arXiv research

Efficient algorithm for contextual bandits with first-order guarantees.

Paper presents a new triangular form for flat systems.

We consider the problem of approximate joint triangularization of a set of noisy jointly diagonalizable real matrices. Approximate joint triangularizers are commonly used in the estimation of the joint eigenstructure of a set of matrices, with applications in signal processing, linear algebra, and tensor decomposition.…

Introduces triangular transport for uncertain data.

Solves problem of describing transformations for upper triangular Toeplitz operators.

In the framework of supervised classification (discrimination) for functional data, it is shown that the optimal classification rule can be explicitly obtained for a class of Gaussian processes with "triangular" covariance functions. This explicit knowledge has two practical consequences. First, the consistency of the …

Triangular flows ensure statistical consistency and fast rates in generative modeling.

In this paper, we present a structurally flat triangular form which is based on the extended chained form. We provide necessary and sufficient conditions for an affine input system with two inputs to be static feedback equivalent to the proposed triangular form, and thus a sufficient condition for an affine input syste…

Paper uses GNNs to efficiently detect profitable triangular arbitrage opportunities.

We create a smooth manifold of triangular meshes with a geodesically complete metric.

Discretizes Helfrich-type energies on surfaces using triangular complexes.

We study the problem to provide a triangular form based on implicit differential equations for non-linear multi-input systems with respect to the flatness property. Furthermore, we suggest a constructive method for the transformation of a given system into that special triangular shape, if possible. The well known Brun…

We first show that there are in fact triangular arbitrage opportunities in the spot foreign exchange markets, analyzing the time dependence of the yen-dollar rate, the dollar-euro rate and the yen-euro rate. Next, we propose a model of foreign exchange rates with an interaction. The model includes effects of triangular…

We investigate triangular arbitrage within the spot foreign exchange market using high-frequency executable prices. We show that triangular arbitrage opportunities do exist, but that most have short durations and small magnitudes. We find intra-day variations in the number and length of arbitrage opportunities, with la…

The study investigates linearizability of Poisson structures on groupoids.

New method for conditional sampling using M-GANs, likely-free inference.

New method uses neural maps to efficiently sample lattice QCD distributions.

Multifractal detrended cross-correlation methodology is described and applied to Foreign exchange (Forex) market time series. Fluctuations of high frequency exchange rates of eight major world currencies over 2010-2018 period are used to study cross-correlations. The study is motivated by fundamental questions in compl…

Study finds conditions for operator fields to be in strictly upper triangular form in small dimensions.

In this paper we look for closed expressions to calculate the number of colourings of prime knots for given linear Alexander quandles. For this purpose the colouring matrices are simplified to a triangular form, when possible. The operations used to perform this triangularization preserve the property that the entries …

This paper explores the relationship between Leibniz algebras and Nijenhuis operators.

The problem of supervised classification (or discrimination) with functional data is considered, with a special interest on the popular k-nearest neighbors (k-NN) classifier. First, relying on a recent result by Cerou and Guyader (2006), we prove the consistency of the k-NN classifier for functional data whose distribu…

New basis confirms Thurston's conjecture and reveals knot configurations.

We study the problem of computing the matrix exponential of a block triangular matrix in a peculiar way: Block column by block column, from left to right. The need for such an evaluation scheme arises naturally in the context of option pricing in polynomial diffusion models. In this setting a discretization process pro…

We introduce a microscopic model which describes the dynamics of each dealer in multiple foreign exchange markets, taking account of the triangular arbitrage transaction. The model reproduces the interaction among the markets well. We explore the relation between the parameters of the present microscopic model and the …

Let X be a simply connected compact Riemannian symmetric space, let U be the universal covering group of the identity component of the isometry group of X, and let \g denote the complexification of the Lie algebra of U, \g=\u^\C. Each \u-compatible triangular decomposition \g=\n_- + \h + \n_+ determines a Poisson Lie g…

We study controlled systems which are uniformly observable and differentially observable with an order larger than the system state dimension. We establish that they may be transformed into a (partial) triangular canonical form but with possibly non locally Lipschitz functions. We characterize the points where this Lip…

We examine doing probabilistic descent over manifolds implicitly defined by a set of polynomials with rational coefficients. The system of polynomials is assumed to be triangularized. An application of Whitney's embedding theorem allows us to work in a reduced dimensional embedding space. A numerical continuation metho…

In this paper, we classify all of the five-sided three-dimensional hyperbolic polyhedra with one ideal vertex, which have the shape of a triangular prism. We show how to find each such polyhedron in the upper half-space model by considering lines and circles in the plane. Finally, we give matrix generators in $\mathrm{…

Examines discrete curvature's relation to smooth curvature in 3 spaces.

Develops theory for conditional optimal transport in infinite-dimensional spaces.

New model for simulating and inferring from inverse problems.

Minimal covolume group found in hyperbolic 3-space.

New combinatorial type helps distinguish plane curve topologies.

Algorithm learns non-Gaussian graphical models via Hessian scores and triangular transport.

Somewhat unexpectedly, the study of the family of twisted knots revealed a hidden structure behind exclusive Racah matrices $\bar S$, which control non-associativity of the representation product in a peculiar channel $R\otimes \bar R \otimes R \longrightarrow R$. These $\bar S$ are simultaneously symmetric and orthogo…

A new neural network for efficient density estimation.

New framework for learning KR maps from data, ensuring stable generalization.

It is known, since works of Burde and de Rham, that one can detect the roots of the Alexander polynomial of a knot by the study of the representations of the knot group into the group of the invertible upper triangular $2x2$ matrices. In this work, we propose to generalize this result by considering the representations…

Researchers compute the cohomology ring of a foliation defined by a group action.

We find a normal form for two-input flat discrete-time systems.

We generalize to the homotopy case a result of K. Mackenzie and P. Xu on relation between Lie bialgebroids and Poisson geometry. For a homotopy Poisson structure on a supermanifold $M$, we show that $(TM, T^*M)$ has a canonical structure of an $L_{\infty}$-bialgebroid. (Higher Koszul brackets on forms introduced earlie…

Polynomial density theorem for specific subgroup orbits in quotient spaces.

We investigate the ability of popular flow based methods to capture tail-properties of a target density by studying the increasing triangular maps used in these flow methods acting on a tractable source density. We show that the density quantile functions of the source and target density provide a precise characterizat…

Adaptive algorithm improves nonlinear data assimilation for non-Gaussian systems.

Paper studies simplified trisections and their equivalence classes.

Given a finite collection P of convex n-polytopes in RP^n (n>1), we consider a real projective manifold M which is obtained by gluing together the polytopes in P along their facets in such a way that the union of any two adjacent polytopes sharing a common facet is convex. We prove that the real projective structure on…

This work develops discrete Gaussian models for vector-valued data on triangular meshes.