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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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7142027 · Mar 202519922001200920172026
48 results for time-invariant diffeomorphisms

Evolution of planar curves under a nonlocal geometric equation is investigated. It models the simultaneous contraction and growth of carbonate particles called ooids in geosciences. Using classical ODE results and a bijective mapping we demonstrate that the steady parameters associated with the physical environment det…

2016-02-20abs ↗pdf ↗

New method learns time-invariant rewards from demonstrations.

problem Learning robust rewards for tasks with varying execution times.
method Model-based inverse reinforcement learning with time-invariant costs.
result Approach enables learning from misaligned demonstrations and generalizes spatially.

A method for learning with autoregressive chain-of-thoughts.

problem Learning prompt-to-answer mappings from sequence-to-next-token generators.
method Iterating a fixed, time-invariant generator for multiple steps to generate a chain-of-thought, then taking the final token as the answer.
result Universal representability and computationally tractable chain-of-thought learning for a simple base class.

We build a simple diagnostic criterion for approximate factor structure in large cross-sectional equity datasets. Given a model for asset returns with observable factors, the criterion checks whether the error terms are weakly cross-sectionally correlated or share at least one unobservable common factor. It only requir…

2016-12-15abs ↗pdf ↗

SPAQL improves RL by adaptively partitioning state-action space and learning a time-invariant policy.

problem Efficient model-free reinforcement learning with scalable algorithms.
method Adaptive Q-learning with UCB and Boltzmann exploration, automatically tuning temperature.
result SPAQL converges faster and uses fewer resources than AQL, showing higher sample efficiency.

The paper tackles joint learning of linear systems, improving accuracy with pooled data.

problem Estimating transition matrices of multiple related linear systems more accurately.
method Developed novel techniques to bound estimation errors and establish high probability bounds for singular values.
result Significant gains in accuracy achieved by pooling data across systems.

Paper tackles temporal overfitting in wind power curve modeling.

problem Temporal overfitting in wind power curve modeling.
method Proposes a Gaussian process-based method to partition and model time-invariant and time-varying components.
result Significant improvement in predicting responses for different time periods.

This paper proposes a new approach to describe the stability of linear time-invariant systems via the torsion τ(t)τ(t) of the state trajectory. For a system r˙(t)=Ar(t)\dot{r}(t)=Ar(t) where AA is invertible, we show that (1) if there exists a measurable set E1E_1 with positive Lebesgue measure, such that r(0)E1r(0)\in E_1 implies t…

2020-01-03abs ↗pdf ↗

New model stabilizes asynchronous LTI systems, independent of synchronous stability.

problem Stability of asynchronous LTI systems under randomization and asynchrony.
method Introduced a new model for random asynchronous LTI systems and developed a method for system identification.
result Stability of random asynchronous LTI systems is independent of synchronous stability.

We provide a brief tutorial on the use of concentration inequalities as they apply to system identification of state-space parameters of linear time invariant systems, with a focus on the fully observed setting. We draw upon tools from the theories of large-deviations and self-normalized martingales, and provide both d…

2019-06-27abs ↗pdf ↗

AR model forecasts partially observed dynamical time series by estimating evolution function and imputing missing variables.

problem Forecasting dynamical time series with missing variables.
method Autoregressive with slack time series (ARS) model.
result ARS model forecasts future time series with time-invariant and linear assumptions.

We prove that stochastic gradient descent efficiently converges to the global optimizer of the maximum likelihood objective of an unknown linear time-invariant dynamical system from a sequence of noisy observations generated by the system. Even though the objective function is non-convex, we provide polynomial running …

2016-09-16abs ↗pdf ↗

In this paper we construct the differential equations of the stream lines that characterize plasma regarded as a non-isotropic medium geometrized by a jet rheonomic time-invariant Berwald-Moor metric. Section 1 contains historical notes regarding the Plasma Physics and its geometrical description. Section 2 analyzes th…

2010-05-09abs ↗pdf ↗

New method calibrates asynchronous, error-prone covariates for longitudinal data.

problem Estimation biases and slow convergence in analyzing time-varying covariates with measurement error.
method Functional calibration approach based on functional principal component analysis.
result Asymptotically unbiased and consistent estimators for time-invariant coefficients; optimal convergence rate for time-varying coefficients.

We study the problem of controlling linear time-invariant systems with known noisy dynamics and adversarially chosen quadratic losses. We present the first efficient online learning algorithms in this setting that guarantee O(T)O(\sqrt{T}) regret under mild assumptions, where TT is the time horizon. Our algorithms rely …

2018-06-19abs ↗pdf ↗

Smooth manifolds have equivalent diffeomorphism groups if and only if they are diffeomorphic.

problem Understanding when diffeomorphism groups of smooth manifolds are elementarily equivalent.
method Analyzing the equivalence of CrC^r and CsC^s diffeomorphism groups of smooth manifolds.
result Equivalent diffeomorphism groups imply diffeomorphic manifolds, strengthening previous results.

Neural ordinary differential equations (ODEs) have been attracting increasing attention in various research domains recently. There have been some works studying optimization issues and approximation capabilities of neural ODEs, but their robustness is still yet unclear. In this work, we fill this important gap by expl…

2019-10-12abs ↗pdf ↗

Paper derives explicit expression of Alekseev-Meinrenken diffeomorphism.

problem Understanding the Alekseev-Meinrenken diffeomorphism.
method Via the Stokes phenomenon of meromorphic linear systems of ODEs with Poncaré rank 1.
result Explicit expression of the Alekseev-Meinrenken diffeomorphism.

According to Pixton, there are Morse-Smale diffeomorphisms of the 3-sphere which have no energy function, that is a Lyapunov function whose critical points are all periodic points of the diffeomorphism. We introduce the concept of quasi-energy function for a Morse-Smale diffeomorphism as a Lyapunov function with the le…

2008-10-23abs ↗pdf ↗

We determine the Riemannian manifolds for which the group of exact volume preserving diffeomorphisms is a totally geodesic subgroup of the group of volume preserving diffeomorphisms, considering right invariant L2L^2-metrics. The same is done for the subgroup of Hamiltonian diffeomorphisms as a subgroup of the group of…

2001-03-30abs ↗pdf ↗

Generalizes π2π_2-diffeomorphism finiteness to non-zero first homotopy groups.

problem Bounding diffeomorphic types of compact manifolds with vanishing first and second homotopy groups.
method Generalizing the π2π_2-diffeomorphism finiteness theorem to include non-zero first homotopy groups.
result Diffeomorphic types of compact manifolds with non-zero first homotopy groups can be bounded.

We consider the problem of learning a realization for a linear time-invariant (LTI) dynamical system from input/output data. Given a single input/output trajectory, we provide finite time analysis for learning the system's Markov parameters, from which a balanced realization is obtained using the classical Ho-Kalman al…

2018-06-14abs ↗pdf ↗

Study constructs solutions for evolving hypersurfaces using inverse spacetime mean curvature.

problem Evolution of hypersurfaces in spacetime.
method Weak solutions for hypersurfaces evolving along inverse spacetime mean curvature in asymptotically flat maximal initial data sets.
result Weak solution detects both future- and past-trapped apparent horizons.