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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.

168,878 papers · 148 categories

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48 results for triangular maps

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

problem Challenges in sampling Boltzmann distributions of lattice field theories.
method Sparse triangular transport maps exploiting conditional independence structure of lattice graphs.
result Sparse triangular maps achieve efficient sampling with linear time complexity in lattice size.

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

problem Conditional sampling of probability measures.
method Developed a novel computational approach called M-GANs based on block triangular transport.
result Accurate sampling of conditional measures in various applications.

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

problem Learning monotone triangular transport maps efficiently and accurately.
method General framework using invertible transformations of smooth functions, ensuring no spurious local minima.
result Unique global minimizer corresponds to the KR map under certain conditions.

Paper studies simplified trisections and their equivalence classes.

problem Understanding right-left equivalence of simplified (2,0)(2, 0)-trisections.
method Analyzes simplified trisection diagrams and upper-triangular handle-slides.
result At least two simplified (2,0)(2, 0)-trisections can be right-left equivalent without being related by automorphisms or handle-slides.

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

problem Learning graph structure from non-Gaussian data.
method Score based on integrated Hessian information, coupled with triangular transport map.
result Algorithm successfully recovers graph structure for non-Gaussian data.

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

problem Challenges of non-Gaussian statistics in data assimilation.
method Triangular measure transport with P-spline basis functions and an information criterion.
result Automatic selection of parsimonious parametrization for efficient adaptation.

Triangular map is a recent construct in probability theory that allows one to transform any source probability density function to any target density function. Based on triangular maps, we propose a general framework for high-dimensional density estimation, by specifying one-dimensional transformations (equivalently co…

2019-05-07abs ↗pdf ↗

Paper presents a new flat triangular form for systems.

problem Creating a structurally flat triangular form for systems.
method Developed a new triangular form based on the extended chained form with conditions for static feedback equivalence.
result Provided conditions for affine input systems to be static feedback equivalent to the new triangular form.

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.…

2016-07-02abs ↗pdf ↗

Solves problem of describing transformations for upper triangular Toeplitz operators.

problem Describing coordinate transformations preserving upper triangular Toeplitz form of operator fields.
method Implicit formulas involving matrix-valued functions for describing transformations and Nijenhuis operators.
result Formulas for coordinate transformations and Nijenhuis operators in upper triangular Toeplitz form.

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

problem Ensuring statistical consistency and fast rates in generative models.
method Statistical guarantees and sample complexity bounds for triangular flow models using empirical process theory.
result Established statistical consistency and finite sample convergence rates for Kullback-Leibler estimator of Knöthe-Rosenblatt measure coupling.

Paper uses GNNs to efficiently detect profitable triangular arbitrage opportunities.

problem Detecting profitable triangular arbitrage opportunities in dynamic markets.
method Formulate the problem as a graph-based optimization task and use a GNN architecture to capture complex relationships.
result GNN-based method achieves higher average yield with reduced computational time compared to traditional methods.

Discretizes Helfrich-type energies on surfaces using triangular complexes.

problem Discretizing curvature energies on surfaces of specific type.
method Asymptotic lower bound combined with recovery sequence of triangulations and edge director fields.
result Valid discrete versions of integral curvature energies on surfaces.

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…

2002-02-22abs ↗pdf ↗

By introducing a finer version of the Kauffman bracket skein algebra, we show how to decompose the Kauffman bracket skein algebra of a surface into elementary blocks corresponding to the triangles in an ideal triangulation of the surface. The new skein algebra of an ideal triangle has a simple presentation. This gives …

2016-09-16abs ↗pdf ↗

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…

2008-12-04abs ↗pdf ↗

The study investigates linearizability of Poisson structures on groupoids.

problem Linearizing Poisson structures on groupoids around the unit section.
method Extending the Lagrangian neighbourhood theorem to cosymplectic Lie algebroids, integrating triangular Lie bialgebras to symplectic LA-groupoids.
result Poisson structures on groupoids are linearizable under certain conditions.

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

problem Jordan-Chevalley decomposition for operator fields in small dimensions.
method Tensorial conditions and proof of conjecture for higher order brackets.
result Proves Tempesta-Tondo conjecture for higher order brackets.

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 …

2013-03-20abs ↗pdf ↗

Model shows triangular arbitrage key to cross-currency correlations in forex markets.

problem Understanding cross-currency correlations in forex markets.
method Agent-based model of market interactions.
result Triangular arbitrage is primary driver of cross-currency correlations.

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

problem Understanding the relationship between Leibniz algebras and Nijenhuis operators.
method Investigation of Nijenhuis operators on Leibniz algebras and classification of Leibniz bialgebras.
result Leibniz algebras are closely related to Nijenhuis operators, and triangular symplectic Leibniz bialgebras possess Nijenhuis operators.

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 …

2006-02-24abs ↗pdf ↗

Generalizes Lie bialgebroids to supermanifolds with homotopy Poisson structures.

problem Relating Lie bialgebroids to homotopy Poisson structures on supermanifolds.
method Introduces L-infinity bialgebroids and higher Koszul brackets to connect these structures.
result Shows that (TM,TM)(TM, T^*M) has an L-infinity bialgebroid structure for homotopy Poisson structures.

New method uses transport maps for efficient Bayesian inference.

problem Efficiently perform sequential Bayesian inference of static model parameters.
method Estimation of structured transport maps to extract conditional distributions.
result Gradient-based characterization of posterior density for online parameter estimation.

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{…

2018-08-23abs ↗pdf ↗

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

problem Understanding how discrete curvature relates to smooth curvature in different spaces.
method Using specific triangular tilings of 3 types of spaces to examine curvatures.
result Discrete curvature can sense the smooth curvature of ambient space forms.

Two algorithms create high-quality triangular meshes for surfaces with guaranteed angles.

problem Creating high-quality triangular meshes for surfaces with controlled angles.
method MidNormal and GradNormal algorithms generate meshes with specified angle constraints.
result Meshes converge to surfaces as mesh size decreases, maintaining specified angles.

Improved spatial distribution learning with Bayesian transport maps and parametric shrinkage.

problem Learning non-Gaussian spatial distributions with limited training data.
method Proposed ShrinkTM approach using Bayesian transport maps with parametric shrinkage.
result ShrinkTM outperforms existing BTM, especially with few training samples.

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 2x22x2 matrices. In this work, we propose to generalize this result by considering the representations…

2007-09-14abs ↗pdf ↗