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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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138275413550 · Jun 202019922001200920172026
48 results for Cauchy Distribution

Paper introduces robust kernel ridge regression using Cauchy loss for handling various noise types.

problem Developing robust regression methods for noisy data.
method Introduces kernel Cauchy ridge regressor (KCRR) using Cauchy loss function.
result Establishes almost minimax-optimal convergence rate for KCRR in terms of L2L_2-risk.

Failure of the main argument for the use of heavy tailed distribution in Finance is given. More precisely, one cannot observe so many outliers for Cauchy or for symmetric stable distributions as we have in reality. keywords:outliers; financial indexes; heavy tails; Cauchy distribution; stable distributions

2015-12-30abs ↗pdf ↗

Principal Component Analysis (PCA) has wide applications in machine learning, text mining and computer vision. Classical PCA based on a Gaussian noise model is fragile to noise of large magnitude. Laplace noise assumption based PCA methods cannot deal with dense noise effectively. In this paper, we propose Cauchy Princ…

2014-12-19abs ↗pdf ↗

The paper shows how to construct non-Gaussian Martingales using hyperbolic diffusion.

problem The challenge of modeling extreme financial events.
method Constructing Martingale processes with Cauchy distribution in the large volatility limit.
result Financial justification for using non-Gaussian distributions in modeling extreme events.

Introduces Cauchy-Schwarz divergence for domain adaptation.

problem Evaluating discrepancy between source and target domains in unsupervised domain adaptation.
method Introduces Cauchy-Schwarz divergence as a measure for evaluating discrepancy between marginal and conditional distributions.
result CS divergence offers a tighter generalization error bound than Kullback-Leibler divergence.

Proves well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.

problem Proving well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.
method Analyzes globally hyperbolic manifolds with complete spacelike Cauchy hypersurfaces.
result Proves well-posedness of the Cauchy problem for the Dirac operator.

Cauchy used infinitesimals in differential geometry and integral geometry.

problem Applying infinitesimals in differential and integral geometry.
method Using infinitesimals as numbers in differential and integral geometry.
result Valid application of infinitesimals in geometric probability, differential geometry, elasticity, and Dirac delta functions.

Proposes a new latent variable model for hyperspherical latent spaces.

problem Efficiently modeling heavy-tailed distributions in hyperspherical latent spaces.
method Introduces spherical Cauchy (spCauchy) latent variables and applies Möbius transformations.
result Shows spCauchy recovers vMF geometry in high-concentration limits and avoids complex evaluations.

A classical problem in general relativity is the Cauchy problem for the linearised Einstein equation (the initial value problem for gravitational waves) on a globally hyperbolic vacuum spacetime. A well-known result is that it is uniquely solvable up to gauge solutions, given initial data on a spacelike Cauchy hypersur…

2018-02-16abs ↗pdf ↗

Employing the Klein-Gordon equation, we propose a generalized Black-Scholes equation. In addition, we found a limit where this generalized equation is invariant under conformal transformations, in particular invariant under scale transformations. In this limit, we show that the stock prices distribution is given by a C…

2016-04-05abs ↗pdf ↗

We present a generalization of the Cauchy/Lorentzian, Geman-McClure, Welsch/Leclerc, generalized Charbonnier, Charbonnier/pseudo-Huber/L1-L2, and L2 loss functions. By introducing robustness as a continuous parameter, our loss function allows algorithms built around robust loss minimization to be generalized, which imp…

2017-01-11abs ↗pdf ↗

Geometric approach to Dirac operator evolution on spacetimes.

problem Constructing the Cauchy evolution operator for Lorentzian Dirac operators.
method Realizing the operator as a sum of oscillatory integrals, relating to Feynman propagator.
result Relating Cauchy evolution operators to Feynman propagators and constructing Hadamard states.

This paper constructs Brownian motion on complex flag manifolds and finds joint distribution of stochastic areas.

problem Modeling stochastic areas on complex partial flag manifolds.
method Constructs Brownian motion on complex partial flag manifolds and uses it to find joint distribution of stochastic areas.
result Limit law of stochastic areas is a multivariate Cauchy distribution.

We investigate the properties of multidimensional probability distributions in the context of latent space prior distributions of implicit generative models. Our work revolves around the phenomena arising while decoding linear interpolations between two random latent vectors -- regions of latent space in close proximit…

2018-06-05abs ↗pdf ↗

We consider (flat) Cauchy-complete GH spacetimes, i.e., globally hyperbolic flat lorentzian manifolds admitting some Cauchy hypersurface on which the ambient lorentzian metric restricts as a complete riemannian metric. We define a family of such spacetimes - model spacetimes - including four subfamilies: translation sp…

2004-02-16abs ↗pdf ↗

New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.

problem Understanding non-local boundary conditions for Dirac operators on spacetimes.
method Define and analyze a class of Lorentzian boundary conditions that are local in time and non-local in spatial directions.
result Well-posed Cauchy problem for the Dirac operator is established under these conditions.

The zoology of singularities for Lorentzian manifold is slightly more complicated than for Riemannian manifolds. Our present work study Cauchy-compact globally hyperbolic singular flat spacetimes with extreme BTZ-like singular lines. We use the notion of BTZ-extension of a singular spacetime introduced in a previous pa…

2016-11-24abs ↗pdf ↗

Unique solutions found for diffusive martingale problems.

problem Finding unique solutions to Cauchy problems for diffusive real-valued strict local martingales.
method Provided sets of smooth functions under local Hölder and Engelbert-Schmidt conditions for unique classical and weak solutions.
result Unique solutions found for specific martingale models.

The paper solves the Cauchy problem for Friedrichs systems on specific spacetime manifolds.

problem Investigating the Cauchy problem for Friedrichs systems on globally hyperbolic manifolds with timelike boundaries.
method Admissible boundary conditions are imposed to show the existence and uniqueness of strong solutions. For hyperbolic systems, the Cauchy problem is also well-posed in the Hadamard sense.
result Existence and uniqueness of strong solutions for the Cauchy problem are proven under admissible boundary conditions.

Proves existence of Killing fields in smooth spacetimes with compact Cauchy horizons.

problem Existence of Killing fields in smooth spacetimes with compact Cauchy horizons.
method Normalized surface gravity of compact non-degenerate Cauchy horizons in smooth vacuum spacetimes.
result Proves the Isenberg-Moncrief conjecture on the existence of Killing fields.

The paper generalizes the Cauchy-Schwarz-Bunyakovsky inequality and applies it to elasticity problems.

problem Applying the Cauchy-Schwarz-Bunyakovsky inequality to elasticity problems.
method Presentation of discrete and integral forms, n-dimensional generalizations, and strengthened CBS inequality.
result The strengthened CBS inequality is crucial for elasticity problems.

Investigates new FF-structures and their Cauchy-Riemann properties.

problem Exploring new FF-structures satisfying specific polynomial conditions.
method Analyzes Cauchy-Riemann structure and integrability conditions.
result Identifies conditions for partial and complete integrability of FF-structures.

Paper analyzes statistical properties of log-cosh loss function.

problem No statistical analysis of log-cosh loss function in literature.
method Presented statistical properties of log-cosh loss function, compared to Cauchy distribution, and examined various statistical procedures.
result Characterized statistical properties of log-cosh loss function, including distribution, likelihood function, and Fisher information.

New method improves deep neural network performance in regression tasks.

problem Improving generalization, robustness, and explainability of deep neural networks in regression.
method Developed a new Information Bottleneck approach using Cauchy-Schwarz divergence.
result Demonstrated superior performance on six real-world regression tasks.

We study the following problem: Given initial data on a compact Cauchy horizon, does there exist a unique solution to wave equations on the globally hyperbolic region? Our main results apply to any spacetime satisfying the null energy condition and containing a compact Cauchy horizon with surface gravity that can be no…

2018-02-27abs ↗pdf ↗

Given that the terminal condition is of at most linear growth, it is well known that a Cauchy problem admits a unique classical solution when the coefficient multiplying the second derivative (i.e., the volatility) is also a function of at most linear growth. In this note, we give a condition on the volatility that is …

2009-08-07abs ↗pdf ↗

Study shows existence and uniqueness of periodic pseudospherical surfaces from Cauchy problems.

problem Existence and uniqueness of periodic pseudospherical surfaces from Cauchy problems of Novikov equation.
method Kato's semi-group approach to establish well-posedness and C1C^1 regularity.
result Existence of exactly two families of periodic one-forms defining metrics and Levi-Civita connections.