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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.

168,742 papers · 148 categories

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50101151201 · Jun 202019922001200920172026
48 results for variational characterisation

An expression for the first variation of the area functional of the second fundamental form is given for a hypersurface in a semi-Riemannian space. The concept of the "mean curvature of the second fundamental form" is then introduced. Some characterisations of extrinsic hyperspheres in terms of this curvature are given…

2007-09-13abs ↗pdf ↗

We consider the energy and bienergy functionals as variational problems on the set of Riemannian metrics and present a study of the biharmonic stress-energy tensor. This approach is then applied to characterise weak conformality of the Gauss map of a submanifold. Finally, working at the level of functionals, we recover…

2006-09-23abs ↗pdf ↗

In this article a relation between curvature functionals for surfaces in the Euclidean space and area functionals in relative differential geometry will be given. Relative differential geometry can be described as the geometry of surfaces in the affine space, endowed with a distinguished "relative normal vector field" …

2009-12-20abs ↗pdf ↗

Study optimal consumption and investment for investors with Epstein-Zin preferences.

problem Optimal consumption and investment for investors with Epstein-Zin preferences in an incomplete market.
method Variational characterisation and direct method to prove existence of optimal policies.
result Existence and uniqueness of optimal consumption and investment policies.

Alexandrov spaces with non-negative curvature are characterized by the matrix displacement convexity of an entropy tensor.

problem Characterizing non-negative curvature in Alexandrov spaces
method Constructing a parallel trivialization of the entropy tensor
result The entropy tensor is matrix displacement convex on Alexandrov spaces

A slope p/qp/q is a characterising slope for a knot KK in S3S^3 if the oriented homeomorphism type of p/qp/q-surgery on KK determines KK uniquely. We show that when KK is a hyperbolic knot its set of characterising slopes contains all but finitely many slopes p/qp/q with q3q \geq 3. We prove stronger results for hyper…

2018-07-29abs ↗pdf ↗

A new measure helps compute suboptimality in entropy-regularized methods.

problem Computing suboptimality in entropy-regularized variational objectives when unnormalised densities are unavailable.
method Introduced 'kernel gradient discrepancy' (KGD) to compute suboptimality explicitly.
result KGD characterizes kernel Stein discrepancy (KSD) in the standard Bayesian context and measures variational gradient size.

We investigate a new 8-dimensional Riemannian geometry defined by a generic closed and coclosed 3-form with stabiliser PSU(3), and which arises as a critical point of Hitchin's variational principle. We give a Riemannian characterisation of this structure in terms of invariant spinor-valued 1-forms, which are harmonic …

2006-02-19abs ↗pdf ↗

Let K be a knot in the 3-sphere. A slope p/q is said to be characterising for K if whenever p/q surgery on K is homeomorphic, via an orientation-preserving homeomorphism, to p/q surgery on another knot K' in the 3-sphere, then K and K' are isotopic. It was an old conjecture of Gordon, proved by Kronheimer, Mrowka, Ozsv…

2017-07-03abs ↗pdf ↗

Develops SGP-VAE for efficient sparse GP inference in multi-dimensional datasets.

problem Sparse GP approximations and missing data in multi-dimensional spatio-temporal datasets.
method Leverages partial inference networks for sparse GP approximations and amortized variational inference.
result Outperforms multi-output GPs and structured VAEs in various experiments.

Symmetry helps VI recover certain statistics.

problem Understanding how symmetry in variational inference affects the recovery of statistics.
method Developed a general theory of symmetry-induced statistic recovery in variational inference.
result Symmetry can force the recovery of certain statistics in VI, even under model misspecification.

There has recently been a steady increase in the number iterative approaches to density estimation. However, an accompanying burst of formal convergence guarantees has not followed; all results pay the price of heavy assumptions which are often unrealistic or hard to check. The Generative Adversarial Network (GAN) lite…

2018-03-22abs ↗pdf ↗

This study explains gradient flow dynamics in neural networks for small initialisation.

problem Understanding the training dynamics of neural networks for small initialisation.
method Analysis of gradient flow dynamics for one-hidden layer ReLU networks with orthogonal inputs.
result Gradient flow converges to zero loss and characterizes implicit bias towards minimum variation norm.

We prove that Fefferman spaces, associated to non--degenerate CR structures of hypersurface type, are characterised, up to local conformal isometry, by the existence of a parallel orthogonal complex structure on the standard tractor bundle. This condition can be equivalently expressed in terms of conformal holonomy. Ex…

2006-11-30abs ↗pdf ↗

The exponential map fails to be injective near critical points in sub-Riemannian geometry.

problem Injectivity failure of the exponential map at critical points in sub-Riemannian geometry.
method Analysis of the Hilbert invariant integral of the variational problem associated with the sub-Riemannian structure.
result Characterization of conjugate points in terms of metric structure.

We give a topological characterisation of alternating knot exteriors based on the presence of special spanning surfaces. This shows that alternating is a topological property of the knot exterior and not just a property of diagrams, answering an old question of Fox. We also give a characterisation of alternating link e…

2015-11-16abs ↗pdf ↗

GG-deformability of maps into projective space is characterised by the existence of certain Lie algebra valued 1-forms. This characterisation gives a unified way to obtain well known results regarding deformability in different geometries.

2017-12-19abs ↗pdf ↗

Special issue on understanding physical processes from unusual diffusion patterns.

problem Understanding physical processes from anomalous diffusion data.
method Not explicitly described in the abstract, but likely involves analysis of data from the Anomalous Diffusion Challenge.
result Not explicitly stated, but likely includes analysis of physical processes from anomalous diffusion data.

We give a dynamical characterisation of odd-dimensional balls within the class of all contact manifolds whose boundary is a standard even-dimensional sphere. The characterisation is in terms of the non-existence of short periodic Reeb orbits.

2014-01-15abs ↗pdf ↗

Sparse Gaussian process hyperparameters optimized using MCMC.

problem Hyperparameter uncertainty leads to biased estimates and underestimation of predictive uncertainty.
method Proposes an MCMC algorithm to sample from the hyperparameter posterior in sparse Gaussian process regression.
result Significantly improves sampling efficiency in the Gaussian likelihood case.

We present a large-scale study of commonality in liquidity and resilience across assets in an ultra high-frequency (millisecond-timestamped) Limit Order Book (LOB) dataset from a pan-European electronic equity trading facility. We first show that extant work in quantifying liquidity commonality through the degree of ex…

2014-06-20abs ↗pdf ↗

Property A was introduced by Yu as a non-equivariant analogue of amenability. Nigel Higson posed the question of whether there is a homological characterisation of property A. In this paper we answer Higson's question affirmatively by constructing analogues of group cohomology and bounded cohomology for a metric space …

2010-02-26abs ↗pdf ↗

The uniform boundary condition in a normed chain complex asks for a uniform linear bound on fillings of null-homologous cycles. For the 1\ell^1-norm on the singular chain complex, Matsumoto and Morita established a characterisation of the uniform boundary condition in terms of bounded cohomology. In particular, spaces…

2017-03-03abs ↗pdf ↗

We define new Riemannian structures on 7-manifolds by a differential form of mixed degree which is the critical point of a (possibly constrained) variational problem over a fixed cohomology class. The unconstrained critical points generalise the notion of a manifold of holonomy G2G_2, while the constrained ones give ri…

2004-11-29abs ↗pdf ↗

For closed and connected subgroups G of SO(n), we study the energy functional on the space of G-structures of a (compact) Riemannian manifold M, where G-structures are considered as sections of the quotient bundle O(M)/G. Then, we deduce the corresponding first and second variation formulae and the characterising condi…

2007-06-01abs ↗pdf ↗

Characterizes quasi-isometric embeddings in coarsely Lipschitz category.

problem Understanding quasi-isometric embeddings in geometric terms.
method Formalizes quasi-isometric embeddings as regular monomorphisms in coarsely Lipschitz category.
result Quasi-isometric embeddings are equivalently characterised as effective, strong, or extremal monomorphisms.

We discuss channel surfaces in the context of Lie sphere geometry and characterise them as certain Ω0Ω_{0}-surfaces. Since Ω0Ω_{0}-surfaces possess a rich transformation theory, we study the behaviour of channel surfaces under these transformations. Furthermore, by using certain Dupin cyclide congruences, we characteri…

2017-09-07abs ↗pdf ↗

In this paper, using the method of moving frames, we generalise some of Terracini's results on varieties with tangent defect. In particular, we characterise varieties with higher order osculating defect in terms of Jacobians of higher fundamental forms and moreover we characterise varieties with "small" higher fundamen…

2012-04-19abs ↗pdf ↗

We characterise the maps into the space of 22-spheres in SnS^n that are the conformal Gauss maps of conformal immersions of a surface. In particular, we give an invariant formulation and efficient proof of a characterisation, due to Dorfmeister--Wang \cites{DorWan13,DorWan}, of the harmonic maps that are conformal Gau…

2019-04-04abs ↗pdf ↗

Excellent variational approximations to Gaussian process posteriors have been developed which avoid the O(N3)\mathcal{O}\left(N^3\right) scaling with dataset size NN. They reduce the computational cost to O(NM2)\mathcal{O}\left(NM^2\right), with MNM\ll N being the number of inducing variables, which summarise the process. Wh…

2019-03-08abs ↗pdf ↗

Among all torus links, we characterise those arising as links of simple plane curve singularities by the property that their fibre surfaces admit only a finite number of cutting arcs that preserve fibredness. The same property allows a characterisation of Coxeter-Dynkin trees (i.e., AnA_n, DnD_n, E6E_6, E7E_7 and E8E_8

2014-09-02abs ↗pdf ↗

We study losses for binary classification and class probability estimation and extend the understanding of them from margin losses to general composite losses which are the composition of a proper loss with a link function. We characterise when margin losses can be proper composite losses, explicitly show how to determ…

2009-12-17abs ↗pdf ↗