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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.

168,657 papers · 148 categories

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94189283377 · Jun 202019922001200920172026
48 results for Gaussian groups

In this paper, we propose an auto-encoder based generative neural network model whose encoder compresses the inputs into vectors in the tangent space of a special Lie group manifold: upper triangular positive definite affine transform matrices (UTDATs). UTDATs are representations of Gaussian distributions and can strai…

2019-01-28abs ↗pdf ↗

Bayesian method models binary response and covariates for two groups, estimating causal relationships.

problem Estimating causal relationships between binary response and covariates in observational data.
method Gaussian DAG-probit model with MCMC sampling for posterior distribution estimation.
result Validated method on simulated and real datasets, showing value of grouping variable in causality.

Extends ESGVI for UWB localization with skewed noise, improving state estimation accuracy.

problem Improving state estimation accuracy in UWB localization with skewed noise.
method Generalizes ESGVI to matrix Lie groups and introduces non-Gaussian factors.
result Improved accuracy in UWB localization with NLOS and multipath effects.

It was proved that the fundamental group of the space of harmonic polynomials of degree n(n2)n(n \geq 2), with the same Gaussian curvature is not trivial. Furthermore, we give an example of topologically nonequivalent conjugate harmonic functions having the same Gaussian curvature.

2010-12-17abs ↗pdf ↗

We consider robust covariance estimation with group symmetry constraints. Non-Gaussian covariance estimation, e.g., Tyler scatter estimator and Multivariate Generalized Gaussian distribution methods, usually involve non-convex minimization problems. Recently, it was shown that the underlying principle behind their succ…

2013-06-18abs ↗pdf ↗

Improves Gaussian process factor models for multi-population recordings.

problem Cubic runtime scaling with trial length and group number limits application to large-scale recordings.
method Two approximate approaches: inducing variables and frequency domain.
result Achieved orders of magnitude speed-up with minimal statistical performance impact.

Study classifies helix surfaces in Lorentzian Heisenberg group.

problem Classifying helix surfaces in Lorentzian Heisenberg group.
method Complete description of ambient space geometry, classification of minimal and CMC helix surfaces, investigation of constant angle surfaces.
result Explicit parametrizations of minimal and CMC helix surfaces in $\htt$.

Researchers study the conformal geometry of bivariate Gaussian manifolds.

problem Exploring the conformal structure of Fisher-Rao metric on statistical manifolds.
method Determined invariants of the conformal structure of the Fisher-Rao metric on the bivariate Gaussian manifold.
result The conformal holonomy group is SO0(1,6)SO^{0}(1,6) for generic random variables, but SO0(1,4)SO^{0}(1,4) for independent ones.

Gaussian processes are ubiquitous in nature and engineering. A case in point is a class of neural networks in the infinite-width limit, whose priors correspond to Gaussian processes. Here we perturbatively extend this correspondence to finite-width neural networks, yielding non-Gaussian processes as priors. The methodo…

2019-09-30abs ↗pdf ↗

Develops Gaussian processes on non-Euclidean spaces with symmetries.

problem Invariance to symmetries in non-Euclidean spaces.
method Constructive techniques for stationary Gaussian processes on compact and non-compact spaces.
result Makes non-Euclidean Gaussian processes compatible with standard software.

A new RG approach connects discrete and continuous time descriptions of Gaussian processes.

problem Discretization of continuous stochastic processes for accurate simulation or model inference.
method Renormalization Group (RG) approach for Gaussian time series generated by auto-regressive models.
result RG fixed points correspond to discretizations of linear SDEs, providing insights into process accuracy.

The paper develops adaptive confidence intervals for Efron's Gaussian two-groups model with unknown contamination.

problem Developing robust uncertainty quantification for Efron's Gaussian two-groups model with unknown contamination fraction.
method The approach involves Fourier-based certification procedures to find minimax-optimal adaptive confidence intervals.
result The minimax-optimal length of adaptive confidence intervals is polynomially worse than when contamination fraction is known.

New method renormalizes neural network Gaussian processes to identify learnable vs. unlearnable modes.

problem Separating learnable from unlearnable information in neural networks.
method Wilsonian renormalization applied to Gaussian Process Regression.
result Obtains a universal flow of the ridge parameter that becomes input-dependent.

Proposes a neural network for recognizing 3D skeleton-based interactions.

problem Recognizing two-person interactions from 3D skeleton sequences.
method Uses Gaussian distributions and Riemannian geometry of SPD matrices and matrix groups.
result Achieves competitive results on three benchmarks for 3D human activity understanding.

This study compares and evaluates categorical kernels for Gaussian process regression.

problem Challenges in designing effective categorical kernels for Gaussian process regression.
method Reproducible comparative study of existing kernels, new evaluation metrics, and clustering-based nested kernels.
result Nested kernels outperform other methods, especially when group structure is unknown or unknown.

The abstract proposes a neural network theory using quantum field theory.

problem Understanding the behavior of neural networks in the asymptotic and non-asymptotic limits.
method Mapping neural networks to Wilsonian effective field theory, using Gaussian processes and Feynman diagrams.
result Established a direct connection between overparameterization and simplicity of neural network likelihoods.

A new algorithm balances global reward and group constraints in federated multi-armed bandits.

problem Maximizing global reward while protecting client privacy in federated learning.
method Combinatorial contextual bandit with group constraints, using a two-output Gaussian process.
result TCGP-UCB incurs low regret, balancing super arm reward and group reward constraints.

Generalized Steinberg module presentation for Gaussian and Eisenstein integers.

problem Presenting Steinberg modules for specific number rings.
method Generalization of Bykovskii's presentation to Gaussian and Eisenstein integers.
result Generalization does not yield a presentation for all Euclidean number rings.

In this article we generalize the notion of constant angle surfaces in S^2 x R and H^2 x R to general Bianchi-Cartan-Vranceanu spaces, i.e. essentially to three-dimensional homogeneous spaces with a four-dimensional isometry group. We show that these surfaces have constant Gaussian curvature and we give a complete loca…

2009-07-31abs ↗pdf ↗

Classifies surfaces in hyperbolic space with constant Gaussian curvature.

problem Classifying surfaces in hyperbolic space with specific curvature.
method Loop group method, spectral parameter deformation, holomorphic quadratic differentials.
result Weakly complete constant Gaussian curvature surfaces are in one-to-one correspondence with holomorphic quadratic differentials.

Let N\mathcal{N} be the space of Gaussian distribution functions over R\mathbb{R}, regarded as a 2-dimensional statistical manifold parameterized by the mean μμ and the deviation σσ. In this paper we show that the tangent bundle of N\mathcal{N}, endowed with its natural Kähler structure, is the Siegel-Jacobi space…

2014-09-28abs ↗pdf ↗

Minimalistic model captures head direction system properties.

problem Representing head direction system in a high-dimensional space.
method A minimalistic representation model of the rotation group U(1), including fully connected and convolutional versions.
result Emergence of Gaussian-like tuning profiles and 2D circle geometry in both model versions.

Novel method for learning Gaussian graphical models from paired data.

problem Learning Gaussian graphical models for dependent groups.
method Introducing twin order to explore the search space more efficiently.
result The twin order makes the model space a distributive lattice, leading to more efficient model exploration.

We study the local equivalence problems of curves and surfaces in three dimensional Heisenberg group via Cartans method of moving frames and Lie groups, and find a complete set of invariants for curves and surfaces. For surfaces, in terms of these invariants and their suitable derivatives, we also give a Gaussian curva…

2013-01-28abs ↗pdf ↗

A new multi-task learning estimator improves Gaussian graphical regression model fitting.

problem High error rate in fitting Gaussian graphical regression models due to separate node-wise lasso regressions.
method Proposes a multi-task learning estimator with cross-task group sparsity and within-task element-wise sparsity penalties, solved via an efficient augmented Lagrangian algorithm.
result Error rate improvement over separate node-wise lasso estimates, demonstrated through simulations and application to gene co-expression network study.

The manifold hypothesis states that many kinds of high-dimensional data are concentrated near a low-dimensional manifold. If the topology of this data manifold is non-trivial, a continuous encoder network cannot embed it in a one-to-one manner without creating holes of low density in the latent space. This is at odds w…

2018-07-12abs ↗pdf ↗

New algorithms use Gaussian processes to optimize stopping times in financial markets.

problem Optimizing stopping times in financial time series with specific applications.
method Gaussian and Deep Gaussian Process models to analytically evaluate optimal stopping value functions and policies.
result Proposed algorithms outperform benchmarks on various financial time series datasets.

We study singularities of constant positive Gaussian curvature surfaces and determine the way they bifurcate in generic 1-parameter families of such surfaces. We construct the bifurcations explicitly using loop group methods. Constant Gaussian curvature surfaces correspond to harmonic maps, and we examine the relations…

2017-09-04abs ↗pdf ↗

The authors Balogh-Tyson-Vecchi in arXiv:1604.00180 utilize the Riemannian approximations scheme (H1,<,>L)(\mathbb H^1,<,>_L), in the Heisenberg group, introduced by Gromov, to calculate the limits of Gaussian and normal curvatures defined on surfaces of H1\mathbb H^1 when LL\rightarrow\infty. They show that these limits exi…

2020-02-17abs ↗pdf ↗