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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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48 results for C0 estimate

Proves existence and uniqueness of solutions to a quaternionic Monge-Ampère equation.

problem Solving the quaternionic Monge-Ampère equation for (n1)(n-1)-quaternionic plurisubharmonic functions on a hyperKähler manifold.
method Proves existence and uniqueness of solutions using a Cherrier-type inequality and C1C^1 and C2C^2 estimates.
result Obtains smooth solutions to the quaternionic Monge-Ampère equation.

Simplified proof and new C0C^0 estimate for Kähler-Einstein metrics.

problem Existence of Kähler-Einstein metrics on Calabi-Yau manifolds.
method Alternative C0C^0 a priori estimate for the Monge-Ampère equation.
result Established a new uniform bound for the solution of the Monge-Ampère equation.

We consider the problem of detecting a tight community in a sparse random network. This is formalized as testing for the existence of a dense random subgraph in a random graph. Under the null hypothesis, the graph is a realization of an Erdös-Rényi graph on NN vertices and with connection probability p0p_0; under the …

2013-08-13abs ↗pdf ↗

The paper proves the existence of infinitely many nodal solutions to a Paneitz-type equation.

problem Proving the existence of nodal solutions to a specific type of partial differential equation.
method First, a C0C^0-estimate for positive ff-invariant solutions is proven. Then, the existence of mountain pass solutions with arbitrarily large energy is established.
result The existence of infinitely many nodal solutions to the equation Δ2uαΔu+βu=uqΔ^2 u -αΔu +βu = u^q is proven.

Study shows Hamiltonian diffeomorphisms form a connected component in C0C^0-topology for most symplectic rational surfaces.

problem Understanding the C0C^0-topology of symplectic diffeomorphisms on rational surfaces.
method Combining techniques from symplectic mapping class groups and C0C^0-symplectic topology, establishing C0C^0-distance estimates.
result Hamiltonian diffeomorphisms form a connected component in C0C^0-topology for all but a few exceptions on rational surfaces.

A spacetime can be embedded in an enveloping space with all its extensions.

problem Existence and uniqueness of C0-maximal extensions in globally hyperbolic conformally flat spacetimes.
method Proving conformal embedding into an enveloping space containing all extensions.
result Existence and uniqueness of C0-maximal extensions proven.

Study shows a mass quantity for C0C^0 metrics that agrees with ADM mass.

problem Understanding ADM mass for C0C^0 metrics and its behavior under Ricci-DeTurck flow.
method Developed a C0C^0 mass quantity and analyzed its behavior under Ricci-DeTurck flow.
result The C0C^0 mass at infinity is independent of coordinate charts and has controlled distortion under Ricci-DeTurck flow.

We propose a simple change to existing neural network structures for better defending against gradient-based adversarial attacks. Instead of using popular activation functions (such as ReLU), we advocate the use of k-Winners-Take-All (k-WTA) activation, a C0 discontinuous function that purposely invalidates the neural …

2019-05-25abs ↗pdf ↗

Box Thirding identifies the best arm efficiently under limited samples.

problem Efficiently identifying the best arm with limited sampling.
method Iterative ternary comparison of arms, discarding the weakest and exploring the best.
result Achieves comparable performance to Successive Halving with less predefined parameters.

Study shows nonextendibility of warped spacelike singularities in specific spacetimes.

problem Nonextendibility of warped spacelike singularities in specific spacetimes.
method Establishes a local obstruction through integrability conditions and radial compression.
result Imply C0C^0-inextendibility for the one-horizon Birmingham-Kottler family.

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.

Density ratio estimation is a vital tool in both machine learning and statistical community. However, due to the unbounded nature of density ratio, the estimation procedure can be vulnerable to corrupted data points, which often pushes the estimated ratio toward infinity. In this paper, we present a robust estimator wh…

2017-03-09abs ↗pdf ↗

TAKDE optimizes kernel density estimation for real-time dynamic processes.

problem Real-time density estimation in applications like computer vision and signal processing.
method Derives asymptotic mean integrated squared error (AMISE) upper bound for 'sliding window' kernel density estimator and proposes TAKDE as a novel, theoretically optimal estimator.
result TAKDE outperforms other dynamic density estimators in terms of test log-likelihood and runtime.

We introduce two new estimators of the bivariate Hurst exponent in the power-law cross-correlations setting -- the cross-periodogram and local XX-Whittle estimators -- as generalizations of their univariate counterparts. As the spectrum-based estimators are dependent on a part of the spectrum taken into consideration …

2014-08-28abs ↗pdf ↗

New method for fast volatility estimation robust to change points.

problem Robust high-frequency volatility estimation with change points.
method ℓ1-regularized power variation estimators using LARS for sparse estimation and dynamic programming for change point refinement.
result Minimax rates achieved for volatility estimators, providing accurate and smooth forecasts.

ROME improves density estimation for multi-modal, non-normal data.

problem Robust multi-modal density estimation in non-normal, highly correlated distributions.
method ROME uses clustering to segment multi-modal data into uni-modal clusters, then combines KDE estimates for each cluster.
result ROME outperforms state-of-the-art methods and is more robust to various distributions.

Private estimation of many quantiles using differential privacy.

problem Estimating quantiles of a distribution privately.
method Two approaches: 1) Private estimation of empirical quantiles, 2) Uniform density estimation.
result There is a tradeoff between estimating quantiles at specific points and uniformly estimating the quantile function.

Paper proposes robust LAD estimators for 2D sinusoidal model, proving consistency and normality.

problem Estimation of parameters in 2D sinusoidal models with outliers or heavy-tailed noise.
method Least absolute deviation (LAD) estimators for robust parameter estimation.
result Strong consistency and asymptotic normality of LAD estimators for 2D sinusoidal model parameters.

Optimal and safe semi-supervised learning estimator for high-dimensional data.

problem Improving regression parameter estimation with unlabeled data in high-dimensional settings.
method Established minimax lower bound, proposed optimal and safe semi-supervised estimators.
result Optimal semi-supervised estimator achieves the minimax lower bound.

Estimating boundaries from point clouds with improved accuracy and rigorous error estimates.

problem Identifying the boundary of a domain from point cloud samples.
method Developed new estimators for normal vectors, distances, and boundary tests; provided error estimates.
result Efficient and accurate estimators for boundary properties on point clouds.

Study nonparametric covariance function estimation for noisy data.

problem Estimating covariance function from discrete noisy data in high dimensions.
method Adaptive learning-based estimators, including deep learning.
result Established oracle inequality and convergence rates for deep learning estimators.