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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.

168,878 papers · 148 categories

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171342512683 · Jun 202019922001200920172026
48 results for Geometric Mean Information

The paper uses geometric methods to classify medical data histograms.

problem Classifying medical data histograms for disease diagnosis.
method Information geometry of beta distributions for comparing and classifying histograms.
result Geometric tools, particularly negatively curved Fisher information, enable unique mean calculation and K-means classification.

Study of Lévy flights on Zoll surfaces, revealing geometric information.

problem Understanding the mean first capture time of Lévy flights on Zoll surfaces.
method Analysis of geodesic Lévy processes on Zoll surfaces, focusing on the first correction term.
result The first correction term encodes geometric information, specifically the degree of the conjugate point.

The information bottleneck (IB) approach to clustering takes a joint distribution P ⁣(X,Y)P\!\left(X,Y\right) and maps the data XX to cluster labels TT which retain maximal information about YY (Tishby et al., 1999). This objective results in an algorithm that clusters data points based upon the similarity of their condit…

2017-12-27abs ↗pdf ↗

This paper proposes a new geometric framework for asset pricing.

problem The asymmetry between risk-neutral and physical measures in asset pricing.
method Information geometry, focusing on the relativity of probabilistic reference frames.
result Unified explanation for price fluctuations, event-driven behavior, and risk premia.

Geometric approach combines asset returns and investor views for better portfolio optimization.

problem Optimizing portfolios with investor-specific views.
method Generalized Wasserstein barycenter (GWB) to integrate statistical asset returns and investor views.
result The geometric approach offers more flexibility and rewards for correct investor views.

We extend the theory of asymmetric information in mispricing models for stocks following geometric Brownian motion to constant relative risk averse investors. Mispricing follows a continuous mean--reverting Ornstein--Uhlenbeck process. Optimal portfolios and maximum expected log--linear utilities from terminal wealth f…

2011-01-06abs ↗pdf ↗

A new method for distributed PCA using matrix β-mean.

problem Efficiently aggregating PCA results across multiple machines with reduced computational overhead.
method Proposes a novel DPCA method that incorporates eigenvalue information using the matrix β-mean.
result The matrix β-mean method improves robustness and stability of eigenvector ordering.

New method identifies shared topics in LLM inputs and outputs for better detection of hallucinations.

problem Detecting semantic drift in LLM responses from context.
method Transformed Deterministic Information Bottleneck (DIB) into UDIB for high-dimensional data.
result UDIB generates more informative topic representations for SDM, improving hallucination detection.

The paper defines and studies the geometric mean for tensors and its associated Riemannian geometry.

problem Defining and studying the geometric mean for tensors.
method Generalized geometric mean for tensors using T-product, verified properties, and investigated Riemannian manifold.
result Geometric mean of T-positive definite tensors is a unique solution of algebraic Riccati tensor equations and a midpoint of geodesics.

Study reveals how to determine area and curvature from fluid flow resonances.

problem Determining geometric properties from fluid flow data.
method Asymptotic expansion of heat kernel and Steklov spectral invariants.
result Area and total mean curvature can be inferred from Steklov eigenvalues.

Proposes a new regularizer for semi-supervised learning on multilayer graphs.

problem Semi-supervised learning on multilayer graphs with labeled and unlabeled data.
method Generalized matrix mean regularizer and matrix-free numerical scheme.
result The regularizer outperforms state-of-the-art methods numerically.

Discuss knots in SgimesS1S_{g} imes S^{1}, introducing rotating information and invariants.

problem Understanding knots in SgimesS1S_{g} imes S^{1} and their invariants.
method Introduce diagrams, moves, and rotating information to construct invariants.
result Construct invariants using the rotating information of knots in SgimesS1S_{g} imes S^{1}.

In high dimensions, the mean and geometric median are nearly identical.

problem Understanding the relationship between mean and geometric median in high-dimensional spaces.
method Analytical derivation and simulation of the distance between mean and geometric median.
result The distance between mean and geometric median vanishes with dimensionality in high dimensions.

Here are studied pairs of transversal foliations with singularities, defined on the Elliptic region (where the Gaussian curvature K\mathcal K is positive) of an oriented surface immersed in R3\mathbb R^3. The leaves of the foliations are the lines of geometric mean curvature, along which the normal curvature is given …

2003-02-17abs ↗pdf ↗

The visual systems of many mammals, including humans, is able to integrate the geometric information of visual stimuli and to perform cognitive tasks already at the first stages of the cortical processing. This is thought to be the result of a combination of mechanisms, which include feature extraction at single cell l…

2014-07-02abs ↗pdf ↗

The Freund family of distributions becomes a Riemannian 4-manifold with Fisher information as metric; we derive the induced αα-geometry, i.e., the αα-curvature, αα-Ricci curvature with its eigenvales and eigenvectors, the αα-scalar curvature etc. We show that the Freund manifold has a positive constant 0-scalar cur…

2003-11-06abs ↗pdf ↗

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 ↗

Study of J-Hermitian matrices and geometric mean definition.

problem Understanding the cone of J-Hermitian matrices and its geometric mean.
method Analysis of the cone structure, Riemannian structure, and definition of J-geometric mean.
result Uniquely characterized J-geometric mean defined as a solution to a Riccati-type equation.

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.

Signed networks allow to model positive and negative relationships. We analyze existing extensions of spectral clustering to signed networks. It turns out that existing approaches do not recover the ground truth clustering in several situations where either the positive or the negative network structures contain no noi…

2017-01-03abs ↗pdf ↗

A new geometric method for clustering SPD data improves upon Euclidean and Riemannian approaches.

problem Skewed interpretations of SPD data in Euclidean analysis and computational inefficiency of Riemannian methods.
method Proposes a geometric method based on the Thompson metric for unsupervised clustering of SPD data.
result Demonstrates improved clustering results using inductive midrange centroid computation.

New algorithms exploit mean bounds to improve bandit problem performance.

problem Improving bandit problem performance with side information on arm means.
method Developed novel algorithms R-OFUL and GLUE exploiting mean bounds for tighter estimates and reduced exploration.
result Regret bounds for R-OFUL and GLUE are never worse than standard algorithms, demonstrating improved performance.

The paper refines classical covariance asymptotics using geometric information geometry.

problem Deviation of finite-sample behavior from classical predictions in curved models.
method Develops a curvature-aware refinement by viewing parametric families as Riemannian manifolds with Fisher-Rao metric.
result Derives an \(n^{-2}\) correction to the leading \(n^{-1}I(θ)^{-1}\) covariance term for score-root estimators.

The paper studies constant mean curvature hypersurfaces in Finsler manifolds.

problem Understanding geometric properties of hypersurfaces in Finsler manifolds.
method Using volume preserving variation and homothetic navigation.
result Deduced a Heintze-Karcher type inequality and proved an Alexandrov type theorem.

A multi-step framework tackles online unsupervised domain adaptation with novel mean-target subspace computation.

problem Online unsupervised domain adaptation with unlabelled target data arriving sequentially.
method Multi-step framework with a novel mean-target subspace computation and temporal coherency consideration.
result Improved performance over previous approaches on four datasets.

This paper extends liquidity returns in geometric mean markets to time-varying weights.

problem Understanding returns and no-arbitrage prices in geometric mean markets with time-varying weights.
method Extending known results for constant-weight G3Ms to the general case of G3Ms with time-varying and potentially stochastic weights.
result LP shares can replicate the payoffs of financial derivatives and various trading strategies.

Bayesian model selection via mean-field variational approximation improves efficiency and accuracy.

problem Bayesian model selection under model mis-specification and latent variables.
method Mean-field variational approximation with non-asymptotic properties and geometric convergence.
result ELBO tends to select models closer to the true model than BIC as sample size increases.

Study applies Huisken formula to mean curvature flow in Ricci soliton background.

problem Analyzing mean curvature flow in Ricci soliton backgrounds.
method Applies Huisken's monotonicity formula to a shrinking self-similar solution of the extended Ricci flow.
result Establishes new results and solves noncompact case under natural geometric assumptions.