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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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6491,2991,9482,597 · Jun 202019922001200920172026
48 results for sums of simple functions

Bayesian model uses simple functions to forecast macroeconomic data.

problem Forecasting large datasets in macroeconomics with complex nonlinear relationships.
method Sum of simple two-component location mixtures, logistic function threshold, conjugate priors.
result Accurate point and density forecasts in US macroeconomic aggregates.

We prove that the expectation value of the index function i(x) over a probability space of injective function f on any finite simple graph G=(V,E) is equal to the curvature K(x) at the vertex x. This result complements and links Gauss-Bonnet sum K(x) = chi(G) and Poincare-Hopf sum i(x) = chi(G) which both hold for arbi…

2012-02-21abs ↗pdf ↗

SignSVRG improves SignSGD by reducing variance, achieving similar convergence rates.

problem Minimizing finite sums of convex and Lipschitz functions.
method Incorporates variance reduction techniques into SignSGD.
result Achieves convergence rates of O(1/T)\mathcal{O}(1 / \sqrt{T}) for expected norm of the gradient and O(1/T)\mathcal{O}(1/T) for smooth convex functions.

Classifies Morse functions on 3-manifolds made from simple building blocks.

problem Classifying Morse functions on 3-dimensional manifolds.
method Examined Morse functions on 3-manifolds represented as connected sums of Heegaard genus one manifolds.
result Found conditions for the existence of Morse functions with specific properties.

Generalizes PCA to maximize any convex function of components.

problem Finding a principal vector that maximizes a convex function of components.
method Gradient ascent algorithm for solving the generalized PCA problem; fixed points of neural networks for kernel version.
result Solutions can be obtained as fixed points of simple neural networks.

We give a simple geometric argument to derive in a common manner orthospectrum identities of Basmajian and Bridgeman. Our method also considerably simplifies the determination of the summands in these identities. For example, for every odd integer n, there is a rational function q_n of degree 2(n-2) so that if M is a c…

2010-05-26abs ↗pdf ↗

We present a new multiparameter resolvent trace expansion for elliptic operators, polyhomogeneous in both the resolvent and auxiliary variables. For elliptic operators on closed manifolds the expansion is a simple consequence of the parameter dependent pseudodifferential calculus. As an additional nontrivial toy exampl…

2013-06-04abs ↗pdf ↗

Proposes a simple framework to balance task difficulty in multi-task learning.

problem Varying difficulty levels among different tasks in multi-task learning.
method Introduces a Balanced Multi-Task Learning (BMTL) framework that transforms training losses to balance task difficulty.
result Empirical studies show state-of-the-art performance of the proposed BMTL framework.

Study integral kernels on complex symmetric spaces and their Dyson Brownian Motion applications.

problem Analysis of integral kernels on complex symmetric spaces.
method Simple new method of alternating sum formulas to construct WW-invariant kernels and their asymptotic behavior.
result Obtained asymptotic behavior of integral kernels and applied to Dyson Brownian Motion.

The Murphy operators in the Hecke algebra H_n of type A are explicit commuting elements whose sum generates the centre. They can be represented by simple tangles in the Homfly skein theory version of H_n. In this paper I present a single tangle which represents their sum, and which is obviously central. As a consequenc…

2001-02-13abs ↗pdf ↗

This paper studies a specific blow-up algorithm for sop polynomials and their RLCT.

problem Determining the RLCT of sum-of-products polynomials through blow-up.
method Investigates a specific blow-up algorithm for sop polynomials to resolve their singularities.
result It is possible to resolve the singularities of sop polynomials using a specific blow-up algorithm.

By proving a connected sum formula for the Legendrian invariant λ+λ_+ in knot Floer homology we exhibit infinitely many transversely non simple knots.

2007-12-17abs ↗pdf ↗

We generalize Newton-type methods for minimizing smooth functions to handle a sum of two convex functions: a smooth function and a nonsmooth function with a simple proximal mapping. We show that the resulting proximal Newton-type methods inherit the desirable convergence behavior of Newton-type methods for minimizing s…

2012-06-07abs ↗pdf ↗

The paper introduces a tensor-based approach to improve neural models' aggregation of structural context.

problem Sub-optimal use of simple aggregation functions in neural models for structured data.
method Tensor-based formulation and Tucker tensor decomposition to control parameter space size.
result Effective regulation of trade-off between expressivity, computational complexity, and generalisation.

If ΓΓ is the range of a Jordan curve that bounds a convex set in R2,\mathbb{R}^2, then 12(Γ+Γ)=co(Γ),\frac{1}{2}(Γ+Γ)=\mathsf{co}(Γ), where ++ is the Minkowski sum and co\mathsf{co} is the convex hull. Answering a question of V.N. Ushakov, we construct a simple closed curve in R3\mathbb{R}^3 with range ΓΓ such that $\frac{1}{2}(…

2018-07-22abs ↗pdf ↗

We study the combinatorial geometry of "lattice" Jenkins--Strebel differentials with simple zeroes and simple poles on CP1\mathbb{C}P^1 and of the corresponding counting functions. Developing the results of M. Kontsevich we evaluate the leading term of the symmetric polynomial counting the number of such "lattice" Jenki…

2012-12-07abs ↗pdf ↗

In this paper, we discuss the problem of minimizing the sum of two convex functions: a smooth function plus a non-smooth function. Further, the smooth part can be expressed by the average of a large number of smooth component functions, and the non-smooth part is equipped with a simple proximal mapping. We propose a pr…

2016-01-31abs ↗pdf ↗

We study the behavior of Legendrian and transverse knots under the operation of connected sums. As a consequence we show that there exist Legendrian knots that are not distinguished by any known invariant. Moreover, we classify Legendrian knots in some non-Legendrian simple knot types.

2002-05-29abs ↗pdf ↗

Study fibrations over S2S^2 with same singularities, showing monodromies are equivalent up to direct sums.

problem Classifying torus fibrations over S2S^2 up to fibre sum stabilisation.
method Analyzing monodromies and using direct sums with certain torus Lefschetz fibrations.
result Global monodromies of fibrations with same singularities are Hurwitz equivalent after direct sums.

We study the spectral functions, and in particular the zeta function, associated to a class of sequences of complex numbers, called of spectral type. We investigate the decomposability of the zeta function associated to a double sequence with respect to some simple sequence, and we provide a technique for obtaining the…

2006-07-31abs ↗pdf ↗

We show that, associated with any complex root of unity ωω, there exists a particularly simple 4d-TQFT model MωM_ω defined on the cobordism category of Delta complexes. For an oriented closed 4-manifold XX of Euler characteristic χ(X)χ(X), it is conjectured that the quantity N3χ(X)/2Mω(X)N^{3χ(X)/2}M_ω(X), where NN is the order …

2014-05-22abs ↗pdf ↗

New methods optimize sums of bivariate functions on finite domains.

problem Optimizing functions with multiple arguments that are sums of bivariate functions.
method Measure-valued extensions, 2\ell^2-approximation, entropy-regularization, linear programming, coordinate ascent.
result Tractable problem formulations solvable with various methods.

Estimates box dimension of fractal interpolation surfaces using oscillation vectors.

problem Estimating the complexity of fractal interpolation surfaces.
method Defined vertical scaling matrices and used them to relate oscillation vectors of different levels.
result Obtained the box dimension of generalized affine fractal interpolation surfaces.

PAGE is a simple gradient estimator for nonconvex optimization problems.

problem Nonconvex optimization problems in machine learning.
method PAGE is a probabilistic gradient estimator that uses vanilla SGD with probability and a small adjustment with probability 1-p.
result PAGE achieves optimal convergence rates for nonconvex finite-sum and online problems.

We describe a novel optimization method for finite sums (such as empirical risk minimization problems) building on the recently introduced SAGA method. Our method achieves an accelerated convergence rate on strongly convex smooth problems. Our method has only one parameter (a step size), and is radically simpler than o…

2016-02-08abs ↗pdf ↗

This article describes a multivariate polynomial regression method where the uncertainty of the input parameters are approximated with Gaussian distributions, derived from the central limit theorem for large weighted sums, directly from the training sample. The estimated uncertainties can be propagated into the optimal…

2013-10-03abs ↗pdf ↗

The Murphy operators in the Hecke algebra H_n of type A are explicit commuting elements, whose symmetric functions are central in H_n. In [Skein theory and the Murphy operators, J. Knot Theory Ramif. 11 (2002), 475-492] I defined geometrically a homomorphism from the Homfly skein C of the annulus to the centre of each …

2001-11-08abs ↗pdf ↗

The paper analyzes the variance of different shuffling methods in stochastic gradient descent.

problem Understanding the variance of different shuffling methods in stochastic gradient descent.
method Power spectral density analysis to study the noise sequences of stochastic gradients.
result The stationary variances of iterates decrease in the order of SGD, SGD-RR, and SGD-SO.

We present results about financial market observables, specifically returns and traded volumes. They are obtained within the current nonextensive statistical mechanical framework based on the entropy Sq=k1i=1Wpiq1q(q)S_{q}=k\frac{1-\sum\limits_{i=1}^{W} p_{i} ^{q}}{1-q} (q\in \Re) ($S_{1} \equiv S_{BG}=-k\sum\limits_{i=1}^{W}p_{i} \l…

2006-01-31abs ↗pdf ↗

The paper develops a Hoeffding inequality for Markov chains and applies it to bandit problems.

problem Developing a Hoeffding inequality for Markov chains and applying it to bandit problems.
method Developed a Hoeffding inequality for the partial sums of an irreducible Markov chain on a finite state space.
result Demonstrated the inequality's effectiveness in identifying approximately best Markovian arms and minimizing regret in Markovian bandits.

In the present paper we describe compatible open books for the fibre connected sum along binding components of open books, as well as for the fibre connected sum along multi-sections of open books. As an application the first description provides simple ways of constructing open books supporting all tight contact struc…

2012-07-17abs ↗pdf ↗

The article provides formulas for the number of terms in connected sums of sphere products associated with dual-neighborly polytopes.

problem Understanding the number of terms in the connected sums of sphere products associated with dual-neighborly polytopes.
method Combinatorial operations and formulas for the number of terms in the connected sums of sphere products.
result Formulas for the number of terms in the connected sums of sphere products associated with dual-neighborly polytopes.

Luo and Tan gave a new identity for hyperbolic surfaces with/without geodesic boundary in terms of dilogarithms of the lengths of simple closed geodesics on embedded three-holed spheres or one-holed tori. However, the identity was trivial for a hyperbolic one-holed torus with geodesic boundary. In this paper we adapt t…

2014-02-07abs ↗pdf ↗