We study a class of extremal surfaces known as special Legendrian submanifolds. The "hemisphere" corresponding to the circular Wilson loop is an example of a special Legendrian submanifold, and w…

2002-11-24abs ↗pdf ↗

Random features are improved by variance-reducing couplings, enhancing machine learning models.

problem Improving the efficiency and accuracy of random features in machine learning.
method Using optimal transport theory to find couplings that reduce variance in random features.
result Theoretical and practical gains in efficiency and accuracy for various machine learning models.

We provide a probabilistic approach to studying minimal surfaces in three-dimensional Euclidean space. Following a discussion of the basic relationship between Brownian motion on a surface and minimality of the surface, we introduce a way of coupling Brownian motions on two minimal surfaces. This coupling is then used …

2008-05-05abs ↗pdf ↗

Theoretical models of the strong nuclear interaction contain unknown coupling constants (parameters) that must be determined using a pool of calibration data. In cases where the models are complex, leading to time consuming calculations, it is particularly challenging to systematically search the corresponding paramete…

2019-02-03abs ↗pdf ↗

Novel weak MLMC scheme for Lévy-driven SDEs, applied to financial derivatives pricing.

problem Approximating solutions to Lévy-driven SDEs for financial derivatives pricing.
method Weak multilevel Monte-Carlo scheme with state space discretization of Lévy processes.
result Efficient approximation of financial derivatives pricing models.

I propose a variational approach to maximum pseudolikelihood inference of the Ising model. The variational algorithm is more computationally efficient, and does a better job predicting out-of-sample correlations than L2L_2 regularized maximum pseudolikelihood inference as well as mean field and isolated spin pair appro…

2014-09-24abs ↗pdf ↗

The strong unique continuation property for Einstein metrics can be concluded from the well-known fact that Einstein metrics are analytic in geodesic normal coordinates. Here we give a proof of the same result that given two Einstein metrics with the same Ricci curvature on a fixed manifold, if they agree to infinite o…

2009-04-02abs ↗pdf ↗

Study finds almost contact structures in thermal QCD-like theories at intermediate coupling.

problem Understanding (Almost) Contact Structures in thermal QCD-like theories.
method Explicitly obtained (Almost) Contact Structures and SU(3) structures.
result Subspaces of C3S and AC3S are not mutually 'N-path connected' in the Infra-Red.

New model captures state-dependent variability in partially observed systems.

problem Structured stochasticity not captured by constant-variance models.
method State-coupled stochastic volatility framework with particle expectation-maximization.
result Model consistently reduces recovery bias under partial observation.

The Group-Lasso is a well-known tool for joint regularization in machine learning methods. While the l_{1,2} and the l_{1,\infty} version have been studied in detail and efficient algorithms exist, there are still open questions regarding other l_{1,p} variants. We characterize conditions for solutions of the l_{1,p} G…

2012-06-18abs ↗pdf ↗

We identify higher-charge configurations that satisfy Euler-Lagrange equations for the (strong coupling limit of) Faddeev-Hopf model, by means of adequate changes of the domain metric and a reduction technique based on αα-Hopf construction. In the last case it is proved that the solutions are local minima for the redu…

2008-12-24abs ↗pdf ↗

Paper achieves ε2ε^{-2} sample complexity for actor-critic methods with minimal assumptions.

problem Achieving ε2ε^{-2} sample complexity for actor-critic methods under minimal assumptions.
method Single-loop, single-timescale implementation; coupled Lyapunov drift framework.
result First ildeO(ε2) ilde{\mathcal{O}}(ε^{-2}) sample complexity guarantee for finding an εε-optimal policy.

We calculate in the strong coupling and large N limit the energy emitted by an accelerated external charge in N=4{\cal N}=4 SU(N) Yang-Mills theory, using the AdS/CFT correspondence. We find that the energy is a local functional of the trajectory of the charge. It coincides up to an overall factor with the Lienard formu…

2003-05-22abs ↗pdf ↗

New varifold solutions for mean curvature flow converge and are unique.

problem Mean curvature flow and Allen-Cahn equation convergence and uniqueness.
method Evolving varifolds coupled to phase volumes, weak-strong uniqueness principle.
result Limits of Allen-Cahn solutions are varifold solutions, and classical flows are unique.

fSGLD optimizes deep learning by favoring flat regions in the loss landscape.

problem Understanding and improving the behavior and generalization of deep learning algorithms.
method Flatness-Aware Stochastic Gradient Langevin Dynamics (fSGLD) that biases learning towards flat basins.
result fSGLD targets a flatness-biased Gibbs distribution with explicit excess risk guarantees.

We generalize stochastic subgradient descent methods to situations in which we do not receive independent samples from the distribution over which we optimize, but instead receive samples that are coupled over time. We show that as long as the source of randomness is suitably ergodic---it converges quickly enough to a …

2011-05-24abs ↗pdf ↗

This work improves convergence guarantees for unadjusted HMC in KL and Rényi divergences.

problem Understanding convergence properties of unadjusted HMC in divergences like KL and Rényi.
method One-shot couplings to establish regularization and lift convergence bounds.
result Quantitative control of relative density mismatch and warm-start requirements.

Consider a multiperiod optimal transport problem where distributions μ0,,μnμ_{0},\dots,μ_{n} are prescribed and a transport corresponds to a scalar martingale XX with marginals XtμtX_{t}\simμ_{t}. We introduce particular couplings called left-monotone transports; they are characterized equivalently by a no-crossing property…

2017-03-30abs ↗pdf ↗

We obtain all possible solutions of a 1/4 Bogomol'nyi-Prasad-Sommerfield equation exactly, containing configurations made of walls, vortices and monopoles in the Higgs phase. We use supersymmetric U(N_C) gauge theories with eight supercharges with N_F fundamental hypermultiplets in the strong coupling limit. The moduli…

2004-05-14abs ↗pdf ↗

A distributed optimization method solves saddle point problems with strong concavity and convexity.

problem Solving saddle point problems with distributed and heterogeneous data.
method GT-GDA, a distributed first-order method using gradient tracking and consensus over coupling matrices.
result GT-GDA converges linearly to the unique saddle point solution under specific conditions.

Novel weak solutions for volume-preserving mean curvature flow established.

problem Existence and uniqueness of solutions to volume-preserving mean curvature flow.
method Introducing varifold solutions coupled with phase volumes and new calibrations.
result Uniqueness of classical solutions among varifold solutions.

In this paper we discuss the possibility of using multilevel Monte Carlo (MLMC) methods for weak approximation schemes. It turns out that by means of a simple coupling between consecutive time discretisation levels, one can achieve the same complexity gain as under the presence of a strong convergence. We exemplify thi…

2014-06-10abs ↗pdf ↗

In this work we introduce a time- and memory-efficient method for structured prediction that couples neuron decisions across both space at time. We show that we are able to perform exact and efficient inference on a densely connected spatio-temporal graph by capitalizing on recent advances on deep Gaussian Conditional …

2018-07-03abs ↗pdf ↗

Motivated by the study of coupled Kähler-Einstein metrics by Hultgren and Witt Nyström and coupled Kähler-Ricci solitons by Hultgren, we study in this paper coupled Sasaki-Einstein metrics and coupled Sasaki-Ricci solitons. We first show an isomorphism between the Lie algebra of all transverse holomorphic vector fields…

2018-12-10abs ↗pdf ↗

UNTIE learns representations of coupled categorical data.

problem Challenges in learning from unlabeled categorical data with complex couplings.
method UNTIE approach for unsupervised representation learning of heterogeneous couplings.
result UNTIE significantly improves categorical data representations on 25 diverse datasets.

CNN accurately reconstructs lattice topology with strong thermal fluctuations.

problem Reconstructing lattice topology with strong thermal fluctuations and unbalanced data.
method Deep convolutional neural network (CNN) mapping local magnetic moments to coupling probabilities.
result CNN accurately reconstructs lattice topology where thermal fluctuations dominate.

Develops non-Markovian couplings for sub-Riemannian Brownian motions.

problem Constructing couplings for sub-Riemannian Brownian motions starting from points on the same vertical fiber.
method Uses global isometries to construct maximal couplings, satisfying a reflection principle.
result Estimates coupling time and applies to inequalities for the heat semigroup.

Spectral feature learning improves IV regression for causal effect estimation.

problem Estimating causal effects in the presence of hidden confounders.
method Two-stage least squares estimator based on spectral features.
result Performance of the method depends on strong spectral alignment and slow eigenvalue decay.

Time series analysis and forecasting of stock market prices has been a very active area of research over the last two decades. Availability of extremely fast and parallel architecture of computing and sophisticated algorithms has made it possible to extract, store, process and analyze high volume stock market time seri…

2017-05-14abs ↗pdf ↗

New Skyrme model for contact geometry with topological solutions.

problem Finding BPS solutions for maps between contact 3-manifolds.
method Defined a new Skyrme energy functional for maps between contact 3-manifolds and showed existence of solutions to a first-order self-duality equation.
result Existence of solutions to the Beltrami maps equation, generalizing the original Ferreira-Zakrzewski model.