arXiv research

In this paper the result of real hypersurfaces in non-flat complex space forms, whose structure vector field $ξ$ belongs to the $κ$-nullity distribution is extended in case of three dimensional real hypersurfaces in non-flat complex space forms. Furthermore, generalization of notion ($κ$,$μ$)-nullity distribution defin…

Study spectral distribution of twisted Laplacian on high genus hyperbolic surfaces.

Survey on closed-form Fisher-Rao distance expressions.

We introduce a new statistical test of the hypothesis that a balanced panel of firms have the same growth rate distribution or, more generally, that they share the same functional form of growth rate distribution. We applied the test to European Union and US publicly quoted manufacturing firms data, considering functio…

We derive and approximate the conjugate prior of Dirichlet and beta distributions.

Local normal forms for symmetrical contact structures on 3-manifolds.

Improved portfolio optimization using VaR and CVaR with NMVM models.

The second fundamental form of Riemannian geometry is generalised to the case of a manifold with a linear connection and an integrable distribution. This bilinear form is generally not symmetric and its skew part is the torsion. The form itself is closely related to the shape map of the connection. The codimension one …

Integrates rough geometric forms on manifolds.

Analyzed US firm data 1970-2019, identifying scale effects and distributional forms.

Extends Hess-Schrader-Uhlenbrock inequality for 1-forms in tamed Dirichlet spaces.

Classifies homogeneous Pfaffian forms on graded manifolds.

Transformer improves parameter estimation without needing closed-form solutions.

We study the behaviour of differential forms in a manifold having at least one of their maximal isotropic local distributions endowed with the special algebraic property of being decomposable. We show that they can be represented as the sum of a form with constant coefficients and one that vanishes whenever contracted …

Defines semi-symmetric metric connections on differential forms.

For a $2$-dimensional non-flat spray we associate a Berwald frame and a $3$-dimensional distribution that we call the Berwald distribution. The Frobenius integrability of the Berwald distribution characterises the Finsler metrizability of the given spray. In the integrable case, the sought after Finsler function is pro…

We propose a general algorithm for approximating nonstandard Bayesian posterior distributions. The algorithm minimizes the Kullback-Leibler divergence of an approximating distribution to the intractable posterior distribution. Our method can be used to approximate any posterior distribution, provided that it is given i…

Two derivations of PCA for distributional data.

Bayesian neural networks learn weights with closed-form updates.

DDN models flexible free-form conditional distributions.

The paper derives inequalities for Riemannian maps and submersions involving quaternionic space forms.

We give a conceptual proof of the fact that if M is a complete submanifold of a space form, then the maximal integral manifolds of the nullity distribution of its second fundamental form through points of minimal index of nullity are complete.

Estimation of the operational risk capital under the Loss Distribution Approach requires evaluation of aggregate (compound) loss distributions which is one of the classic problems in risk theory. Closed-form solutions are not available for the distributions typically used in operational risk. However with modern comput…

A strictification result is proved for isotropic distributions on derived schemes equipped with negatively shifted homotopically closed $2$-forms. It is shown that any derived scheme over $\mathbb{C}$ equipped with a $-2$-shifted symplectic structure, and having a Hausdorff space of classical points, admits a globally …

If M is a submanifold of a space form, the nullity distribution N of its second fundamental form is (when defined) the common kernel of its shape operators. In this paper we will give a local description of any submanifold of the Euclidean space by means of its nullity distribution. We will also show the following glob…

We review a simple model of closed economy, where the economic agents make money transactions and a saving criterion is present. We observe the Gibbs distribution for zero saving propensity, and non-Gibbs distributions otherwise. While the exact solution in the case of zero saving propensity is already known to be give…

Some general features of kinetic multi-agent models are reviewed, with particular attention to the relation between the agent saving propensities and the form of the equilibrium wealth distribution. The effect of a finite cutoff of the saving propensity distribution on the corresponding wealth distribution is studied. …

For a generic distribution of rank two on a manifold $M$ of dimension five, we introduce the notion of a generalized contact form. To such a form we associate a generalized Reeb field and a partial connection. From these data, we explicitly constructed a pseudo--Riemannian metric on $M$ of split signature. We prove tha…

Proposes IPT for modeling complex joint distributions.

The paper derives risk measures for metalog distributions.

In this paper we introduce a new family of operator-valued distributions on Euclidian space acting by convolution on differential forms. It provides a natural generalization of the important Riesz distributions acting on functions, where the corresponding operators are $(-Δ)^{-α/2}$, and we develop basic analogous prop…

In our previous paper (see this arxiv math.DG/0402171) for generic rank 2 vector distributions on n-dimensional manifold (n greater or equal to 5) we constructed a special differential invariant, the fundamental form. In the case n=5 this differential invariant has the same algebraic nature, as the covariant binary biq…

The paper studies the distribution of random degeneracy sets on complex manifolds.

The paper studies geometric structures on SL(n,R) induced by the Killing form.

We consider a $(2q+1)$-dimensional smooth manifold $M$ equipped with a $(q+1)$-dimensional, a priori non-integrable, distribution ${\cal D}$ and a $q$-vector field ${\bf T}=T_1\wedge\ldots\wedge T_q$, where $\{T_i\}$ are linearly independent vector fields transverse to~${\cal D}$. Using a $q$-form $ω$ such that ${\cal …

We construct normal forms for Lorentzian metrics on Engel distributions under the assumption that abnormal curves are timelike future directed Hamiltonian geodesics. Then we indicate some cases in which the abnormal timelike future directed curve initiating at the origin is geometrically optimal. We also give certain e…

The paper derives inequalities for Riemannian submersions and their applications.

Modeling financial returns as conditionally independent random variables explains power-law tails.

This work improves distribution recovery from sparse data using Random Forest implicit regularization.

In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state given the observation processes. The method may be applied to a wide range of problems. Based on this model, we derive the joint distribution …

Study of Gaussian distributions using entropic Gromov-Wasserstein and inner product Gromov-Wasserstein.

To scale Gaussian processes (GPs) to large data sets we introduce the robust Bayesian Committee Machine (rBCM), a practical and scalable product-of-experts model for large-scale distributed GP regression. Unlike state-of-the-art sparse GP approximations, the rBCM is conceptually simple and does not rely on inducing or …

Pairs (Hamiltonian system, Lagrangian distribution), called dynamical Lagrangian distributions, appear naturally in Differential Geometry, Calculus of Variations and Rational Mechanics. The basic differential invariants of a dynamical Lagrangian distribution w.r.t. the action of the group of symplectomorphisms of the a…

The paper sets new bounds for Ricci-curvature in submersions and maps.

This note finds closed-form solutions for mean-risk portfolios using a specific type of mixture distribution.

Geometric structures on $\mathbb N Q$-manifolds, i.e.~non-negatively graded manifolds with an homological vector field, encode non-graded geometric data on Lie algebroids and their higher analogues. A particularly relevant class of structures consists of vector bundle valued differential forms. Symplectic forms, contac…

Rolling two hyperboloid surfaces is described using a Monge normal form.

An equation for the evolution of the distribution of wealth in a population of economic agents making binary transactions with a constant total amount of "money" has recently been proposed by one of us (RLR). This equation takes the form of an iterated nonlinear map of the distribution of wealth. The equilibrium distri…