Proposes vMF distribution for skewed elliptical distributions.
problem Skewed distributions not adequately modeled by symmetric distributions.
method Introduces von-Mises-Fisher (vMF) distribution to represent skewed elliptical distributions.
result vMF distribution provides an explicit and simple probability representation of skewed elliptical distributions.
Consistent estimator for mixtures of nonparametric elliptical distributions helps cluster analysis.
problem Consistency of maximum likelihood estimator for mixtures of nonparametric elliptical distributions.
method Maximum likelihood estimation for mixtures of elliptically-symmetric distributions under nonparametric P. result Components of the estimator correspond to well-separated components of the underlying distribution P. New RESK distributions improve robust clustering of skewed data.
problem Robustly clustering non-symmetric, heavy-tailed data clusters.
method Proposes RESK distributions and an EM algorithm with robust skew-Huber M-estimator.
result Numerical experiments confirm the effectiveness of the proposed methods.
The notion of Lp-distributions is introduced on Riemannian symmetric spaces of noncompact type and their main properties are established. We use a geometric description for the topology of the space of test functions in terms of the Laplace-Beltrami operator. The techniques are based on a-priori estimates for ellipt…
Efficiently estimates mean of symmetric distributions without moments.
problem Estimating mean of symmetric distributions without moment assumptions.
method Generalization of filtering technique, Huber-loss-based techniques, SoS proofs.
result Achieves optimal error bounds for various symmetric distributions.
The Mean-Variance Criterion is equivalent to Second-order Stochastic Dominance under symmetric Elliptical distributions.
problem Determining the equivalence of Mean-Variance Criterion and Stochastic Dominance Criteria.
method Analyzing under symmetric and Skew-Elliptical distributions using Monte Carlo simulations.
result The Mean-Variance Criterion does not coincide with Second-order Stochastic Dominance for some types of risk-averse investors.
A new robust and flexible classification method for non-Gaussian data.
problem Robustness to scale changes and non-Gaussian distributions in classical discriminant analysis.
method FEMDA uses arbitrary Elliptically Symmetrical distributions and scale parameters for each data point.
result FEMDA is robust to scale changes and outperforms other methods.
A justification of the Basel liquidity formula for risk capital in the trading book is given under the assumption that market risk-factor changes form a Gaussian white noise process over 10-day time steps and changes to P&L are linear in the risk-factor changes. A generalization of the formula is derived under the more…
Unified framework for robust discriminant analysis overcomes Gaussian assumptions.
problem Challenges in linear and quadratic discriminant analysis with non-Gaussian or contaminated data.
method FEMDA framework considers arbitrary Elliptically Symmetrical (ES) distributions with flexible scale parameters.
result Maximum-likelihood parameter estimation and classification are robust and efficient.
In this paper we give a geometrical interpretation of all the second elliptic integrable systems associated to 4-symmetric spaces. We first show that a 4-symmetric space G/G0 can be embedded into the twistor space of the corresponding symmetric space G/H. Then we prove that the second elliptic system is equivalent…
Established concavity principle for curved spaces.
problem Solving equations on curved spaces with nonnegative curvature.
method Applied concavity principle to elliptic and parabolic equations on locally symmetric spaces with nonnegative curvature.
result First general concavity principle on spaces with non-constant sectional curvature.
Elliptic curve governs Hopf linking in symmetric tensegrity.
problem Understanding Hopf linking in A4-symmetric tensegrity.
method Parametrized by points on the elliptic curve 30a2.
result Only one rational point corresponds to a stable configuration.
An analytic solution for asset allocation with Laplace distribution.
problem Asset allocation with multivariate Laplace distribution.
method Specialization of elliptically symmetric distribution theory to Laplace distribution, accounting for dimensionality and variance rescaling.
result A result consistent with conjecture but with differences due to omitted term and rescaling.
New method for analyzing elliptic and parabolic equations.
problem Analyzing elliptic and parabolic equations.
method Level set version of partial uniform ellipticity.
result Effective approach to investigate equations.
Omega ratio, defined as the probability-weighted ratio of gains over losses at a given level of expected return, has been advocated as a better performance indicator compared to Sharpe and Sortino ratio as it depends on the full return distribution and hence encapsulates all information about risk and return. We comput…
Efficiently estimates covariance matrix for elliptical distributions under strong contamination.
problem Robust estimation of covariance matrix in the presence of adversarial corruptions.
method Proposes an algorithm that uses spatial sign of elliptical distributions and spectral covariance filtering.
result Achieves nearly optimal error guarantee for various elliptical distributions.
New method of symmetrization applied to PDEs on spheres.
problem Estimating solutions of quasilinear elliptic PDEs with singular data.
method Symmetrization method applied to mappings on the sphere, using conformal transformations.
result Estimates solutions of PDEs with Dirac measures on spheres.
This paper improves robust cluster enumeration for RES data.
problem Challenges in determining optimal clusters in noisy data.
method Generalizes robust Bayesian cluster enumeration for RES mixtures.
result Significant robustness improvement over existing methods.
Characterizes stably elliptic elements in Lie groups and their properties.
problem Understanding stably elliptic elements in Lie groups and their geometric and algebraic properties.
method Characterization through fixed point algebra and Weyl group action; relates to maximal invariant cones and compactness of order intervals.
result Connected components of stably elliptic elements can be described using Weyl group action on a compactly embedded Cartan subalgebra.
Study on symmetric operators on non-compact manifolds, focusing on their index modulo 2.
problem Investigating elliptic operators with a specific symmetry and their index modulo 2.
method Analysis of Callias-type operators on non-compact manifolds, establishing mod 2 versions of index theorems.
result Established mod 2 versions of the Gromov-Lawson relative index theorem, Callias index theorem, and Boutet de Monvel's index theorem for Toeplitz operators.
The elliptic Hall algebra governs torus link homology.
problem Proving the elliptic Hall algebra's role in torus link homology.
method Developed a rational Shareshian-Wachs involution to prove the symmetry of generating functions.
result Resolved a conjecture by establishing the elliptic Hall algebra's role in torus link homology.
We find explicitly all bi-umbilical foliated semi-symmetric hypersurfaces in the four-dimensional Euclidean space.
We study supersymmetric harmonic maps from the point of view of integrable system. It is well known that harmonic maps from R^2 into a symmetric space are solutions of a integrable system . We show here that the superharmonic maps from R^{2|2} into a symmetric space are solutions of a integrable system, more precisely …
Perimeter on manifolds leads to new symmetrization methods.
problem Applying symmetrization methods to quasilinear elliptic problems on RN. method Generalization of perimeter to manifolds, using hear kernel regularization.
result New symmetrization method on spheres for quasilinear elliptic problems.
We establish a new symmetrization procedure for the isoperimetric problem in symmetric spaces of noncompact type. This symmetrization generalizes the well known Steiner symmetrization in euclidean space. In contrast to the classical construction the symmetrized domain is obtained by solving a nonlinear elliptic equatio…
New findings on plane waves in 3D spacetimes, showing non-unimodular elliptic plane waves are unique.
problem Classifying Lorentz homogeneous spaces of dimension 3, focusing on plane waves.
method Revisiting and relaxing usual completeness assumptions, characterizing homogeneous plane waves.
result Non-unimodular elliptic plane waves are unique and non-extendable, geodesically complete only if symmetric.
The paper calculates the full asymptotics of analytic torsions for compact orbifolds.
problem Analytic torsions of compact locally symmetric orbifolds.
method Using Selberg's trace formula and geometric localization, the paper evaluates the heat trace and orbital integrals.
result Explicit formula for the asymptotic Ray-Singer analytic torsion of compact orbifolds.
Adapting the method of Andrews-Clutterbuck we prove an eigenvalue gap theorem for a class of non symmetric second order linear elliptic operators on a convex domain in euclidean space. The class of operators includes the Bakry-Emery laplacian with potential and any operator with second order term the laplacian whose fi…
We discuss the question of geometric formality for rationally elliptic manifolds of dimension 6 and 7. We prove that a geometrically formal six-dimensional biquotient with b2=3 has the real cohomology of a symmetric space. We also show that a rationally hyperbolic six-dimensional manifold with b2≤2 and …
We give a description of asymptotic quadratic growth rates for geodesic segments on covers of Veech surfaces in terms of the modular fiber parameterizing coverings of a fixed Veech surface. To make the paper self contained we derive the necessary asymptotic formulas from the Gutkin-Judge formula. As an application of t…
Symmetric function LM,N lifts torus link homology.
problem Computing the triply-graded Khovanov-Rozansky homology of torus links.
method Defined a symmetric function LM,N and showed it satisfies a recursion for torus link homology. result Triply-graded Khovanov-Rozansky homology of torus links is a specialization of LM,N. We give a generalization of a theorem of Bôcher for the Laplace equation to a class of conformally invariant fully nonlinear degenerate elliptic equations. We also prove a Harnack inequality for locally Lipschitz viscosity solutions and a classification of continuous radially symmetric viscosity solutions.
This note shows how independent elliptical distributions minimize the Wasserstein distance.
problem Minimizing the Wasserstein distance between elliptical distributions.
method Analyzing the Wasserstein distance between independent elliptical distributions with the same density generators.
result Independent elliptical distributions minimize their Wasserstein distance from other elliptical distributions with the same density generators.
The study explores special hypersurfaces in Riemannian products, focusing on elliptic Weingarten conditions.
problem Characterizing and classifying Weingarten hypersurfaces in Riemannian products.
method Analyzing hypersurfaces defined by specific curvature and angle functions, using Jellett-Liebmann-type theorems.
result Existence and uniqueness of certain types of hypersurfaces in specific Riemannian products.
We list up all the possible local orbit types of hyperbolic or elliptic orbits for the isotropy representations of semisimple pseudo-Riemannian symmetric spaces. It is key to give a recipe to determine the local orbit types of hyperbolic principal orbits by using three kind of restricted root systems and Satake diagram…
The paper defines MTCov for skewed elliptical distributions.
problem No specific problem stated, but dealing with skewed elliptical distributions.
method Defined MTCov for generalized skew-elliptical distributions and compared with skewed and non-skewed normal distributions.
result Special formula for MTCov of generalized skew-elliptical distributions.
A definition for elliptical tempered stable distribution, based on the characteristic function, have been explained which involve a unique spectral measure. This definition provides a framework for creating a connection between infinite divisible distribution, and particularly elliptical tempered stable distribution, w…
Study calculates tail risk for various mixture distributions.
problem Estimating tail risk for complex distribution mixtures.
method Analyzes tail conditional expectation for location-scale mixtures of elliptical distributions.
result Developed methods for calculating tail risk in various distributions.
Elliptical processes generalize Gaussian and Student-t models with fat tails and computational efficiency.
problem Need for models with fat tails and computational tractability.
method Represent elliptical distributions as continuous mixtures of Gaussian distributions, derive closed-form expressions for marginal and conditional distributions.
result Elliptical processes offer advantages in robust regression compared to Gaussian processes.
We give a review of the systematic construction of hierarchies of soliton flows and integrable elliptic equations associated to a complex semi-simple Lie algebra and finite order automorphisms. For example, the non-linear Schrödinger equation, the n-wave equation, and the sigma-model are soliton flows; and the equation…
New guarantees for VI in symmetric cases, extending previous results.
problem Symmetry in variational inference for complex distributions.
method Analysis of f-divergences and their stationary points under symmetry. result Symmetry-matching principles ensure recovery of mean and correlation matrix.
Elliptical processes extend Gaussian models with heavier tails.
problem Regression and classification with non-Gaussian likelihoods or heavy tails.
method Spline normalizing flow for variational inference of elliptical distributions.
result Elliptical processes outperform Gaussian processes in non-Gaussian settings.
In this paper we prove the interior gradient and second derivative estimates for a class of fully nonlinear elliptic equations determined by symmetric functions of eigenvalues of the Ricci or Schouten tensors. As an application we prove the existence of solutions to the equations when the manifold is locally conformall…
Researchers derived formulas for joint moments of elliptical distributions.
problem Calculating joint moments of elliptical distributions.
method Used Stein's lemma and two different methods to derive expressions.
result New formulae for expectations of product of normally distributed random variables and simplified expressions for other distributions.
Researchers create a parametrix for resolvents on manifolds with ends.
problem Essential self-adjointness of elliptic symmetric differential operators on manifolds with ends.
method Introduced semiclasical pseudodifferential operators compatible with the end structure.
result Essential self-adjointness of elliptic symmetric differential operators proved.
Paper defines new risk measures for elliptical distributions.
problem Risk measurement for elliptical distributions.
method DTM, DTS, DTK definitions and formula derivation for specific distributions.
result Explicit formulas for DTE, DTV, DTS, and DTK for various distributions.
The paper extends risk measures to two-step approximations and studies log-concave distributions.
problem Extending classical risk measures to two-step approximations.
method Optimization problem for determining optimal regime thresholds and values for log-concave distributions.
result Conditions for the uniqueness of regime changing in log-concave distributions.
New robust discriminant analysis for non-Gaussian data.
problem Classical discriminant analysis struggles with non-Gaussian distributions and contaminated datasets.
method Each data point follows its own ES distribution with arbitrary scale, leading to robust classification.
result Maximum-likelihood estimation and classification are simple, fast, and robust.