AGCA approximates angular variation on the unit sphere, reducing extremal dependence problems to eigenanalysis.
problem Approximating angular variation in multivariate extremes.
method Anchored geodesic component analysis (AGCA) approximates angular variation by great subspheres constrained to pass through a chosen reference direction.
result AGCA finds concentrated tail directions in daily equity-portfolio losses, explaining about 91% of anchored variation.
Develops statistical framework for analyzing functional data extremes.
problem Analyzing extremes of functional data in Hilbert spaces.
method Regular variation in Hilbert spaces, Peaks-Over-Threshold framework, functional PCA.
result Proposes a dimension reduction method for functional extreme observations.
Study of harmonic maps with extreme Kerr-like singularities.
problem Analyzing harmonic maps with specific singularities.
method Asymptotic analysis of harmonic maps from 3D Euclidean space to hyperbolic plane.
result Existence and classification of tangent harmonic maps at extreme black hole horizons.
Improved analysis for extreme multi-class CRL with better sample complexity.
problem Theoretical sample complexity of CRL in extreme multi-class settings is poorly understood.
method Improved U-Statistics estimator to capture class concentration, proving O(k) sample complexity. result Sample complexity is O(k) for extreme multi-class learning, independent of class distribution. PCA simplifies multivariate extreme data analysis.
problem Analyzing multivariate extreme values with high-dimensional data.
method Principal Component Analysis (PCA) for dimensionality reduction.
result PCA helps preserve essential information for extreme value analysis.
We investigate the optimality of perturbation based algorithms in the stochastic and adversarial multi-armed bandit problems. For the stochastic case, we provide a unified regret analysis for both sub-Weibull and bounded perturbations when rewards are sub-Gaussian. Our bounds are instance optimal for sub-Weibull pertur…
Study on extremal subsets in geodesically complete spaces with curvature constraints.
problem Characterizing extremal subsets in GCBA spaces.
method Introduced and analyzed extremal subsets in GCBA spaces, proving their properties.
result Set of topological singularities forms an extremal subset under additional assumptions.
Kernel PCA helps analyze multivariate extremes and clusters them effectively.
problem Analyzing the dependence structure of multivariate extremes.
method Kernel PCA as a method for clustering and dimension reduction.
result Kernel PCA preimages effectively identify clusters in multivariate extremes.
The paper analyzes extreme risk measures with limited distributional information.
problem Investigating risk measures under partial knowledge of distribution moments and shape.
method Employing probability inequalities and modified Schwarz inequality to derive bounds on distortion risk measures.
result Unified framework for calculating best- and worst-case scenarios of distortion risk measures.
We obtain sharp volume bound for a conic 2-sphere in terms of its Gaussian curvature bound. We also give the geometric models realizing the extremal volume. In particular, when the curvature is bounded in absolute value by 1, we compute the minimal volume of a conic sphere in the sense of Gromov. In order to apply th…
Let (X,L) be a polarized Kähler manifold that admits an extremal Kähler metric in c1(L). We show that on a nearby polarized deformation that preserves the symmetry induced by the extremal vector field of (X,L), the modified K-energy is bounded from below. This generalizes a result of Chen, Székelyhidi and Tosatti to ex…
The study finds solar terms significantly impact China's stock market returns and volatility.
problem Investigating the effect of solar terms on China's stock market.
method Regression framework, analyzing multiple solar terms and their impact on return and volatility.
result Solar terms 1, 3, and 4 cause significant positive returns, while 8, 11, and 14 bring high volatility.
Calabi flow works well with bounded curvature on compact manifolds.
problem Stability of extremal Kähler metrics under the Calabi flow.
method Extending the Calabi flow with Lp scalar curvature bounds. result Calabi flow converges exponentially to extremal Kähler metrics.
We develop a framework for analyzing extreme values in correlated financial data.
problem Quantifying and mitigating risk in complex financial systems.
method Developed a practical framework for handling finite, multivariate, and correlated time series in finance.
result We successfully analyze high-frequency stock returns using univariate extreme value tools.
This work analyzes label embedding for large multiclass classification problems.
problem Label embedding for large multiclass classification problems.
method Analysis of label embedding in extreme multiclass classification, presenting an excess risk bound and showing a trade-off between computational and statistical efficiency.
result The statistical penalty for label embedding vanishes with sufficiently low coherence under the Massart noise condition.
The robustness of neural networks to adversarial examples has received great attention due to security implications. Despite various attack approaches to crafting visually imperceptible adversarial examples, little has been developed towards a comprehensive measure of robustness. In this paper, we provide a theoretical…
The paper calculates extreme measures in continuous time conic finance.
problem Determining valuation bounds for financial claims.
method Using dynamic spectral risk measures and estimating extreme measures from market data.
result Explicit formulas for extreme measures' Radon-Nykodim derivatives and estimation methods.
Taxicab correspondence analysis visualizes sparse text data sets.
problem Visualization of extremely sparse contingency tables.
method Robust variant of correspondence analysis for sparse data.
result Visualized an 8265-dimensional textual data set.
The book chapter discusses tail risk analysis for financial data using extreme value statistics.
problem Serial dependence in financial time series complicates tail risk assessment.
method The approach involves unconditional and conditional quantile forecasting.
result Serial dependence impacts multivariate tail dependence.
This article provides a new toolbox to derive sparse recovery guarantees from small deviations on extreme singular values or extreme eigenvalues obtained in Random Matrix Theory. This work is based on Restricted Isometry Constants (RICs) which are a pivotal notion in Compressed Sensing and High-Dimensional Statistics a…
The paper examines extreme value statistics of high-dimensional sample covariances, with applications in finance and image analysis.
problem Statistical validation of normal conditions in high-dimensional time series data.
method Generalizes the maximal deviation of sample autocovariances to high dimensions and applies Gumbel-type extreme value asymptotics.
result Gumbel-type extreme value asymptotics holds true for high-dimensional sample covariances.
We provide a new proof of a result of X.X.Chen and G.Tian : for a polarized extremal Kähler manifold, an extremal metric attains the minimum of the modified K-energy. The proof uses an idea of C.Li adapted to the extremal metrics using some weighted balanced metrics.
Let T be a triangulation of a Riemann surface. We show that the 1-skeleton of T may be oriented so that there is a global bound on the outdegree of the vertices. Our application is to construct extremal metrics on triangulations formed from T by attaching new edges and vertices and subdividing its faces. Such ref…
Study on extremizers for Sobolev inequality on curved manifolds.
problem Existence of extremizers for the sharp p-Sobolev inequality on Riemannian manifolds with nonnegative curvature. method Nonsmooth concentration compactness methods and Mosco-convergence results for Cheeger energy.
result Almost extremal functions are close to radial Euclidean bubbles and almost zero globally under nonnegative curvature.
We win EVA2025 by estimating extreme precipitation events using Peaks Over Thresholds and martingale testing.
problem Estimating the probability of extreme precipitation events with limited data.
method Modeling Peaks Over Thresholds with an exponential distribution and using martingale testing for evaluation.
result Our method outperforms other approaches in estimating extreme precipitation events.
We define the extremal length of elements of the fundamental group of the twice punctured complex plane and give upper and lower bounds for this invariant. The bounds differ by a multiplicative constant. The main motivation comes from 3-braid invariants and their application.
Estimates treatment effects in rare extreme events using EVT.
problem Estimating treatment effects in rare, impactful events like extreme climate events.
method Introduces a novel framework using EVT and multivariate regular variation for consistent treatment effect estimation.
result Developed a consistent estimator for extreme treatment effects with rigorous non-asymptotic analysis.
In this paper, we study extremal subsets in Alexandrov spaces with dimension n, curvature ≥κ, and diameter ≤D. We show that the following three quantities are uniformly bounded above in terms of n, κ, and D: (1) the number of extremal subsets in an Alexandrov space; (2) the Betti numbers of an extremal…
Study confirms conjecture on extremal length of hyperbolic metrics.
problem Determining the extremal length of hyperbolic metrics on Riemann surfaces.
method Analyzes the topology of closed hyperbolic Riemann surfaces to find extremal lengths.
result Extremal length is topology-dependent and has a specific upper bound.
We develop some pluripotential theoretic techniques for the transversally holomorphic foliation of a Sasakian manifold. We prove the convexity of the K-energy along weak geodesics for Sasakian manifolds. This implies that the K-energy is bounded below if a constant scalar curvature structure exists with those metrics m…
The study identifies extremal dependence in financial markets using a bootstrap-based testing procedure.
problem Accurately identifying extremal dependence in multivariate heavy-tailed financial data.
method Bootstrap-based testing procedure applied to U.S. and Chinese stock returns.
result The U.S. exhibits more isolated clustering of dependent assets compared to China.
Survey of extreme value modeling techniques for insurance.
problem Modeling of insurance industry's extreme events.
method Truncation, tempering, censoring, regression techniques.
result Adapted techniques for insurance applications.
Sharp upper bound for quasi polynomial degree of manifold configuration spaces.
problem Determining the exact degree of quasi-polynomial homology groups of configuration spaces.
method Analyzing extremal homology groups of unordered configuration spaces of manifolds.
result The upper bound for the degree of quasi-polynomials is sharp for every manifold.
Paper improves generalization bounds for structured output prediction problems.
problem Large label sets in structured output prediction problems.
method Developed novel high-probability bounds and generalization bounds in expectation.
result Significantly improved generalization bounds with logarithmic dependency on label set size.
We provide a bound for the error committed when using a Fourier method to price European options when the underlying follows an exponential \levy dynamic. The price of the option is described by a partial integro-differential equation (PIDE). Applying a Fourier transformation to the PIDE yields an ordinary differential…
Framework reconstructs missing spatio-temporal data for extreme value prediction.
problem Predicting extreme values from incomplete spatio-temporal data.
method Convolutional deep neural networks and autoencoder-like models for conditional sampling.
result Framework produces accurate reconstructions of missing data for extremal values.
Let $\M$ be a complete, connected noncompact manifold with bounded geometry. Under a condition near infinity, we prove that the Log Sobolev functional (\ref{logfanhan}) has an extremal function decaying exponentially near infinity. We also prove that an extremal function may not exist if the condition is violated. This…
Study axisymmetric waves on extremal Kerr spacetime using physical-space estimates.
problem Obtain integrated local energy decay estimates for axisymmetric waves on extremal Kerr backgrounds.
method Use physical-space analysis and a method introduced by Stogin, simplifying Aretakis' derivation.
result Extend Morawetz estimates to extremal Kerr spacetime using purely classical currents.
Analyzes premium data of Indian non-life insurers, finding GEV distribution best fits Lognormal and GEV extremes.
problem Modeling premiums of non-life insurance companies in India.
method Empirical analysis using Lognormal, GEV, and GPD distributions.
result Generalized Extreme Value distribution best fits premium data for ten Indian non-life insurers.
Existing strategies for finite-armed stochastic bandits mostly depend on a parameter of scale that must be known in advance. Sometimes this is in the form of a bound on the payoffs, or the knowledge of a variance or subgaussian parameter. The notable exceptions are the analysis of Gaussian bandits with unknown mean and…
WPCA improves subspace recovery robustness to outliers.
problem Improving subspace recovery in the presence of outliers.
method Winsorized PCA (WPCA) with theoretical analysis of accuracy and robustness.
result WPCA provides consistent subspace recovery from contaminated data.
Establishes inequality for multiple black holes, proving mass lower bound.
problem Proving mass-angular momentum inequality for multiple black holes.
method Novel flow of singular harmonic maps with hyperbolic plane target.
result Mass lower bound for ADM mass and angular momentum.
In this paper we establish the existence of extremals for the Log Sobolev functional on complete non-compact manifolds with Ricci curvature bounded from below and strictly positive injectivity radius, under a condition near infinity. When Ricci curvature is also bounded from above we get exponential decay at infinity o…
New acquisition function for extreme rewards in bandits.
problem Online decision making with extreme payoffs in multi-armed bandits.
method Modeling payoffs as Gaussian processes and using a novel UCB acquisition function.
result Demonstrated benefits across synthetic and real-world benchmarks.
The paper provides bounds for the empirical angular measure and applies them to improve statistical learning in extreme regions.
problem Estimating the angular measure in high-dimensional data with different distributions.
method Established bounds for the maximal deviations of the empirical angular measure from the true measure, using rank transformation and analyzing the most extreme observations.
result The bounds provide performance guarantees for statistical learning procedures in extreme regions, such as binary classification and anomaly detection.
This paper is a continuation of the work by the same authors on the Cartan group equipped with the sub-Finsler ℓ∞ norm. We start by giving a detailed presentation of the structure of bang-bang extremal trajectories. Then we prove upper bounds on the number of switchings on bang-bang minimizers. We prove that…
Sharp inequalities and extremals on compact Riemann surfaces with boundary.
problem Sharp Trudinger-Moser inequalities on compact Riemann surfaces with smooth boundary.
method Blow-up analysis involving isothermal coordinates.
result Existence of extremals and sharp inequalities.
We find an upper bound for the entropy of a systolically extremal surface, in terms of its systole. We combine the upper bound with A. Katok's lower bound in terms of the volume, to obtain a simpler alternative proof of M. Gromov's asymptotic estimate for the optimal systolic ratio of surfaces of large genus. Furthermo…