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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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3571106141 · May 202619922001200920172026
48 results for Gauss-Markov theorem

Fenrir uses probabilistic numerics to simplify solving initial value problems.

problem Solving initial value problems in ordinary differential equations.
method Probabilistic numerics and Gauss--Markov regression.
result The method simplifies parameter estimation in ODEs, making it easier and more robust.

We consider the question of learning in general topological vector spaces. By exploiting known (or parametrized) covariance structures, our Main Theorem demonstrates that any continuous linear map corresponds to a certain isomorphism of embedded Hilbert spaces. By inverting this isomorphism and extending continuously, …

2014-05-01abs ↗pdf ↗

The paper shows how to answer future and past questions from high-dimensional time series data.

problem Challenges in answering probabilistic inference questions from high-dimensional time series data.
method Temporal contrastive learning to learn Gaussian representations that enable compact closed-form solutions.
result Representations learned via contrastive learning follow a Gauss-Markov chain, enabling efficient inference and planning.

Fermat-Torricelli points help assess investment risks by smoothing series data.

problem Analyzing investment risks in series with large variance, nonlinear trends, or non-normal distributions.
method Construct Fermat-Torricelli points to reduce random component influence.
result Smoothing series by Fermat-Torricelli points reduces risk assessment errors.

Optimal sensor placement minimizes information loss from simulations.

problem Designing efficient sensor networks for spatiotemporal processes.
method Model-based sensor placement criterion with sparse variational inference and Gauss-Markov priors.
result Our method identifies sensor networks that minimize information loss from simulated data.

Enhances machine learning interpretability using category theory.

problem Improving machine learning interpretability and social implementation.
method Develops a categorical framework for structured understanding of supervised learning.
result Introduces the Gauss-Markov Adjunction for clarifying residuals and parameters.

Runge-Kutta methods are the classic family of solvers for ordinary differential equations (ODEs), and the basis for the state of the art. Like most numerical methods, they return point estimates. We construct a family of probabilistic numerical methods that instead return a Gauss-Markov process defining a probability d…

2014-06-10abs ↗pdf ↗

New Hida-Matérn kernels enable flexible process priors and efficient GP inference.

problem Flexible modeling of stationary processes with oscillatory components.
method Introducing a new class of covariance functions (Hida-Matérn kernels) and their state space representations.
result Efficient Gaussian Process inference and improved numerical stability.

A recently-introduced class of probabilistic (uncertainty-aware) solvers for ordinary differential equations (ODEs) applies Gaussian (Kalman) filtering to initial value problems. These methods model the true solution xx and its first qq derivatives \emph{a priori} as a Gauss--Markov process X\boldsymbol{X}, which is…

2018-07-25abs ↗pdf ↗

The inverse covariance matrix provides considerable insight for understanding statistical models in the multivariate setting. In particular, when the distribution over variables is assumed to be multivariate normal, the sparsity pattern in the inverse covariance matrix, commonly referred to as the precision matrix, cor…

2017-10-19abs ↗pdf ↗

Gaussian Graphical Models (GGMs) or Gauss Markov random fields are widely used in many applications, and the trade-off between the modeling capacity and the efficiency of learning and inference has been an important research problem. In this paper, we study the family of GGMs with small feedback vertex sets (FVSs), whe…

2013-11-10abs ↗pdf ↗

The paper proves three circles theorems and Liouville type theorems for subharmonic and holomorphic functions.

problem Establishing theorems for subharmonic and holomorphic functions on specific geometric structures.
method Using subharmonic and holomorphic functions on Riemannian manifolds and gradient shrinking Ricci solitons.
result Proves Liouville type theorems as applications of the established theorems.

Paper generalizes complex Brunn-Minkowski theory and proves new extension theorems.

problem Complex Brunn-Minkowski theory and extension theorems.
method Hilbert bundle approach to complex Brunn-Minkowski theory.
result Generalizes Guan's sharp strong openness theorem and sharp Ohsawa-Takegoshi extension theorem.

Formulates Index III lemma and Rauch III theorem with applications.

problem Develops new mathematical theorems based on existing ones.
method Formulation of Index III lemma and Rauch III theorem based on Index I, II lemmas and Rauch I, II theorems.
result Presented Rauch's type theorem and volume comparison result as applications.

In LM, we proved a family version of the famous Witten rigidity theorems and several family vanishing theorems for elliptic genera. In this paper, we gerenalize our theorems LM in two directions. First we establish a family rigidity theorem for the Dirac operator on loop space twisted by general positive energy loop gr…

1999-11-05abs ↗pdf ↗

The paper explains the topological origin of the distinction between incidence theorems over division rings and fields.

problem Understanding the distinction between incidence theorems over division rings and fields.
method Extending the surface-graph approach to noncommutative settings, the paper analyzes the topological properties of graphs embedded on surfaces of different genera.
result Theorems associated with graphs on the sphere hold over any division ring, while those on surfaces of positive genus typically hold only if the ground ring is a field.

INT benchmark tests theorem proving agents' ability to generalize to unseen theorems.

problem Evaluating theorem proving agents' ability to generalize to unseen theorems.
method INT benchmark based on a theorem generation and proof procedure with adjustable knobs for measuring 6 types of generalization.
result MCTS can help agents prove new theorems.

A homological selection theorem for C-spaces, as well as, a finite-dimensional homological selection theorem is established. We apply the finite-dimensional homological selection theorem to obtain fixed-point theorems for usco homologically UV^n set-valued maps.

2016-05-11abs ↗pdf ↗

The paper proves injectivity and vanishing theorems on compact Kahler manifolds.

problem Injectivity and vanishing theorems on compact Kahler manifolds.
method Hodge theory, Bochner-Kodaira-Nakano identity, analytic method, transcendental method, Demailly-Peternell-Schneider equisingular approximation theorem, Hormander L2 estimates.
result The main injectivity theorem implies several Nadel type vanishing theorems.