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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.

169,341 papers · 148 categories

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3527041,0561,408 · Jun 202019922001200920182026
48 results for two-component model

EM algorithm converges globally for two-component mixed linear regression.

problem Global convergence of EM algorithm for mixed linear regression.
method Developed new theoretical analysis for EM algorithm convergence in mixed linear regression.
result EM algorithm converges globally for two-component mixed linear regression.

Characterizes sequences from two-component link diagrams.

problem Understanding information from non-self crossing sequences of link diagrams.
method Investigated and characterized pairs of non-self OU sequences of two-component link diagrams.
result Completely characterized pairs of non-self OU sequences of diagrams of two-component links.

For any link of two components in an integral homology sphere, we define an instanton Floer homology whose Euler characteristic is the linking number between the components of the link. We relate this Floer homology to the Kronheimer-Mrowka instanton Floer homology of knots. We also show that, for two-component links i…

2010-01-22abs ↗pdf ↗

Study contact surgeries on Legendrian links, proving invariant vanishing and overtwistedness.

problem Understanding contact surgeries on Legendrian links and their properties.
method Algebraic methods using Heegaard Floer homology and contact-geometric arguments.
result Vanishing of contact Ozsváth-Szabó invariant and overtwistedness of contact 3-manifolds.

We consider the "intrinsic" symmetry group of a two-component link LL, defined to be the image Σ(L)Σ(L) of the natural homomorphism from the standard symmetry group $\MCG(S^3,L)$ to the product $\MCG(S^3) \cross \MCG(L)$. This group, first defined by Whitten in 1969, records directly whether LL is isotopic to a link $L…

2012-01-13abs ↗pdf ↗

This paper compares EM and GD in two-component mixture models, finding EM escapes bad local optima more reliably.

problem Understanding the convergence of EM and GD in mixture models, especially in regions where one component is missing.
method Analyzing regions called one-cluster regions in two-component mixture models of Gaussians and Bernoullis, comparing the propensity of EM and GD to converge to these regions.
result EM escapes one-cluster regions exponentially fast, while GD escapes them linearly fast, indicating EM is less likely to converge to bad local optima.

A general method to construct recombinant tree approximations for stochastic volatility models is developed and applied to the Heston model for stock price dynamics. In this application, the resulting approximation is a four tuple Markov process. The first two components are related to the stock and volatility processe…

2012-05-16abs ↗pdf ↗

Lisa Traynor has described an example of a two-component Legendrian `circular helix link' in the 1-jet space of the circle (with its canonical contact structure) that is topologically but not Legendrian isotopic to that same link with the order of the two components reversed. We give a complete classification of the Le…

2006-11-03abs ↗pdf ↗

This paper investigates the strength of the trace field as a commensurability invariant of hyperbolic 3-manifolds. We construct an infinite family of two-component hyperbolic link complements which are pairwise incommensurable and have the same trace field, and infinitely many 1-cusped finite volume hyperbolic 3-manifo…

2007-08-08abs ↗pdf ↗

A relation between interest rates and inflation is presented using a two component economic model and a simple general principle. Preliminary results indicate a remarkable similarity to classical economic theories, in particular that of Wicksell.

2011-04-12abs ↗pdf ↗

Study uniform rates for estimating Gaussian mixtures without separation assumption.

problem Estimating parameters in two-component Gaussian mixtures without separation.
method Uniform convergence rates derived using minimax lower bounds and careful analysis of polynomial equalities.
result Phase transition in optimal estimation rate based on mixture balance.

Modeling cross-impacts between stocks with a two-component price impact model.

problem Understanding cross-impacts between stocks in a correlated market.
method Introducing self- and cross-impact functions, modeling average cross-response functions, fixing impact function parameters, and quantifying time lag impacts.
result Cross- and self-correlators are connected with cross-responses, and time lag impacts are divided into temporary and permanent components.

Study on existence of ground states on curved spaces with conditions on potential growth.

problem Existence of ground states for aggregation-diffusion models on Cartan-Hadamard manifolds.
method Investigation of a free energy functional on Cartan-Hadamard manifolds, considering entropy and interaction energies.
result Necessary and sufficient conditions for existence of ground states are found, depending on the growth of the attractive potential.

The paper studies unlinking links with minimal crossing changes.

problem Unlinking links with minimal changes when crossings between components are fixed.
method Examined minimum number of crossing changes for links with linking number zero and unknotted components.
result Data and general results about asymmetry of unlinking between components for links with up to ten crossings.

We construct a graph G such that any embedding of G into R^{3} contains a nonsplit link of two components, where at least one of the components is a nontrivial knot. Further, for any m < n we produce a graph H so that every embedding of H contains a nonsplit n component link, where at least m of the components are nont…

2007-05-15abs ↗pdf ↗

Researchers calculate link Floer homology for 2-component L-space links.

problem Computing link Floer homology for specific L-space links.
method Using the hh-function of the filtered chain complex determined by Alexander polynomials.
result Explicit determination of Thurston polytope and norm for 2-component L-space links.

We investigate the two components of the total daily return (close-to-close), the overnight return (close-to-open) and the daytime return (open-to-close), as well as the corresponding volatilities of the 2215 NYSE stocks from 1988 to 2007. The tail distribution of the volatility, the long-term memory in the sequence, a…

2009-03-05abs ↗pdf ↗

Extended polynomial for virtual singular links, decomposing into two invariants.

problem Extending polynomial invariants for virtual singular links.
method Extended Kamada-Miyazawa polynomial to virtual singular links and decomposed into two components.
result Decomposition of Kauffman-Jones polynomial for virtual singular links into two invariants.

It it known that the set of L-space surgeries on a nontrivial L-space knot is always bounded from below. However, already for two-component torus links the set of L-space surgeries might be unbounded from below. For algebraic two-component links we provide three complete characterizations for the boundedness from below…

2015-09-03abs ↗pdf ↗

Study Heegaard Floer homology for two-component L-space links with zero linking number.

problem Characterize and calculate invariants for two-component L-space links with zero linking number.
method Use Heegaard Floer homology, Sato-Levine invariant, and Casson invariant to describe the relationship between these invariants and surgeries on links.
result Explicitly describe the relationship between the hh-function, Sato-Levine invariant, and Casson invariant for two-component L-space links with zero linking number.

Derives relationship between interest rates and inflation in a two-component system.

problem Understanding the relationship between interest rates and inflation in a two-component economic system.
method Used the Fisher relation to derive a delay differential equation and provided computer simulations.
result Obtained a delay differential equation and provided solutions for it over different interest regimes.

We study the quandle counting invariant for a certain family of finite quandles with trivial orbit subquandles. We show how these invariants determine the linking number of classical two-component links up to sign.

2006-08-21abs ↗pdf ↗

An almost Fuchsian 3-manifold is a quasi-Fuchsian manifold which contains an incompressible closed minimal surface with principal curvatures in the range of (1,1)(-1,1). Such a 3-manifold MM admits a foliation of parallel surfaces, whose locus in Teichmüller space is represented as a path γγ, we show that γγ joins the …

2009-09-13abs ↗pdf ↗

The singular instanton Floer homology was defined by Kronheimer and Mrowka in connection with their proof that the Khovanov homology is an unknot detector. We study this theory for knots and two-component links using equivariant gauge theory on their double branched covers. We show that the special generator in the sin…

2015-02-10abs ↗pdf ↗

Extends spinor-horosphere correspondence to higher dimensions and new spinor types.

problem Constructing isomorphisms between spinors and horospheres in hyperbolic spaces.
method Generalizes Mathews' results to Lipschitz spinors and null multiflags in higher-dimensional hyperbolic spaces.
result Equivariant correspondence between two-component Lipschitz spinors and higher-dimensional horospheres.

Analyzes large-margin classifiers under high-dimensional data.

problem Selecting the best classifier among various margin-based methods.
method Investigates asymptotic performance of large-margin classifiers under two component mixture models.
result Analytical results closely match with Monte Carlo simulations.

We define the crosscap number of a 2-component link as the minimum of the first Betti numbers of connected, non-orientable surfaces bounding the link. We discuss some properties of the crosscap numbers of 2-component links.

2006-08-16abs ↗pdf ↗

The paper proves infinitely many non-isotopic splitting 3-spheres for split sphere links in 4D.

problem Proving the existence of infinitely many non-isotopic splitting 3-spheres for split sphere links in 4D.
method Establishing a general sufficient condition for infinitely many topologically non-isotopic splitting 3-spheres in connected sums of 4-manifolds.
result Proves infinitely many non-isotopic splitting 3-spheres for split sphere links in 4D.