Paper introduces robust kernel ridge regression using Cauchy loss for handling various noise types.
arXiv research
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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
Geometric approach solves maximum likelihood for Cauchy-like distributions.
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…
The paper shows how to construct non-Gaussian Martingales using hyperbolic diffusion.
Introduces Cauchy-Schwarz divergence for domain adaptation.
Solves geometric Cauchy problem for submanifolds with constant rank.
For random matrix models, the parameter estimation based on the traditional likelihood functions is not straightforward in particular when we have only one sample matrix. We introduce a new parameter optimization method for random matrix models which works even in such a case. The method is based on the spectral distri…
Proves well-posedness of the Cauchy problem for the Dirac operator on non-compact spacetimes.
Cauchy used infinitesimals in differential geometry and integral geometry.
Proposes a new latent variable model for hyperspherical latent spaces.
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…
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…
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…
Recently, folk questions on the smoothability of Cauchy hypersurfaces and time functions of a globally hyperbolic spacetime M, have been solved. Here we give further results, applicable to several problems: (1) Any compact spacelike acausal submanifold H with boundary can be extended to a spacelike Cauchy hypersurface …
Unified framework combines dependent microbiome tests.
Geometric approach to Dirac operator evolution on spacetimes.
This paper constructs Brownian motion on complex flag manifolds and finds joint distribution of stochastic areas.
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…
New cosmological spacetimes without CMC Cauchy surfaces found.
Proves conditions for Cauchy horizons in low-regularity spacetimes.
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…
We introduce a new class of lightlike submanifolds, namely, Screen Transversal Cauchy Riemann (STCR)-lightlike submanifolds, of indefinite Kaehler manifolds. We show that this new class is an umbrella of screen transversal lightlike, screen transversal totally real lightlike and CR-lightlike submanifolds. We give a few…
We establish a Cauchy type inequality for the geometric intersection number between two 1-dimensional submanifolds in a surface. Some of the basic results in Thurston's theory of measured laminations on surfaces are derived from the Cauchy inequality.
Study the metric geometry of Cauchy hypersurfaces in spacetimes.
New boundary conditions solve Cauchy problem for Dirac operators on spacetimes.
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…
Unique solutions found for diffusive martingale problems.
The paper solves the Cauchy problem for Friedrichs systems on specific spacetime manifolds.
Lorentzian distances to Cauchy surfaces fail to be locally equi-Lipschitz.
Proves existence of Killing fields in smooth spacetimes with compact Cauchy horizons.
The paper generalizes the Cauchy-Schwarz-Bunyakovsky inequality and applies it to elasticity problems.
Investigates new -structures and their Cauchy-Riemann properties.
In this paper, we prove the infinite dimensionality of some local and global cohomology groups on abstract Cauchy-Riemann manifolds.
We prove that any smooth vacuum spacetime containing a compact Cauchy horizon with surface gravity that can be normalised to a non-zero constant admits a Killing vector field. This proves a conjecture by Moncrief and Isenberg from 1983 under the assumption on the surface gravity and generalises previous results due to …
The paper studies Fubini-Study metrics and zero distributions on CR manifolds.
Paper analyzes statistical properties of log-cosh loss function.
New method improves deep neural network performance in 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…
We consider the Cauchy problem for a second order quasi-linear partial differential equation with an admissible parabolic degeneration such that the given functions described the initial conditions are defined on a closed interval. We study also a variant of the inverse problem of the Cauchy problem and prove that the …
New vacuum spacetimes without CMC Cauchy surfaces found.
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 …
Anti-de Sitter spacetimes embed cone-metrics as bent Cauchy surfaces.
How many are linear connections with prescribed Ricci tensor? How many are statistical structures? The questions are answered in the analytic case by using the Cauchy-Kowalewski theorem.
Study shows existence and uniqueness of periodic pseudospherical surfaces from Cauchy problems.
In this paper, we introduce and study a new class of CR-lightlike submanifold of an indefinite nearly Sasakian manifold, called Quasi Generalized Cauchy-Riemann (QGCR) lightlike submanifold. We give some characterization theorems for the existence of QGCR-lightlike submanifolds and finally derive necessary and sufficie…
We prove that the maximal development of any spherically symmetric spacetime with collisionless matter (obeying the Vlasov equation) or a massless scalar field (obeying the massless wave equation) and possessing a constant mean curvature Cauchy surface also contains a maximal Cauchy surface. Combining …
Given a globally hyperbolic spacetime , we show the existence of a {\em smooth spacelike} Cauchy hypersurface and, thus, a global diffeomorphism between and .