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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 subtleties

We review the basic definition of a stack and apply it to the topological and smooth settings. We then address two subtleties of the theory: the correct definition of a ``stack over a stack'' and the distinction between small stacks (which are algebraic objects) and large stacks (which are generalized spaces).

2003-06-10abs ↗pdf ↗

We extend Matveev's theory of complexity for 3-manifolds, based on simple spines, to (closed, orientable, locally orientable) 3-orbifolds. We prove naturality and finiteness for irreducible 3-orbifolds, and, with certain restrictions and subtleties, additivity under orbifold connected sum. We also develop the theory of…

2004-10-20abs ↗pdf ↗

In this paper we give two examples of sequences of embedded minimal planar domains in R3\mathbb{R}^3 which converge to singular laminations of R3\mathbb{R}^3. In contrast with the situation for embedded minimal disks, these examples do not arise from complete embedded minimal planar domains and highlight some of the su…

2011-07-19abs ↗pdf ↗

This paper surveys fairness notions in ML and recommends the most suitable one for real-world scenarios.

problem Ensuring ML systems do not discriminate against specific individuals or sub-populations.
method Identifying fairness-related characteristics of real-world scenarios and analyzing the behavior of fairness notions.
result A decision diagram to recommend the most suitable fairness notion for specific setups.

The realization of tractor bundles as associated bundles in conformal geometry is studied. It is shown that different natural choices of principal bundle with normal Cartan connection corresponding to a given conformal manifold can give rise to topologically distinct associated tractor bundles for the same inducing rep…

2012-01-12abs ↗pdf ↗

An NQ-manifold is a non-negatively graded supermanifold with a degree 1 homological vector field. The focus of this paper is to define the Wilson loops/lines in the context of NQ-manifolds and to study their properties. The Wilson loops/lines, which give the holonomy or parallel transport, are familiar objects in usual…

2011-08-26abs ↗pdf ↗

Detailed study of multifractal characteristics of the financial time series of asset values and of its returns is performed using a collection of the high frequency Deutsche Aktienindex data. The tail index (αα), the Renyi exponents based on the box counting algorithm for the graph (dqd_q) and the generalized Hurst ex…

2002-05-23abs ↗pdf ↗

We present a formal proof in Lean of probably approximately correct (PAC) learnability of the concept class of decision stumps. This classic result in machine learning theory derives a bound on error probabilities for a simple type of classifier. Though such a proof appears simple on paper, analytic and measure-theoret…

2019-11-01abs ↗pdf ↗

Ambitwistor string matches superstring chiral integrands at zero tension.

problem Matching scattering amplitudes in superstring theory and ambitwistor string theory.
method Direct computation and reduction to ordinary moduli space.
result Chiral half integrands of superstring match those of ambitwistor string in the zero tension limit.

Options financial instruments designed to protect investors from the stock market randomness. In 1973, Fisher Black, Myron Scholes and Robert Merton proposed a very popular option pricing method using stochastic differential equations within the Ito interpretation. Herein, we derive the Black-Scholes equation for the o…

2000-01-19abs ↗pdf ↗

These are the notes of the lectures delivered by the author at CIME in June 2018. The main purpose of the notes is to provide an overview of the techniques used in the construction of the triply graded link homology. The homology is space of global sections of a particular sheaf on the Hilbert scheme of points on the p…

2019-01-13abs ↗pdf ↗

Generative models with both discrete and continuous latent variables are highly motivated by the structure of many real-world data sets. They present, however, subtleties in training often manifesting in the discrete latent being under leveraged. In this paper, we show that such models are more amenable to training whe…

2018-06-12abs ↗pdf ↗

Recent work has demonstrated that embeddings of tree-like graphs in hyperbolic space surpass their Euclidean counterparts in performance by a large margin. Inspired by these results and scale-free structure in the word co-occurrence graph, we present an algorithm for learning word embeddings in hyperbolic space from fr…

2018-08-30abs ↗pdf ↗

Probabilistic classifiers output a probability distribution on target classes rather than just a class prediction. Besides providing a clear separation of prediction and decision making, the main advantage of probabilistic models is their ability to represent uncertainty about predictions. In safety-critical applicatio…

2019-02-19abs ↗pdf ↗

We consider Donaldson-Witten theory on four-manifolds of the form X=Y×S1X=Y \times {\bf S}^1 where YY is a compact three-manifold. We show that there are interesting relations between the four-dimensional Donaldson invariants of XX and certain topological invariants of YY. In particular, we reinterpret a result of Meng-…

1998-11-25abs ↗pdf ↗

We develop the theory of Chern-Simons bundle 2-gerbes and multiplicative bundle gerbes associated to any principal GG-bundle with connection and a class in $H^4(BG, \ZZ)$ for a compact semi-simple Lie group GG. The Chern-Simons bundle 2-gerbe realises differential geometrically the Cheeger-Simons invariant. We apply …

2004-10-01abs ↗pdf ↗

We analyse the moduli spaces of superconformal field theories (SCFTs). For N=2 we find an enhanced moduli space which in geometrical terms corresponds to tori with two independent complex structures. To explain the precise relation with the moduli space of SCFTs on K3 surfaces as described by Aspinwall and Morrison, we…

2003-02-28abs ↗pdf ↗

This article reviews mathematical insights into neural networks and machine learning.

problem Understanding the success and subtleties of neural network-based machine learning.
method Rigorous mathematical analysis, numerical experiments, and simplified models.
result Identification of open problems in the field.

In the first part of this paper, we work out a perturbative Lagrangian formulation of semistrict higher gauge theory, that avoids the subtleties of the relationship between Lie 2-groups and algebras by relying exclusively on the structure semistrict Lie 2-algebra v and its automorphism 2-group Aut(v). Gauge transformat…

2011-12-13abs ↗pdf ↗

Study non-orientable link cobordisms using Floer homologies to prove inequalities.

problem Prove inequalities involving Euler characteristic and local maxima in non-orientable cobordisms.
method Use unoriented instanton and knot Floer homology to introduce unoriented versions of band unknotting number and refined cobordism distance.
result Show that the difference between unoriented refined cobordism distance of a knot from the unknot and non-orientable slice genus can be arbitrarily large.

In principle, Floer theory can be extended to define homotopy invariants of families of equivalent objects (e.g. Hamiltonian isotopic symplectomorphisms, 3-manifolds, Legendrian knots, etc.) parametrized by a smooth manifold B. The invariant of a family consists of a filtered chain homotopy type, which gives rise to a …

2003-08-12abs ↗pdf ↗

New tool lassos connects virtual and surface link diagrams, changing primeness rules.

problem Establishing a new correspondence between virtual and surface link diagrams.
method Using a new tool called lassos, establishing a new correspondence between cellular link diagrams on closed surfaces and equivalence classes of virtual link diagrams.
result Traditional primeness for virtual links is stricter than for links in thickened surfaces.

Recent work on fairness in machine learning has focused on various statistical discrimination criteria and how they trade off. Most of these criteria are observational: They depend only on the joint distribution of predictor, protected attribute, features, and outcome. While convenient to work with, observational crite…

2017-06-08abs ↗pdf ↗

Based on the Multifractal Detrended Fluctuation Analysis (MFDFA) and on the Wavelet Transform Modulus Maxima (WTMM) methods we investigate the origin of multifractality in the time series. Series fluctuating according to a qGaussian distribution, both uncorrelated and correlated in time, are used. For the uncorrelated …

2009-07-16abs ↗pdf ↗

There has recently been much work on the "wide limit" of neural networks, where Bayesian neural networks (BNNs) are shown to converge to a Gaussian process (GP) as all hidden layers are sent to infinite width. However, these results do not apply to architectures that require one or more of the hidden layers to remain n…

2020-01-03abs ↗pdf ↗

In [4]: `The Riley slice of Schottky space', (Proc. London Math. Soc. 69 (1994), 72-90), Keen and Series analysed the theory of pleating coordinates in the context of the Riley slice of Schottky space R, the deformation space of a genus two handlebody generated by two parabolics. This theory aims to give a complete des…

1998-10-27abs ↗pdf ↗

This is a survey article whose main goal is to explain how many components of the character variety of a closed surface are either deformation spaces of representations into the maximal compact subgroup or deformation spaces of certain Fuchsian representations. This latter family is of particular interest and is relate…

2018-09-18abs ↗pdf ↗

We solve structure learning for cyclic linear causal models using observational data.

problem Learning the structure of cyclic linear causal models from observational data.
method Assuming simple graphs, we use a criterion for distributional equivalence and implement a greedy search method.
result We show that simple cyclic models are of expected dimension and justify score-based methods for structure learning.

New approach confirms Kruskal-Szekeres extension for Schwarzschild spacetime.

problem Confirming the Kruskal-Szekeres extension for Schwarzschild spacetime.
method Reformulating the problem as an ODE and showing the ODE admits a solution if and only if the horizon is non-degenerate.
result Photon surfaces approaching the Killing horizon must necessarily cross it.

For a standard Finsler metric F on a manifold M, its domain is the whole tangent bundle TM and its fundamental tensor g is positive-definite. However, in many cases (for example, the well-known Kropina and Matsumoto metrics), these two conditions are relaxed, obtaining then either a pseudo-Finsler metric (with arbitrar…

2011-11-22abs ↗pdf ↗

New methods avoid spectral pollution in transfer operators for accurate analysis.

problem Spectral pollution in finite-dimensional approximations of transfer operators.
method Algorithms for computing spectral properties of transfer operators without spectral pollution.
result Accurate spectral estimation across various applications, including protein folding models.

A graphical model is a structured representation of the data generating process. The traditional method to reason over random variables is to perform inference in this graphical model. However, in many cases the generating process is only a poor approximation of the much more complex true data generating process, leadi…

2019-06-06abs ↗pdf ↗

Machine learning (ML) and artificial intelligence (AI) algorithms are now being used to automate the discovery of physics principles and governing equations from measurement data alone. However, positing a universal physical law from data is challenging without simultaneously proposing an accompanying discrepancy model…

2019-06-19abs ↗pdf ↗

Algorithms for hyperparameter optimization abound, all of which work well under different and often unverifiable assumptions. Motivated by the general challenge of sequentially choosing which algorithm to use, we study the more specific task of choosing among distributions to use for random hyperparameter optimization.…

2015-08-12abs ↗pdf ↗