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.
Study relates Gaussian curvature signs to cuspidal edge types and geometric invariants.
problem Understanding the relationship between Gaussian curvature and singularities of Gauss maps of cuspidal edges.
method Analyzes geometric invariants and types of singularities of Gauss maps to define and characterize positivity/negativity of cusps.
result Defines and characterizes positivity/negativity of cusps of Gauss maps by geometric invariants of cuspidal edges, and shows relation between sign of cusps and Gaussian curvature.
We study pathwise invariances of centred random fields that can be controlled through the covariance. A result involving composition operators is obtained in second-order settings, and we show that various path properties including additivity boil down to invariances of the covariance kernel. These results are extended…
This paper studies gradient flows for sampling using various metrics and their affine invariance.
problem Sampling from probability distributions with unknown normalizations.
method Gradient flows in the space of probability measures, focusing on Kullback-Leibler divergence and affine invariance of metrics.
result Gradient flows of Kullback-Leibler divergence do not depend on the normalization constant, and affine invariance is achieved for certain metrics.
Wavelet scattering spectra model non-Gaussian time-series, proving scale invariance for self-similar processes.
problem Modeling non-Gaussian time-series with stationary increments.
method Complex wavelet transform for scale variations, joint correlation matrix for scale dependencies, second wavelet transform for diagonalization, maximum entropy models conditioned by scattering spectra coefficients.
result Scattering spectra of self-similar processes are scale invariant, allowing statistical testing and generation of new time-series.
Extracts invariant features to predict Y without confounding by Z, using conditional independence and optimal transport.
problem Extracting invariant features to predict Y without confounding by Z, a response variable influenced by unknown confounders Z.
method Develops a methodology penalizing statistical dependence between feature and confounders conditioned on Y, using the Optimal Transport Barycenter Problem.
result The method extracts invariant features in the Gaussian case, equivalent to penalizing dependence between feature and conditional random variable Z_Y.
In this paper we consider the Gaussian thermostat ray transform on both closed Riemannian surfaces and compact Riemannian surfaces with boundary. We establish certain results on the injectivity of the thermostat ray transform and the surjectivity of its adjoint.
Generalising well in supervised learning tasks relies on correctly extrapolating the training data to a large region of the input space. One way to achieve this is to constrain the predictions to be invariant to transformations on the input that are known to be irrelevant (e.g. translation). Commonly, this is done thro…
We prove that the default times (or any of their minima) in the dynamic Gaussian copula model of Cr{é}pey, Jeanblanc, and Wu (2013) are invariance times in the sense of Cr{é}pey and Song (2017), with related invariance probability measures different from the pricing measure. This reflects a departure from the immersion…
A surface in homogenous space Sol is said to be an invariant surface if it is invariant under some of the two 1-parameter groups of isometries of the ambient space whose fix point sets are totally geodesic surfaces. In this work we study invariant surfaces that satisfy a certain condition on their curvatures. We classi…
In nonlinear latent variable models or dynamic models, if we consider the latent variables as confounders (common causes), the noise dependencies imply further relations between the observed variables. Such models are then closely related to causal discovery in the presence of nonlinear confounders, which is a challeng…
In this thesis we deal with spectral invariants for polygons and closed orbisurfaces of constant Gaussian curvature. In each case our method is to study the heat kernel and the asymptotic expansion of the heat trace. First, we investigate hyperbolic polygons, i.e. relatively compact domains in the hyperbolic plane with…
We propose a novel Bayesian nonparametric method to learn translation-invariant relationships on non-Euclidean domains. The resulting graph convolutional Gaussian processes can be applied to problems in machine learning for which the input observations are functions with domains on general graphs. The structure of thes…
Using one of the key property of copulas that they remain invariant under an arbitrary monotonous change of variable, we investigate the null hypothesis that the dependence between financial assets can be modeled by the Gaussian copula. We find that most pairs of currencies and pairs of major stocks are compatible with…
We define cuspidal curvature κc (resp. normalized cuspidal curvature μc) along cuspidal edges (resp. at swallowtail singularity) in Riemannian 3-manifolds, and show that it gives a coefficient of the divergent term of the mean curvature function. Moreover, we show that the product κΠ called the product curva…