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.
Deep learning has shown high performances in various types of tasks from visual recognition to natural language processing, which indicates superior flexibility and adaptivity of deep learning. To understand this phenomenon theoretically, we develop a new approximation and estimation error analysis of deep learning wit…
New cyclicity measures defined in weighted Besov spaces, with stability and geometric analysis.
problem Characterizing cyclicity in weighted Besov spaces.
method Defining cyclicity indices based on potential theory and capacity, studying stability under perturbations, and linking zero set structure to cyclicity.
result Novel invariants and conditions for cyclicity in various function spaces.
In this paper we propose a function space approach to Representation Learning and the analysis of the representation layers in deep learning architectures. We show how to compute a weak-type Besov smoothness index that quantifies the geometry of the clustering in the feature space. This approach was already applied suc…
Deep learning has exhibited superior performance for various tasks, especially for high-dimensional datasets, such as images. To understand this property, we investigate the approximation and estimation ability of deep learning on anisotropic Besov spaces. The anisotropic Besov space is characterized by direction-depen…
Systemic risk measures are crucial for the stability of financial markets, yet classical formulations fail to capture the complexity of market volatility. We propose a new framework for systemic risk measurement on the variable-exponent Bochner-Lebesgue space Lp(⋅), where the exponent p(⋅) is a random va…
The restricted class of quasicircles sometimes called the "Weil-Petersson-class" has been a subject of interest in the last decade. In this paper we establish a Sokhotski-Plemelj jump formula for WP-class quasicircles, for boundary data in a certain conformally invariant Besov space. We show that this Besov space is pr…
We study the expressivity of deep neural networks. Measuring a network's complexity by its number of connections or by its number of neurons, we consider the class of functions for which the error of best approximation with networks of a given complexity decays at a certain rate when increasing the complexity budget. U…
The paper studies harmonic map heat flow stability and decay rates.
problem Analyzing stability and decay rates of harmonic map heat flow solutions.
method Use of homogeneous Besov space B˙p,∞pd(Rd) for small initial data and self-similar decay assumption.
result Decay rates for solutions of the harmonic map flow of the form ∥ablau(t)∥L∞(Rd)≤Ct−21 and self-similar decay under stronger initial conditions.
In this paper, we consider various tensorial estimates in geometric Besov-type norms on a one-parameter foliation of surfaces with evolving geometries. Moreover, we wish to do this with only very weak control on these geometries. Several of these estimates were established in previous works by S. Klainerman and I. Rodn…
Since the quasiconvex risk measures is a bigger class than the well known convex risk measures, the study of quasiconvex risk measures makes sense especially in the financial markets with volatility. In this paper, we will study the quasiconvex risk measures defined on a special space Lp(⋅) where the variable …
We prove the local existence of unique smooth solutions of the Donaldson geometric flow on the space of symplectic forms on a closed smooth four-manifold, representing a fixed cohomology class. It is a semiflow on the Besov space B21,p(M,Λ2) for p>4. The Donaldson geometric flow was introduced by Simon Dona…
Regularization is used to find a solution that both fits the data and is sufficiently smooth, and thereby is very effective for designing and refining learning algorithms. But the influence of its exponent remains poorly understood. In particular, it is unclear how the exponent of the reproducing kernel Hilbert space~(…
We examine random variables in the power law/regularly varying class with stochastic tail exponent, the exponent α having its own distribution. We show the effect of stochasticity of α on the expectation and higher moments of the random variable. For instance, the moments of a right-tailed or right-asymmetric varia…
We prove a motivic stabilization result for the cohomology of the local systems on configuration spaces of varieties over C attached to character polynomials. Our approach interprets the stabilization as a probabilistic phenomenon based on the asymptotic independence of certain *motivic random variables*, an…