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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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58116173231 · Jun 202019922001200920172026
48 results for Frechet mean

A new mechanism for differentially private Fréchet mean on SPD matrices.

problem Privacy-preserving statistical summaries for SPD matrices.
method Tangent Gaussian mechanism for log-Euclidean metric.
result Significantly better utility and computational efficiency.

The paper computes an approximation to the sample Frechet mean of graph sets using spectral information.

problem Characterizing the location of a set of graphs in a metric space.
method The Frechet mean is computed for sets of large graphs using the pseudometric defined by the norm between eigenvalues of adjacency matrices.
result An algorithm to approximate the sample Frechet mean of undirected unweighted graphs is described.

Study on the smoothness of solutions to a specific type of stochastic differential equation.

problem Regularity of solutions to mean-field GG-SDEs.
method Analysis of first and second order Fréchet differentiability in the random initial condition.
result Established the Fréchet differentiability of the solution and specified the corresponding equations.

Decentralized optimization on dynamic manifolds with improved regret bound.

problem Optimizing on nonstationary Riemannian manifolds in decentralized systems.
method Decentralized projected Riemannian gradient descent with weighted Frechet mean consensus.
result Achieved dynamic regret bound of O(T(1+PT)/(1σ2(W))){\cal O}(\sqrt{T(1+P_T)}/\sqrt{(1-σ_2(W))}).

Framework detects shape shifts in functional profiles using Fréchet mean and shape invariant model.

problem Detecting shape shifts in functional profiles.
method Combining Fréchet mean and shape invariant model for interpretable parameterization of profile deviations.
result Potential shifts in shape deformation process distinguished by significant shifts in amplitude and/or phase.

EpiMer merges models by solving Fréchet mean on a Riemannian manifold.

problem Integrating knowledge from multiple models without retraining.
method EpiMer casts model merging as solving the Fréchet mean on a Riemannian manifold, restricting computation to a low-rank subspace.
result EpiMer outperforms flat-geometry methods on image classification tasks.

Study shows effective resistance distance yields more accurate network barycenter than Hamming distance.

problem Identifying the best metric for computing the Fréchet mean network.
method Compared the effectiveness of Hamming distance and effective resistance distance in capturing network topology.
result Effective resistance distance produces a more accurate Fréchet mean network.

This work analyzes Fréchet regression using comparison geometry, providing theoretical and practical insights.

problem Analyzing data on complex structures like manifolds and graphs.
method Theoretical analysis through comparison geometry, focusing on existence, uniqueness, and stability of the Fréchet mean.
result Key results on the existence, uniqueness, and stability of the Fréchet mean, along with statistical guarantees for nonparametric regression.

DFR models dynamic distributional data with weighted Fréchet means.

problem Regression of distribution-valued responses over time.
method Dynamic Fréchet Regression (DFR) with index-aware weighting and feature selection.
result Improved predictive accuracy and feature recovery over existing methods.

Efficiently clusters data on manifolds using Fréchet maps.

problem Clustering on high-dimensional, non-Euclidean manifolds is computationally challenging.
method Introduces pp-Fréchet map to embed manifold data into Euclidean space for k-means clustering.
result Significant performance gains in runtime and accuracy compared to existing methods.

Proposes a new random forest weighted local Fréchet regression method.

problem Complex metric space valued responses and curse of dimensionality in Fréchet regression.
method Locally adaptive kernel generated by random forests for local average and local linear Fréchet regression.
result Significantly improves existing Fréchet regression methods with theoretical guarantees.

Develop a framework for barycentric projections of optimal transport plans on Riemannian manifolds.

problem Optimal transport couplings are probabilistic objects, while many learning pipelines require deterministic maps.
method Develop a framework for barycentric projections of transport couplings on Riemannian manifolds.
result The intrinsic projection maps each source point to the conditional Fréchet mean of its destination law and is shown to be the best deterministic representative under squared geodesic loss.

Paper optimizes FTPL for adversarial and stochastic bandits with specific tail distributions.

problem Optimizing Follow-the-Perturbed-Leader (FTPL) policy for bandit problems.
method Analyzes FTPL with Fréchet-type tail distributions in adversarial and stochastic settings.
result FTPL with certain Fréchet-type tail distributions achieves O(KT)\mathcal{O}(\sqrt{KT}) regrets in adversarial bandits.

A new method for averaging data on manifolds is proposed, offering simplicity and efficiency.

problem The difficulty of computing Fréchet means on manifolds, especially Stiefel and Grassmann.
method Proposed RL-barycenters, simpler arithmetic means projected onto the manifold.
result RL-barycenters yield simple yet effective means on Stiefel and Grassmann manifolds.

We define Lie and Courant algebroids on Fréchet manifolds. Moreover, we construct a Dirac structure on the generalized tangent bundle of a Fréchet manifold and show that it inherits a Fréchet Lie algebroid structure. We show that the Lie algebroid cohomology of the $\bb$-cotangent bundle Lie algebroid of a weakly sympl…

2014-12-01abs ↗pdf ↗

We introduce the new class of submanifolds of co-Banach type in tame Fréchet manifolds and construct tame Fréchet submanifolds as inverse images of regular values of certain tame maps. Our method furnishes an easy way to construct tame Fréchet manifolds. The results presented are key ingredients in the construction of …

2013-05-14abs ↗pdf ↗

Insurance benefits risk sharing for finite mean risks but not for infinite mean risks.

problem The effect of risk sharing and diversification for infinite mean risks.
method Investigation of risk sharing and diversification for infinite mean models, including stable, Pareto, and Fréchet distributions.
result Risk sharing can have a negative effect for infinite mean models, a phenomenon known as the nondiversification trap.

Some recent work in Frechet geometry is briefly reviewed. In particular an earlier result on the structure of second tangent bundles in the finite dimensional case was extended to infinite dimensional Banach manifolds and Frechet manifolds that could be represented as projective limits of Banach manifolds. This led to …

2011-09-20abs ↗pdf ↗

A new metric compares dynamical systems using operator eigenvalues.

problem Comparing and interpolating nonlinear dynamical systems from trajectory data.
method Representing systems as distributions of operator eigenvalues and projectors, defining a spectral-Grassmann Wasserstein metric.
result The proposed metric outperforms standard operator-based distances in machine learning applications.

Paper studies weighted Fermat-Frechet problem for simplex edge lengths.

problem Finding optimal edge lengths for simplex deformations.
method Isometric embedding techniques for KK-Space.
result New variational method to solve weighted Fermat-Frechet problem.

The consistency of Fréchet medians is proved for probability measures in proper metric spaces. In the context of Riemannian manifolds, assuming that the probability measure has more than a half mass lying in a convex ball and verifies some concentration conditions, the positions of its Fréchet medians are estimated. It…

2011-10-18abs ↗pdf ↗

The study finds the minimum number of critical points for functionals on Frechet spaces and Finsler manifolds.

problem Finding the minimum number of critical points for functionals on Frechet spaces and Finsler manifolds.
method Applying the Lusternik-Schnirelmann category to evaluate the minimal number of critical points for Keller Cc1 C_c^1 -functionals on Frechet spaces and Finsler manifolds.
result The minimal number of critical points is determined by the Lusternik-Schnirelmann category.

In this paper we develop the geometry of bounded Fréchet manifolds. We prove that a bounded Fréchet tangent bundle admits a vector bundle structure. But the second order tangent bundle T2MT^2M of a bounded Fréchet manifold MM, becomes a vector bundle over MM if and only if MM is endowed with a linear connection. As a…

2013-03-05abs ↗pdf ↗

Paper develops novel privacy mechanism for Riemannian manifold data using geometric analysis and heat diffusion.

problem Privacy-preserving estimation of generalized Frechet mean on Riemannian manifolds.
method Characterizes Renyi divergence via Harnack inequalities, introduces mechanisms based on heat diffusion and Langevin process.
result Proposes mechanisms for nonnegative and general Riemannian manifolds with detailed utility analyses.