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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.

169,341 papers · 148 categories

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3571106141 · May 202619922001200920182026
48 results for Chentsov's theorem

Characterizes connections on multivariate normal distributions.

problem Characterizing connections on statistical manifold of multivariate normal distributions.
method Analyzes statistical manifold (N,gF,ablaA,ablaA)(\mathcal{N}, g^F, abla^{A}, abla^{A*}) of multivariate normal distributions.
result The Amari-Chentsov connection ablaA abla^{A} is characterized by conjugate symmetry.

Information geometry provides a geometric approach to families of statistical models. The key geometric structures are the Fisher quadratic form and the Amari-Chentsov tensor. In statistics, the notion of sufficient statistic expresses the criterion for passing from one model to another without loss of information. Thi…

2012-07-28abs ↗pdf ↗

New connections found on zero-mean multivariate normal distributions.

problem Characterizing statistical connections on zero-mean multivariate normal distributions.
method Investigating invariant conjugate symmetric statistical connections on the submanifold of zero-mean multivariate normal distributions.
result Invariant connections on zero-mean multivariate normal distributions are not uniquely characterized by invariance under the general linear group action.

Study shows how heavy-tailed Hawkes processes can model rough volatility in financial markets.

problem Modeling rough volatility in financial markets with heavy-tailed Hawkes processes.
method Established weak convergence of Hawkes process with power-law kernel, derived scaling limit for financial market model.
result Price-volatility process converges weakly to a rough Heston model after rescaling.

Develops a new measure model framework for arbitrary sample spaces.

problem Defines a flexible measure model framework for arbitrary sample spaces.
method Introduces a parametric measure model via a differentiable map from parameter manifold to measures on an arbitrary sample space.
result Establishes the Fisher metric and Amari-Chentsov tensor in a general measure model context.

A new Weyl prior is proposed for Bayesian statistics, offering a more canonical choice for parameter α.

problem Choosing a prior distribution for Bayesian inference.
method Proposed a new Weyl prior based on the Weyl structure on a statistical manifold.
result The Weyl prior is a special case of the α-parallel prior with α = -n, where n is the dimension of the statistical manifold.

This paper studies moduli spaces of statistical structures on Lie groups.

problem Understanding statistical structures on Lie groups.
method Introduced and studied moduli spaces for left-invariant statistical structures on Lie groups.
result Moduli spaces of left-invariant Riemannian metrics are singletons for certain Lie groups.

The parametric complexity is the key quantity in the minimum description length (MDL) approach to statistical model selection. Rissanen and others have shown that the parametric complexity of a statistical model approaches a simple function of the Fisher information volume of the model as the sample size nn goes to in…

2015-10-01abs ↗pdf ↗

We consider three different approaches to define natural Riemannian metrics on polytopes of stochastic matrices. First, we define a natural class of stochastic maps between these polytopes and give a metric characterization of Chentsov type in terms of invariance with respect to these maps. Second, we consider the Fish…

2014-04-01abs ↗pdf ↗

The paper clarifies thermodynamics on non-compact symmetric spaces using Kähler geometry.

problem Formulating thermodynamics on non-compact symmetric spaces U/H\mathrm{U/H}.
method Introducing a distinction between thermodynamics of dynamical systems and Gibbs distributions, proving only Kähler spaces support Gibbs distributions, solving the temperature space problem.
result Only Kähler spaces support Gibbs distributions on non-compact symmetric spaces U/H\mathrm{U/H}.

The paper proves a new theorem in Riemannian geometry and offers a new proof for Toponogov's theorem in Alexandrov geometry.

problem Proving new theorems in Riemannian and Alexandrov geometries.
method Inspired by the proof of the Schur-Toponogov theorem, a new proof of Toponogov's theorem is provided.
result A new theorem in Riemannian geometry and a new proof of Toponogov's theorem in Alexandrov geometry.

The paper proves three circles theorems and Liouville type theorems for subharmonic and holomorphic functions.

problem Establishing theorems for subharmonic and holomorphic functions on specific geometric structures.
method Using subharmonic and holomorphic functions on Riemannian manifolds and gradient shrinking Ricci solitons.
result Proves Liouville type theorems as applications of the established theorems.

Paper generalizes complex Brunn-Minkowski theory and proves new extension theorems.

problem Complex Brunn-Minkowski theory and extension theorems.
method Hilbert bundle approach to complex Brunn-Minkowski theory.
result Generalizes Guan's sharp strong openness theorem and sharp Ohsawa-Takegoshi extension theorem.

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

In LM, we proved a family version of the famous Witten rigidity theorems and several family vanishing theorems for elliptic genera. In this paper, we gerenalize our theorems LM in two directions. First we establish a family rigidity theorem for the Dirac operator on loop space twisted by general positive energy loop gr…

1999-11-05abs ↗pdf ↗

The paper explains the topological origin of the distinction between incidence theorems over division rings and fields.

problem Understanding the distinction between incidence theorems over division rings and fields.
method Extending the surface-graph approach to noncommutative settings, the paper analyzes the topological properties of graphs embedded on surfaces of different genera.
result Theorems associated with graphs on the sphere hold over any division ring, while those on surfaces of positive genus typically hold only if the ground ring is a field.

INT benchmark tests theorem proving agents' ability to generalize to unseen theorems.

problem Evaluating theorem proving agents' ability to generalize to unseen theorems.
method INT benchmark based on a theorem generation and proof procedure with adjustable knobs for measuring 6 types of generalization.
result MCTS can help agents prove new theorems.

The paper proves injectivity and vanishing theorems on compact Kahler manifolds.

problem Injectivity and vanishing theorems on compact Kahler manifolds.
method Hodge theory, Bochner-Kodaira-Nakano identity, analytic method, transcendental method, Demailly-Peternell-Schneider equisingular approximation theorem, Hormander L2 estimates.
result The main injectivity theorem implies several Nadel type vanishing theorems.