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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.

169,291 papers · 148 categories

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8.3%16.7%25.0%33.3% · Apr 199519922001200920182026
48 results for Cram{é}r distance

Cramming method evaluates learned policies from contextual bandits efficiently.

problem Evaluating final learned policies from contextual bandit algorithms.
method On-policy evaluation using a single pass of data, ensuring consistency and asymptotic normality.
result Cramming method reduces evaluation standard error by approximately 40% compared to off-policy methods.

Study on ruin probabilities for Lévy processes with light-tailed jumps.

problem Determining bounds on ruin probabilities for Lévy processes.
method Analyzing the Laplace exponent of the Lévy process to find bounds on ruin probabilities.
result Identification of a new case not previously considered in the literature.

We study the statistical properties of the recurrence intervals ττ between successive trading volumes exceeding a certain threshold qq. The recurrence interval analysis is carried out for the 20 liquid Chinese stocks covering a period from January 2000 to May 2009, and two Chinese indices from January 2003 to April 2…

2010-02-06abs ↗pdf ↗

Three methods detect informed trading on prediction markets, each focusing on different aspects.

problem Detecting informed trading in decentralized prediction markets.
method Composite screen, event-level sign-randomization test, and Information Leakage Score (ILS) framework.
result Different methods detect informed trading on prediction markets, each focusing on different aspects.

The paper tightens bounds on distances between Reeb graphs.

problem Certifying quasi-universality of distances between Reeb graphs.
method Establishes tight bi-Lipschitz bounds for various distances.
result Proves strict universality of the functional contortion distance for contour trees and coincides with interleaving distance for merge trees.

Paper calculates Gromov-Hausdorff distance between simplexes and 2-distance spaces.

problem Calculating Gromov-Hausdorff distance between simplexes and 2-distance spaces.
method Formulas derived for clique covering number and chromatic number of graphs.
result Complete solution to generalized Borsuk problem for 2-distance spaces.

Paper proposes Gini distance statistics for estimating feature-label dependence.

problem Identifying statistical dependence between features and categorical labels.
method Generalized Gini distance in RKHS for feature-label dependence estimation.
result Gini distance statistics converge faster and have tighter error bounds than distance covariance.

A new metric HCP distance for comparing distributions.

problem Comparing high-dimensional probability distributions efficiently.
method Hilbert curve projection to low-dimensional coupling, followed by transport distance calculation.
result HCP distance is a proper metric for probability measures with bounded supports.

New distances for comparing multivariate normal distributions.

problem Comparing multivariate normal distributions efficiently and accurately.
method Approximated Fisher-Rao distance and pullback SPD cone distances.
result Efficient computation of distances between normal distributions.

The paper introduces a new Wasserstein distance for approximating posteriors in inverse problems.

problem Approximating posterior measures in inverse problems using conditional Wasserstein distances.
method Introduces a conditional Wasserstein distance with restricted couplings and derives its dual.
result Shows that conditional Wasserstein GANs can yield favorable properties for posterior sampling.

The paper studies horofunction compactifications of symmetric cones under Finsler distances.

problem Understanding horofunction compactifications of symmetric cones under Finsler distances.
method Establishing a correspondence between horofunction compactifications of symmetric cones and normed spaces, using Thompson and Hilbert distances.
result Explicit extensions of the exponential map and characterizations of horofunctions for Thompson and Hilbert distances.

Transforms distance-based outlier scores into interpretable probabilistic estimates.

problem Difficult interpretation of distance-based outlier scores.
method Generic transformation of scores into probabilistic estimates using distance probability distributions.
result Probabilistic transformation improves interpretability without impacting detection performance.

A method for fast estimation of Wasserstein distances using sliced Wasserstein distances.

problem Efficiently computing Wasserstein distances for multiple pairs of distributions.
method Regression on sliced Wasserstein distances to predict true Wasserstein distances.
result The proposed method provides a better approximation of Wasserstein distance than state-of-the-art models, especially in low-data regimes.

The study bounds distances in simplicial complexes and defines new invariants for 3-manifolds and handlebody-knots.

problem Estimating distances in simplicial complexes associated with low-dimensional manifolds.
method Obtained bounds on distances in simplicial complexes using topological conditions on vertices and curve complexes. Defined new invariants for 3-manifolds and handlebody-knots using splitting distances.
result Splitting distances in simplicial complexes are bounded from below under stabilizations, leading to converging invariants.

The distance function ϱ(p,q)\varrho(p,q) (or d(p,q)d(p,q)) of a distance space (general metric space) is not differentiable in general. We investigate such distance spaces over Rn\mathbb R^n, whose distance functions are differentiable like in case of Finsler spaces. These spaces have several good properties, yet they are no F…

2015-05-26abs ↗pdf ↗

The paper introduces a statistical distance matrix for better feature representation and clustering.

problem Lack of detailed distance representation between feature elements.
method Extended traditional statistical distance to a matrix form (statistical distance matrix) and applied hierarchical clustering.
result The statistical distance matrix with clustering (Information Mandala) provides clearer and geometrically arranged feature representations.

Learning a distance function or metric on a given data manifold is of great importance in machine learning and pattern recognition. Many of the previous works first embed the manifold to Euclidean space and then learn the distance function. However, such a scheme might not faithfully preserve the distance function if t…

2014-05-01abs ↗pdf ↗