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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.

168,694 papers · 148 categories

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77155232309 · May 202619922001200920172026
48 results for Geometric Calibration

Develops geometric framework for uncertainty-aware multi-class classification.

problem Silent failure of AI models when uncertain, especially in multi-class settings.
method Geometric framework treating probability vectors as points on the (c1)(c-1)-dimensional probability simplex, using Fisher--Rao metric for calibration and uncertainty quantification.
result Empirical validation shows 72.5% of errors captured while deferring 34.5% of ambiguous predictions, reducing automated decision error rates from 16.8% to 6.9%.

For product manifolds, cohomologically calibrated affine connections are geometrically irreducible.

problem Establishing geometric irreducibility of cohomologically calibrated affine connections on product manifolds.
method Proof relies on Hodge theory and integral arguments showing non-cancellation of off-diagonal components in the Riemann curvature tensor.
result Cohomologically calibrated affine connections on product manifolds are holonomically irreducible.

Bayesian models for networks are often misspecified, leading to overconfident inference.

problem Real-world networks violate assumptions of geometry and link function in latent space models.
method Proposes a generalized posterior framework for random geometric graphs, using Link-Sequential R-SafeBayes to adaptively tune posterior regularization.
result Improved calibration and better link prediction performance demonstrated on synthetic and real-world networks.

Study quantifies geometric complexity of connections on product surfaces.

problem Understanding geometric complexity of connections on product manifolds.
method Establishes a topological lower bound on the holonomy of cohomologically calibrated connections.
result Proves a bound on the dimension of the holonomy that is a topological invariant.

We provide yet another proof of the existence of calibrated forecasters; it has two merits. First, it is valid for an arbitrary finite number of outcomes. Second, it is short and simple and it follows from a direct application of Blackwell's approachability theorem to carefully chosen vector-valued payoff function and …

2009-12-18abs ↗pdf ↗

Proposes a new calibration error estimator for deep neural networks.

problem Improves calibration of deep neural networks, especially for canonical calibration.
method Uses a Dirichlet kernel density estimate to create a low-bias, trainable calibration error estimator.
result Asymptotically converges to true LpL_p calibration error, enabling efficient estimation and mini-batch updates.

New method calibrates deep models for both in-distribution and out-of-distribution samples.

problem Ensuring calibration for deep models in safety-critical applications, especially in OOD regions.
method Geodesic distance and Gaussian kernel to calibrate deep models.
result Proposed KDF and KDN methods achieve well-calibrated posteriors for both in-distribution and out-of-distribution samples.

The twist construction is a method to build new interesting examples of geometric structures with torus symmetry from well-known ones. In fact it can be used to construct arbitrary nilmanifolds from tori. In our previous paper, we presented a generalization of the twist, a shear construction of rank one, which allowed …

2017-02-17abs ↗pdf ↗

The study analyzes Dirac operators twisted by specific bundles, revealing their geometric and regularity properties.

problem Analyzing Dirac operators twisted by ramified Euclidean line bundles.
method Describes closed extensions of Dirac operators in terms of Gelfand-Robbin quotient, constructs geometric realizations, and develops an L2L^2 regularity theory.
result Geometric realizations of the Gelfand-Robbin quotient and an L2L^2 regularity theory are constructed.

A novel approach models rating transitions using Lie groups and Deep Learning.

problem Modeling rating transitions with geometric properties and stochastic processes.
method Introducing Itô-SDEs on Lie groups, using TimeGAN for calibration, and examining rating matrix properties.
result The geometric approach using Lie groups and Deep Learning generates a good fit for rating transitions.

These notes are based on lectures given at the Clay School on Geometry and String Theory, Isaac Newton Institute, Cambridge, 25 March - 19 April 2002. They attempt to provide an elementary and somewhat self contained discussion of the construction of supergravity solutions describing branes wrapping calibrated cycles, …

2003-05-09abs ↗pdf ↗

The paper introduces a new concept of frame vorticity and uses it to find optimal sections in specific geometric settings.

problem Finding optimal sections in geometric settings using frame vorticity.
method Defining frame vorticity, relating it to split pseudo-Riemannian metrics, and using split special Lagrangian calibrations.
result Explicit homologically volume maximizing sections and optimal sections for specific manifolds.

Two approaches improve conformal Bayes for label shift, one post-hoc and one in-training.

problem Improving prediction sets for target domain under label shift.
method Two complementary approaches: post-hoc calibration and in-training adaptation.
result In-training adaptation achieves up to 43% width reduction at unchanged coverage.

This study uses DRL to hedge American put options, outperforming traditional methods.

problem Hedging American put options with high accuracy and low transaction costs.
method Deep Deterministic Policy Gradient (DDPG) method, trained on stochastic volatility models.
result DRL agents outperform traditional methods in both simulated and real-world scenarios.

Let H be the hyperbolic space of dimension n+1. A geodesic foliation of H is given by a smooth unit vector field on H all of whose integral curves are geodesics. Each geodesic foliation of H determines an n-dimensional submanifold M of the 2n-dimensional manifold L of all the oriented geodesics of H (up to orientation …

2014-11-25abs ↗pdf ↗

No policy can simultaneously be fully autonomous, optimally calibrated, and helpful, proving a trilemma.

problem Proving impossibility of a policy achieving maximum helpfulness, optimal calibration, and full autonomy.
method Geometric proof showing that adding any non-affine autonomy incentive to a strictly proper scoring rule destroys strict properness.
result The Behavioral Credibility Trilemma: no policy can achieve all three goals simultaneously.

Recently the authors have explored new concepts of plurisubharmonicity and pseudoconvexity, with much of the attendant analysis, in the context of calibrated manifolds. Here a much broader extension is made. This development covers a wide variety of geometric situations, including, for example, Lagrangian plurisubhamon…

2008-04-08abs ↗pdf ↗

In this paper we study several issues related to the generation of superpotential induced by background Ramond-Ramond fluxes in compactification of Type IIA string theory on Calabi-Yau four-folds. Identifying BPS solitons with D-branes wrapped over calibrated submanifolds in a Calabi-Yau space, we propose a general for…

1999-11-03abs ↗pdf ↗

We present a construction of a canonical G_2 structure on the unit sphere tangent bundle S_M of any given orientable Riemannian 4-manifold M. Such structure is never geometric or 1-flat, but seems full of other possibilities. We start by the study of the most basic properties of our construction. The structure is co-ca…

2006-08-11abs ↗pdf ↗

Study shows TAP free energy minimization provides better posterior inference in high-dimensional linear models.

problem Deviation from true posterior mean and underestimation of posterior uncertainty in variational inference.
method Minimization of TAP free energy in a high-dimensional asymptotic framework, showing geometric and statistical properties.
result Local minimizer of TAP free energy provides consistent estimate of posterior marginals and correctly calibrated posterior inference.

FRESH combines patient-level and aggregate-level data for better clinical decision making.

problem Combining patient-level and aggregate-level data for clinical decision making.
method FRESH method that re-calibrates a patient-level model to match specified aggregate statistics.
result Unified data-efficient model for clinical decision making.

Hasse principle applied to area-minimizing submanifolds across different homology types.

problem Understanding the behavior of area-minimizing submanifolds in various homology contexts.
method Extending the Hasse principle from number theory to geometric variational problems.
result Recovering information about area-minimizing submanifolds in integral homology from those in real and mod nn homology.

Decision trees and shallow neural networks have different geometric complexities, impacting their interpretability and accuracy.

problem The geometric simplicity of decision boundaries in decision trees conflicts with the approximation capabilities of shallow neural networks.
method Analysis of the Radon total variation (RTV) seminorm to compare geometric complexity of decision regions and neural network approximations.
result Smooth barrier scores can approximate decision regions with finite RTV, but their performance depends on the tube-mass condition near the decision boundary.

Paper proposes a probabilistic alignment method for domain adaptation.

problem Latent distribution mismatch and miscalibrated uncertainty in adapting large-scale models.
method Bayesian latent transport framework with PAC-Bayesian regularization.
result Reduction in latent manifold discrepancy and improved uncertainty calibration.

The paper studies multi-curve interest rate models and their consistency and finite-dimensional realizations.

problem Consistency and existence of finite-dimensional realizations for multi-curve interest rate models.
method Geometric approach, characterizing consistency and existence of finite-dimensional realizations for multi-curve models.
result Characterization of consistency and existence of finite-dimensional realizations for multi-curve models.

The paper proves signatures of non-geometric rough paths can approximate functionals uniformly.

problem Approximating functionals of non-geometric rough paths.
method Extending rough paths with time and quadratic variation terms, proving uniform approximation.
result Linear functionals of extended signatures uniformly approximate continuous functionals.

Temperature scaling improves model uncertainty but not diversity in LLMs.

problem Improving the calibration and stochasticity of probabilistic models.
method Investigates theoretical properties of temperature scaling in classification and LLMs.
result Temperature scaling increases model uncertainty but not diversity in LLMs.

New truthful calibration errors improve model ranking in multiclass prediction.

problem Non-truthful calibration errors can mislead model comparisons.
method Introduced perfectly truthful calibration errors for multiclass predictions.
result Truthful calibration errors preserve decision-theoretic dominance and stabilize model rankings.

We propose a new framework to improve the calibration of neural networks.

problem Improving the accuracy of model confidence predictions.
method Introducing a differentiable surrogate for expected calibration error (DECE) and a meta-learning framework to optimise model hyper-parameters for validation set calibration.
result Achieved competitive performance with existing calibration approaches.