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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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103205308410 · Jun 202019922001200920172026
48 results for valued field

We develop a multivalued theory for the stability operator of (a constant multiple of) a minimally immersed submanifold ΣΣ of a Riemannian manifold M\mathcal{M}. We define the multiple valued counterpart of the classical Jacobi fields as the minimizers of the second variation functional defined on a Sobolev space of …

2017-01-30abs ↗pdf ↗

We lift ambit fields as introduced by Barndorff-Nielsen and Schmiegel to a class of Hilbert space-valued volatility modulated Volterra processes. We name this class Hambit fields, and show that they can be expressed as a countable sum of weighted real-valued volatility modulated Volterra processes. Moreover, Hambit fie…

2015-09-28abs ↗pdf ↗

Develops a dynamic mean field theory for reinforcement learning.

problem Finite state and action Bayesian reinforcement learning in large state spaces.
method Analogies with statistical physics, interpreting probabilities as couplings and values as spins, solving mean field equations.
result State-action values are statistically independent in the asymptotic state space limit, with exact or approximate equations for computation.

Automatic form fill is an important productivity related feature present in major web browsers, which predicts the field labels of a web form and automatically fills values in a new form based on the values previously filled for the same field in other forms. This feature increases the convenience and efficiency of use…

2019-12-17abs ↗pdf ↗

Study uses actor-critic method for continuous-time mean-field control with entropy regularisation.

problem Continuous-time mean-field control in reinforcement learning.
method Actor-critic approach with entropy regularisation, value function alternation, and Wasserstein space parametrisation.
result Derives exact parametrisation of actor and critic functions in linear-quadratic mean-field framework.

The paper introduces novel Gaussian process models for vector-valued signals on manifolds.

problem Modeling vector-valued signals on non-Euclidean domains, especially for applications like wind speeds.
method Intrinsically defined Gaussian vector fields on manifolds, accounting for manifold geometry.
result Gaussian vector fields provide more refined inductive biases than extrinsic fields.

Building on the Utiyama principle we formulate an approach to Lagrangian field theory in which exterior covariant differentials of vector-valued forms replace partial derivatives, in the sense that they take up the role played by the latter in the usual jet bundle formulation. Actually a natural Lagrangian can be writt…

2016-07-13abs ↗pdf ↗

The notion of integrability will often extend from systems with scalar-valued fields to systems with algebra-valued fields. In such extensions the properties of, and structures on, the algebra play a central role in ensuring integrability is preserved. In this paper a new theory of Frobenius-algebra valued integrable s…

2014-02-28abs ↗pdf ↗

This article, written to appear as a chapter in "The Springer Handbook of Spacetime", is a review of the initial value problem for Einstein's gravitational field theory in general relativity. Designed to be accessible to graduate students who have taken a first course in general relativity, the article first discusses …

2013-04-07abs ↗pdf ↗

This paper presents a generalization of symplectic geometry to a principal bundle over the configuration space of a classical field. This bundle, the vertically adapted linear frame bundle, is obtained by breaking the symmetry of the full linear frame bundle of the field configuration space, and it inherits a generaliz…

1997-06-10abs ↗pdf ↗

New method speeds up sampling of Markov random fields.

problem Efficient sampling of Markov random fields is computationally expensive.
method Introduced a new class of Markov random fields linked to Gaussian Markov Random fields for faster sampling.
result At least 35x faster and 37x less energy consumption compared to Gibbs sampling.

Enhances quantum sensing by eliminating multiple oscillations in field amplitude estimation.

problem Multiple oscillations in field amplitude estimation due to inter-qubit interactions at high qubit densities.
method Adopting a quantum circuit learning framework to approximate a target function by optimizing gate parameters.
result Elimination of multiple oscillations, leading to enhanced dynamic range of quantum sensing.

New algorithm solves mean-field control problems using actor-critic learning with moment neural networks.

problem Solving mean-field control problems in continuous time reinforcement learning.
method Gradient-based policy and value function learning with moment neural networks on the Wasserstein space.
result Effective solution for diverse mean-field control problems, including multi-dimensional and nonlinear settings.

Unified q-learning for mean-field jump-diffusion models with unobservable population distribution.

problem Continuous-time q-learning in mean-field jump-diffusion models with unobservable population distribution.
method Proposed decoupled Iq-function for unified policy evaluation in MFG and MFC problems; unified q-learning algorithm based on test policies and averaged martingale orthogonality condition.
result Unified policy evaluation rule for MFG and MFC problems based on decoupled Iq-function.

New guarantees for uniquely identifying transport maps and vector fields from finite measure-valued data.

problem Unique recovery of transport maps and vector fields from finite measure-valued data.
method Use of Whitney and Takens embedding theorems to establish conditions for unique identification.
result New metric for comparing diffeomorphisms and analogous results in infinitesimal settings.

Universal approximation for ODENet and ResNet with a single activation function.

problem Approximating complex dynamical systems with limited vector fields.
method Examined ODENet and ResNet with vector fields composed of a single activation function and affine mapping.
result ODENet and ResNet with restricted vector fields can uniformly approximate those with general vector fields.

In this paper, we define a certain "proportional volume property" for an unit vector field on a spherical domain in S3. We prove that the volume of these vector fields has an absolute minimum and this value is equal to the volume of the Hopf vector field. Some examples of such vector fields are given. We also study the…

2014-08-12abs ↗pdf ↗

Theory developed for Hilbert geometry over valued fields, linking real and non-Archimedean geometries.

problem Understanding Hilbert geometry over general valued fields and their limits.
method Developed a theory of Hilbert geometry over general ordered valued fields, proving ultralimit results.
result Ultralimit of rescaled real Hilbert geometries is isometric to a non-Archimedean Hilbert metric space.

The reduction theorems for general linear and classical connections are generalized for operators with values in higher order gauge-natural bundles. We prove that natural operators depending on the s1s_1-jets of classical connections, on the s2s_2-jets of general linear connections and on the rr-jets of tensor fields …

2004-05-26abs ↗pdf ↗

The asymptotic pseudo-trajectory approach to stochastic approximation of Benaim, Hofbauer and Sorin is extended for asynchronous stochastic approximations with a set-valued mean field. The asynchronicity of the process is incorporated into the mean field to produce convergence results which remain similar to those of a…

2011-12-10abs ↗pdf ↗

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

problem Discrete representation of continuous vector-valued environmental data.
method Develops discrete intrinsic Gaussian processes for vector-valued data on triangular meshes using discrete differential operators.
result Models can capture harmonic flows, incorporate boundary conditions, and model non-stationary data.

Gaussian processes adapted for Riemannian manifolds using gauge-independent kernels.

problem Deploying Gaussian processes on non-Euclidean domains like Riemannian manifolds.
method Developed techniques to generalize Gaussian processes to vector fields on Riemannian manifolds using gauge-independent kernels.
result Enabled training of vector-valued Gaussian processes on Riemannian manifolds using standard Gaussian process methods.

On a pseudo-Riemannian manifold M\mathcal{M} we introduce a system of partial differential Killing type equations for spinor-valued differential forms, and study their basic properties. We discuss the relationship between solutions of Killing equations on M\mathcal{M} and parallel fields on the metric cone over $\mat…

2016-05-23abs ↗pdf ↗

Let F:[0,)[0,)F: [0, \infty) \to [0, \infty) be a strictly increasing C2C^2 function with F(0)=0F(0)=0. We unify the concepts of FF-harmonic maps, minimal hypersurfaces, maximal spacelike hypersurfaces, and Yang-Mills Fields, and introduce FF-Yang-Mills fields, FF-degree, FF-lower degree, and generalized Yang-Mills-Born-Infeld…

2010-03-19abs ↗pdf ↗

This note explores norms beyond ultrametric inequalities in non-Archimedean analysis.

problem Analyzing norms beyond ultrametric inequalities in non-Archimedean analysis.
method Characterization of isometries between finite-dimensional spaces with a specific norm.
result Characterization of isometries between finite-dimensional linear spaces over a valued field.

An odd vector field QQ on a supermanifold MM is called homological, if Q2=0Q^2=0. The operator of Lie derivative LQL_Q makes the algebra of smooth tensor fields on MM into a differential tensor algebra. In this paper, we give a complete classification of certain invariants of homological vector fields called character…

2010-03-02abs ↗pdf ↗

We introduce G_2-vector fields, Rochesterian 1-forms and Rochesterian vector fields on manifolds with a closed G_2-structure as analogues of symplectic vector fields, Hamiltonian functions and Hamiltonian vector fields respectively, and we show that the spaces of G_2-vector fields and of Rochesterian vector fields are …

2011-12-05abs ↗pdf ↗

The paper develops methods for high-dimensional inference in Markov random fields.

problem Statistical inference for high-dimensional Markov random fields.
method Markov Chain Monte Carlo Maximum Likelihood Estimation (MCMC-MLE) with Elastic-net regularization.
result The proposed methods achieve 1\ell_{1}-consistency and false discovery rate control.

Improved surrogate model for field-valued QoIs using LF and HF simulations.

problem Accurate and efficient modeling of field-valued quantities under uncertain inputs.
method Bifidelity Karhunen-Loève expansion with active learning.
result Consistent improvements in predictive accuracy and sample efficiency.

Study optimal trading strategies with differing views and market prices.

problem Maximizing portfolio value with subjective asset value vs market price.
method Mean-field game approach to analyze interactions among agents with differing signals.
result Cross-sectional distribution of agents' inventories and price distribution dependence on shared information.

We define the notion of characteristic classes for supermanifolds endowed with a homological vector field QQ. These take values in the cohomology of the Lie derivative operator LQL_Q acting on arbitrary tensor fields. We formulate a classification theorem for intrinsic characteristic classes and give their explicit de…

2006-12-20abs ↗pdf ↗

Study improves LL^{\infty} estimates and extreme value behavior in stochastic differential games.

problem Analyzing the mean-field limit of diffusive games through master equation.
method Using the Master Equation to approximate state processes and establishing LL^{\infty} estimates for the total error.
result Established NoN o \infty asymptotic behavior of upper order statistics of Nash states, initiating Extreme Value Theory for stochastic differential games.