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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.

168,742 papers · 148 categories

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230461691921 · Jun 202019922001200920172026
48 results for Hausdorff moment problem

Algorithm identifies probability distributions from noisy moments with minimal samples.

problem Identifying a probability distribution from its first mm noisy moments.
method Uses m=2km=2k samples to identify a kk-mixture with O(k2+o(1))O(k^{2+o(1)}) runtime.
result Achieves optimal sample complexity and runtime for identifying kk-mixtures.

We construct a canonical Hausdorff complex analytic moduli space of Fano manifolds with Kähler-Ricci solitons. This naturally enlarges the moduli space of Fano manifolds with Kähler-Einstein metrics, which was constructed by Odaka and Li-Wang-Xu. We discover a moment map picture for Kähler-Ricci solitons, and give comp…

2018-02-22abs ↗pdf ↗

In this article we consider a generalization of manifolds and orbifolds which we call quasifolds; quasifolds of dimension k are locally isomorphic to the quotient of R^k by the action of a discrete group - tipically they are not Hausdorff topological spaces. The analogue of a torus in this geometry is a quasitorus. We …

1999-04-30abs ↗pdf ↗

The paper proves isoperimetric regions on Riemannian manifolds with Ricci bounded below.

problem Proving the existence of isoperimetric regions in Riemannian manifolds.
method Gromov-Hausdorff asymptotic analysis to study perimeter-minimizing sequences.
result Existence of isoperimetric regions in noncollapsed Riemannian manifolds with Ricci curvature bound.

Solves complex Hessian equations in unstable cases, proving unique canonical solutions with singularities.

problem Existence of smooth solutions to complex Hessian equations in unstable cases.
method Parabolic flows and moment-map energy functionals, focusing on J-equation and deformed Hermitian Yang-Mills equation.
result Proves existence of unique canonical solutions with singularities on Kahler surfaces.

Study on Hausdorff dimension and curvature bounds in sub-Lorentzian Heisenberg group.

problem Hausdorff dimension and curvature bounds in sub-Lorentzian Heisenberg group.
method Elementary variational approach, Lorentzian isoperimetric problem, uniform estimate of causal diamonds.
result Heisenberg group has Lorentzian Hausdorff dimension 4 and satisfies neither timelike curvature-dimension nor measure contraction properties.

Sharp bound on singular set dimension for specific geometric problems.

problem Hausdorff dimension of singular set in free boundary problems.
method Analysis of noncollapsed limits of manifolds with Ricci curvature bounds.
result Dimension bound of singular set is n5n-5.

A new method for estimating causal parameters from observables reduces the need for finite moment conditions.

problem Estimating causal parameters from observational data with unknown or infinite moment conditions.
method Variational Method of Moments (VMM) for a general class of estimators, including kernel and neural net-based methods.
result VMM estimators are consistent, asymptotically normal, and semiparametrically efficient.

This paper introduces Hausdorff measure and its applications in fractal geometry.

problem Defining and applying Hausdorff measure to fractal geometry.
method Definition of Hausdorff outer measure, Caratheodory's criterion, construction of Hausdorff measure, and introduction of Hausdorff dimension.
result Demonstrates the Hausdorff dimension of the Cantor ternary set.

New method improves estimation of complex models from conditional moment restrictions.

problem Estimation of complex models from conditional moment restrictions.
method Functional Generalized Empirical Likelihood (GEL) with a practical method.
result The method achieves state-of-the-art performance on two problems.

Study of one-dimensional non-Hausdorff manifolds and their quotient to CW complexes.

problem Understanding and characterizing one-dimensional non-Hausdorff manifolds.
method Analyzing properties of connected non-Hausdorff manifolds and their quotient spaces to CW complexes.
result Existence of a quotient map from a connected non-Hausdorff manifold to an open one-dimensional CW complex.

This paper examines how data affects risk measures in uncertain distributions.

problem How does distributional ambiguity affect risk measures?
method Formulated and derived simpler dual problems for infinite and finite dimensional robust moment problems.
result Developed theory and conducted experiments in inventory control and portfolio management.

In this paper we consider the problem of minimizing the relative perimeter under a volume constraint in the interior of a convex body, i.e., a compact convex set in Euclidean space with interior points. We shall not impose any regularity assumption on the boundary of the convex set. Amongst other results, we shall prov…

2013-02-19abs ↗pdf ↗

Expands newsvendor model with moment constraints using Wasserstein distance.

problem Optimizing order quantity under distributional ambiguity.
method Formulates infinite dimensional primal problem, derives finite dimensional dual problem using problem of moments duality.
result Distributional ambiguity affects optimal order quantity and profits/costs.

Study of Calabi-Yau metrics on converging manifolds, resolving conjectures.

problem Understanding Calabi-Yau metrics on converging manifolds.
method Analysis of Gromov-Hausdorff limits of metrics on Calabi-Yau fibrations.
result Gromov-Hausdorff limit is homeomorphic to the base of the fibration and discriminant locus has high Hausdorff codimension.

The paper classifies Kleinian groups with Hausdorff dimension less than 1.

problem Classifying Kleinian groups with specific Hausdorff dimensions.
method Using Hou's result, the paper proves that all convex cocompact Kleinian groups of Hausdorff dimension less than 1 are Schottky groups.
result The classification of convex cocompact Kleinian groups of Hausdorff dimensions less than 1.

Upper bound for Hausdorff distance between hyperbolic space and its medianization.

problem Calculating the Hausdorff distance between hyperbolic space and its medianization.
method Using de Sitter space to model finite-dimensional hyperbolic space and its medianization, calculating the Hausdorff distance.
result An upper bound for the Hausdorff distance between hyperbolic space and its medianization is calculated.

We propose a method of moments (MoM) algorithm for training large-scale implicit generative models. Moment estimation in this setting encounters two problems: it is often difficult to define the millions of moments needed to learn the model parameters, and it is hard to determine which properties are useful when specif…

2018-06-28abs ↗pdf ↗

New Hausdorff integrations for Lie algebroids and symplectic groupoids.

problem Integrating Lie algebroids and symplectic groupoids.
method Hausdorff versions of Lie Integration Theorems 1 and 2, Lie equivalences, and algebraic approach to holonomy.
result Generalization of integration of subalgebroids to non-wide cases and detailed exploration of foliation groupoids.

MOMENT selects and estimates mixed-effects models using moment identities.

problem Selecting and estimating random-effects covariance matrix and fixed-effects coefficients in multiresponse linear mixed-effects models.
method MOMENT is a stage-wise moment-based framework that reduces the random-effects selection problem to a smooth constrained convex optimization problem.
result MOMENT performs competitively and can outperform separate univariate analyses for correlated responses.

Paper tackles stochastic control with mean and higher-order moments, finding Nash equilibria.

problem Time-inconsistent stochastic control problems with mean and higher-order moments.
method Developed closed-loop and open-loop Nash equilibrium controls using PDEs and maximum principles.
result Identical closed-loop and open-loop Nash equilibria controls, independent of state value and random path.

The paper strengthens a theorem on crossings under linear perturbations with Hausdorff measure estimates.

problem Understanding multiple-point crossings under linear perturbations.
method Establishes a transversality theorem with Hausdorff measure estimates for exceptional parameter sets.
result Explicit upper bounds on the Hausdorff dimension of the exceptional set.

Study on Hausdorff dimension of Anosov subgroup limit sets under specific affine complexity.

problem Investigating the Hausdorff dimension of Anosov subgroup limit sets with self-affine complexity.
method Analyzing the Hausdorff dimension of projective limit sets Λ1(Γ)Λ^1(Γ) of Anosov subgroups ΓΓ under specific assumptions about their affine complexity.
result The Hausdorff dimension of Λ1(Γ)Λ^1(Γ) is determined by the critical exponent of the first simple root under partial quasi-self-similarity.