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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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25.0%50.0%75.0%100.0% · Jun 199319922001200920172026
48 results for subspace geometry

Geometric framework for SPD matrices preserving subspace structures.

problem Processing SPD-valued data with preserved subspace structures.
method Thompson geometry of the semidefinite cone, extreme generalized eigenvalues, geodesic space structure.
result Novel inductive mean of SPD matrices based on Thompson geometry.

The article presents a description of geometry of Banach structures forming mathematical base of markets arbitrage absence type phenomena. In this connection the role of reflexive subspaces (replacing classically considered finite-dimensional subspaces) and plasterable cones is uncovered.

2014-10-17abs ↗pdf ↗

A new method for generative modeling of discrete data using geometric latent subspaces.

problem Learning generative models for discrete data with statistical dependencies.
method Geometric latent-subspace framework in exponential parameter space of product manifolds of categorical distributions.
result Low-dimensional latent space encodes statistical dependencies and accurately models high-dimensional discrete data.

A notion of orthogonality in multisymplectic geometry has been developed by Cantrijn, Ibort and de León and used by many authors. In this paper, we review this concept and propose a new type of orthogonality in multisymplectic geometry; we prove a number of results regarding this orthogonality and its associated subspa…

2013-12-01abs ↗pdf ↗

A new geometry-preserving method for interpreting compositional data.

problem Statistical challenges in high-dimensional compositional data.
method Geometry-preserving framework for dimension reduction of compositional data.
result Identification of a central compositional subspace for compositional predictors.

The paper proves symplectic neighbourhood theorems for stratified subspaces.

problem Finding symplectic neighbourhoods of stratified subspaces.
method Analogy with Weinstein's neighbourhood theorem, strong version of Moser's trick, and tubular neighbourhood theorem.
result Generalization of existing constructions for exotic Lagrangians.

We study the geometry of an important class of generic curves in the Grassmannian manifolds of nn-dimensional subspaces and Lagrangian subspaces of R2nR^{2n} under the action of the linear and linear symplectic group.

2005-02-23abs ↗pdf ↗

A robust visual tracking system requires an object appearance model that is able to handle occlusion, pose, and illumination variations in the video stream. This can be difficult to accomplish when the model is trained using only a single image. In this paper, we first propose a tracking approach based on affine subspa…

2014-03-03abs ↗pdf ↗

We study the geometry of fanning curves in the Grassmann manifold of n-dimensional subspaces of Rkn\mathbb{R}^{kn}; we construct a complete system of invariants which solve the congruence problem. The geometry of the invariants themselves and their relation with classical invariants is also studied.

2014-12-10abs ↗pdf ↗

This paper improves Koopman operator approximations by pruning subspaces in RKHS.

problem Improving predictive accuracy of Koopman operator approximations.
method Computes principal angles and vectors in RKHS to prune subspaces.
result Validated approach enhances Koopman operator approximations for large datasets.

Study pairs of subspaces with or without a common complement in Hilbert spaces.

problem Characterize pairs of subspaces with or without a common complement in Hilbert spaces.
method Analyze pairs of subspaces (S, T) in the Grassmann manifold Gr(H) of a Hilbert space H, identifying Delta and Gamma based on the existence of a common complement.
result Delta is open and its connected components are parametrized by dimension and codimension. Gamma is a C^\infty submanifold characterized by dimensions and semi-Fredholm indices.

We study the Dictionary Learning (aka Sparse Coding) problem of obtaining a sparse representation of data points, by learning \emph{dictionary vectors} upon which the data points can be written as sparse linear combinations. We view this problem from a geometry perspective as the spanning set of a subspace arrangement,…

2014-02-28abs ↗pdf ↗

A geometric string solution has background fields in overlapping coordinate patches related by diffeomorphisms and gauge transformations, while for a non-geometric background this is generalised to allow transition functions involving duality transformations. Non-geometric string backgrounds arise from T-duals and mirr…

2004-06-11abs ↗pdf ↗

The purpose of this thesis is to study classical combinatorial objects, such as polytopes, polytopal complexes, and subspace arrangements, using tools that have been developed in combinatorial topology, especially those tools developed in connection with (discrete) differential geometry, geometric group theory and low-…

2014-03-11abs ↗pdf ↗

By Markowitz geometry we mean the intersection theory of ellipsoids and affine subspaces in a real finite-dimensional linear space. In the paper we give a meticulous and self-contained treatment of this arch-classical subject, which lays a solid mathematical groundwork of Markowitz mean-variance theory of efficient por…

2017-07-12abs ↗pdf ↗

In this paper, we propose a novel lower dimensional representation of a shape sequence. The proposed dimension reduction is invertible and computationally more efficient in comparison to other related works. Theoretically, the differential geometry tools such as moving frame and parallel transportation are successfully…

2011-07-29abs ↗pdf ↗

P-OCS detects OOD samples in a low-dimensional subspace, outperforming existing methods.

problem Efficient OOD detection for deep learning models in open-world environments.
method P-OCS operates in the orthogonal complement of the principal subspace, applying a single projected perturbation.
result P-OCS achieves state-of-the-art OOD detection with negligible computational cost and without requiring model retraining.

EpiMer merges models by solving Fréchet mean on a Riemannian manifold.

problem Integrating knowledge from multiple models without retraining.
method EpiMer casts model merging as solving the Fréchet mean on a Riemannian manifold, restricting computation to a low-rank subspace.
result EpiMer outperforms flat-geometry methods on image classification tasks.

Study on reliability of latent reuse in diffusion models under distribution shift.

problem When can latent spaces from a source dataset be reused for a target dataset with different distributions?
method Considered a source-target setting with approximately low-dimensional datasets near different subspaces. Analyzed the target-domain score error due to principal-angle misalignment and target ambient noise.
result Latent reuse is reliable only if the source and target subspaces are close and the target ambient noise is not too amplified.

A geometric analysis of the time series of returns has been performed in the past and it implied that the most of the systematic information of the market is contained in a space of small dimension. Here we have explored subspaces of this space to find out the relative performance of portfolios formed from the companie…

2011-08-20abs ↗pdf ↗

Classifies invariant differential operators on a specific geometric space.

problem Identifying invariant differential operators on curved geometries.
method Classification of strongly invariant operators between vector bundles induced by semi-holonomic Verma modules.
result Classification of invariant differential operators on Gr(3,3)Gr(3,3).

Sturm theory applied to symplectic geometry and mechanics.

problem Detecting geometric properties of solutions in symplectic geometry and mechanics.
method Generalization of symplectic Sturm theory to Hamiltonians and application to semi-Riemannian manifolds and singular Lagrangian systems.
result Detection of conjugate and focal points on semi-Riemannian manifolds and geometrical properties of solutions space.

This paper contains a thorough introduction to the basic geometric properties of the manifold of Lagrangian subspaces of a linear symplectic space, known as the Lagrangian Grassmannian. It also reviews the important relationship between hypersurfaces in the Lagrangian Grassmannian and second-order PDEs.

2018-05-11abs ↗pdf ↗

Modeling videos and image-sets as linear subspaces has proven beneficial for many visual recognition tasks. However, it also incurs challenges arising from the fact that linear subspaces do not obey Euclidean geometry, but lie on a special type of Riemannian manifolds known as Grassmannian. To leverage the techniques d…

2014-07-04abs ↗pdf ↗

Subspace models play an important role in a wide range of signal processing tasks, and this paper explores how the pairwise geometry of subspaces influences the probability of misclassification. When the mismatch between the signal and the model is vanishingly small, the probability of misclassification is determined b…

2015-07-15abs ↗pdf ↗

Given a complex structure JJ on a real (finite or infinite dimensional) Hilbert space HH, we study the geometry of the Lagrangian Grassmannian Λ(H)Λ(H) of HH, i.e. the set of closed linear subspaces LHL\subset H such that J(L)=L.J(L)=L^\perp. The complex unitary group U(HJ)U(H_J), consisting of the elements of the orthogona…

2008-08-16abs ↗pdf ↗

Any action of a group ΓΓ on H3\mathbb H^3 by isometries yields a class in degree three bounded cohomology by pulling back the volume cocycle to ΓΓ. We prove that the bounded cohomology of finitely generated Kleinian groups without parabolic elements distinguishes the asymptotic geometry of geometrically infinite ends…

2017-06-06abs ↗pdf ↗

Transformers infer tasks from context via two modes, geometrically shaped task vectors explain their behavior.

problem Understanding how transformers infer tasks from context and the geometric properties of task vectors.
method Synthetic setting to train small transformers, mathematical characterization of task-vector geometry and inference modes.
result Task-vector geometry shapes in-distribution and out-of-distribution behavior of transformers.

Defines a geometric dimension for Lorentzian spaces, distinguishing spacelike and null subspaces.

problem No specific problem stated; focuses on defining a new geometric dimension.
method Introduces a one-parameter family of volume measures and a doubling condition for causal diamonds.
result Defines a geometric dimension for synthetic spacetimes, distinguishing between spacelike and null subspaces.