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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.

169,051 papers · 148 categories

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4079119158 · Jun 202019922001200920182026
48 results for Fréchet Video Distance

The paper introduces new geometric methods to analyze radar electromagnetic wave statistics.

problem Analyzing spatio-temporal and polarimetric fluctuations of radar electromagnetic waves.
method Using statistical mechanics and Information Geometry, the paper defines a Fréchet barycentre and maximum entropy density for radar measurements.
result New tools for describing radar electromagnetic wave fluctuations, including a distance on covariance matrices.

This work examines curvature effects on empirical mean in Riemannian and affine manifolds for small samples.

problem Understanding curvature effects on empirical mean in small samples on Riemannian and affine manifolds.
method Established Taylor expansions for the first and second moments of the empirical mean, showing curvature impacts.
result Explicit formulas for bias and modulation of empirical mean's covariance matrix due to curvature.

In [16], a new family of vector-valued risk measures called multivariate expectiles is introduced. In this paper, we focus on the asymptotic behavior of these measures in a multivariate regular variations context. For models with equivalent tails, we propose an estimator of these multivariate asymptotic expectiles, in …

2017-04-24abs ↗pdf ↗

New metrics defined for full-rank correlation matrices, ensuring unique operations.

problem No suitable problem statement as the abstract does not describe a problem to be solved.
method New Riemannian metrics defined on full-rank correlation matrices, providing unique operations.
result Unique Riemannian logarithm and Fréchet mean defined for full-rank correlation matrices.

New formulas for geodesics on Stiefel and flag manifolds using trust-region method.

problem Computing geodesics and logarithms on Stiefel and flag manifolds.
method Closed-form geodesic formulas, trust-region solver, Fréchet derivatives.
result Efficient computation of geodesic distance and logarithm map.

Improved action recognition in live videos with hybrid FR-DL method.

problem High computational costs and lack of temporal information in conventional action recognition.
method Automated selection of representative frames, feature extraction, background subtraction, HOG, deep neural network, LSTM, Softmax-KNN classifier.
result Significant improvement in accuracy and speed compared to state-of-the-art methods.

Let GG be a compact connected simple Lie group and let $M=G^{\bb{C}}/P=G/K$ be a generalized flag manifold. In this article we focus on an important invariant of G/KG/K, the so called $\fr{t}$-root system $R_{\fr{t}}$, and we introduce the notion of symmetric $\fr{t}$-triples, that is triples of $\fr{t}$-roots $ξ, ζ, η…

2010-10-19abs ↗pdf ↗

A new method for estimating large-scale linear models with improved precision.

problem Estimating large-scale linear statistical models efficiently.
method Sequential Least-Squares Estimators with Fast Randomized Sketching (SLSE-FRS), integrating Sketch-and-Solve and Iterative-Sketching methods.
result SLSE-FRS produces high-precision estimators, outperforming state-of-the-art methods.

Study shows splitting schemes can approximate WFR flows faster than the exact flow.

problem Improving sampling efficiency in Wasserstein-Fisher-Rao gradient flows.
method Investigates operator splitting techniques to numerically approximate WFR flows.
result A judicious choice of step size and operator ordering can lead to faster convergence of split schemes to the target distribution.

FR-Train improves fair and robust AI training by detecting and reducing poisoned data.

problem Training AI models that are fair and robust in the presence of data bias and poisoning.
method Mutual information-based adversarial training with an additional discriminator.
result FR-Train maintains fairness and accuracy even in the presence of poisoned data.

Proves FR-NGD optimally approximates evolutionary dynamics and continuous Bayesian inference.

problem Optimizing continuous time replicator equations and continuous Bayesian inference.
method Fisher-Rao natural gradient descent (FR-NGD) and its correspondence with evolutionary dynamics.
result FR-NGD optimally approximates continuous time replicator equations and continuous Bayesian inference.

FR-LUX optimizes portfolio management by learning cost-aware policies robust to market conditions.

problem Transaction costs and regime shifts cause failure in live trading portfolios.
method Integrates three ingredients: microstructure-consistent execution model, trade-space trust region, and explicit regime conditioning.
result Achieves top average Sharpe ratio, maintains flat cost-performance slope, and superior risk-return efficiency.

This study provides an explicit expansion of KL divergence's gradient flow in Fisher-Rao geometry.

problem Sampling techniques struggle to traverse between modes in non-convex potential functions.
method Explicit expansion of KL divergence's gradient flow in Fisher-Rao geometry.
result The convergence rate to π is independent of the potential function.

Universal construction for Lie algebroids from anchored bundles with connections.

problem Creating a universal framework for Lie algebroids from anchored bundles with connections.
method Adapting Kapranov's construction to anchored bundles with arbitrary connections, showing compatibility with Lie algebroid structure.
result Universal connection ildeabla ilde abla on FR(E)FR(E) compatible with Lie algebroid structure, turning (FR(E),ildeabla)(FR(E), ilde abla) into a Cartan-Lie algebroid.

We study geodesics of the form γ(t)=π(exp(tX)exp(tY))γ(t)=π(\exp(tX)\exp(tY)), $X,Y\in \fr{g}=\operatorname{Lie}(G)$, in homogeneous spaces G/KG/K, where π:GG/Kπ:G\rightarrow G/K is the natural projection. These curves naturally generalise homogeneous geodesics, that is orbits of one-parameter subgroups of GG (i.e. γ(t)=π(exp(tX))γ(t)=π(\exp (tX)), $X\in …

2016-11-14abs ↗pdf ↗

Paper introduces DACAL for high-resolution photo and video enhancement.

problem Photo and video enhancement with weak supervision.
method Divide-and-conquer adversarial learning approach with hierarchical decomposition.
result State-of-the-art performance in high-resolution photo and video enhancement.

Self-supervised method estimates distances on fisheye cameras for autonomous driving.

problem Accurate Euclidean distance estimation on fisheye cameras for autonomous driving.
method Self-supervised scale-aware framework for monocular fisheye videos.
result State-of-the-art results on KITTI dataset, comparable to other methods.

We study geodesics in generalized Wallach spaces which are expressed as orbits of products of three exponential terms. These are homogeneous spaces M=G/KM=G/K whose isotropy representation decomposes into a direct sum of three submodules m=m1m2m3\frak{m}=\frak{m}_1\oplus\frak{m}_2\oplus\frak{m}_3, satisfying the relations $[\fr…

2015-03-14abs ↗pdf ↗

This article follow the article {http://hal.archives-ouvertes.fr/hal-00361030/fr/} in which the author characterize the fact of being of finite volume for a convex projective surface. We show here that the moduli space βf(Σg,p)β_f(Σ_{g,p}) of the convex projective structure on the surface Σg,pΣ_{g,p} of genius gg with pp pun…

2009-10-30abs ↗pdf ↗

A method learns to imitate from a single video demonstration using contrastive training and Siamese networks.

problem Learning to imitate from video demonstrations without direct access to state or action information.
method Contrastive training with Siamese recurrent neural networks to learn rewards and an RL policy to minimize distance.
result The method significantly improves policy learning and outperforms current techniques in various environments.

GeoIB uses information geometry to control compression in deep learning models.

problem The indirect and biased nature of traditional IB implementations in deep learning.
method GeoIB uses Fisher-Rao and Jacobian-Frobenius terms to control information compression directly.
result GeoIB achieves better trade-off between accuracy and compression than traditional IB methods.

We introduce \texttt{pycobra}, a Python library devoted to ensemble learning (regression and classification) and visualisation. Its main assets are the implementation of several ensemble learning algorithms, a flexible and generic interface to compare and blend any existing machine learning algorithm available in Pytho…

2017-04-25abs ↗pdf ↗

Study reveals centralization in Bitcoin transactions involving retail users.

problem Centralization and bias in Bitcoin transaction data.
method Heuristic classification of Bitcoin users, weekly activity pattern analysis.
result Most real transactions involve Frequent Receivers, centralizing the ecosystem.

We construct examples of finitely generated groups L that have non-trivial actions on R\mathbb{R}-trees but which cannot act, without fixing a vertex, on any simplicial tree. Moreover, any finitely presented group mapping onto L does have a fixed point-free action on some simplicial tree.

2012-03-15abs ↗pdf ↗

Unified framework for discrete diffusion modeling with flexible noising processes.

problem Efficient modeling of large discrete state spaces with arbitrary corruption dynamics.
method Generalized Discrete Diffusion from Snapshots (GDDS) framework that supports uniformization for fast noising and snapshot-based ELBO for reverse process.
result GDDS outperforms existing discrete diffusion methods in training efficiency and generation quality.

New algorithm for multi-armed bandits with delayed, partially observed rewards.

problem Sequential decision-making with delayed feedback.
method Proposed multi-armed bandits with generalized temporally-partitioned rewards, introducing β-spread property.
result Upper bound on performance of TP-UCB-FR-G algorithm improves state of the art.

Ground-A-Video edits videos without training, preserving intended changes.

problem Complex multi-attribute video editing with omitted or wrong changes.
method Grounding-guided video-to-video translation with Cross-Frame Gated Attention.
result Zero-shot multi-attribute video editing with improved accuracy and frame consistency.

CB-GLNs learn video data's complex dependencies via graph representation.

problem Capturing complex dependency structures in sequential data like videos.
method Represent video data as a graph, find compositional dependencies via graph-cut and message passing.
result CB-GLNs efficiently learn video data's semantic compositional structure.

A robust visual tracking system requires an object appearance model that is able to handle occlusion, pose, and illumination variations in the video stream. This can be difficult to accomplish when the model is trained using only a single image. In this paper, we first propose a tracking approach based on affine subspa…

2014-03-03abs ↗pdf ↗