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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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172344516688 · Jun 202019922001200920172026
48 results for Dirichlet Process centering measure

The paper studies isoperimetric inequalities on warped product manifolds.

problem Investigating isoperimetric inequalities on warped product manifolds.
method Exploiting the interplay between isoperimetric inequalities and warped product structures, deriving necessary and sufficient conditions.
result Established a quantitative lower bound for the first nonzero Dirichlet eigenvalue of geodesic balls centered at the pole.

TPBS models improve robustness to overfitting with localized Dirichlet energy regularization.

problem Global Dirichlet energy-based regularization fails for TPBS models due to perfect interpolation.
method Propose local Dirichlet energy regularization and two inference estimators.
result TPBS models outperform neural networks in overfitting regimes and maintain competitive performance otherwise.

We describe a simple and efficient procedure for approximating the Lévy measure of a Gamma(α,1)\text{Gamma}(α,1) random variable. We use this approximation to derive a finite sum-representation that converges almost surely to Ferguson's representation of the Dirichlet process based on arrivals of a homogeneous Poisson process.…

2011-07-04abs ↗pdf ↗

A centered innovation MA is equivalent to a digamma-link DARMA for bank-asset shares.

problem Predicting bank-asset shares using Bayesian Dirichlet ARMA models.
method Replacing raw additive log-ratio residuals with centered innovations in B--DARMA.
result Centered specification and digamma-link DARMA are predictively equivalent under specified conditions.

Bayesian framework improves robustness in nonlinear regression models.

problem Measurement error, model misspecification, and distributional misspecification in regression analyses.
method Joint Dirichlet process prior on latent covariate-response distribution, updating with posterior pseudo-samples.
result Improved stability and consistency in estimators under increasing measurement error.

In this paper, we prove the existence of martingale solutions to the stochastic heat equation taking values in a Riemannian manifold, which admits Wiener (Brownian bridge) measure on the Riemannian path (loop) space as an invariant measure using a suitable Dirichlet form. Using the Andersson-Driver approximation, we he…

2017-11-27abs ↗pdf ↗

This paper analyzes MCMC algorithms on large graphs using Dirichlet forms.

problem Analyzing the behavior of MCMC algorithms in high-dimensional problems.
method Utilizes Mosco convergence of Dirichlet forms to study RWM algorithm on large graphs.
result Demonstrates the advantages of Dirichlet form approach over standard diffusion methods.

Bayesian nonparametric models improve tracking in cluttered environments.

problem Robust tracking of moving targets in high clutter environments.
method Employing Bayesian nonparametric models to estimate target and clutter measurements.
result Improved tracking performance and effectiveness in high clutter environments.

Bayesian model for cost-effectiveness analysis with subgroup discovery.

problem Statistical challenges in cost-effectiveness analysis, especially with non-random treatment assignment and censored data.
method Developed a nonparametric Bayesian model using Dirichlet and Gamma processes to estimate cost-survival distributions and identify cost-effectiveness subgroups.
result Identified and estimated policy-relevant causal CEA estimands using a Bayesian nonparametric g-computation procedure.

In this paper, it is shown that a Fuchsian group, acting on the upper half-plane model for H2\mathbb{H}^2, admits a Ford domain which is also a Dirichlet domain, for some center, if and only if it is an index 2 subgroup of a reflection group. This is used to exhibit an example of a maximal arithmetic hyperbolic reflect…

2009-11-25abs ↗pdf ↗

We present a Bayesian nonparametric framework for multilevel clustering which utilizes group-level context information to simultaneously discover low-dimensional structures of the group contents and partitions groups into clusters. Using the Dirichlet process as the building block, our model constructs a product base-m…

2014-01-09abs ↗pdf ↗

Proposes a nonparametric tensor factorization for sparse data.

problem Handling sparse tensor data with structural and interpretability benefits.
method Hierarchical Gamma processes and Poisson random measures for tensor-valued process, Dirichlet processes for sampling entry indices, Gaussian processes for values.
result Demonstrates superior performance on benchmark datasets.

Correntropy is a local similarity measure defined in kernel space and the maximum correntropy criterion (MCC) has been successfully applied in many areas of signal processing and machine learning in recent years. The kernel function in correntropy is usually restricted to the Gaussian function with center located at ze…

2019-04-13abs ↗pdf ↗

We propose an exact slice sampler for Hierarchical Dirichlet process (HDP) and its associated mixture models (Teh et al., 2006). Although there are existing MCMC algorithms for sampling from the HDP, a slice sampler has been missing from the literature. Slice sampling is well-known for its desirable properties includin…

2019-03-21abs ↗pdf ↗

Exemplar-based clustering methods have been shown to produce state-of-the-art results on a number of synthetic and real-world clustering problems. They are appealing because they offer computational benefits over latent-mean models and can handle arbitrary pairwise similarity measures between data points. However, when…

2012-06-13abs ↗pdf ↗

The seemingly disjoint problems of count and mixture modeling are united under the negative binomial (NB) process. A gamma process is employed to model the rate measure of a Poisson process, whose normalization provides a random probability measure for mixture modeling and whose marginalization leads to an NB process f…

2012-09-15abs ↗pdf ↗

A new method detects outliers using ensembles of Dirichlet process mixtures.

problem Challenges in unsupervised outlier detection using Dirichlet process mixtures.
method Ensembles of Dirichlet process Gaussian mixtures with random subspace and subsampling.
result Empirically outperforms existing approaches in unsupervised outlier detection.

Study compares eigenvalues and moment spectra of geodesic balls in Riemannian manifolds.

problem Comparing eigenvalues and moment spectra of geodesic balls in Riemannian manifolds.
method Explicit upper and lower bounds for Poisson hierarchy and torsional rigidity.
result Equality of eigenvalues and moment spectra characterizes the model space.

While most Bayesian nonparametric models in machine learning have focused on the Dirichlet process, the beta process, or their variants, the gamma process has recently emerged as a useful nonparametric prior in its own right. Current inference schemes for models involving the gamma process are restricted to MCMC-based …

2014-10-04abs ↗pdf ↗

Study on Dirichlet process mixtures for clustering consistency.

problem Consistency of clustering with Dirichlet process mixtures.
method Analysis of posterior distribution as sample size increases, focusing on consistency for the number of clusters.
result Consistency for the number of clusters can be achieved with a properly adapted concentration parameter in a Bayesian setting.

Researchers solve Dirichlet problem for complex Monge-Ampère equation on Hermitian manifolds.

problem Solving the Dirichlet problem for the complex Monge-Ampère equation on Hermitian manifolds with boundary.
method Weak quasi-plurisubharmonic solutions and optimal subsolution theorems for bounded and Hölder continuous quasi-plurisubharmonic functions.
result Proves continuity of solutions for measures well dominated by capacity, including LpL^p densities and moderate measures.

The paper examines how the first Steklov-Dirichlet eigenvalue changes with the distance between two concentric circles.

problem Investigating the monotonicity of the first Steklov-Dirichlet eigenvalue on eccentric annuli.
method The approach involves showing differentiability, deriving integral expressions for the derivative, and using variational formulations to find upper and lower bounds.
result The paper proves the monotonicity of the first Steklov-Dirichlet eigenvalue on eccentric annuli with respect to the distance between the centers of the inner and outer boundaries.

We study a parsimonious but non-trivial model of the latent limit order book where orders get placed with a fixed displacement from a center price process, i.e.\ some process in-between best bid and best ask, and get executed whenever this center price reaches their level. This mechanism corresponds to the fundamental …

2017-01-04abs ↗pdf ↗

The paper estimates curvature for specific hypersurfaces in a special space.

problem Estimating curvature for spacelike graphic hypersurfaces in Lorentz-Minkowski space.
method Analyzing the geometry of spacelike admissible graphic hypersurfaces.
result Existence of specific hypersurfaces with prescribed curvature and boundary conditions.

We propose the supervised hierarchical Dirichlet process (sHDP), a nonparametric generative model for the joint distribution of a group of observations and a response variable directly associated with that whole group. We compare the sHDP with another leading method for regression on grouped data, the supervised latent…

2014-12-17abs ↗pdf ↗

Dependent nonparametric processes extend distributions over measures, such as the Dirichlet process and the beta process, to give distributions over collections of measures, typically indexed by values in some covariate space. Such models are appropriate priors when exchangeability assumptions do not hold, and instead …

2012-11-20abs ↗pdf ↗

It is proved that the Heisenberg group Nil3\operatorname*{Nil}\nolimits_{3} with a balanced metric, the sum of the left and right invariant metrics, splits as a Riemannian product T×Z\mathbb{T\times Z}, where T\mathbb{T} is a totally geodesic surface and Z\mathbb{Z} the center of Nil\operatorname*{Nil}% \nolimits_{3}. It…

2019-08-12abs ↗pdf ↗

The paper proves gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.

problem Proving gradient estimates for nonlinear parabolic equations on smooth metric measure spaces.
method Using Souplet-Zhang type estimates and properties of Bakry-Emery Ricci tensor and weighted mean curvature.
result Gradient estimates for nonlinear parabolic equations on smooth metric measure spaces with Dirichlet boundary condition.

Bayesian nonparametric (BNP) models provide elegant methods for discovering underlying latent features within a data set, but inference in such models can be slow. We exploit the fact that completely random measures, which commonly used models like the Dirichlet process and the beta-Bernoulli process can be expressed a…

2020-01-15abs ↗pdf ↗