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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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72144216288 · Jun 202019922001200920172026
48 results for Cauchy loss

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.

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 ↗

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.

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.

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.

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.

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 ↗

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.

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.

Non-negative matrix factorization (NMF) minimizes the Euclidean distance between the data matrix and its low rank approximation, and it fails when applied to corrupted data because the loss function is sensitive to outliers. In this paper, we propose a Truncated CauchyNMF loss that handle outliers by truncating large e…

2019-06-02abs ↗pdf ↗

Study well-posedness of Faraday tensor problem on specific spacetime manifolds.

problem Well-posedness of the Cauchy problem for the Faraday tensor on globally hyperbolic manifolds with timelike boundary.
method Existence of Green operators for the operator d+δ\mathrm{d}+\delta and a suitable pre-symplectic structure on the space of solutions.
result Existence of Green operators and pre-symplectic structure for the operator d+δ\mathrm{d}+\delta.

We present new results concerning the solvability, of lack thereof, in the Cauchy problem for the debar operator, with initial values assigned on a weakly pseudoconvex hypersurface, and provide illustrative examples.

2008-09-09abs ↗pdf ↗

The paper constructs Gromov-Hausdorff metrics for Lorentzian spaces and calculates dimensions.

problem Understanding the geometry and dimensions of Lorentzian spaces.
method Construction of Gromov-Hausdorff metrics, calculation of dimensions, and analysis of Lorentzian spaces.
result Dushnik-Miller dimension of Minkowski spaces is countably infinite.

Study on spin-zero rest-mass fields using conformal geometric method.

problem Wellposedness of Cauchy and Goursat problems for spin-n/2n/2 zero rest-mass equations.
method Conformal geometric method, energy equalities, partial conformal compactification.
result Proves wellposedness of Cauchy and Goursat problems and establishes field decays.

Study on naked singularities without symmetry, forming incomplete future null infinity and singular inner Cauchy horizon.

problem Formation of naked singularities in Einstein-scalar field system without symmetry assumptions.
method Employing four-type differences and scale-invariant weighted norms to control geometry.
result Global naked singularity structure with incomplete future null infinity and singular inner Cauchy horizon.

Bayesian GPR model predicts extreme stock market losses.

problem Forecasting rare but impactful extreme negative returns in equity markets.
method Developed a Bayesian Generalised Pareto Regression model linking scale parameter to market volatility.
result The Cauchy prior provides the best balance between predictive accuracy and model simplicity.