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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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8.3%16.7%25.0%33.3% · Jan 199319922001200920172026
48 results for wavefront estimation

Paper presents a neural network for estimating wavefronts in direction of arrival scenarios.

problem Estimating the number of wavefronts in direction of arrival scenarios.
method Cross-entropy trained multilayer neural network for online adaptation of antenna array imperfections.
result The method outperforms classical model order selection schemes in accuracy, especially at low signal-to-noise-ratios.

Study on curvature invariants near singularities of wavefronts.

problem Conditions for extendibility and boundedness of curvature invariants.
method Investigation of Gaussian curvature, Mean curvature, and principal curvatures near singularities.
result Relationship between convergence to infinity and uniform approximation of fronts.

We introduce the notion of reticular Legendrian unfoldings in order to investigate stabilities of bifurcations of wavefronts generated by a hypersurface germ with a boundary, a corner, or an r-corner in a smooth n dimensional manifold. We define several stabilities of reticular Legendrian unfoldings and prove that they…

2009-09-29abs ↗pdf ↗

We extend the notion of reticular Legendrian unfoldings in order to investigate multi-time bifurcations of wavefronts generated by an r-corner. We give a classification list of generic and stable bifurcations with two time parameter and give all generic figures in the plane and the space.

2013-08-10abs ↗pdf ↗

Motivated by the study of wave fronts in anisotropic media, we propose an incidence geometry of anisotropic spheres in a Finsler-Minkowski space. An anisotropic version of the Laguerre functional is considered. In some circumstances, this functional can be used to determine that two wavefronts observed at distinct time…

2014-03-31abs ↗pdf ↗

Recent advances in twistor theory are applied to geometric optics in R3{\Bbb{R}}^3. The general formulae for reflection of a wavefront in a surface are derived and in three special cases explicit descriptions are provided: when the reflecting surface is a plane, when the incoming wave is a plane and when the incoming w…

2004-06-10abs ↗pdf ↗

Conflict sets are loci of intersecting wavefronts emanating from ll different surfaces. We show that generically conflict sets are Legendrian: locally they admit the structure of wavefronts. Simple stable singularities for this problem in Rn\R^n occur when 0nl40 \leq n-l \leq 4. Other related sets, such as kite curves a…

2002-09-12abs ↗pdf ↗

We introduce a theory of virtual Legendrian knots. A virtual Legendrian knot is a cooriented wavefront on an oriented surface up to Legendrian isotopy of its lift to the unit cotangent bundle and stabilization and destablization of the surface away from the wavefront. We show that the groups of Vassiliev invariants of …

2013-05-23abs ↗pdf ↗

Study finds rigid submanifolds in spacelike waves under specific conditions.

problem Understanding rigidity of submanifolds in spacelike waves.
method Proves submanifolds are contained in characteristic lightlike hypersurfaces under certain conditions.
result Complete codimension two submanifolds are wavefronts under specific conditions.

Paper approximates backward heat equation using wave equations and Ricci flow.

problem Solving backward heat equation on manifolds using wave equations.
method Approximates solutions of a wave equation on a larger manifold with Ricci flow to solve the backward heat equation.
result The approximation provides solutions to the backward heat equation on manifolds.

A systematic geometric theory for the ultradifferentiable (non-quasianalytic and quasianalytic) wavefront set similar to the well-known theory in the classic smooth and analytic setting is developed. In particular an analogue of Bony's Theorem and the invariance of the ultradifferentiable wavefront set under diffeomorp…

2018-05-29abs ↗pdf ↗

Study null surfaces of pseudo-spherical curves in anti-de Sitter space.

problem Characterize null surfaces of pseudo-spherical spacelike framed curves in anti-de Sitter 3-space.
method Introduced nullcone fronts, classified singularities, defined Anti-de Sitter distance-squared functions.
result Relate singularities of nullcone fronts to those of framed curves.

We study diffeologies on locally convex spaces and their application to smooth multiplication of distributions.

problem Constructing smooth multiplication of distributions on locally convex spaces.
method Using diffeological colimits and wavefront-set criterion.
result Proving smooth multiplication of microlocally multipliable distributions.

We consider the four-dimensional nonholonomic distribution defined by the 4-potential of the electromagnetic field on the manifold. This distribution has a metric tensor with the Lorentzian signature (+,,,)(+,-,-,-), therefore, the causal structure appears as in the general relativity theory. By means of the Pontryagin's m…

2007-06-21abs ↗pdf ↗

Machine learning models predict DM performance for AO systems.

problem Designing high-performance AO systems with large-scale DMs.
method Simulated FE model, neural network estimation, VARX input models, steady-state control.
result Estimated models reproduce DM input-output behavior and predict steady-state performance.

Let XX be a compact manifold with boundary. Suppose that the boundary is fibred, $φ:\pa X\longrightarrow Y,$ and let $x\in\CI(X)$ be a boundary defining function. This data fixes the space of `fibred cusp' vector fields, consisting of those vector fields VV on XX satisfying Vx=O(x2)Vx=O(x^2) and which are tangent to the f…

1998-12-18abs ↗pdf ↗

We extend to the nn-dimensional case a recent theorem establishing the validity of the Huygens' envelope principle for wavefronts in Finsler spaces. Our results have direct applications in analogue gravity models, for which the Fermat's principle of least time naturally gives origin to an underlying Finslerian geometr…

2019-01-04abs ↗pdf ↗

Wave propagation framework using cone structures and observers' vector fields.

problem Describing classic wave propagation in anisotropic media.
method Introduces a cone structure CC and an observers' vector field t\partial_t to describe wave propagation.
result Reduces the PDE for wavefronts to ODE for cone geodesics of CC.

Study on evolutes and focal surfaces of pseudo-spherical framed immersions in anti-de Sitter space.

problem Investigating singularities of evolutes and focal surfaces of pseudo-spherical framed immersions.
method Introduced pseudo-spherical non-null framed curves, defined moving frames, and analyzed evolutes and focal surfaces.
result Evolutes of pseudo-spherical framed immersions are the sets of singular points of their focal surfaces.

Study of evolutoids and involutoids of convex curves in 2D space forms.

problem Characterizing evolutoids and involutoids of convex curves in various 2D space forms.
method Explicit parametrization and analysis of geodesics, singularity theory, and wavefronts.
result Existence and properties of involutoids for convex curves in M1,0M_{-1,0}.

New estimators outperform maximum likelihood without hyper-parameter estimation.

problem Improving system identification performance without hyper-parameter estimation.
method Developed generalized Bayes and closed-form biased estimators using excess MSE.
result New estimators have comparable performance to empirical-Bayes-based regularized estimator.

New framework converts offline to online estimation using black-box offline estimators.

problem Convert offline estimation algorithms to online estimation algorithms.
method Oracle-Efficient Online Estimation (OEOE) framework.
result Achieves near-optimal online estimation error via black-box offline estimators.

New estimator reduces variance in discrete random variables.

problem Estimating gradients for discrete random variables with reduced variance.
method Sampling without replacement and Rao-Blackwellization.
result Our estimator is the most consistent gradient estimator across different entropy settings.

SCOPE estimator improves covariance and precision matrix estimation.

problem Estimating covariance and precision matrices accurately.
method Distributionally robust optimization with convex spectral divergence.
result SCOPE estimator reduces spectral bias and improves condition number.

We present a multi-task learning approach to jointly estimate the means of multiple independent data sets. The proposed multi-task averaging (MTA) algorithm results in a convex combination of the single-task maximum likelihood estimates. We derive the optimal minimum risk estimator and the minimax estimator, and show t…

2011-07-21abs ↗pdf ↗

Obtaining more accurate equity value estimates is the starting point for stock selection, value-based indexing in a noisy market, and beating benchmark indices through tactical style rotation. Unfortunately, discounted cash flow, method of comparables, and fundamental analysis typically yield discrepant valuation estim…

2007-07-24abs ↗pdf ↗

The maximum mean discrepancy (MMD) is a kernel-based distance between probability distributions useful in many applications (Gretton et al. 2012), bearing a simple estimator with pleasing computational and statistical properties. Being able to efficiently estimate the variance of this estimator is very helpful to vario…

2019-06-05abs ↗pdf ↗

Stochastic volatility modelling of financial processes has become increasingly popular. The proposed models usually contain a stationary volatility process. We will motivate and review several nonparametric methods for estimation of the density of the volatility process. Both models based on discretely sampled continuo…

2009-10-27abs ↗pdf ↗

This paper reviews SDR methods for multivariate response regression.

problem Handling sufficient dimension reduction for multivariate response regression.
method Characterizes SDR estimators as inverse or forward regression methods.
result Pooled marginal, projective resampling, distance-based, ordinary least squares, partial least squares, and semiparametric SDR estimators are discussed.